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If you're using the low-level CBT, then you're entering and exiting
trades yourself, so I don't see how there can be "phantom" trades that
you don't know about.
Maybe the issue is with your Buy and Sell arrays. If you get a buy
signal on one bar but don't take it, it won't still show up as a
signal on the next bar unless you specifically do something to make it
so. So if you're only using the Signal object to choose buys, any you
ignore at one bar won't still be there at the next bar unless the Buy
array happens to have True values at both bars.
Or are you perhaps removing redundant signals with ExRem?
Regards,
GP
--- 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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