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Mark,
I missed the first but saw the second post. I had already coded up
Tomasz' suggestion. Since position score is not stored, I stored the
information in position size. This seems to work just fine. I am
still checking the code and ouput to make sure it all works fine.
Cey
--- In amibroker@xxxxxxxxxxxxxxx, "Mark H" <amibroker@xxx> wrote:
>
> 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@> 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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