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.
> >
>
