Please read carefully. PositionScore *IS* used always for ENTRY signals. It is not available for EXIT and SCALE signals.
Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "C Alvarez" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Thursday, August 10, 2006 11:55 PM Subject: [amibroker] Re: Losing Trades in Custom Backtester > 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" <[EMAIL PROTECTED]> > 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" <[EMAIL PROTECTED]> >> 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 > > > > > > > > > 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/
