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As you
already realize to make AB track along with what you're experiencing in your
simultation you will have to code in a way to set that signal to 0 rather than a
buy or short. By having to add code for this you're going to find that its
going to get out of hand very quickly. If you're still wanting to do that
then here's an idea:
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Create
an Afl file that you can "include" in your main formula. In that AFL
file put in coding that looks for a particular ticker on a particular day and
set the signal to 0. I "think" this will work but am not sure - its
been a while since I played with something like this myself and I did it via the
old backtester. I seem to recall that the Equity statement kept getting in the
way.
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size=2>
These
days I use AB to generate the "raw" signals via an explore and then have a
program that will allow me to choose the ones I want. BUT then it has to do all
of the bookeeping, etc. so that approach can turn into a
career.
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<FONT face=Arial color=#0000ff
size=2>d
<FONT
face=Tahoma size=2>-----Original Message-----From: Dave Merrill
[mailto:dmerrill@xxxxxxx] Sent: Tuesday, November 04, 2003 5:56
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
trading backtests in real lifethe new backtest
feature that allows us to see signals for the next day is awonderful step
towards sane real life trading of AA tests. however, I wonderif anyone any
ideas on how to handle a real life situation that came up inpaper trading
today.understand that I'm not asking for full portfolio management or
anything, orjust bitching; I know that's coming at some point. I'm just
trying to figureout what to do now, given the current tools we
have.the system I'm trying out is a scored non-rotational portfolio,
trading 10positions max. I got 10 entry signals for today, the first day
of papertrading, but couldn't enter 3 of them for various reasons that
actuallycould happen in real life, I think. (for instance, LGF, Lion's
Gate Films,earlier today said last tick 3.95, bid .01, asked 10, no major
immediatenews I saw. what is that about? optionsXpress' paper system
wouldn't let meshort 2 others.)does anyone have any ideas on how
to best move forward from here? thebacktest thinks I'm already in 10
stocks, so unless I get exit signalstonight, it won't show me any new
buys, and if there are sells, it'll onlyshow that number of
buys.the only thing I could think of to sync things back up again is
funky: hardcode some exceptions, like:ticker =
Name();if(ticker == "LGF" or ticker == "CCBL" or ticker == "TRID")
{ buy = buy and Date() != 1031103}as time goes on, more
of these would need to be added every time somethingunpredictable happened
on the execution side.any other ideas? anyone trading backtests like
this?daveSend
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