Edward --
Thanks for your response. I will give it a try. Though it will
probably take me a while. I've been trying to get my brain around the
Custom Backtester, and it has been slow going for me.
BTW, I notice that you end your code with fclose( fh ); I don't see it
mentioned in either "Portfolio Backtester Interface Reference Guide" or
"How to add user-defined metrics to backtest/optimization report". Is
that something you discovered was necessary or just "good practice" or
for some other reason? Where was 'fh' defined?
-- Keith
Edward Pottasch wrote:
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
<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 <mailto:[EMAIL PROTECTED]>
*To:* [email protected] <mailto:[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
