Re: [amibroker] MaxBuys per bar in backtesting

["Edward Pottasch" <empottasch@xxxxxxxxx>]

i believe you are supposed to do this with the custom backtester. I never managed to use this on any useful level but maybe this code will get you ahead. It looks at all bars and finds the signals for each bar and removes excess signals before the signals are processed. I did not include a ranking of the signals though ..  (see http://www.amibroker.com/guide/a_custombacktest.html  for details .... ).

 

 

SetCustomBacktestProc("");

MaxBuys = 3;

if( Status("action") == actionPortfolio ) {

   bo = GetBacktesterObject();
   bo.PreProcess();
   
   for( i = 0; i < BarCount; i++ ) {
   
   
      cntBuys = 0;
   
      // look at new signals and exclude signals if they exceed maxBuys 
      for( sig = bo.GetFirstSignal(i); sig; sig = bo.GetNextSignal(i) ) {
      
         // check for entry signal and long signal
         if( sig.IsEntry() ) {
         
            if( cntBuys > MaxBuys ) {  
            
               sig.PosSize = 0;
               
            } else {
            
               cntBuys = cntBuys + 1;
               
            
            }
            
            
         }
         
      
      }
      
      bo.ProcessTradeSignals( i );
   }

   bo.PostProcess();

fclose( fh );
}

 

 

 

 

 

----- Original Message -----

From: Keith McCombs

To: amibroker@xxxxxxxxxxxxxxx

Sent: Tuesday, March 20, 2007 8:12 PM

Subject: [amibroker] MaxBuys per bar in backtesting

I would like to set a maximum buys per bar.

I know about:
MaxOpen = 10;
SetOption("MaxOpenPositions", MaxOpen);

But is there any way to write the 'equivalent' of:
MaxBuys = 3;
SetOption("MaxBuys", MaxBuys);

TIA.
-- Keith

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