hi,
yes I forgot to remove that line. I usually open a file and write output to
that file to see what is going on.
you open like:
fh = fopen("c:\\loopTest.txt", "w" );
then you can write stuff to this file like:
if( fh ) fputs( "s long: " + cntLongOpen + "\n", fh );
if( fh ) fputs( "s short: " + cntShortOpen + "\n", fh );
and at the end you close this file like:
fclose( fh );
rgds, Ed
----- Original Message -----
From: Keith McCombs
To: [email protected]
Sent: Thursday, March 22, 2007 2:57 AM
Subject: Re: [amibroker] MaxBuys per bar in backtesting
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
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
