You can change the signal information before calling ProcessTradeSignals (e.g. set position size to zero to cancel the signal, change the position score to alter the rank - I haven't tried that one yet though).
Otherwise, perhaps Tomasz's answer will serve your needs. Mike --- In [email protected], "Steve Davis" <[EMAIL PROTECTED]> wrote: > > How will the updated signal scores be processed? Aren't, the signals > already sorted by score upon entry to the custom backtester? > > --- In [email protected], "Mike" <sfclimbers@> wrote: > > > > Have a look at the file "AmiBroker Custom Backtester Interface.pdf > > " posted by gp_sydney in the Files section of this group. > > > > Within your own custom backtest code, you can iterate through your > > open positions on a bar by bar basis. Gather the necessary > > statistics, then iterate through the signals for that bar and adjust > > the positon score property as needed. > > > > Mike > > > > --- In [email protected], "olivier_molongo" > > <olivier_molongo@> wrote: > > > > > > Hello, > > > > > > How can I get "total net position value" in backtester? > > > > > > My system gives buy and sell signal with positionScore but I would > > like > > > to backtest a market neutral system. One idea I have is to adjust > > > position score to favor long trades when I am net short and short > > > trades when I am net long. > > > > > > But how can I get the net position in AB? which is the sum of > > position > > > value of open trades. > > > > > > Regards, > > > Olivier > > > > > >
