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GP_Sideney, Ed, Herman, all other experts I desparatly need you help.
Thanks
Kam
--- In amibroker@xxxxxxxxxxxxxxx, "tipequity" <l3456@xxx> wrote:
>
> Another way of doing this could be to loop thru open positions. But
> the question becomes how to access siganl object. I tried signal
loop
> inside open positons loop, but the result meaningless.
>
> Still looking for some help!
>
> --- In amibroker@xxxxxxxxxxxxxxx, "tipequity" <l3456@> wrote:
> >
> > 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@> 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.
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SUPPORT {at} amibroker.com
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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