can you nest multiple Foreign calls ?
----- Original Message ----- From: Herman To: [email protected] Sent: Friday, December 25, 2009 12:38 PM Subject: Re: [amibroker] A Portfolio Backtester challenge yes, but how do I define the 'signals' variable? Signals come from different stocks. I don't know how to 'know' how many signals there are in my Watchlist at any time. Am i missing something obvious/ thanks, herman Anthony Faragasso wrote: buy=signals >=5 and Hold( until time ==9:35); ----- Original Message ----- From: Herman To: AmiBroker User Group Sent: Friday, December 25, 2009 12:10 PM Subject: [amibroker] A Portfolio Backtester challenge My portfolio trading system (1-min data) generates multiple signals during the first few minutes of the day, i.e., between 9:30-9:35. I want to open new positions all at the same time, at 9:35 AM, i.e., delay all entries until 9:35AM, so that I can use Real-Time Position Scoring. And, this is the challenge, I do not want to trade any days with less than 5 signals. How do I make the Portfolio Backtester only trade days with at least 5 signals and skip days which have less than 5 signals during the first 5 minutes? I am looking for a simple, non-CBT, solution. TIA for any ideas you may have! herman
