System1 = ....; System2 = ....;
Buy = System1 Or System2; Sell = iif(barssince(System1) > barssince(System2), // Enter System1 sell criteria, // Enter System2 sell criteria); /* Let's say you get 10 signals to buy System1 and 10 for System2 on a particular day. Therefore you have 20 total signals. Assuming the max positions you can take in your portfolio is 10. You have to decide which signals to take. This can be done with positionscore. But, positionscore will have to represent both systems. So, on the day that has 20 signals, the signals with the highest positionscore will be entered on, regardless of which system it is. So, both systems will be competing for the money. For instance, positionscore could be historical volatility. Highest historical volatility signal will be entered, with a max of 10 positions. I hope I'm not being reduntant, and this helps you and it's what you're looking for. */ --- In [email protected], "Gonzaga" <gonzag...@...> wrote: > > I got it! > Well, I'm not sure I get it. > I've thought a way to avoid the custom backtester. > I create an array that is filled with two numbers, 1 or 2. 1 means the trade > signal has been launched by system 1, and 2, the system 2. > > After that, I read the array from n bars behind, using -barssince(buy) > > Could this have sense? > > This is the code instead of the custom backtest: > > //BEGINING OF CODE-------------- > > Buy=IIf(Buy1,True,IIf(Buy2,True,False)); > > BuyPrice=Open; > > typeBuy=IIf(Buy1,1,IIf(Buy2,2,0));//if buy1, array 'typebuy' is 1. If Buy2, > is 2. Else is 0 > > //sell using condition A if was bought using condition1. Sell using > condition2 if buy2 > > Sell=IIf(Ref(typebuy,-BarsSince(Buy))==1, Cross(MA(C,50),MA(C,15)), > IIf(Ref(typebuy,-BarsSince(Buy))==2, Ref(Buy,-2) , False )); > > > //END OF CODE > > greetings > > > --- In [email protected], "Gonzaga" <gonzagags@> wrote: > > > > Ah, Ok > > don't worry - - No te preocupes.. ;-) > > > > > > --- In [email protected], "Matthias K." <meridian202@> wrote: > > > > > > Que tal gonzaga? > > > > > > > > > > > > After sending this email, I figured that this might happen: I was > > > answering > > > to Paul's post. Strange Yahoo, sorry for the confusion. I'm afraid I > > > cannot > > > help you on your custom backtest proc, yet. > > > > > > > > >
