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Hello,
> -better support for multiple positions on same symbol, not only
> GetFirstOpenPos() and GetNextOpenPos() for different sort orders or
> only for a given symbol, but also: ExitTrade should be working trade
> by trade on same symbol
You can do this yourself - iterate through open trades usign GetFirst/NextOpenPos
and built your own tables using your desired sort. You can write it in native AFL
or use osaka plugin for that for example or write your own plugin
(since you mentioned you are professional developer in some other e-mail)
>
> -AddToComposite should work in low-level backtesting, *may be some
> mistake on my part* but in spite of using atcFlagEnableInBacktest I'm
> not able to actually get values in the composite if I use something
> like
AddToComposite works in 1st pass of the backtest when Status("action") == actionBacktest
(which is repeated for all symbols in the list) when signals are being collected
and sorted
During 2nd pass of backtest when Status("action") == actionPortfolio
which is executed only ONCE regardless on how many symbols are under test,
AddToComposite calls do not apply. If you need to store values from this second pass
use OLE automation interface or file writing functions or osaka plugin.
In one of the future releases I may add a flag to enable AddToComposite in actionPortfolio.
As to "just not enough for what I'm trying to backtest" -
you have all tools for every imaginable system already.
Custom backtester interface (CBI) provides low level control and allows to
enter/exit/scale ANY trade on ANY symbol ANY time (functions from CBI provide full control over each of these params).
It also provides an easy way to query any open and/or already open positions.
This is actually all you need to have to build ANY system.
You don't need to use array processing at all. You can build your system
entirely in second pass (first pass doing nothing) and
It is absolutely up to you what you code.
The interface is complete: it works like brokerage: you can enter / exit / scale any trade and
you can query positions. The rest belongs to you.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "neurotic self" <neuroticself@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, August 24, 2005 4:18 PM
Subject: Re: [amibroker] GetNextOpenPos()
> Thanks Thomasz,
>
> if I may give some suggestions for further extension to the custom
> backtester interface (which btw is already very powerful, just not
> enough for what I'm trying to backtest), I understand some of these
> may be challenging but...
>
> -better support for multiple positions on same symbol, not only
> GetFirstOpenPos() and GetNextOpenPos() for different sort orders or
> only for a given symbol, but also: ExitTrade should be working trade
> by trade on same symbol
>
> -AddToComposite should work in low-level backtesting, *may be some
> mistake on my part* but in spite of using atcFlagEnableInBacktest I'm
> not able to actually get values in the composite if I use something
> like
>
> SetCustomBacktestProc("");
>
> if( Status("action") == actionPortfolio )
> {
>
> bo = GetBacktesterObject();
>
> Buy= anything;
>
> bo.PreProcess();
>
> for( i = 0; i < BarCount; i++ )
> {
>
> bo.UpdateStats( i, 0 );
> bo.HandleStops( i );
>
> p[i] = 5; // composite formula here (eg based on open trades for the bar)
>
> // missing actual buy code here, with bo.EnterTrade
>
> bo.UpdateStats( i, 2 );
> }
>
> bo.PostProcess();
> }
>
> AddToComposite(P, "~p", "X", 1+2+4+8);
>
> Anybody else feels like those would be valuable improvements?
>
> Thanks so far,
> n.
>
>
>
>
> On 8/23/05, Tomasz Janeczko <amibroker@xxxxxx> wrote:
>> Hello,
>>
>> No, GetNextOpenPos always reports positions in the order in which they were entered (FIFO)
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: "neurotic self" <neuroticself@xxxxxxxxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Tuesday, August 23, 2005 6:10 PM
>> Subject: [amibroker] GetNextOpenPos()
>>
>>
>> > Hello,
>> >
>> > my strategy requires multiple open positions for the same symbol,
>> > moreover the next step requires analyzing all currently open positions
>> > to take a decision on position size.
>> >
>> > I was able to code the rules thanks to the custom backtester, problem
>> > is I have to analyze open positions in ascending or descending entry
>> > price order.
>> >
>> > Is there any way to use GetNextOpenPos() so that trades are reported
>> > in the desired sequence?
>> >
>> > I could write the code to sort positions at every bar but that I'm
>> > afraid would be very inefficient.
>> >
>> > Thanks,
>> > neuro
>> >
>> >
>> >
>> > Please note that this group is for discussion between users only.
>> >
>> > To get support from AmiBroker please send an e-mail directly to
>> > SUPPORT {at} amibroker.com
>> >
>> > For other support material please check also:
>> > http://www.amibroker.com/support.html
>> >
>> >
>> > Yahoo! Groups Links
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>>
>>
>>
>>
>> Please note that this group is for discussion between users only.
>>
>> To get support from AmiBroker please send an e-mail directly to
>> SUPPORT {at} amibroker.com
>>
>> For other support material please check also:
>> http://www.amibroker.com/support.html
>>
>>
>> Yahoo! Groups Links
>>
>>
>>
>>
>>
>>
>>
>
>
> --
> Janeczko for President!
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
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