Use backtestRegularRaw mode instead http://www.amibroker.com/f?setbacktestmode
Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "redliontrader" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Friday, August 31, 2007 4:14 PM Subject: [amibroker] Re: Raw signal list in CBT with position score - unfiltered > Thanks Ed, > > That is where I am now. The bo.PreProcess method unfortunately > filters out "redundant" buy signals. > > I tried skipping the PreProcess method, but it looks as though some > of the other objects are not initialized and I get errors. > > The problem I am trying to work around is that I need the > positionscore for the scalein signal. Scalling in for my systems > needs to be sorted with all the other buy signals. > > I am frustratedily chasing my tail here. > > There seems to me to be a fundemental flaw for scaling-in in > portfolio testing. At the trading system level - before the > backtester runs, I don't know if the trade is going to actually > execute in the backtest (whether it has a high enough priority). So > how can I decide to scaleIn when I don't know that I am in? > > I could handle all this at the low-level of the backtester, but the > low level doesn't seem low enough, as it filters out the buy signals. > > maybe I am missing something, but i don't even know where to look. I > have read everything I can on the backtester, knowledge-base, looked > at other code. > > signed - stuck > > > > --- In [email protected], "Edward Pottasch" <[EMAIL PROTECTED]> > wrote: >> >> 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 >> > > > > > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > > > >
