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Emails seems to make its way through the fragile copper wire to my
home but the other way around is a problem so it seems. I wrote:
seems that the answer has been given already in the previous mails.
Didn't look at the signal object myself after setting SetBacktestMode(
backtestRegularRaw ); but after reading TJ's post I guess the signal
object now contains the redundant signals as well.
You might want to have a look at this post in which I show how this
new Amibroker feature can be used in a higher level backtest mode,
http://finance.groups.yahoo.com/group/amibroker/message/112783
rgds, Ed
--- In amibroker@xxxxxxxxxxxxxxx, "redliontrader" <rlt@xxx> wrote:
>
> 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
> >
>
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