I think that if you use code like you've show yesterday, using bo.Preprocess
you will get all the signals (I think there is a maximum that Amibroker stores,
2*MaxOpenPositons ).
So:
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)) {
}
}
bo.PostProcess();
}
will walk through all signals per bar up to the limitation set by Amibroker.
If you want want to view the signals after a backtest is done, so only looking
at the signals the backtester has chosen I am not sure if that works with in
the same way. But you could maybe walk through the trade object which contains.
rgds, Ed
----- Original Message -----
From: redliontrader
To: [email protected]
Sent: Friday, August 31, 2007 2:04 PM
Subject: [amibroker] Raw signal list in CBT with position score - unfiltered
Is there a way to get an unfiltered signal list via the custom
backtester? Currently if I loop through signal list, any buy signals
for positions already held are removed. I would like to see those buy
signals.
I tried using the scalein signal, but the position score isn't passed
along with a scalein.
I need the positionscore sorted list for all stock that signal,
regardless of holding status. Any help?
rlt
