[amibroker] Re: sig.PosScore for pos.symbol ??

["sfclimbers" <sfclimbers@xxxxxxxxx>]

Once you've got a Trade object (i.e. a position), it's too late. The trade has already been made. If you want to prevent a signal from becoming a trade, you must process the signal, not the trade.

Note that a signal is cancelled by setting either of the price or the position *size* to an invalid value (e.g. zero). I don't know that setting position *score* to zero would achieve your goal.

Have a look at the mid-level backtester slide from Tomasz's Houston presentation. In it he cancels signals beyond the top N signals for a rotational system. You could do the same to cancel any that do not satisfy your criteria.

http://www.amibroker.com/docs/Houston2.ppt

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "bistrader" <bistrader@xxx> wrote:
>
> Am using rotational trading and want to exit if ranking drops below 10.  I tried bo.ExitTrade in CBT to just exit, but it exits and replaces the position.  Trying to figure out how to exit and NOT enter a replacement position.  Was thinking that I could set sig.PosScore for the replacement position to zero forcing CBT to exit alone and not exit/replace position.
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "sfclimbers" <sfclimbers@> wrote:
> >
> > Presumably by pos.Symbol, you are referring to a Trade object, in which case I believe that the answer is no.
> > 
> > Why do you need such information? Once the trade has been taken, the position score is no longer relevant.
> > 
> > If you really must have the data, you could probably use dynamic variables to capture the position score of signals for later reference when processing the trades.
> > 
> > Mike
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "bistrader" <bistrader@> wrote:
> > >
> > > Is there a command to get sig.PosScore for pos.symbol.  I can get sig.PosScore for sig.symbol, but can not get sig.PosScore for pos.symbol?
> > > 
> > > Am using version 5.2 for this.
> > >
> >
>




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