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How do you identify a short signal in the preprocess? I see only the
following signal object methods:
Methods:
* bool IsEntry()
True if this is entry signal, False otherwise
* bool IsExit()
True if this is exit signal, False otherwise
* bool IsLong()
True if this is long entry (buy) or long exit (sell) or scale-in
signal, False otherwise
* bool IsScale()
True if this is scale-in or scale-out signal, False otherwise
Is there a IsShort() method?
Cheers,
Adrian
--- In amibroker@xxxxxxxxxxxxxxx, "cipherscribe"
<adrian.mollenhorst@xxx> wrote:
>
> Thanks Thomasz and Ara,
>
> I am using the "backtestRegularRawMulti" option, which gives me
> multiple signals.
>
> Thanks for the hint to direct my attentions toward the custom
> backtester. I shall look into it and hopefully code what I am
looking for.
>
> Cheers,
>
> Adrian
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@> wrote:
> >
> > By default you can NOT have both LONG and SHORT pos on the same
> symbol open at the same time.
> >
> > The only way to have it is to use low-level custom backtester.
> > http://www.amibroker.com/guide/a_custombacktest.html
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: "cipherscribe" <adrian.mollenhorst@>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Wednesday, September 24, 2008 5:17 PM
> > Subject: [amibroker] Net position sizing.
> >
> >
> > >I trade the ES Futures contract mechanically, and I want my to be
able
> > > to backtest my system such that it has a maximum net position at any
> > > one time of abs(x) positions.
> > >
> > > I can set the option to limit the number of Maximum Open Positions,
> > > but this doesn't help me when I am trading only 1 instrument.
> > >
> > > For example (Note I am using the backtest mode
> > > "backtestRegularRawMulti", so I take every raw signal my equity
allows
> > > me.), the system can issue a buy, which will make me long. If the
> > > system issues a short, while I'm long, it will send a short order,
> > > which will make me effectively flat.
> > >
> > > This will count as 2 open orders in the backtester, but in
reality, I
> > > have no positions open, and could take another abs(x) in either
> > > direction before I hit my maximum limit of open positions (x).
> > >
> > > So if I had 2 longs open, I could accept up to 5 shorts, if my
maximum
> > > open position(x) was abs(3).
> > >
> > > This is different from exiting a position when a signal in the
> > > opposing direction is triggerred, as in "ReverseSignalForcesExit",
> > > since that option cancels the existing order. I need both to remain
> > > open, remembered, and exited at my sell/cover trigger, not the
> > > opposing short/buy signal.
> > >
> > > What I need is for Amibroker to tabulate both long and short
positions
> > > distinctly, to count longs as positive, shorts as negatively, and to
> > > be able to set a maximum net position.
> > >
> > > I can do this in reality with no problems - send orders to IB
based on
> > > a maximum net position, but I'd like to be able to do it in
> > > backtester, so I can validate the system.
> > >
> > > 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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