Hi, thanks for the help. But I think it does not work. The sell conditions not always sells correctly. I think that if you try to check barssince(system1)>barssince(system2), it sometimes have a wrong signal, because system1 or system2 are arrays that keeps its values
Anyway, the system1 are many times badly close.. mm.. I am trying to solve.. --- In amibroker@yahoogroups.com, "Ronen" <ronen.ma...@...> wrote: > > System1 = ....; > System2 = ....; > > > Buy = System1 Or System2; > > Sell = iif(barssince(System1) > barssince(System2), // Enter System1 sell > criteria, // Enter System2 sell criteria); > > /* > Let's say you get 10 signals to buy System1 and 10 for System2 on a > particular day. Therefore you have 20 total signals. > Assuming the max positions you can take in your portfolio is 10. You have to > decide which signals to take. This can be done > with positionscore. But, positionscore will have to represent both systems. > So, on the day that has 20 signals, the signals > with the highest positionscore will be entered on, regardless of which system > it is. So, both systems will be competing for > the money. For instance, positionscore could be historical volatility. > Highest historical volatility signal will be entered, > with a max of 10 positions. > > I hope I'm not being reduntant, and this helps you and it's what you're > looking for. > */ > > --- In amibroker@yahoogroups.com, "Gonzaga" <gonzagags@> wrote: > > > > I got it! > > Well, I'm not sure I get it. > > I've thought a way to avoid the custom backtester. > > I create an array that is filled with two numbers, 1 or 2. 1 means the > > trade signal has been launched by system 1, and 2, the system 2. > > > > After that, I read the array from n bars behind, using -barssince(buy) > > > > Could this have sense? > > > > This is the code instead of the custom backtest: > > > > //BEGINING OF CODE-------------- > > > > Buy=IIf(Buy1,True,IIf(Buy2,True,False)); > > > > BuyPrice=Open; > > > > typeBuy=IIf(Buy1,1,IIf(Buy2,2,0));//if buy1, array 'typebuy' is 1. If Buy2, > > is 2. Else is 0 > > > > //sell using condition A if was bought using condition1. Sell using > > condition2 if buy2 > > > > Sell=IIf(Ref(typebuy,-BarsSince(Buy))==1, Cross(MA(C,50),MA(C,15)), > > IIf(Ref(typebuy,-BarsSince(Buy))==2, Ref(Buy,-2) , False )); > > > > > > //END OF CODE > > > > greetings > > > > > > --- In amibroker@yahoogroups.com, "Gonzaga" <gonzagags@> wrote: > > > > > > Ah, Ok > > > don't worry - - No te preocupes.. ;-) > > > > > > > > > --- In amibroker@yahoogroups.com, "Matthias K." <meridian202@> wrote: > > > > > > > > Que tal gonzaga? > > > > > > > > > > > > > > > > After sending this email, I figured that this might happen: I was > > > > answering > > > > to Paul's post. Strange Yahoo, sorry for the confusion. I'm afraid I > > > > cannot > > > > help you on your custom backtest proc, yet. > > > > > > > > > > > > > >
