you are right Tomasz thank you - i will change it. On Tue, Oct 6, 2009 at 1:44 AM, Tomasz Janeczko <[email protected]>wrote:
> > > Hello, > > If you want raw signals, whenever possible use backtestRegularRaw, instead > of Raw2. > As explained in the manual, > "Raw2 modes are "special" for advanced users of custom backtester. They are > only useful if you do custom processing of exit signals > in custom backtester procedure. They should NOT be used otherwise, because > of performance hit and memory consumption Raw2 modes > cause" > > Custom processing of exit signals means that you DO NOT EXIT your position > on first exit signal that occurs when position is open, > but you *ignore* one or more exit signals and act upon some late signal. > > If you do not do the above, you should NOT use Raw2 mode because it is much > slower. > > The code below DOES NOT do this, therefore should NOT use Raw2 mode. > > Best regards, > Tomasz Janeczko > amibroker.com > > ----- Original Message ----- > From: "woodshedder_blogspot" > <[email protected]<woodshedder_blogspot%40yahoo.com> > > > To: <[email protected] <amibroker%40yahoogroups.com>> > Sent: Tuesday, October 06, 2009 1:36 AM > Subject: [amibroker] Re: Help Limiting number of positions added per day > > > Raskoks, I am not very good at this yet, but I can see a few things that > might be causing problems. > > > > 1. SetBacktestMode( backtestRegularRaw2 ); Make sure that you want > RegularRaw2. Raw2 does allow redundant signals. > > > > 2. newDayB=Ref(dn,-1)!= dn; I don't see where you have defined dn. > > > > 3. if ( CntBuys <= MaxBuys.....I had to take out the = sign so that it > reads CntBuys<MaxBuys. > > > > Hope this helps, > > Wood > > > > --- In [email protected] <amibroker%40yahoogroups.com>, > "raskoks" <rask...@...> wrote: > >> > >> Hi,maybe someone can tell me what i do wrong. I have smth like that > (code below) and i need to have max only one transaction per > >> day. Morover every transacion is simply reversing position (always on > market). But for this code signals which aren't use ( for > >> example buy signal when i already have long position) are count to daily > limit. I really don't know why :). > >> Thanks for any help. > >> > >> > >> CondBuy=..; > >> CondShort=..; > >> Buy= CondBuy ; > >> Sell= CondShort ; > >> Short=Sell; > >> Cover=Buy; > >> > >> CurrentPos[0]=0; > >> MaxBuys = 1; > >> dnB = DateNum(); > >> newDayB=Ref(dn,-1)!= dn; > >> SetBacktestMode( backtestRegularRaw2 ); > >> SetCustomBacktestProc(""); > >> if ( Status( "action" ) == actionPortfolio ) > >> { > >> bo = GetBacktesterObject(); > >> bo.PreProcess(); > >> cntBuys =0; > >> for ( i = 0; i < BarCount; i++ ) > >> { > >> if(newDayB[i]==1) > >> cntBuys = 0; > >> > >> for ( sig = bo.GetFirstSignal( i ); sig; sig =bo.GetNextSignal( i ) ) > >> { > >> > >> > >> if ( CntBuys <= MaxBuys AND sig.IsLong()AND CurrentPos[0]!=1) > >> { > >> CanEnter = True; > >> CntBuys++; > >> CurrentPos[0]=1; > >> } > >> else if ( CntBuys <= MaxBuys AND NOT sig.IsLong()AND CurrentPos[0]!=-1) > { > >> CanEnter = True; > >> CntBuys++; > >> CurrentPos[0]=-1; > >> > >> } > >> if ( ! CanEnter ) sig.Price = -1; > >> > >> } > >> bo.ProcessTradeSignals( i ); > >> } > >> bo.PostProcess(); > >> } > >> > > > > > > > > > > ------------------------------------ > > > > **** IMPORTANT PLEASE READ **** > > This group is for the discussion between users only. > > This is *NOT* technical support channel. > > > > TO GET TECHNICAL SUPPORT send an e-mail directly to > > SUPPORT {at} amibroker.com > > > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > > http://www.amibroker.com/feedback/ > > (submissions sent via other channels won't be considered) > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > http://www.amibroker.com/devlog/ > > > > Yahoo! Groups Links > > > > > > > > > -- Nawet woda czasem śpi ...
