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Ed,
Unfortunately, I cannot re-create your results here. I used a very
simple backtest, and copied your code verbatim, but the outer loop
still executes only for the first signal.
Thanks, though, for the suggestion,
David
--- In amibroker@xxxxxxxxxxxxxxx, "Edward Pottasch" <empottasch@xxx>
wrote:
>
> hi,
>
> it seems to be possible. I ran this code on top of some backtest.
The results in the AA window show that both loops are used. If you
want to change a trade then you will have to change this setup. Here
I first run the backtest and then go through the signal object.
>
> Ed
>
>
>
>
> SetOption("UseCustomBacktestProc", True );
>
> if( Status("action") == actionPortfolio ) {
>
> bo = GetBacktesterObject();
> //bo.PreProcess(); // Initialize backtester
> bo.backtest();
>
> for(bar=0; bar<BarCount; bar++) {
>
>
> for ( sig = bo.GetFirstSignal(bar); sig;
sig=bo.GetNextSignal(bar)) {
>
>
> for ( sig2 = bo.GetFirstSignal(bar); sig2;
sig2=bo.GetNextSignal(bar)) {
>
> bo.RawTextOutput( "\t" + "Sig: " + sig.Symbol
+ " Sig2: " + sig2.Symbol );
>
>
> }
>
> }
>
> }
> //bo.PostProcess(); // Finalize backtester
>
> }
>
>
>
>
> ----- Original Message -----
> From: david.weilmuenster
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Monday, July 02, 2007 5:18 PM
> Subject: [amibroker] Nested Loops - Custom Backtester
>
>
> Hi,
>
> In the Custom Backtester, I need to run a nested loop to examine
all
> signals in comparison to a given signal, and have tried the
following
> code to implement a nested loop:
>
> for ( sig = bo.getfirstsignal(bar); sig; sig = bo.getnextsignal
(bar))
>
> {
>
> for ( sig_2 = bo.getfirstsignal(bar); sig_2; sig_2 =
> bo.getnextsignal(bar))
>
> {
>
> ... logic to compare signals
>
> }
>
> }
>
> -------------------------------------------
>
> But, the code executes only for the first signal in the outer
loop.
> I.e., it runs the inner loop perfectly, but only for the first
signal
> in the outer loop.
>
> Any clues as to what I'm doing wrong? Maybe this isn't possible?
> Other approaches I should try?
>
> Thanks,
> David Weilmuenster
>
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