Tomasz,
While I have no idea what exactly does happen when I set sig.Price to -1 and
why this works, I can happily report that it *does* work - so thanks for the
help!
--- In [email protected], Tomasz Janeczko <gro...@...> wrote:
>
> 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<tavantaban@> 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<rise_t@>
> >>
> >>>
> >>> 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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