[amibroker] Re: Help Limiting number of positions added per day

["woodshedder_blogspot" <woodshedder_blogspot@xxxxxxxxx>]

Yes, that code is working. Thanks TA!

Is it normal though for it cause the AA window to go non-responsive when backtesting a range of more than 1 year?

I can test over 9 months and it works-with about a minute delay between the backtest finishing and the report being generated.

If I test over much more than 9 months, it never generates the report- instead it just seems to keep processing something.

Thanks!

--- In amibroker@xxxxxxxxxxxxxxx, "ta" <tagroups@xxx> wrote:
>
> Since you have not posted your code I can not debug it for you but the
> following code works for me:
> 
>  
> 
> MaxBuys = 5; 
> SetBacktestMode( backtestRegularRaw2 ); 
> SetCustomBacktestProc(""); 
> if ( Status( "action" ) == actionPortfolio ) 
> { 
>    bo = GetBacktesterObject(); 
>    bo.PreProcess(); 
>    for ( i = 0; i < BarCount; i++ ) 
>    { 
>       cntBuys = 0; 
>       for ( sig = bo.GetFirstSignal( i ); sig; sig = bo.GetNextSignal( i ) )
> 
>       { 
>          if ( sig.IsEntry() ) 
>          { 
>             // this handles limiting of number of order per day 
>             CanEnter = False; 
>             if ( CntBuys <= MaxBuys ) 
>             { 
>                bo.EnterTrade( i, sig.Symbol, True, sig.Price, sig.PosSize,
> sig.PosScore, RoundLotSize = 1); 
>                CanEnter = True; 
>                CntBuys++; 
>             } 
>             if ( ! CanEnter ) sig.Price = -1; 
>          } 
>         } 
>    bo.ProcessTradeSignals( i ); 
>    } 
>    bo.PostProcess(); 
> }
> 
>  
> 
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
> Of woodshedder_blogspot
> Sent: Saturday, September 26, 2009 3:52 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Help Limiting number of positions added per day
> 
>  
> 
>   
> 
> TA, thanks for the help.
> I'm having a problem with this line:
> bo.PostProcess();
> 
> This is the error I'm getting: "Error 18 COM object variable is not
> initialized or has invalid type (valid COM object handle required)
> 
> Wood
> 
> --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com> , "ta"
> <tagroups@> wrote:
> >
> > You need to use Custom Backtester as follows:
> > 
> > 
> > 
> > MaxBuys = 5;
> > 
> > SetBacktestMode( backtestRegularRaw2 );
> > 
> > SetCustomBacktestProc("");
> > 
> > if ( Status( "action" ) == actionPortfolio )
> > 
> > {
> > 
> > bo = GetBacktesterObject();
> > 
> > bo.PreProcess();
> > 
> > 
> > 
> > for ( sig = bo.GetFirstSignal( i ); sig; sig =
> > bo.GetNextSignal( i ) )
> > 
> > {
> > 
> > if ( sig.IsEntry() )
> > 
> > {
> > 
> > // this handles limiting of number of order
> > per day
> > 
> > CanEnter = False;
> > 
> > if ( CntBuys <= MaxBuys )
> > 
> > {
> > 
> > 
> > bo.EnterTrade( i, sig.Symbol, True, sig.Price, sig.PosSize, sig.PosScore,
> > RoundLotSize = 1);
> > 
> > CanEnter =
> > True;
> > 
> > CntBuys++;
> > 
> > }
> > 
> > 
> > 
> > if ( ! CanEnter )
> > 
> > sig.Price =
> > -1;
> > 
> > }
> > 
> > }
> > 
> > bo.ProcessTradeSignals( i );
> > 
> > }
> > 
> > bo.PostProcess();
> > 
> > }
> > 
> > 
> > 
> > From: amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> [mailto:amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com> ] On
> Behalf
> > Of woodshedder_blogspot
> > Sent: Thursday, September 24, 2009 8:25 PM
> > To: amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com> 
> > Subject: [amibroker] Help Limiting number of positions added per day
> > 
> > 
> > 
> > 
> > 
> > Greetings group.
> > 
> > I want to limit the number of positions a system will take on any given
> day.
> > 
> > 
> > For example, if a system can handle 20 max positions, I would like it to
> > only take on 5 new positions a day (assuming there are more than 5 valid
> > signals per day) until it arrives at 20 positions, rather than taking on
> all
> > available positions on day 1.
> > 
> > Thanks for your help.
> >
>




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