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Hello,
in that case, do I have to use the low level of CBT? Or is there any variable that I can assign to the signalobject so that the backtester skips those exit signals received from the 1st phase?
As I described in the previous post, almost my trading system can be coded using "regular" phase. Only the stop loss exit needs to use custom backtester.
thanks
--- In amibroker@xxxxxxxxxxxxxxx, Tomasz Janeczko <groups@xxx> wrote:
>
> Hello,
>
> The suggestion was wrong.
> PosSize property of signal object is only effective for ENTRY and
> SCALING (in/out) signals.
> EXIT signals just EXIT (close entire) position.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
> On 2010-02-15 17:41, Pmxgs wrote:
> > Hi,
> >
> > I followed this suggestion which was to write sell=1 in the first phase of the backtest and then assign 0 to the possize property of the signal object to avoid exiting trades (the condition to exit trades is only if profit from current open positions is greater than -8000 but less than 5000). (profit>5000 is when profit target is hit)
> >
> > If I assign zero to possize in case of a sell, does the backtester skip this exit signal?
> > I don't get any response from the trace statement, so I'm doing several things wrong.
> >
> >
> > Here is my code to ilustrate what I'm trying to do. Any help ?
> >
> > SetCustomBacktestProc("");
> > if (Status("action") == actionPortfolio) {
> > bo = GetBacktesterObject(); // Get backtester object
> >
> > bo.PreProcess(); // Do pre-processing (always required)
> > for (i = 0; i< BarCount; i++) // Loop through all bars
> > profit=0;
> > {
> > for (trade = bo.GetFirstOpenPos(); trade; trade = bo.GetNextOpenPos())
> > { // Loop through all open positions
> > profit=profit+ trade.GetProfit() ;
> > _TRACE("profit at bar "+profit+"-"+i);
> > }
> >
> > for (sig = bo.GetFirstSignal(i); sig; sig = bo.GetNextSignal(i))
> > { // Loop through all signals at this bar
> >
> > if (sig.Isexit()&& profit>-8000&& profit<5000) //skip exits {
> > _TRACE("exit signal at bar "+i);
> > sig.possize=0;
> > }
> > } // End of for loop over signals at this bar
> > bo.ProcessTradeSignals(i); // Process trades at bar (always required)
> > } // End of for loop over bars
> > bo.PostProcess(); // Do post-processing (always required)
> > };
> >
> >
> >
> > thanks
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Pmxgs"<pmxgs@> wrote:
> >
> >>
> >> Good idea. I hadn't hink of it that way.
> >> Let's see if I can code it correctly.
> >>
> >> thanks
> >>
> >> --- In amibroker@xxxxxxxxxxxxxxx, "Mike"<sfclimbers@> wrote:
> >>
> >>> Medium level CBT allows to cancel buy signals by setting position size to 0. Assuming the same applies for sell signals (i.e. cancel the signal), you could try using "Sell = 1;" as your sell logic and then cancel the signals using medium CBT when not applicable.
> >>>
> >>> I'm not necessarily recommending the above. Just pointing out that it could potentially be done without low level CBT, if so desired.
> >>>
> >>> Mike
> >>>
> >>> --- In amibroker@xxxxxxxxxxxxxxx, "Pmxgs"<pmxgs@> wrote:
> >>>
> >>>> Hi,
> >>>>
> >>>> I'm trying to create a system where all my entry rules can be defined without cbt, but the exit rule (which is to close all positions if the loss of all open positions is greater than 5% of equity).
> >>>>
> >>>> Since I have to use exit trade method of cbt, do I need do use the lowest level described in the help section of cbt?
> >>>>
> >>>>
> >>>>
> >>>> thanks
> >>>>
> >>>>
> >>>
> >>
> >
> >
> >
> > ------------------------------------
> >
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> >
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> >
> >
>
------------------------------------
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