I've tried everything I can think of to "null" the phantom positions. I'm working with the low level CBT such that I can execute trades manually. I can keep track of which symbols should be reset. I've tried setting signal.Price = -1 (both entry signals and exit signals), signal.PosSize = 0, and using bo.ExitTrade(i, sig.symbol, sig.Price) to try to exit the phantom positions. None of these work.
BTW. The problem you describe is exactly what I'm seeing. --- In [email protected], "tipequity" <[EMAIL PROTECTED]> wrote: > > Just thought of something. If we nullify exess siganls by either > setting buy condition to null or sig.symbol() to null, that should > set "Phantom" Positions to null on day1. Now the questions is how to > that!!! > The following depicts the issue. Assume that we are limiting the > number of positions per bar to 4. On bar1 we have six buy signals. on > bar2 we buy the top 4 based on postion scores. As luck would have it > we have buy siganl on LVLT and AMGN on bar2. So we should be buying > them on bar3, but it won't. Only if we could nullify buy siganl on > bar1 for LVLT and Amgen. > > SetBacktestMode( backtestRegularRaw ) > Bar 1 Bar 2 Bar 3 > AAPL Buy (1) Bought Open > MSFT Buy (2) Bought Open > INTC Buy (3) Bought Open > CSCO Buy (4) Bought Open > LVLT Buy (5) Buy (1) should be bought but it does not > AMGN Buy (6) Buy (2) should be bought but it does not > IBM Buy (3) Bought > AMD Buy (4) Bought > > > Buy means buy signal > Numbers in parenthesis are position scores > > > --- In [email protected], "tipequity" <l3456@> wrote: > > > > I am having the same problem with both buys and sells. I have > posted > > several messages on this board to no avail. Do you mind posting or > > privately emailing me your CBT code (with all setoptions), if it > does > > not expose your trading system. Maybe, the two of us can solve this > > issue. I have reported the sell problem issue to tech support > (case# > > 43606) and the buy problem (case# 43457). TJ, if you have any > > interest in resolving or clarifying this issue I'll be more than > > happy to call you or provide additional details via email,if > > necessary. > > > > --- In [email protected], "rdavenportca" <davenport.r@> > > wrote: > > > > > > I am doing portfolio backtesting on a system that has a maximum > > number > > > of open positions set to 30. I use the Custom Backtester Signal > > Object > > > (low level) to only take certain trades on a given day (Day 1). > On > > > that day there may have been other valid trades that I did not > take > > or > > > were not taken because I already had my 30 positions full. > > > > > > The problem I have is that a symbol that was a potential trade on > > Day 1 > > > may setup to be a valid trade on Day 2, but I cannot enter it on > > Day 2 > > > because Amibroker "thinks" I'm in the trade. On the symbols for > > trades > > > I did not take, I am blocked from taking any future trade in that > > > symbol until the exit has triggered. Remember that I'm not > actual > > in a > > > position on this symbol, thus it is a "phantom" position. > > > > > > My guess is that there is a hanging exit order still in the > system > > for > > > these symbols causing the program to ignore new buys. I've tried > > > setting the sig.Price = -1 and everything else I can think of to > no > > > avail. Any ideas? > > > > > >
