|
PureBytes Links
Trading Reference Links
|
There is NO limit.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "david.weilmuenster" <dweilmuenster95125@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, November 16, 2007 5:44 PM
Subject: [amibroker] Re: Nested Loops to Examine Signals in Custom BackTester
> Graham,
>
> Thanks, that could do the trick, and would likley be more efficient
> processing.
>
> One concern: Is there an architectural limit on the number of
> variables that one can create using varset?
>
>
> Thanks,
> David
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>>
>> Why not do 2 separate loops and in the first use varset to obtain
> what
>> information you need for each signal to use in the second loop
>>
>> --
>> Cheers
>> Graham Kav
>> AFL Writing Service
>> http://www.aflwriting.com
>>
>>
>>
>> On 16/11/2007, david.weilmuenster <dweilmuenster95125@xxx> wrote:
>> > GP,
>> >
>> > Thanks. I was afraid it would involve something similar to your
>> > suggestion.
>> >
>> > Will take it from there, and make something work.
>> >
>> > Thanks agin,
>> > David
>> >
>> >
>> > --- In amibroker@xxxxxxxxxxxxxxx, "gp_sydney" <gp.investment@>
>> > wrote:
>> > >
>> > > Yes, the backtester object maintains the state internally of
> which
>> > > signal is the next one, so both loops are affecting the same
> state
>> > > variable.
>> > >
>> > > For the outer loop you need to keep your own count of how many
>> > signals
>> > > it's processed and after the inner loop has finished, do
> another get
>> > > first followed by the current count of get next until the state
> is
>> > > back to where it needs to be for the next pass of the outer
> loop.
>> > >
>> > > There are a few ways to do this, but one would be something like
>> > this:
>> > >
>> > > sig = bo.GetFirstSignal(bar);
>> > > count = 1;
>> > > while (sig)
>> > > {
>> > > ... inner loop here ...
>> > >
>> > > sig = bo.GetFirstSignal(bar);
>> > > cnt = count++;
>> > > while (sig && cnt--) sig = bo.GetNextSignal(bar);
>> > > }
>> > >
>> > > I haven't tried this code though, so there may be issues in it.
>> > >
>> > > Note also that the way you have it, the outer loop will
> terminate at
>> > > the very first signal that's not an entry. If you only want to
> skip
>> > > non-entries rather than terminate the loop at the first one,
> put the
>> > > IsEntry test inside the loop in an IF statement, not as part of
> the
>> > > loop condition. Similarly for the inner loop with the symbol
> match
>> > test.
>> > >
>> > > Regards,
>> > > GP
>> > >
>> > >
>> > > --- In amibroker@xxxxxxxxxxxxxxx, "david.weilmuenster"
>> > > <dweilmuenster95125@> wrote:
>> > > >
>> > > > Hi,
>> > > >
>> > > > Is it possible to use nested loops of Signals in Custom
>> > BackTester?
>> > > >
>> > > > What I have in mind is something like:
>> > > >
>> > > > for ( sig = bo.GetFirstSignal(bar); sig AND sig.isentry;
>> > > > sig=bo.GetNextSignal(bar))
>> > > > {
>> > > > ...
>> > > >
>> > > > for ( compsig = bo.GetFirstSignal(bar); compsig AND
>> > compsig.symbol !=
>> > > > sig.symbol; compsig=bo.GetNextSignal(bar))
>> > > > {
>> > > >
>> > > > ....
>> > > >
>> > > > }
>> > > > }
>> > > >
>> > > > But, what seems to happen is that the inner loop is processed
>> > only
>> > > > once, for the first signal identified in the outer loop. Am
>> > guessing
>> > > > that bo.getnextsignal(bar) needs to be "reset" somehow at end
> of
>> > > > inner loop, but don't see how to do it.
>> > > >
>> > > >
>> > > > Thanks in advance for help,
>> > > >
>> > > > David
>> > > > San Jose, CA
>> > > >
>> > >
>> >
>> >
>> >
>> >
>> > Please note that this group is for discussion between users only.
>> >
>> > To get support from AmiBroker please send an e-mail directly to
>> > SUPPORT {at} amibroker.com
>> >
>> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>> > http://www.amibroker.com/devlog/
>> >
>> > For other support material please check also:
>> > http://www.amibroker.com/support.html
>> >
>> > Yahoo! Groups Links
>> >
>> >
>> >
>> >
>>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> Yahoo! Groups Links
>
>
>
>
>
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|