Hello,
You can mix low level and mid level without trouble, so you can call
ProcessTradeSignals *AND* EnterTrade / ExitTrade/ScaleTrade within same
formula if you want.
Rebalancing example shows exactly that:
http://www.amibroker.com/kb/2006/03/06/re-balancing-open-positions/
(it uses mix of low-level and mid-level).
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-02-21 19:45, Markus Witzler wrote:
Hello Mike,
ProcessTradeSignals doensn´t work since this is a mid-level method -
I´m on low level.
Instead, I did the code below and keep my head scratching why it
doens´t work.
As soon as I add these lines to my code and press Backtest, AB briefly
jumps to Backtest mask and then all of a sudden back to Quote Editor
window without any error message!
I initialized "instance = 0 "at the beginning of CBT routine. So, that
can´t cause the problems either.
I must add that I inserted the loop right after the i-incremented
signal loop, so that it is being checked for every time an instance of
i has occured. Since I want to get the bar, the first trade of the
whole system has been initiated, I only need to get i for the instance
= 1.
* for * (trade = bo.GetFirstOpenPos(); trade; trade =
bo.GetNextOpenPos())
{
trade = bo.findopenposition(sig.symbol);
* if * (trade)
{
instance = instance + 1 ;
}
* if * (instance == 1 )
{
StaticVarSet ( "Bar_numer_of_first_trade_initiation" , i);
}
}
If you nee the whole code´, please let me know!
Thanks
Markus
----- Original Message -----
*From:* Mike <mailto:[email protected]>
*To:* [email protected] <mailto:[email protected]>
*Sent:* Saturday, February 20, 2010 10:56 PM
*Subject:* [amibroker] Re: Bar number of first trade in CBT
Hi,
If you're doing low level backtest, then either:
- you're the one entering the trade, in which case just take note
of what bar you're on when you do.
- or you're calling ProcessTradeSignals(i) at the end of each bar,
in which case just call GetFirstOpenPos(); when it returns non
null that'll be the first trade bar.
Mike
--- In [email protected]
<mailto:amibroker%40yahoogroups.com>, "Markus Witzler"
<funny...@...> wrote:
>
> Hello,
>
> I need to retrieve the bar number of first trade in CBT (low
level)., i.e. when first trade was opened.
>
> Any clue how to accomplish this?
>
> The only thing I know is I must do this in closed trade list.
>
> Thanks
>
> Markus
>
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signature database 4668 (20091207) __________
The message was checked by ESET Smart Security.
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