[amibroker] Re: Modifying the Buy and Short Arrays

["Mike" <sfclimbers@xxxxxxxxx>]

Hi,

If you want to continue down the path you are describing, you can 
write custom backtester code that iterates through the signals.

Check for exit signals, calculate the gain, zero out unreasonable 
trades.

Iterate through the Signals using getFirstSignal/getNextSignal. Use 
the FindOpenPos method of the Backtester object (passing the symbol 
found in the Signal object) to get the opening Trade. Use the exit 
price from the Signal object against the entry price of the opening 
Trade object to calculate the gain/loss.

If the gain exceeds your threshold, you can change the exit price of 
the Signal object to be equal to the entry price of the opening Trade 
object, thereby rendering the open/close roundtrip as a zero gain 
trade.

There probably better ways of addressing your underlying problem 
(i.e. get reliable data provider), but I believe that the above will 
satisfy what it is you are trying to do.

See http://www.amibroker.com/guide/a_custombacktest.html for a better 
description of all the methods mentioned.

--- In amibroker@xxxxxxxxxxxxxxx, "jacklweinberg" <jacklweinberg@xxx> 
wrote:
>
> Does anyone have some AB Code to do the following:
> Background:
> In my data I have some data "issues" - for example a split in a 
stock 
> that was not back adjusted. This may cause a situation where my 
system 
> issues a Buy (or Short) and there is a profit in the hundreds of 
> thousands, which is quite illusory (i.e. it wouldn't happen in real 
> life).
> 
> Is there an easy way to reverse a signal (i.e. change Buy/Short 
> arrays) if the NetProfit on that particular trade is over a certain 
> threshold? (Obviously, this would only be good in 
> backtesting/optimization mode: status("action" ==5) )
>




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

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/