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Hi Graham and Tomasz,
I apologize for my lack of understanding regarding custom backtest
procedure. After reading your posts, it seems that the task I wanted
to accomplish is too much for my ability at this point.
Thank you very much for the tips to how to implement it though.
Regards,
intermilan04
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxx> wrote:
>
> Hello,
>
> Please READ what Graham wrote. You can fetch # of signals per bar in
CUSTOM BACKTEST PROCEDURE.
> http://www.amibroker.com/guide/a_custombacktest.html
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "intermilan04" <intermilan04@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, February 16, 2006 8:46 AM
> Subject: [amibroker] Re: Going after every signal
>
>
> > Hi Graham and all,
> >
> > It would be very useful if the AFL had a function to fetch the # of
> > signals per day, IMHO.
> > I will study the AFL more and see if I can figure out a way to
> > implement this with the current format.
> >
> > Thank you very much for the heads up.
> >
> > intermilan04
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@> wrote:
> >>
> >> You would need to go into the advanced backtest code in order to
alter
> >> the position sizing according to how many signals you get on each bar
> >>
> >> --
> >> 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
> >>
> >>
> >> On 2/16/06, intermilan04 <intermilan04@> wrote:
> >> > Hi all,
> >> >
> >> > I'm trying to find a way to write a code such that I divide my
> >> > available equity evenly among every signal generated by a system.
> >> >
> >> > For instance, say I get 10 signals on a particular day, I want to
> >> > allocate 1/10 on each signal. When I get 5 signals on another
day, I
> >> > want to allocate 1/5 on each.
> >> >
> >> > My system currently uses the following code:
> >> >
> >> > PosQty = 5;
> >> > SetOption("MaxOpenPositions", PosQty );
> >> > PositionSize = -100/PosQty;
> >> >
> >> > but this code above is not very flexible because it has a fixed
number
> >> > of positions regardless of # of signals generated.
> >> >
> >> > Is there a way to implement what I want to accomplish? Any help is
> >> > appreciated.
> >> >
> >> > Regards,
> >> >
> >> > intermilan04
> >> >
> >> >
> >> >
> >> >
> >> >
> >> >
> >> > 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
> >
> >
> >
> >
> >
> >
> >
> >
>
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