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Thanks Dingo, This doesn't work. Looking at FindOpenPos descreiption
it says that it would return values of 1 or null. Initially I had
writtern the code as follows (Sig.IsExit() AND OpenPos AND
OpenPos.BarsInTrade >= 2). When I couldn't get it to work, I posted
my question on this board.
SetBacktestMode( backtestRegularRaw );
SetCustomBacktestProc("");
if( Status("action") == actionPortfolio )
{
bo = GetBacktesterObject();
bo.PreProcess();
for( i = 0; i < BarCount; i++ )
{
for( sig = bo.GetFirstSignal(i); sig; sig = bo.GetNextSignal(i))
{
OpenPos = bo.FindOpenPos( sig.Symbol );
if( Sig.IsExit() AND OpenPos AND OpenPos.BarsInTrade >= 2)
{
bo.ExitTrade( i, OpenPos.symbol, sig.Price, 1);
}
}
bo.HandleStops(i);
bo.UpdateStats(i,1);
bo.UpdateStats(i,2);
}
bo.PostProcess();
}
--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxx> wrote:
>
> I haven't used it either but you need to experiment with
> OpenPos.BarsInTrade:
>
> if( Sig.IsExit() AND OpenPos)
> {
> if( OpenPos.BarsInTrade >= 4 )
> {
> bo.ExitTrade( i, OpenPos.symbol, sig.Price, 1);
> }
> }
>
> I don't think this is going to do the trick as you are getting to
the
> opentrade via the signal object.. which you want to be 2 days
old... but
> maybe putting the signal into state mode instead of impulse mode
will do it
> for you.
>
> d
>
> > -----Original Message-----
> > From: amibroker@xxxxxxxxxxxxxxx
> > [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of tipequity
> > Sent: Wednesday, October 10, 2007 9:51 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: CBT Help
> >
> > Dingo, I did look at that but I could not figure out how to call
it.
> > Would mind detailing how I can use it.
> >
> > Thanks
> > Kam
> > --- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@> wrote:
> > >
> > > Look at the BarsInTrade property of the trade object
> > >
> > > d
> > >
> > > > -----Original Message-----
> > > > From: amibroker@xxxxxxxxxxxxxxx
> > > > [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of tipequity
> > > > Sent: Wednesday, October 10, 2007 9:33 PM
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Subject: [amibroker] CBT Help
> > > >
> > > > I have written the following CBT code to exit open long
position
> > on
> > > > sell siganls. Now I want to add another cluase that the
position
> > must
> > > > have been open for at least two bars. SetOption
("HoldMinBars",2 )
> > > > doesn't work for me because it starts counting from the last
buy
> > > > signal. So to achive my objective I need to call BarsInTrade
> > > > property. What I don't know how do is access this property of
the
> > > > trade method inside a signal loop. Your help would be much
> > > > appreciated.
> > > >
> > > > TIA
> > > > Kam
> > > >
> > > > SetBacktestMode( backtestRegularRaw );
> > > > SetCustomBacktestProc("");
> > > > if( Status("action") == actionPortfolio )
> > > > {
> > > > bo = GetBacktesterObject();
> > > > bo.PreProcess();
> > > > for( i = 0; i < BarCount; i++ )
> > > > {
> > > > 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.HandleStops(i);
> > > > bo.UpdateStats(i,1);
> > > > bo.UpdateStats(i,2);
> > > > }
> > > > bo.PostProcess();
> > > > }
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > 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.
> >
> > 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.
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
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