[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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



PureBytes Links

Trading Reference Links

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();
}






------------------------------------

**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to 
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/