Re: [amibroker] Losing Trades in Custom Backtester

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

Hello,

Answer is here: http://www.amibroker.com/kb/2006/04/24/using-redundant-signals-for-entries/


Best regards,
Tomasz Janeczko
amibroker.com
  ----- Original Message ----- 
  From: C Alvarez 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Monday, August 07, 2006 10:04 PM
  Subject: [amibroker] Losing Trades in Custom Backtester


  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();
  }