I am using the Custom Backtester to iterate through the Signal list. Depending on some additional conditions that I only can know at this time, I might decide to skip a trade and set the PosSize = 0. This prevents the trade from happening, as I want.
The problem is that if I remove a trade from the Signal list and then the Buy array has a buy for the next day, it is not showing up the Signal list. And at this time I might want to take the trade. Any suggestions on how I can do this?
Here is the simplified code.
Thanks,
Cey
SetCustomBacktestProc("");
if( Status("action") == actionPortfolio )
{
bo = GetBacktesterObject();
bo.PreProcess(); // Initialize backtester
for(bar=0; bar<BarCount; bar++)
{
for( sig = bo.GetFirstSignal(bar); sig; sig = bo.GetNextSignal(bar) )
{
if( sig.IsEntry())
{
if (some_condition) // don't take trade
{
sig.PosSize = 0;
}
}
}
bo.ProcessTradeSignals(bar); // Process current bar's signals
}
bo.PostProcess();
}
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
| Investment management software | Real estate investment software | Investment property software |
| Software support | Real estate investment analysis software |
YAHOO! GROUPS LINKS
- Visit your group "amibroker" on the web.
- To unsubscribe from this group, send an email to:
[EMAIL PROTECTED]
- Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
__,_._,___
