Yes, the backtester object maintains the state internally of which
signal is the next one, so both loops are affecting the same state
variable.
For the outer loop you need to keep your own count of how many signals
it's processed and after the inner loop has finished, do another get
first followed by the current count of get next until the state is
back to where it needs to be for the next pass of the outer loop.
There are a few ways to do this, but one would be something like this:
sig = bo.GetFirstSignal(bar);
count = 1;
while (sig)
{
... inner loop here ...
sig = bo.GetFirstSignal(bar);
cnt = count++;
while (sig && cnt--) sig = bo.GetNextSignal(bar);
}
I haven't tried this code though, so there may be issues in it.
Note also that the way you have it, the outer loop will terminate at
the very first signal that's not an entry. If you only want to skip
non-entries rather than terminate the loop at the first one, put the
IsEntry test inside the loop in an IF statement, not as part of the
loop condition. Similarly for the inner loop with the symbol match test.
Regards,
GP
--- In [email protected], "david.weilmuenster"
<[EMAIL PROTECTED]> wrote:
>
> Hi,
>
> Is it possible to use nested loops of Signals in Custom BackTester?
>
> What I have in mind is something like:
>
> for ( sig = bo.GetFirstSignal(bar); sig AND sig.isentry;
> sig=bo.GetNextSignal(bar))
> {
> ...
>
> for ( compsig = bo.GetFirstSignal(bar); compsig AND compsig.symbol !=
> sig.symbol; compsig=bo.GetNextSignal(bar))
> {
>
> ....
>
> }
> }
>
> But, what seems to happen is that the inner loop is processed only
> once, for the first signal identified in the outer loop. Am guessing
> that bo.getnextsignal(bar) needs to be "reset" somehow at end of
> inner loop, but don't see how to do it.
>
>
> Thanks in advance for help,
>
> David
> San Jose, CA
>
