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One sure fire way to do it would be to write custom backtester code that iterated through the trade signals at each bar and simply reset the position size to 0 for all remaining signals.
Regardless of how you accomplish your task, if you are trading more than a single symbol you are at risk of getting highly biased results. How do you determine which signal occured first? If you get 3 Buys from 3 symbols on the same bar, which one do you take? Whatever logic you use to make that determination will bias your results. You would likely be best to select from the 3 at random.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "chaoss45" <chaoss45@xxx> wrote:
>
>
> Hello all,
>
> I'm trying to write code for a breakout system.
> Right now i have my system working (demo) but i'm having trouble to
> remove all excessive signals.
> I want to take the first Buy or Sell signal of the day, and all other
> signals for the day removed.
> For example: if the first signal is a buy signal, all other buy and sell
> signals should be removed (or ignored) but i cannot do it.
> I tried Exrem and that is working fine only for removing the other buy
> or sell signals, but not for removing all the other buy and sell
> signals.
> I think it is something simple, but for some reason i do not see it.
> Could somebody help me with the code?
>
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