Hi,
I followed this suggestion which was to write sell=1 in the first phase of the
backtest and then assign 0 to the possize property of the signal object to
avoid exiting trades (the condition to exit trades is only if profit from
current open positions is greater than -8000 but less than 5000). (profit
>5000 is when profit target is hit)
If I assign zero to possize in case of a sell, does the backtester skip this
exit signal?
I don't get any response from the trace statement, so I'm doing several things
wrong.
Here is my code to ilustrate what I'm trying to do. Any help ?
SetCustomBacktestProc("");
if (Status("action") == actionPortfolio) {
bo = GetBacktesterObject(); // Get backtester object
bo.PreProcess(); // Do pre-processing (always required)
for (i = 0; i < BarCount; i++) // Loop through all bars
profit=0;
{
for (trade = bo.GetFirstOpenPos(); trade; trade = bo.GetNextOpenPos())
{ // Loop through all open positions
profit=profit+ trade.GetProfit() ;
_TRACE("profit at bar "+profit+"-"+i);
}
for (sig = bo.GetFirstSignal(i); sig; sig = bo.GetNextSignal(i))
{ // Loop through all signals at this bar
if (sig.Isexit() && profit>-8000 && profit<5000) //skip exits
{
_TRACE("exit signal at bar "+i);
sig.possize=0;
}
} // End of for loop over signals at this bar
bo.ProcessTradeSignals(i); // Process trades at bar (always
required)
} // End of for loop over bars
bo.PostProcess(); // Do post-processing (always required)
};
thanks
--- In [email protected], "Pmxgs" <pm...@...> wrote:
>
>
> Good idea. I hadn't hink of it that way.
> Let's see if I can code it correctly.
>
> thanks
>
> --- In [email protected], "Mike" <sfclimbers@> wrote:
> >
> > Medium level CBT allows to cancel buy signals by setting position size to
> > 0. Assuming the same applies for sell signals (i.e. cancel the signal), you
> > could try using "Sell = 1;" as your sell logic and then cancel the signals
> > using medium CBT when not applicable.
> >
> > I'm not necessarily recommending the above. Just pointing out that it could
> > potentially be done without low level CBT, if so desired.
> >
> > Mike
> >
> > --- In [email protected], "Pmxgs" <pmxgs@> wrote:
> > >
> > > Hi,
> > >
> > > I'm trying to create a system where all my entry rules can be defined
> > > without cbt, but the exit rule (which is to close all positions if the
> > > loss of all open positions is greater than 5% of equity).
> > >
> > > Since I have to use exit trade method of cbt, do I need do use the
> > > lowest level described in the help section of cbt?
> > >
> > >
> > >
> > > thanks
> > >
> >
>
