Oops. I forgot the Position Score is stored for the regular buy signals. But I still do not seem to seeing getting things right. So MaxOpenPos = 10, so I should see all second entry signals and 20 original buy signals but I am only seeing 8 buy signals, I expect 14 of these.
Cey --- In [email protected], "C Alvarez" <[EMAIL PROTECTED]> wrote: > > Tomasz, > > I am doing regular mode. I coded this up like in the example in the > KB you pointed to. How is "TOP ENTRY" signals dtermined if > PositionScore is not used as stated in the KB article. > > Thanks, > Cey > > --- In [email protected], "Tomasz Janeczko" <groups@> > wrote: > > > > Hello, > > > > In rotational mode it holds 2 * WorstRankHeld TOP ENTRY signals, > in regular mode it holds > > 2 * MaxOpenPos TOP ENTRY signals. By changing settings you can > change how many ENTRY signals are kept. > > There is no point in holding more since they would never > > be used so why waste memory. All scale and exit signals are kept > (because you never know at the scanning > > time which exit signals will be needed because at that time you > don't know which trades are taken). > > > > Best regards, > > Tomasz Janeczko > > amibroker.com > > ----- Original Message ----- > > From: "C Alvarez" <yahoo@> > > To: <[email protected]> > > Sent: Thursday, August 10, 2006 11:33 PM > > Subject: [amibroker] Re: Losing Trades in Custom Backtester > > > > > > > Tomasz, > > > > > > It looks like the signal list is not holding all the signals > that > > > expect to be in it. Is there some maximum number of signals that > may > > > be put in the list? How is this determined? > > > > > > I am expecting 18 and only getting 8. I have max positions set > to > > > 10. And at this particular time I have only 2 positions open. > > > > > > Thank you, > > > Cey > > > > > > --- In [email protected], "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] > > >> 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(); > > >> } > > >> > > > > > > > > > > > > > > > > > > > > > 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 > > > > > > > > > Yahoo! Groups Links > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > 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 Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
