Mark,
I missed the first but saw the second post. I had already
coded up
Tomasz' suggestion. Since position score is not stored, I stored
the
information in position size. This seems to work just fine. I am
still checking the code and ouput to make sure it all works
fine.
Cey
--- In [EMAIL PROTECTED]ps.com,
"Mark H" <[EMAIL PROTECTED]..> wrote:
>
> Cey:
>
> You may have missed my previous posts. Try:
> http://finance.groups.yahoo.com/group/amibroker/message/99788
>
http://finance.groups.yahoo.com/group/amibroker/message/99785
>
> - Mark
> ----- Original Message -----
> From: C Alvarez
> To: [EMAIL PROTECTED]ps.com
> Sent: Tuesday, August 08, 2006 7:16 PM
> Subject: [amibroker]
Re: Losing Trades in Custom Backtester
>
>
> 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" <yahoo@> 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();
> > > > }
> > > >
>
> >
> >
>
