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What does signal.Price = -1 do? What does it test? I saw it in the
following code by TJ
http://www.amibroker.com/kb/2006/04/24/using-redundant-signals-for-
entries/
--- In amibroker@xxxxxxxxxxxxxxx, "rdavenportca" <davenport.r@xxx>
wrote:
>
> I've tried everything I can think of to "null" the phantom
> positions. I'm working with the low level CBT such that I can
> execute trades manually. I can keep track of which symbols should
be
> reset. I've tried setting signal.Price = -1 (both entry signals
and
> exit signals), signal.PosSize = 0, and using bo.ExitTrade(i,
> sig.symbol, sig.Price) to try to exit the phantom positions. None
of
> these work.
>
> BTW. The problem you describe is exactly what I'm seeing.
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "tipequity" <l3456@> wrote:
> >
> > Just thought of something. If we nullify exess siganls by either
> > setting buy condition to null or sig.symbol() to null, that
should
> > set "Phantom" Positions to null on day1. Now the questions is how
> to
> > that!!!
> > The following depicts the issue. Assume that we are limiting the
> > number of positions per bar to 4. On bar1 we have six buy
signals.
> on
> > bar2 we buy the top 4 based on postion scores. As luck would have
> it
> > we have buy siganl on LVLT and AMGN on bar2. So we should be
buying
> > them on bar3, but it won't. Only if we could nullify buy siganl
on
> > bar1 for LVLT and Amgen.
> >
> > SetBacktestMode( backtestRegularRaw )
> > Bar 1 Bar 2 Bar 3
> > AAPL Buy (1) Bought Open
> > MSFT Buy (2) Bought Open
> > INTC Buy (3) Bought Open
> > CSCO Buy (4) Bought Open
> > LVLT Buy (5) Buy (1) should be bought but it does not
> > AMGN Buy (6) Buy (2) should be bought but it does not
> > IBM Buy (3) Bought
> > AMD Buy (4) Bought
> >
> >
> > Buy means buy signal
> > Numbers in parenthesis are position scores
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "tipequity" <l3456@> wrote:
> > >
> > > 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@>
> > > 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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