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Tomasz,
Is it possible to eliminate these phantom positions per the original
question? If not, I don't want to waist my time trying to figure it
out. Maybe you can put it down on your probably massive list of
future features/fixes.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> Hello,
>
> It marks that given signal should be ignored.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "tipequity" <l3456@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, October 18, 2007 5:12 PM
> Subject: [amibroker] Re: Eliminating Phantom Positions in CBT
>
>
> > 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@>
> > 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?
> >> > > >
> >> > >
> >> >
> >>
> >
> >
> >
> >
> > 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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