Hi,
I followed this suggestion which was to write sell=1 in the first phase
of the
backtest and then assign zero 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 less than -8000 but not greater 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? Can I cycle through open positions list before cycling
through signal list?
I don't get any response from the trace statement, so I'm probably have
more mistakes in my code.
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) // If this signal is a
long exit (ie. sell)
{
_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
> > >
> >
>
