Hello, "While I have no idea what exactly does happen when I set sig.Price to -1 and why this works "
It works because I coded it so. The internal code uses -1 as special marker to skip a signal. Best regards, Tomasz Janeczko amibroker.com On 2010-07-20 17:36, rise_t575 wrote: > > > > > 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? >>>>> >>>>> >>>>> >>> >>> >>> ------------------------------------ >>> >>> **** IMPORTANT PLEASE READ **** >>> This group is for the discussion between users only. >>> This is *NOT* technical support channel. >>> >>> TO GET TECHNICAL SUPPORT send an e-mail directly to >>> SUPPORT {at} amibroker.com >>> >>> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at >>> http://www.amibroker.com/feedback/ >>> (submissions sent via other channels won't be considered) >>> >>> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: >>> http://www.amibroker.com/devlog/ >>> >>> Yahoo! Groups Links >>> >>> >>> >>> > > > > ------------------------------------ > > **** IMPORTANT PLEASE READ **** > This group is for the discussion between users only. > This is *NOT* technical support channel. > > TO GET TECHNICAL SUPPORT send an e-mail directly to > SUPPORT {at} amibroker.com > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > http://www.amibroker.com/feedback/ > (submissions sent via other channels won't be considered) > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > Yahoo! Groups Links > > > >
