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@xxxxxxxxxps.com,
"cipherscribe"
<adrian.mollenhorst@...> 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@xxxxxxxxxps.com,
"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@xxxxxxxxxps.com>
>
> 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
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> > >
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> > >
> > >
>
> >
> >
>