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Use backtestRegularRaw mode instead
http://www.amibroker.com/f?setbacktestmode
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "redliontrader" <rlt@xxxxxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, August 31, 2007 4:14 PM
Subject: [amibroker] Re: Raw signal list in CBT with position score - unfiltered
> 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
>>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
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>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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>
> For other support material please check also:
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>
> Yahoo! Groups Links
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>
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>
Please note that this group is for discussion between users only.
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