Hi Chris,
you are right, its not at all easy to create a backtest, if its not always Obenbuy>Closebuy>Opensell>Closesell as you mentinoned in
your posting of Tue Nov 16, 2004 12:52 pm
http://forum.vtsystems.com/index.php?showtopic=667
But I think after some working perhaps I might have found a solution. Here is the result, a backtesting System producing a profit-chart in an additional frame with no condition re order of trading signals, as you may see in the chart below.
It doesnt matter how the signals follow each other, after a buy signal alwasy 1 lot long and after a sell signal always 1 lot short is calculated and the positions are always closed to 0 lots no matter how much close signals are triggered. You can test it by manually entering any signal timing (by entering the BarNumber - to find the barnumber, attach the system to any chart with the default values and read the desired barnumbers via inspector in additional frame 2).
The System 'Profit_Chart (trialBacktestVers2).vttrs' is attached for downloading. Its a test system to demonstrate the functionality.
Kind regards,
Konny