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I guess I should read the sample more closely.
>From sample page:
"One thing worth mentioning is the fact that since scaling-in
signals do not store position score this example formula does not
support ranking of signals according to user-defined scores."
I need the PosScore information, so I will see if I can solve the
problem another way.
Cey
--- In amibroker@xxxxxxxxxxxxxxx, "C Alvarez" <yahoo@xxx> wrote:
>
> 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@> 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();
> > > }
> > >
> >
>
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