[amibroker] Losing Trades in Custom Backtester

["C Alvarez" <yahoo@xxxxxxxxxxxx>]

I am using the Custom Backtester to iterate through the Signal list.
Depending on some additional conditions that I only can know at this
time, I might decide to skip a trade and set the PosSize = 0. This
prevents the trade from happening, as I want.

The problem is that if I remove a trade from the Signal list and then
the Buy array has a buy for the next day, it is not showing up the
Signal list. And at this time I might want to take the trade. Any
suggestions on how I can do this?

Here is the simplified code.

Thanks,
Cey


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.IsEntry())
                         {
                                 if (some_condition) // don't take trade
                                 {
                                         sig.PosSize = 0;
                                 }
                         }
                 }

         bo.ProcessTradeSignals(bar); // Process current bar's signals

         }

         bo.PostProcess();
}