It surely works 100% correct. Find mistakes in your formula or send it to support.
Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "C Alvarez" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Friday, August 11, 2006 12:04 AM Subject: [amibroker] Re: Losing Trades in Custom Backtester > 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 > > > > > > > > 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/
