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how to determine whether a Strategy.xxx should be executed

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  • how to determine whether a Strategy.xxx should be executed

    Supposed I hv a EFS that is set to long a stock when price is over 100 and to sell when it falls below 100. If the stock moves up and down between 99.x and 100.x WITHIN the same bar, it will give out signals many times.

    But what happens if I run the EFS as a strategy in a backtest? Will the backtest system reports the numerous trades or just report one trade?

    thx

  • #2
    Richard
    The Back Tester uses only completed bars hence it will report only one trade.
    Alex

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