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I am having the same problem with both buys and sells. I have posted
several messages on this board to no avail. Do you mind posting or
privately emailing me your CBT code (with all setoptions), if it does
not expose your trading system. Maybe, the two of us can solve this
issue. I have reported the sell problem issue to tech support (case#
43606) and the buy problem (case# 43457). TJ, if you have any
interest in resolving or clarifying this issue I'll be more than
happy to call you or provide additional details via email,if
necessary.
--- In amibroker@xxxxxxxxxxxxxxx, "rdavenportca" <davenport.r@xxx>
wrote:
>
> I am doing portfolio backtesting on a system that has a maximum
number
> of open positions set to 30. I use the Custom Backtester Signal
Object
> (low level) to only take certain trades on a given day (Day 1). On
> that day there may have been other valid trades that I did not take
or
> were not taken because I already had my 30 positions full.
>
> The problem I have is that a symbol that was a potential trade on
Day 1
> may setup to be a valid trade on Day 2, but I cannot enter it on
Day 2
> because Amibroker "thinks" I'm in the trade. On the symbols for
trades
> I did not take, I am blocked from taking any future trade in that
> symbol until the exit has triggered. Remember that I'm not actual
in a
> position on this symbol, thus it is a "phantom" position.
>
> My guess is that there is a hanging exit order still in the system
for
> these symbols causing the program to ignore new buys. I've tried
> setting the sig.Price = -1 and everything else I can think of to no
> avail. Any ideas?
>
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