Ah ok. While my attempt to explain this one post ago has been quite
imaginative, I guess yours must be the correct one... ;-)
Thanks!
--- In amibroker@yahoogroups.com, Tomasz Janeczko <gro...@...> wrote:
>
> 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 amibroker@yahoogroups.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 amibroker@yahoogroups.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?
> >>>>>
> >>>>>
> >>>>>
> >>>
> >>>
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> >>>
> >>>
> >>>
> >
> >
> >
> > ------------------------------------
> >
> > **** 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
> >
> >
> >
> >
>
