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Why not do 2 separate loops and in the first use varset to obtain what
information you need for each signal to use in the second loop
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
On 16/11/2007, david.weilmuenster <dweilmuenster95125@xxxxxxxxx> wrote:
> GP,
>
> Thanks. I was afraid it would involve something similar to your
> suggestion.
>
> Will take it from there, and make something work.
>
> Thanks agin,
> David
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "gp_sydney" <gp.investment@xxx>
> wrote:
> >
> > Yes, the backtester object maintains the state internally of which
> > signal is the next one, so both loops are affecting the same state
> > variable.
> >
> > For the outer loop you need to keep your own count of how many
> signals
> > it's processed and after the inner loop has finished, do another get
> > first followed by the current count of get next until the state is
> > back to where it needs to be for the next pass of the outer loop.
> >
> > There are a few ways to do this, but one would be something like
> this:
> >
> > sig = bo.GetFirstSignal(bar);
> > count = 1;
> > while (sig)
> > {
> > ... inner loop here ...
> >
> > sig = bo.GetFirstSignal(bar);
> > cnt = count++;
> > while (sig && cnt--) sig = bo.GetNextSignal(bar);
> > }
> >
> > I haven't tried this code though, so there may be issues in it.
> >
> > Note also that the way you have it, the outer loop will terminate at
> > the very first signal that's not an entry. If you only want to skip
> > non-entries rather than terminate the loop at the first one, put the
> > IsEntry test inside the loop in an IF statement, not as part of the
> > loop condition. Similarly for the inner loop with the symbol match
> test.
> >
> > Regards,
> > GP
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "david.weilmuenster"
> > <dweilmuenster95125@> wrote:
> > >
> > > Hi,
> > >
> > > Is it possible to use nested loops of Signals in Custom
> BackTester?
> > >
> > > What I have in mind is something like:
> > >
> > > for ( sig = bo.GetFirstSignal(bar); sig AND sig.isentry;
> > > sig=bo.GetNextSignal(bar))
> > > {
> > > ...
> > >
> > > for ( compsig = bo.GetFirstSignal(bar); compsig AND
> compsig.symbol !=
> > > sig.symbol; compsig=bo.GetNextSignal(bar))
> > > {
> > >
> > > ....
> > >
> > > }
> > > }
> > >
> > > But, what seems to happen is that the inner loop is processed
> only
> > > once, for the first signal identified in the outer loop. Am
> guessing
> > > that bo.getnextsignal(bar) needs to be "reset" somehow at end of
> > > inner loop, but don't see how to do it.
> > >
> > >
> > > Thanks in advance for help,
> > >
> > > David
> > > San Jose, CA
> > >
> >
>
>
>
>
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