[amibroker] Re: Losing Trades in Custom Backtester

["C Alvarez" <yahoo@xxxxxxxxxxxx>]

Tomasz,

The sample code looks like it will let me do what I want. The 
problem I am now running into is the sig.PosScore is empty. Why is 
that? I am setting it.


Thanks,
Cey

--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> 
wrote:
>
> 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();
>   }
>