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Didn't know I was on the edge!
Thanks, raw mode does it for me.
I will add the readme to my mandatory reading.
Thanks for unsticking me.
RLT
--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxx> wrote:
>
> If you're going to "code on the edge" then reading the list of
functions in
> the help file and the readme file are mandatory. Try
SetBacktestMode - see
> readme for details.
>
> d
>
> > -----Original Message-----
> > From: amibroker@xxxxxxxxxxxxxxx
> > [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of redliontrader
> > Sent: Friday, August 31, 2007 10:15 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > 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@>
> > 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
> > SUPPORT {at} amibroker.com
> >
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
>
Please note that this group is for discussion between users only.
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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