Hello, in that case, do I have to use the low level of CBT? Or is there any variable that I can assign to the signalobject so that the backtester skips those exit signals received from the 1st phase? As I described in the previous post, almost my trading system can be coded using "regular" phase. Only the stop loss exit needs to use custom backtester.
thanks --- In [email protected], Tomasz Janeczko <gro...@...> wrote: > > 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"<pmxgs@> 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 > >>>> > >>>> > >>> > >> > > > > > > > > ------------------------------------ > > > > **** IMPORTANT PLEASE READ **** > > This group is for the discussion between users only. > > This is *NOT* technical support channel. > > > > TO GET TECHNICAL SUPPORT send an e-mail directly to > > SUPPORT {at} amibroker.com > > > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > > http://www.amibroker.com/feedback/ > > (submissions sent via other channels won't be considered) > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > http://www.amibroker.com/devlog/ > > > > Yahoo! Groups Links > > > > > > > > > > >
