Ok. After loking at that example, I have one question? Can I use the exittrade method and use bo.ProcessTradeSignals() at the same time? I thought that in the low level we could not use processtradesignals(). I thought that I would need to cycle through all entry signals and call the entertrade() method and then after this I would have to cycle through all exit signals and call the exittrade method. Basically my question is this: If I call the processtradesignals in the beginning of the loop, I don't need to go through all the entrysignals? And after that I can treat the exit signals using the exittrade method?
thanks --- In [email protected], Tomasz Janeczko <gro...@...> wrote: > > Hello, > > Assign > Sell = 0; > Cover = 0; > > and use ExitTrade() method in CBT. That is simplest and most > straightforward way to implement what you are after. > > > see > http://www.amibroker.com/kb/2006/03/06/re-balancing-open-positions/ > > for example how to do that (you would need to use ExitTrade instead of > ScaleTrade) > > Best regards, > Tomasz Janeczko > amibroker.com > > On 2010-02-15 21:57, Pmxgs wrote: > > 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<groups@> 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 > >>> > >>> > >>> > >>> > >>> > >>> > >> > > > > > > > > ------------------------------------ > > > > **** 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 > > > > > > > > > > >
