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It surely works 100% correct. Find mistakes in your formula or
send it to support.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "C Alvarez" <yahoo@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, August 11, 2006 12:04 AM
Subject: [amibroker] Re: Losing Trades in Custom Backtester
> 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
>> > >
>> > >
>> > >
>> > >
>> > >
>> > >
>> > >
>> > >
>> > >
>> >
>>
>
>
>
>
>
>
> 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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