|
PureBytes Links
Trading Reference Links
|
I think CBT is the only way you can count signals for a portfolio.
On Fri, Dec 25, 2009 at 1:55 PM, Anthony Faragasso <ajf1111@xxxxxxxx> wrote:
I have not used them..but would StaticVariableGet()
work ?
----- Original Message -----
Sent: Friday, December 25, 2009 1:40
PM
Subject: Re: [amibroker] A Portfolio
Backtester challenge
afaik, not in a backtester. In real trading there is no problem, the
problem is to make the system
backtestable...
herman
Anthony Faragasso wrote:
can you nest multiple Foreign calls
?
-----
Original Message -----
Sent:
Friday, December 25, 2009 12:38 PM
Subject:
Re: [amibroker] A Portfolio Backtester challenge
yes, but how do I define the 'signals' variable? Signals come from
different stocks. I don't know how to 'know' how many signals there are in
my Watchlist at any time. Am i missing something
obvious/
thanks,
herman
Anthony Faragasso wrote:
buy=signals >=5 and Hold( until time
==9:35);
-----
Original Message -----
Sent:
Friday, December 25, 2009 12:10 PM
Subject:
[amibroker] A Portfolio Backtester challenge
My portfolio trading system (1-min data) generates multiple signals
during the first few minutes of the day, i.e., between 9:30-9:35.
I want
to open new positions all at the same time, at 9:35 AM,
i.e., delay all
entries until 9:35AM, so that I can use Real-Time
Position Scoring. And,
this is the challenge, I do not want to
trade any days with less than 5
signals.
How do I make the
Portfolio Backtester only trade days with at least 5
signals and
skip days which have less than 5 signals during the first 5
minutes?
I am looking for a simple, non-CBT, solution. TIA
for any ideas you may
have!
herman
__._,_.___
**** 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/
![]()
__,_._,___ |