Hello,
It is simple. By default AmiBroker opens positions in RANKED order (more
preferred trades first).
If at some point of going through the ranking it finds the trade that it can
not open (for example
due to insufficient funds) it will NOT open LOWER ranked trades because it is
undesirable to have
better candidates replaced by worse candidates when you run out of funds.
When requested position size is non-zero and position size shrinking is ON
AmiBroker will attempt
to adjust pos size to lower value within user-defined constraints ("MinShares",
Round lot size).
It will go down as far as constraints allow, but if it reaches the barrier or
zero it will reject the trade
and all lower-ranked signals.
Setting signal's pos size to zero in the beginning effectively means the same
condition.
You should NOT set position size to zero if you want to reject single trade BUT
continue to handle lower-ranked signals.
If you want to SKIP one signal, without affecting others, you should set Price
property of that signal to -1 (minus one).
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-20 12:42, rise_t575 wrote:
>
> Thanks a lot - I will try your solution.
> Do you have an idea *why* this is happening?
>
> --- In [email protected], Tavan Taban<tavanta...@...> wrote:
>> 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<ris...@...>
>>
>>>
>>> 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?
>>>
>>>
>>>
>
>
>
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