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Yes, you're right, it eventually finishes the report. I'm looking back about 3 years right now, which is 670 trades, and it has taken it over 5 minutes, but it finishes.
This is exactly what I've been looking for, so again,I really appreciate the help.
--- In amibroker@xxxxxxxxxxxxxxx, "ta" <tagroups@xxx> wrote:
>
> I think it has to do with number traders/signals that your system generate.
> I have tested it over ten years with a system that generates about 2000
> trades. It takes about 3 minutes. I don't think that AA is unresponsive. I
> think it is processing the signals. Let go I am sure it will finish.
>
>
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
> Of woodshedder_blogspot
> Sent: Sunday, September 27, 2009 9:52 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Help Limiting number of positions added per day
>
>
>
>
>
> 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 <mailto:amibroker%40yahoogroups.com> , "ta"
> <tagroups@> 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%40yahoogroups.com>
> [mailto:amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com> ] On
> Behalf
> > Of woodshedder_blogspot
> > Sent: Saturday, September 26, 2009 3:52 PM
> > To: amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> > 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>
> <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%40yahoogroups.com>
> > [mailto:amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> <mailto:amibroker%40yahoogroups.com> ] On
> > Behalf
> > > Of woodshedder_blogspot
> > > Sent: Thursday, September 24, 2009 8:25 PM
> > > To: amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> <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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