----- Original Message -----
Sent: Monday, August 07, 2006 10:04
PM
Subject: [amibroker] Losing Trades in
Custom Backtester
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();
}
