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Tomasz,
I am doing regular mode. I coded this up like in the example in the
KB you pointed to. How is "TOP ENTRY" signals dtermined if
PositionScore is not used as stated in the KB article.
Thanks,
Cey
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> Hello,
>
> In rotational mode it holds 2 * WorstRankHeld TOP ENTRY signals,
in regular mode it holds
> 2 * MaxOpenPos TOP ENTRY signals. By changing settings you can
change how many ENTRY signals are kept.
> There is no point in holding more since they would never
> be used so why waste memory. All scale and exit signals are kept
(because you never know at the scanning
> time which exit signals will be needed because at that time you
don't know which trades are taken).
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "C Alvarez" <yahoo@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, August 10, 2006 11:33 PM
> Subject: [amibroker] Re: Losing Trades in Custom Backtester
>
>
> > 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@>
> > 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();
> >> }
> >>
> >
> >
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> >
> >
> >
>
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