Emails seems to make its way through the fragile copper wire to my home but the other way around is a problem so it seems. I wrote:
seems that the answer has been given already in the previous mails. 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 --- In [email protected], "redliontrader" <[EMAIL PROTECTED]> wrote: > > 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" <empottasch@> > 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 > > >
