[amibroker] TJ: Safe to assume entries signals are always before exit signals in CBT?

["hydroblue@xxxxxxxxxxxxxx" <hydroblue@xxxxxxxxxxxxxx>]

The portfolio backtest code sample below does something special with entry signals but does not touch the exit signals.  Note the sig.IsEntry test in the for loop. This loop implementation attempts improve the execution speed by assuming all entry signals are at the front of the signal list and all exit signals are after the entry signals. The loop stops as soon as the first exit signal is found so no time is wasted looping over the remaining exit signals. Is this a valid assumption?

Thanks,
Steve

  for (bar = 0; bar < BarCount; bar++)
  {
    for (sig = bo.GetFirstSignal(bar); sig && sig.IsEntry; sig = bo.GetNextSignal(bar))
    {
        Do something with entry signal ...
    }
    bo.ProcessTradeSignals(bar);
  }

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