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Exactly. In low-level mode AmiBroker does NOT enter/exit ANY trades
unless you tell it to do so by calling EnterTrade/ExitTrade.
Entire signal processing is upto the user.
Beginners should rather avoid using custom backtester esp. low-level mode unless
they are programmers and know exactly what they are doing.
Even then it is advised to use _TRACE command to log all your
conditions and function calls into DebugView window.
Custom backtester low-level is for *advanced* programmers only
who have experience in debugging their own formulas.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "gp_sydney" <gp.investment@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, October 18, 2007 11:22 PM
Subject: [amibroker] Re: Eliminating Phantom Positions in CBT
> 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?
>>
>
>
>
>
> 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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