Once you've got a Trade object (i.e. a position), it's too late. The trade has already been made. If you want to prevent a signal from becoming a trade, you must process the signal, not the trade.
Note that a signal is cancelled by setting either of the price or the position *size* to an invalid value (e.g. zero). I don't know that setting position *score* to zero would achieve your goal. Have a look at the mid-level backtester slide from Tomasz's Houston presentation. In it he cancels signals beyond the top N signals for a rotational system. You could do the same to cancel any that do not satisfy your criteria. http://www.amibroker.com/docs/Houston2.ppt Mike --- In [email protected], "bistrader" <bistra...@...> wrote: > > Am using rotational trading and want to exit if ranking drops below 10. I > tried bo.ExitTrade in CBT to just exit, but it exits and replaces the > position. Trying to figure out how to exit and NOT enter a replacement > position. Was thinking that I could set sig.PosScore for the replacement > position to zero forcing CBT to exit alone and not exit/replace position. > > --- In [email protected], "sfclimbers" <sfclimbers@> wrote: > > > > Presumably by pos.Symbol, you are referring to a Trade object, in which > > case I believe that the answer is no. > > > > Why do you need such information? Once the trade has been taken, the > > position score is no longer relevant. > > > > If you really must have the data, you could probably use dynamic variables > > to capture the position score of signals for later reference when > > processing the trades. > > > > Mike > > > > --- In [email protected], "bistrader" <bistrader@> wrote: > > > > > > Is there a command to get sig.PosScore for pos.symbol. I can get > > > sig.PosScore for sig.symbol, but can not get sig.PosScore for pos.symbol? > > > > > > Am using version 5.2 for this. > > > > > >
