seems that the answer has been given already. Didn't look at the signal object myself after setting SetBacktestMode( backtestRegularRaw ); but after reading TJ's post I guess the signal object now contains the redundant signals as well.
You might want to have a look at this post in which I show how this new Amibroker feature can be used in a higher level backtest mode, http://finance.groups.yahoo.com/group/amibroker/message/112783 rgds, Ed ----- Original Message ----- From: redliontrader 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 >
