PureBytes Links
Trading Reference Links
|
Hello
I have a system that buy shares in portfolio mode, 3 shares
maxpositions, in EOD signals
But if the stoploss sell a share within a day, the system in backtest
show that would have bought another share in open time, which is not
possible cause it don't know that one share is going to be sold within
that day
To prevent it, I have tried the custom backtest procedure, but it
doesn't work. Someone know how to make this possible?
This is the code I have tried and that don't change any trade in my
backtest results..:
SetOption("UseCustomBacktestProc", True );
if( Status("action") == actionPortfolio )//phase Custom Backtest
Interface
{
bo = GetBacktesterObject();
bo.PreProcess();
Cnt = 0;
for( openpos = bo.GetFirstOpenPos(); openpos; openpos =
bo.GetNextOpenPos() )
{
Cnt++;
}
for( bar = 0; bar < BarCount; bar++ )
{
for( sig = bo.GetFirstSignal( bar ); sig; sig =
bo.GetNextSignal( bar ) )
{
if( Cnt >=3 ) sig.Price = -1; // exclude
}
bo.ProcessTradeSignals( bar );
}
bo.PostProcess();
}
Any suggestions?
------------------------------------
**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
*********************
TO GET TECHNICAL 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/
|