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thanks for respond Wood.
1) It shouldn't be a problem cause i want to allow only one trade per day :) - so even is signal is redundant it shouldn't change anything (or maybe i'm wrong? ;-) )
2) Of course it should be dnB insteed dn - my mistake ;) - it doesn't matter - sorry about that
3) I'll check it later (do't have ami on this computer) but i think that I already checked it - and it wasn't a source of the problem.
I mean - at this moment some signals doesn't work beacause they aren't first at current day. But first correct signal ( example :CurrentPos[0]=1, so first Short signal should work - and it shouldn't be important if before it was Long signal ) does,t work sometimes when wrong signal is earlier.
I don't know if i show you my problem clear.
raskoks
On Tue, Oct 6, 2009 at 1:36 AM, woodshedder_blogspot <woodshedder_blogspot@xxxxxxxxx> wrote:
Raskoks, I am not very good at this yet, but I can see a few things that might be causing problems.
1. SetBacktestMode( backtestRegularRaw2 ); Make sure that you want RegularRaw2. Raw2 does allow redundant signals.
2. newDayB=Ref(dn,-1)!= dn; I don't see where you have defined dn.
3. if ( CntBuys <= MaxBuys.....I had to take out the = sign so that it reads CntBuys<MaxBuys.
Hope this helps,
Wood
--- In amibroker@xxxxxxxxxxxxxxx, "raskoks" <raskoks@xxx> wrote:
>
> 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();
> }
>
-- Nawet woda czasem śpi ...
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