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Hi,maybe someone can tell me what i do wrong. I have smth like that (code below) and i need to have max only one transaction per day. Morover every transacion is simply reversing position (always on market). But for this code signals which aren't use ( for example buy signal when i already have long position) are count to daily limit. I really don't know why :).
Thanks for any help.
CondBuy=..;
CondShort=..;
Buy= CondBuy ;
Sell= CondShort ;
Short=Sell;
Cover=Buy;
CurrentPos[0]=0;
MaxBuys = 1;
dnB = DateNum();
newDayB=Ref(dn,-1)!= dn;
SetBacktestMode( backtestRegularRaw2 );
SetCustomBacktestProc("");
if ( Status( "action" ) == actionPortfolio )
{
bo = GetBacktesterObject();
bo.PreProcess();
cntBuys =0;
for ( i = 0; i < BarCount; i++ )
{
if(newDayB[i]==1)
cntBuys = 0;
for ( sig = bo.GetFirstSignal( i ); sig; sig =bo.GetNextSignal( i ) )
{
if ( CntBuys <= MaxBuys AND sig.IsLong()AND CurrentPos[0]!=1)
{
CanEnter = True;
CntBuys++;
CurrentPos[0]=1;
}
else if ( CntBuys <= MaxBuys AND NOT sig.IsLong()AND CurrentPos[0]!=-1) {
CanEnter = True;
CntBuys++;
CurrentPos[0]=-1;
}
if ( ! CanEnter ) sig.Price = -1;
}
bo.ProcessTradeSignals( i );
}
bo.PostProcess();
}
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