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Tomasz,
It looks like the signal list is not holding all the signals that
expect to be in it. Is there some maximum number of signals that may
be put in the list? How is this determined?
I am expecting 18 and only getting 8. I have max positions set to
10. And at this particular time I have only 2 positions open.
Thank you,
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();
> }
>
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