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Please read carefully. PositionScore *IS* used always for ENTRY signals.
It is not available for EXIT and SCALE signals.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "C Alvarez" <yahoo@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, August 10, 2006 11:55 PM
Subject: [amibroker] Re: Losing Trades in Custom Backtester
> 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
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>>
>
>
>
>
>
>
>
> 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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