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How can you march thru each symbol for each bar in a CBT without
having a PositionScore or Buy/Sell signal associated with each symbol
for each bar? The only way I know of how to access each symbol for
each bar in a CBT is to use something like:
for( sig = bo.GetFirstSignal(); sig; sig = bo.GetNextSignal() )
This requires that a position score be calculated and RETAINED for
each symbol for each bar. This in turn requires that you define a
large number of open positions, a PositionScore, and Buy and Sell = 1
(Buy and Sell for all symbols and all bars). This creates other
issues for me when I do this.
Thanks,
Dave
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