Yes, you're right, it eventually finishes the report. I'm looking back about 3 years right now, which is 670 trades, and it has taken it over 5 minutes, but it finishes.
This is exactly what I've been looking for, so again,I really appreciate the help. --- In [email protected], "ta" <tagro...@...> wrote: > > I think it has to do with number traders/signals that your system generate. > I have tested it over ten years with a system that generates about 2000 > trades. It takes about 3 minutes. I don't think that AA is unresponsive. I > think it is processing the signals. Let go I am sure it will finish. > > > > From: [email protected] [mailto:[email protected]] On Behalf > Of woodshedder_blogspot > Sent: Sunday, September 27, 2009 9:52 PM > To: [email protected] > Subject: [amibroker] Re: Help Limiting number of positions added per day > > > > > > 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] <mailto:amibroker%40yahoogroups.com> , "ta" > <tagroups@> 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:amibroker%40yahoogroups.com> > [mailto:[email protected] <mailto:amibroker%40yahoogroups.com> ] On > Behalf > > Of woodshedder_blogspot > > Sent: Saturday, September 26, 2009 3:52 PM > > To: [email protected] <mailto:amibroker%40yahoogroups.com> > > 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> > <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:amibroker%40yahoogroups.com> > > [mailto:[email protected] <mailto:amibroker%40yahoogroups.com> > <mailto:amibroker%40yahoogroups.com> ] On > > Behalf > > > Of woodshedder_blogspot > > > Sent: Thursday, September 24, 2009 8:25 PM > > > To: [email protected] <mailto:amibroker%40yahoogroups.com> > <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. > > > > > >
