Mh - that sounds like an additional probem - haven't thought of this. I would be interested in a clean solution for this case as well.
--- In [email protected], Tavan Taban <tavanta...@...> wrote: > > Hello, > > Thank you Tomasz, for your clear and wise comments. > > By the way, I remember more about the problem I experienced earlier. A > fictive description of the problem is as follows. > > Initial equity: 10000 (default) > Position Size: 5% > Highest ranked stock's price: 600 > Assume 40 more signals. > > Result: > Backtester rejects the highest ranked signal indicating insufficient funds > and takes no trades. > The problem continues as this signal continues in raw mode backtest. > > At that time, I passed off the subject by simply increasing the initial > equity. > Walking towards perfection, perhaps you may consider handling different > "insufficient funds" differently. > > Best regards, > IK > > > > > > > 2010/7/20 Tomasz Janeczko <gro...@...> > > > > > > > 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] <amibroker%40yahoogroups.com>, Tomasz > > Janeczko<groups@> 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] <amibroker%40yahoogroups.com>, 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 > > > > > > > > > > > > > > > > >
