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Andy,
Take a look at the document in the files area called "AmiBroker Custom
Bactester Interface.pdf". It covers the CBT with some examples.
>From only a cursory consideration, I think you'd need to get right
down to the low-level backtester interface, where you can trade based
on run-time rules even without signals in your buy/sell arrays.
At that level, you'd probably need to first have some method of
determining your time period (ie. calendar month or just certain
number of bars), then at those intervals look through all your open
positions using the Trade object and see which one has the lowest
gain, then sell that one using the Backtester object's ExitTrade method.
GP
--- In amibroker@xxxxxxxxxxxxxxx, "foginthehills" <andrewdelin@xxx> wrote:
>
> Hi there,
>
> I'd appreciate a little help, if someone knows how to do this...
>
> I want to create a regular backtest script, but the twist is that it
> sells the lowest performing LONG position each month. This means after
> a stock has been held for 4 weeks it gets included in a monthly
> comparison with all other open positions and the weakest performer is
> sold.
>
> I know there are some notes in the manual on custom backtesters, but
> I'd appreciate some fragments of code to get me started on this aim.
>
> Anyone?
>
> many thanks - Andy
>
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