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TJ may possibly correct me on this (if so, than hopefully with
example code), but as far as I know you cannot (if that is your
intention) prioritize the sales/shorts to be executed first(in a
seperate loop as it were, and thereby generate cash) before you
execute the buys/longs.
PS
--- In amibroker@xxxxxxxxxxxxxxx, "tipequity" <l3456@xxx> wrote:
>
> Can someone point out a way that the code below would execute sales
> before buys. TIA Cam
>
> SetBacktestMode( backtestRegularRaw );
> SetCustomBacktestProc("");
> MaxBuys = 3;
> if( Status("action") == actionPortfolio )
> {
> bo = GetBacktesterObject();
> bo.PreProcess();
> MaxHoldingPer = 14;
> TradeDate = DateTime();
> for( i = 0; i < BarCount; i++ )
> {
> cntBuys = 0;
> for( OP = bo.GetFirstOpenPos(); OP; OP =
> bo.GetNextOpenPos() )
> {
> if ( OP.BarsInTrade >= MaxHoldingPer)
> bo.ExitTrade( i, OP.Symbol,
> OP.GetPrice(i, "C"), 1);
> }
> for( sig = bo.GetFirstSignal(i); sig; sig =
> bo.GetNextSignal(i) )
> {
> OpenPos = bo.FindOpenPos( sig.Symbol );
>
> if( Sig.IsExit() AND OpenPos )
> {
> bo.ExitTrade( i, OpenPos.symbol,
> sig.Price, 1);
> bo.RawTextOutput(
> DateTimeToStr(TradeDate[ i ])+ " Sell "+sig.symbol()+"
> Cash "+bo.cash);
> }
> // look at new signals AND Exclude signals if they
> exceed maxBuys
> if( sig.IsEntry() )
> {
> bo.RawTextOutput(
> DateTimeToStr(TradeDate[ i ])+ " BuySig "+sig.symbol()+"
> Cash "+bo.cash);
> if( cntBuys > MaxBuys )
> {
> bo.RawTextOutput(
> DateTimeToStr(TradeDate[ i ])+ " Rejected BuySig "+sig.symbol
> ());
>
> }
> else if( IsNull(OpenPos))
> {
> bo.RawTextOutput(
> DateTimeToStr(TradeDate[ i ])+ " Buy "+sig.symbol()+"
> Cash "+bo.cash);
> cntBuys = cntBuys + 1;
> bo.EnterTrade( i, sig.Symbol,
> True, sig.Price, sig.PosSize, sig.PosScore, RoundLotSize = 1);
> bo.RawTextOutput(
> DateTimeToStr(TradeDate[ i ])+ " Buy2 "+sig.symbol()+"
> Cash "+bo.cash);
> }
> }
> }
> bo.HandleStops(i);
> bo.UpdateStats(i,1);
> bo.UpdateStats(i,2);
> }
> bo.PostProcess();
> }
>
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