i believe you are supposed to do this with the custom backtester. I never
managed to use this on any useful level but maybe this code will get you ahead.
It looks at all bars and finds the signals for each bar and removes excess
signals before the signals are processed. I did not include a ranking of the
signals though .. (see http://www.amibroker.com/guide/a_custombacktest.html
for details .... ).
SetCustomBacktestProc("");
MaxBuys = 3;
if( Status("action") == actionPortfolio ) {
bo = GetBacktesterObject();
bo.PreProcess();
for( i = 0; i < BarCount; i++ ) {
cntBuys = 0;
// look at new signals and exclude signals if they exceed maxBuys
for( sig = bo.GetFirstSignal(i); sig; sig = bo.GetNextSignal(i) ) {
// check for entry signal and long signal
if( sig.IsEntry() ) {
if( cntBuys > MaxBuys ) {
sig.PosSize = 0;
} else {
cntBuys = cntBuys + 1;
}
}
}
bo.ProcessTradeSignals( i );
}
bo.PostProcess();
fclose( fh );
}
----- Original Message -----
From: Keith McCombs
To: [email protected]
Sent: Tuesday, March 20, 2007 8:12 PM
Subject: [amibroker] MaxBuys per bar in backtesting
I would like to set a maximum buys per bar.
I know about:
MaxOpen = 10;
SetOption("MaxOpenPositions", MaxOpen);
But is there any way to write the 'equivalent' of:
MaxBuys = 3;
SetOption("MaxBuys", MaxBuys);
TIA.
-- Keith
