[amibroker] Eliminating Phantom Positions in CBT

["rdavenportca" <davenport.r@xxxxxxxxxxx>]

I am doing portfolio backtesting on a system that has a maximum number 
of open positions set to 30.  I use the Custom Backtester Signal Object 
(low level) to only take certain trades on a given day (Day 1).  On 
that day there may have been other valid trades that I did not take or 
were not taken because I already had my 30 positions full.

The problem I have is that a symbol that was a potential trade on Day 1 
may setup to be a valid trade on Day 2, but I cannot enter it on Day 2 
because Amibroker "thinks" I'm in the trade.  On the symbols for trades 
I did not take, I am blocked from taking any future trade in that 
symbol until the exit has triggered.  Remember that I'm not actual in a 
position on this symbol, thus it is a "phantom" position.

My guess is that there is a hanging exit order still in the system for 
these symbols causing the program to ignore new buys.  I've tried 
setting the sig.Price = -1 and everything else I can think of to no 
avail.  Any ideas?



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