I guess I should read the sample more closely.
From sample page:
"One
thing worth mentioning is the fact that since scaling-in
signals do not
store position score this example formula does not
support ranking of
signals according to user-defined scores."
I need the PosScore
information, so I will see if I can solve the
problem another
way.
Cey
--- In [EMAIL PROTECTED]ps.com,
"C Alvarez" <[EMAIL PROTECTED]> wrote:
>
> More information.
>
So the first trade signal has a PosScore but the subsequent scale
in
> signals have PosScore empty.
>
> Cey
>
>
--- In [EMAIL PROTECTED]ps.com,
"C Alvarez" <yahoo@> wrote:
> >
> > Tomasz,
>
>
> > The sample code looks like it will let me do what I want.
The
> > problem I am now running into is the sig.PosScore is empty.
Why
is
> > that? I am setting it.
> >
> >
> > Thanks,
> > Cey
> >
> > --- In [EMAIL PROTECTED]ps.com,
"Tomasz Janeczko" <groups@>
> > wrote:
> >
>
> > > Hello,
> > >
> > > Answer is
here: http://www.amibroker.com/kb/2006/04/24/using-
>
> redundant-signals-for-entries/
> > >
> > >
> > > Best regards,
> > > Tomasz Janeczko
>
> > amibroker.com
> > > ----- Original Message -----
> > > From: C Alvarez
> > > To: [EMAIL PROTECTED]ps.com
> > > 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();
> > > }
> > >
>
>
>
