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Thanks Ed,
That is where I am now. The bo.PreProcess method unfortunately
filters out "redundant" buy signals.
I tried skipping the PreProcess method, but it looks as though some
of the other objects are not initialized and I get errors.
The problem I am trying to work around is that I need the
positionscore for the scalein signal. Scalling in for my systems
needs to be sorted with all the other buy signals.
I am frustratedily chasing my tail here.
There seems to me to be a fundemental flaw for scaling-in in
portfolio testing. At the trading system level - before the
backtester runs, I don't know if the trade is going to actually
execute in the backtest (whether it has a high enough priority). So
how can I decide to scaleIn when I don't know that I am in?
I could handle all this at the low-level of the backtester, but the
low level doesn't seem low enough, as it filters out the buy signals.
maybe I am missing something, but i don't even know where to look. I
have read everything I can on the backtester, knowledge-base, looked
at other code.
signed - stuck
--- In amibroker@xxxxxxxxxxxxxxx, "Edward Pottasch" <empottasch@xxx>
wrote:
>
> 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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