Mike
Thanks for your response. Theoretically, since I am trying to exit
after Nbars on NO buy siganls I should not be looping thru buy or
sell signals. However, I did try it at follows and it did not work.
TIA
for ( sig = bo.GetFirstSignal( i ); sig; sig = bo.GetNextSignal( i ) )
{
Pos = bo.FindOpenPos( sig.Symbol );
if ( (sig.IsEntry() == False) AND (pos == True) AND
(pos.BarsInTrade >= Nbar) )
{
NextDayOprice = pos.getprice(i,"O");
bo.ExitTrade( i, pos.symbol, NextDayOprice, 5);
_TRACE("i= " + i + " Date: " + dtstr + " Symbol: :" +
pos.Symbol + " BarsinTrade: " +
pos.BarsInTrade + " We DONT
have Buy Signal: " );
}
}
--- In [email protected], "Mike" <[EMAIL PROTECTED]> wrote:
>
> Hi,
>
> I'm not familiar with the FindSignal method that you describe. But,
> it sounds like you could get the same thing by looping through the
> list of signals using GetFirstSignal(i) and GetNextSignal(i)
> http://www.amibroker.com/guide/a_custombacktest.html
>
> Mike
>
> --- In [email protected], "tipequity" <l3456@> wrote:
> >
> > The following CBT code is supposed to sell a long position after
> nth
> > bar if I don't have a buy signal on the nth bar. The logic for
the
> > code is as follows:
> >
> > 1. loop thru open position list
> > 2. if a positions has been open for nbar then check the buy list
> > 3. if the symbols exits in the buy list do nothing else sell the
> > position.
> >
> > For some reason that I can not figure out, the new function
> > FindSignal always return a null value. Can anybody provide some
> > insight or an alternative solution? TIA
> >
> >
> > for ( pos = bo.GetFirstOpenPos(); pos; pos = bo.GetNextOpenPos() )
> > {
> > if ( pos.BarsInTrade >= Nbar )
> > {
> > _TRACE("i= " + i + " Date: " + dtstr + " Symbol: :" +
> > pos.Symbol + " BarsinTrade: " + pos.BarsInTrade + " Max Holding
> > Period");
> > if ( Sig = bo.FindSignal( i, pos.Symbol, 1 ) )
> > {
> > // ignore sell signal if we also have a buy
> > signal
> > _TRACE("i= " + i + " Date: " + dtstr + "
> > Symbol: :" + pos.Symbol + " BarsinTrade: " + pos.BarsInTrade + "
> > ignore sell signal, we have Buy Signal, don't sell: " + sig);
> > }
> > else
> > {
> > NextDayOprice = pos.getprice(i,"O");
> > bo.ExitTrade( i, pos.symbol, NextDayOprice,
> > 5);
> > _TRACE("i= " + i + " Date: " + dtstr + "
> > Symbol: :" + pos.Symbol + " BarsinTrade: " + pos.BarsInTrade + "
> We
> > DONT have Buy Signal: " + sig );
> > }
> > }
> > }
> >
>
