Re: [amibroker] Re: Losing Trades in Custom Backtester

["Mark H" <amibroker@xxxxxxxxxxxxx>]

Cey:

You may have missed my previous posts. Try:
http://finance.groups.yahoo.com/group/amibroker/message/99788
http://finance.groups.yahoo.com/group/amibroker/message/99785

- Mark
  ----- Original Message ----- 
  From: C Alvarez 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Tuesday, August 08, 2006 7:16 PM
  Subject: [amibroker] Re: Losing Trades in Custom Backtester


  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();
  > > > }
  > > >
  > >
  >