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Oops. I forgot the Position Score is stored for the regular buy
signals. But I still do not seem to seeing getting things right.
So MaxOpenPos = 10, so I should see all second entry signals and 20
original buy signals but I am only seeing 8 buy signals, I expect 14
of these.
Cey
--- In amibroker@xxxxxxxxxxxxxxx, "C Alvarez" <yahoo@xxx> wrote:
>
> 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@>
> 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@>
> > 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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