Re: [amibroker] Raw signal list in CBT with position score - unfiltered

["Edward Pottasch" <empottasch@xxxxxxxxx>]

I think that if you use code like you've show yesterday, using bo.Preprocess you will get all the signals (I think there is a maximum that Amibroker stores, 2*MaxOpenPositons ).

 

So:

 

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)) { 
        

         }

   }

bo.PostProcess();

}

 

will walk through all signals per bar up to the limitation set by Amibroker.

 

If you want want to view the signals after a backtest is done, so only looking at the signals the backtester has chosen I am not sure if that works with in the same way. But you could maybe walk through the trade object which contains.

 

rgds, Ed

 

 

 

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

From: redliontrader

To: amibroker@xxxxxxxxxxxxxxx

Sent: Friday, August 31, 2007 2:04 PM

Subject: [amibroker] Raw signal list in CBT with position score - unfiltered

Is there a way to get an unfiltered signal list via the custom
backtester? Currently if I loop through signal list, any buy signals
for positions already held are removed. I would like to see those buy
signals.

I tried using the scalein signal, but the position score isn't passed
along with a scalein.

I need the positionscore sorted list for all stock that signal,
regardless of holding status. Any help?

rlt

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