|
PureBytes Links
Trading Reference Links
|
More information.
So the first trade signal has a PosScore but the subsequent scale in
signals have PosScore empty.
Cey
--- In amibroker@xxxxxxxxxxxxxxx, "C Alvarez" <yahoo@xxx> wrote:
>
> 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@>
> 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();
> > }
> >
>
|