I think CBT is the only way you can count signals for a portfolio. On Fri, Dec 25, 2009 at 1:55 PM, Anthony Faragasso <[email protected]> wrote:
> > > I have not used them..but would StaticVariableGet() work ? > > ----- Original Message ----- > *From:* Herman <[email protected]> > *To:* [email protected] > *Sent:* Friday, December 25, 2009 1:40 PM > *Subject:* Re: [amibroker] A Portfolio Backtester challenge > > > > afaik, not in a backtester. In real trading there is no problem, the > problem is to make the system backtestable... > > herman > > Anthony Faragasso wrote: > > can you nest multiple Foreign calls ? > > > > ----- Original Message ----- > *From:* Herman <[email protected]> > *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 <[email protected]> > *To:* AmiBroker User Group <[email protected]> > *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 > > >
