Hello,
The suggestion was wrong.
PosSize property of signal object is only effective for ENTRY and
SCALING (in/out) signals.
EXIT signals just EXIT (close entire) position.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-02-15 17:41, Pmxgs wrote:
> 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
>>>>
>>>>
>>>
>>
>
>
>
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