Hi, Tomasz! All the same, is it correctly, when as handling of exit signals with non-regular Reason (2,3,...), as calling of HandleStops method occur simultaneously in lowlevel CBT proc. ? I tested my proc. with only handling signal loop without HandleStops calling - same result...
Thanks! Michael In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > ApplyStop does work in low-level CBT, but it does not generate > entries in the Signal list. Signals come from first phase. > HandleStops method just exits trades when conditions are met > (it works throuygh open trade list and check exit conditions). > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message ----- > From: "gp_sydney" <[EMAIL PROTECTED]> > To: <[email protected]> > Sent: Thursday, October 02, 2008 10:53 AM > Subject: [amibroker] Re: Does Applystop work with custom backtest with the low level approach > > > > Paul, > > > > I haven't tested it, but I'm not sure that it's supposed to. I think > > the signal list is based on your Buy and Sell arrays, while ApplyStops > > creates automatic stops that are handled by the HandleStops method. > > > > In fact, on thinking about it, I don't really see how ApplyStops could > > generate signals. The signal list is generated on the first pass, but > > the automatic stops are dependent on what you do in the custom > > backtester, which is on the second pass. For example, if your stop is > > an N-bar stop and you force Buys outside of what's in the Buy array > > (ie. in the custom backtester), then the N-bar stop wouldn't work > > properly if it had been processed on the first pass to generate signals. > > > > The alternative is to implement your own equivalent to ApplyStops for > > the type of stop you want in the custom backtester. > > > > Regards, > > GP > > > > > > --- In [email protected], "Paul Ho" <paul.tsho@> wrote: > >> > >> I've been trying, > >> Cant get applystop to generate a sig.IsExit() signal in the custom > >> backtester when its in the lowest level. Does anybody have the same or > >> different experience? > >> /Paul. > >> > > > > > > > > ------------------------------------ > > > > **** IMPORTANT **** > > This group is for the discussion between users only. > > This is *NOT* technical support channel. > > > > ********************* > > TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to > > SUPPORT {at} amibroker.com > > ********************* > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > http://www.amibroker.com/devlog/ > > > > For other support material please check also: > > http://www.amibroker.com/support.html > > > > ********************************* > > Yahoo! Groups Links > > > > > > >
