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[amibroker] Re: CBT and Nbar



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Mike 

Thanks for your response. Theoretically, since I am trying to exit 
after Nbars on NO buy siganls I should not be looping thru buy or 
sell signals. However, I did try it at follows and it did not work. 
TIA

for ( sig = bo.GetFirstSignal( i ); sig; sig = bo.GetNextSignal( i ) )
{
	Pos = bo.FindOpenPos( sig.Symbol );
	if ( (sig.IsEntry() == False) AND (pos == True) AND 
(pos.BarsInTrade >= Nbar) )
	{
		NextDayOprice = pos.getprice(i,"O");
		bo.ExitTrade( i, pos.symbol, NextDayOprice, 5);
		_TRACE("i= " + i + " Date: " + dtstr + " Symbol: :" + 
pos.Symbol + " BarsinTrade: " +  
					pos.BarsInTrade + " We DONT 
have Buy Signal: " );
	}
}


--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Hi,
> 
> I'm not familiar with the FindSignal method that you describe. But, 
> it sounds like you could get the same thing by looping through the 
> list of signals using GetFirstSignal(i) and GetNextSignal(i) 
> http://www.amibroker.com/guide/a_custombacktest.html
> 
> Mike
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "tipequity" <l3456@> wrote:
> >
> > The following CBT code is supposed to sell a long position after 
> nth 
> > bar if I don't have a buy signal on the nth bar. The logic for 
the 
> > code is as follows:
> > 
> > 1. loop thru open position list
> > 2. if a positions has been open for nbar then check the buy list 
> > 3. if the symbols exits in the buy list do nothing else sell the 
> > position.
> > 
> > For some reason that I can not figure out, the new function 
> > FindSignal always return a null value. Can anybody provide some 
> > insight or an alternative solution? TIA
> > 
> > 
> > for ( pos = bo.GetFirstOpenPos(); pos; pos = bo.GetNextOpenPos() )
> > {
> > 	if ( pos.BarsInTrade >= Nbar ) 
> > 	{
> > 		_TRACE("i= " + i + " Date: " + dtstr + " Symbol: :" + 
> > pos.Symbol + " BarsinTrade: " +  pos.BarsInTrade + " Max Holding 
> > Period");
> > 		if ( Sig = bo.FindSignal( i, pos.Symbol, 1 ) )
> > 		{
> > 			// ignore sell signal if we also have a buy 
> > signal
> > 			_TRACE("i= " + i + " Date: " + dtstr + " 
> > Symbol: :" + pos.Symbol + " BarsinTrade: " +  pos.BarsInTrade + " 
> > ignore sell signal, we have Buy Signal, don't sell: " + sig);
> > 		}
> > 		else 
> > 		{
> > 			NextDayOprice = pos.getprice(i,"O");
> > 			bo.ExitTrade( i, pos.symbol, NextDayOprice, 
> > 5);
> > 			_TRACE("i= " + i + " Date: " + dtstr + " 
> > Symbol: :" + pos.Symbol + " BarsinTrade: " +  pos.BarsInTrade + " 
> We 
> > DONT have Buy Signal: " + sig );
> > 		}
> > 	}
> > }
> >
>



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