I have not used them..but would StaticVariableGet() work ?
----- Original Message -----
From: Herman
To: [email protected]
Sent: Friday, December 25, 2009 1:40 PM
Subject: Re: [amibroker] A Portfolio Backtester challenge
afaik, not in a backtester. In real trading there is no problem, the problem
is to make the system backtestable...
herman
Anthony Faragasso wrote:
can you nest multiple Foreign calls ?
----- Original Message -----
From: Herman
To: [email protected]
Sent: Friday, December 25, 2009 12:38 PM
Subject: Re: [amibroker] A Portfolio Backtester challenge
yes, but how do I define the 'signals' variable? Signals come from
different stocks. I don't know how to 'know' how many signals there are in my
Watchlist at any time. Am i missing something obvious/
thanks,
herman
Anthony Faragasso wrote:
buy=signals >=5 and Hold( until time ==9:35);
----- Original Message -----
From: Herman
To: AmiBroker User Group
Sent: Friday, December 25, 2009 12:10 PM
Subject: [amibroker] A Portfolio Backtester challenge
My portfolio trading system (1-min data) generates multiple signals
during the first few minutes of the day, i.e., between 9:30-9:35. I
want
to open new positions all at the same time, at 9:35 AM, i.e., delay
all
entries until 9:35AM, so that I can use Real-Time Position Scoring.
And,
this is the challenge, I do not want to trade any days with less than
5
signals.
How do I make the Portfolio Backtester only trade days with at least
5
signals and skip days which have less than 5 signals during the first
5
minutes?
I am looking for a simple, non-CBT, solution. TIA for any ideas you
may
have!
herman
