please ignore my last question as I type OP.signal in the trace statement instead of OP.symbol.
--- In [email protected], "tipequity" <[EMAIL PROTECTED]> wrote: > > To understand the behavior of the code previously, I added a _trace > statement as follows. However it does not like the OP.symbol. Any > support would be much appreciated. > > SetBacktestMode( backtestRegularRaw ); > SetCustomBacktestProc(""); > > MinHoldingPer = 2; > > if( Status("action") == actionPortfolio ) > { > bo = GetBacktesterObject(); > bo.PreProcess(); > for( i = 0; i < BarCount; i++ ) > { > for( OP = bo.GetFirstOpenPos(); OP; OP = bo.GetNextOpenPos() ) > { > if ( OP.BarsInTrade >= MinHoldingPer) > Sellnow = 1; > _TRACE(OP.Signal+" OP.BarsInTrade ="+NumToStr > (OP.BarsInTrade,1.0)); > } > bo.ProcessTradeSignals( i ); > } > bo.PostProcess(); > } > > Sell = ExitLong OR SellNow == 1; > > > > --- In [email protected], "tipequity" <l3456@> wrote: > > > > To solve this problem I decided to use CBI, however I am not > getting > > the results that I was expecting. Any help would be appreciated. > > > > SetBacktestMode( backtestRegularRaw ); > > SetCustomBacktestProc(""); > > > > MinHoldingPer = 2; > > > > if( Status("action") == actionPortfolio ) > > { > > bo = GetBacktesterObject(); > > bo.PreProcess(); > > for( i = 0; i < BarCount; i++ ) > > { > > for( OP = bo.GetFirstOpenPos(); OP; OP = bo.GetNextOpenPos() ) > > { > > if ( OP.BarsInTrade >= MinHoldingPer) > > Sellnow = 1; > > } > > bo.ProcessTradeSignals( i ); > > } > > bo.PostProcess(); > > } > > > > Sell = ExitLong OR SellNow == 1; > > > > > > > > --- In [email protected], "tipequity" <l3456@> wrote: > > > > > > How can I limit the minimum holding period from the time a > position > > is > > > opened not from time the buy signal was issued? The situation > that > > I > > > facing is that I get two buy signals, I buy after the first buy > > signal > > > and I want to hold for at least two bars (including the entry > bar). > > > If I use Buy = ExRem(Buy, Sell); > > > then if I use Sell = (ExitLong AND BarsSince(Buy)>=2); > > > works fine. However then when I backtest and I have two > consecutive > > buy > > > signals and on the first buy siganl I don't have enough cash to > buy > > but > > > on the second buy siganl I have enough cash, it would not buy > > because > > > the second signal is removed. > > > Any suggestions are appreciated. > > > > > > TIA > > > > > >
