Thanks. I studied the PowerPoint presentation again. I have been using "if sig.IsEntry() sig.PosScore = 0;" to force no rotation as I want exit only and not exit and replacement. This does not work for some reason. (I will try sig.Price = -1;) I have worstrankheld at 10 and sig.IsEntry() is always -1 for 10 positions. I was thinking that it would be true only for any position that ENTERED on that day. Isn't sig.IsEntry() suppose to be true only on the first day a position is entered into, even in rotational trading?
Thanks again as I believe I am getting closer. --- In [email protected], "sfclimbers" <sfclimb...@...> wrote: > > Once you've got a Trade object (i.e. a position), it's too late. The trade > has already been made. If you want to prevent a signal from becoming a trade, > you must process the signal, not the trade. > > Note that a signal is cancelled by setting either of the price or the > position *size* to an invalid value (e.g. zero). I don't know that setting > position *score* to zero would achieve your goal. > > Have a look at the mid-level backtester slide from Tomasz's Houston > presentation. In it he cancels signals beyond the top N signals for a > rotational system. You could do the same to cancel any that do not satisfy > your criteria. > > http://www.amibroker.com/docs/Houston2.ppt > > Mike > > --- In [email protected], "bistrader" <bistrader@> wrote: > > > > Am using rotational trading and want to exit if ranking drops below 10. I > > tried bo.ExitTrade in CBT to just exit, but it exits and replaces the > > position. Trying to figure out how to exit and NOT enter a replacement > > position. Was thinking that I could set sig.PosScore for the replacement > > position to zero forcing CBT to exit alone and not exit/replace position. > > > > --- In [email protected], "sfclimbers" <sfclimbers@> wrote: > > > > > > Presumably by pos.Symbol, you are referring to a Trade object, in which > > > case I believe that the answer is no. > > > > > > Why do you need such information? Once the trade has been taken, the > > > position score is no longer relevant. > > > > > > If you really must have the data, you could probably use dynamic > > > variables to capture the position score of signals for later reference > > > when processing the trades. > > > > > > Mike > > > > > > --- In [email protected], "bistrader" <bistrader@> wrote: > > > > > > > > Is there a command to get sig.PosScore for pos.symbol. I can get > > > > sig.PosScore for sig.symbol, but can not get sig.PosScore for > > > > pos.symbol? > > > > > > > > Am using version 5.2 for this. > > > > > > > > > >
