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please ignore my last question as I type OP.signal in the trace
statement instead of OP.symbol.
--- In amibroker@xxxxxxxxxxxxxxx, "tipequity" <l3456@xxx> wrote:
>
> To understand the behavior of the code previously, I added a _trace
> statement as follows. However it does not like the OP.symbol. Any
> support would be much appreciated.
>
> SetBacktestMode( backtestRegularRaw );
> SetCustomBacktestProc("");
>
> MinHoldingPer = 2;
>
> if( Status("action") == actionPortfolio )
> {
> bo = GetBacktesterObject();
> bo.PreProcess();
> for( i = 0; i < BarCount; i++ )
> {
> for( OP = bo.GetFirstOpenPos(); OP; OP = bo.GetNextOpenPos() )
> {
> if ( OP.BarsInTrade >= MinHoldingPer)
> Sellnow = 1;
> _TRACE(OP.Signal+" OP.BarsInTrade ="+NumToStr
> (OP.BarsInTrade,1.0));
> }
> bo.ProcessTradeSignals( i );
> }
> bo.PostProcess();
> }
>
> Sell = ExitLong OR SellNow == 1;
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "tipequity" <l3456@> wrote:
> >
> > To solve this problem I decided to use CBI, however I am not
> getting
> > the results that I was expecting. Any help would be appreciated.
> >
> > SetBacktestMode( backtestRegularRaw );
> > SetCustomBacktestProc("");
> >
> > MinHoldingPer = 2;
> >
> > if( Status("action") == actionPortfolio )
> > {
> > bo = GetBacktesterObject();
> > bo.PreProcess();
> > for( i = 0; i < BarCount; i++ )
> > {
> > for( OP = bo.GetFirstOpenPos(); OP; OP = bo.GetNextOpenPos() )
> > {
> > if ( OP.BarsInTrade >= MinHoldingPer)
> > Sellnow = 1;
> > }
> > bo.ProcessTradeSignals( i );
> > }
> > bo.PostProcess();
> > }
> >
> > Sell = ExitLong OR SellNow == 1;
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "tipequity" <l3456@> wrote:
> > >
> > > How can I limit the minimum holding period from the time a
> position
> > is
> > > opened not from time the buy signal was issued? The situation
> that
> > I
> > > facing is that I get two buy signals, I buy after the first buy
> > signal
> > > and I want to hold for at least two bars (including the entry
> bar).
> > > If I use Buy = ExRem(Buy, Sell);
> > > then if I use Sell = (ExitLong AND BarsSince(Buy)>=2);
> > > works fine. However then when I backtest and I have two
> consecutive
> > buy
> > > signals and on the first buy siganl I don't have enough cash to
> buy
> > but
> > > on the second buy siganl I have enough cash, it would not buy
> > because
> > > the second signal is removed.
> > > Any suggestions are appreciated.
> > >
> > > TIA
> > >
> >
>
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