Hello, Yes you can and that is exactly what the example does (look at the AFL code).
Best regards, Tomasz Janeczko amibroker.com On 2010-02-15 23:06, Pmxgs wrote: > 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 >>> >>> >>> >>> >>> >>> >> > > > > ------------------------------------ > > **** 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 > > > > >
