I remember experiencing the same problem earlier. As far as I remember, it
is something like, if it cancels one, cancels also the rest which are not
coded to be rejected. I can dig more if it helps.
Anyway, one solution alternative may be the following.
for( sig = bo.GetFirstSignal( bar ); sig; sig = bo.GetNextSignal( bar ) )
{
if (IDontLikeThisSignal) sig.Type = 7;
} // end if exit
2010/7/17 rise_t575 <[email protected]>
>
>
> Hello,
>
> I've noticed using mid-level CBT that when I set the position size to zero
> for the signal in question (the reason for setting it to zero is slightly
> complicated & not that important here - some data needed for a subsequent
> calculation is {empty}), the trade is marked as "rejected" in AA's results
> list (which is perfectly ok).
> What is not "perfectly ok" is the fact that the backtester rejects the
> following signals at the same bar as well (there's enough cash available and
> position size is > 0).
>
> How can I prevent this?
>
>
>
