Yes, that code is working. Thanks TA! Is it normal though for it cause the AA window to go non-responsive when backtesting a range of more than 1 year?
I can test over 9 months and it works-with about a minute delay between the backtest finishing and the report being generated. If I test over much more than 9 months, it never generates the report- instead it just seems to keep processing something. Thanks! --- In [email protected], "ta" <tagro...@...> wrote: > > Since you have not posted your code I can not debug it for you but the > following code works for me: > > > > MaxBuys = 5; > SetBacktestMode( backtestRegularRaw2 ); > SetCustomBacktestProc(""); > if ( Status( "action" ) == actionPortfolio ) > { > bo = GetBacktesterObject(); > bo.PreProcess(); > for ( i = 0; i < BarCount; i++ ) > { > cntBuys = 0; > for ( sig = bo.GetFirstSignal( i ); sig; sig = bo.GetNextSignal( i ) ) > > { > if ( sig.IsEntry() ) > { > // this handles limiting of number of order per day > CanEnter = False; > if ( CntBuys <= MaxBuys ) > { > bo.EnterTrade( i, sig.Symbol, True, sig.Price, sig.PosSize, > sig.PosScore, RoundLotSize = 1); > CanEnter = True; > CntBuys++; > } > if ( ! CanEnter ) sig.Price = -1; > } > } > bo.ProcessTradeSignals( i ); > } > bo.PostProcess(); > } > > > > From: [email protected] [mailto:[email protected]] On Behalf > Of woodshedder_blogspot > Sent: Saturday, September 26, 2009 3:52 PM > To: [email protected] > Subject: [amibroker] Re: Help Limiting number of positions added per day > > > > > > TA, thanks for the help. > I'm having a problem with this line: > bo.PostProcess(); > > This is the error I'm getting: "Error 18 COM object variable is not > initialized or has invalid type (valid COM object handle required) > > Wood > > --- In [email protected] <mailto:amibroker%40yahoogroups.com> , "ta" > <tagroups@> wrote: > > > > You need to use Custom Backtester as follows: > > > > > > > > MaxBuys = 5; > > > > SetBacktestMode( backtestRegularRaw2 ); > > > > SetCustomBacktestProc(""); > > > > if ( Status( "action" ) == actionPortfolio ) > > > > { > > > > bo = GetBacktesterObject(); > > > > bo.PreProcess(); > > > > > > > > for ( sig = bo.GetFirstSignal( i ); sig; sig = > > bo.GetNextSignal( i ) ) > > > > { > > > > if ( sig.IsEntry() ) > > > > { > > > > // this handles limiting of number of order > > per day > > > > CanEnter = False; > > > > if ( CntBuys <= MaxBuys ) > > > > { > > > > > > bo.EnterTrade( i, sig.Symbol, True, sig.Price, sig.PosSize, sig.PosScore, > > RoundLotSize = 1); > > > > CanEnter = > > True; > > > > CntBuys++; > > > > } > > > > > > > > if ( ! CanEnter ) > > > > sig.Price = > > -1; > > > > } > > > > } > > > > bo.ProcessTradeSignals( i ); > > > > } > > > > bo.PostProcess(); > > > > } > > > > > > > > From: [email protected] <mailto:amibroker%40yahoogroups.com> > [mailto:[email protected] <mailto:amibroker%40yahoogroups.com> ] On > Behalf > > Of woodshedder_blogspot > > Sent: Thursday, September 24, 2009 8:25 PM > > To: [email protected] <mailto:amibroker%40yahoogroups.com> > > Subject: [amibroker] Help Limiting number of positions added per day > > > > > > > > > > > > Greetings group. > > > > I want to limit the number of positions a system will take on any given > day. > > > > > > For example, if a system can handle 20 max positions, I would like it to > > only take on 5 new positions a day (assuming there are more than 5 valid > > signals per day) until it arrives at 20 positions, rather than taking on > all > > available positions on day 1. > > > > Thanks for your help. > > >
