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Hi,
The below is the complete code I use as the custom backtestor.
Currently, the exit signal exits only one entry signal of a given ticker.
I would like all open positions of a single ticker to be closed by a
single exit signal.
Thanks.
SetCustomBacktestProc("");
if( Status("action") == actionPortfolio )
{
bo = GetBacktesterObject();
bo.PreProcess(); // Initialize backtester
for(bar=0; bar<BarCount; bar++)
{
for ( sig=bo.GetFirstSignal(bar); sig; sig=bo.GetNextSignal(bar) )
{
if ((sig.IsExit() ) && sig.Price != -1 )
{
// Exit Signal
bo.ExitTrade(bar,sig.symbol,sig.Price);
}
}
// update stats after closing trades
bo.UpdateStats(bar, 1 );
bContinue = True;
for (sig=bo.GetFirstSignal(bar); sig AND bContinue;
sig=bo.GetNextSignal(bar))
{
if ((sig.IsEntry() OR sig.IsScale()*0) AND sig.Price != -1 )
{
// Entry Signal
if(
bo.EnterTrade(bar,sig.symbol,sig.IsLong(),sig.Price,sig.PosSize,sig.PosScore,sig.RoundLotSize)
== 0 )
{ bContinue = False; }
}
}
bo.UpdateStats(bar,1);
bo.UpdateStats(bar,2);
}
bo.PostProcess();
}
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
>
> have you provided a for loop to go through the signals
>
> On 11/1/05, dbirru <dbjunk@xxxx> wrote:
> >
> > Hi,
> >
> > I don't seem to get sigscalein work with low-level backtester.
> >
> > I use the following code as exit in my custom backtestor.
> > But, it only exits one of the entry signals. All entry signals that
> > came as a result of multiple SigScaleIn are not exited by this code.
> >
> > I appreciate it if someone could tell me what I am missing?
> >
> > Thanks.
> > Dan.
> >
> > if ((sig.IsExit() ) && sig.Price != -1 )
> > {
> > bo.ExitTrade(bar,sig.symbol,sig.Price);
> > }
> >
> >
> >
> >
> >
> >
> > 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
> >
> >
> >
> >
> >
> >
> >
>
>
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://e-wire.net.au/~eb_kavan/ab_write.htm
>
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