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Okay Tomasz
Point taken.
I consciously excluded all but the CBT code to avoid "unnecessary"
clutter.
I will re-post.
Graham
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> Again someone posting incomplete formula and being "surprised"
> not to get reply. If you want reply provide FULL Formula.
> No-one is going to spend time filling missing pieces and guessing
what
> remaining part of the formula was.
>
> If you want help, you must provide the formula that can
> be copy-pasted to AA and run directly without adding anything extra.
>
> The starting point to receving help is providing everything needed
> to reproduce your problem.
>
> And as to the problem: most probably you did not define
> short signals (in the "remaining" part of the formula that is
missing
> from your post).
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Graham Johnson" <grahamj@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Wednesday, May 21, 2008 2:13 PM
> Subject: [amibroker] Re: CBT problem with Short System
>
>
> > I'm surprised that I haven't had a response. Whilst I haven't
been
> > able to resolve it, I would have expected that it wasnn't a
difficult
> > problem.
> >
> > Graham
> >>
> >> Just starting to get my hands dirty in the Custom Backtester and
> > have
> >> read everything I can find.
> >>
> >> Some time ago I found some code on this forum for a custom
metric
> > for
> >> Max Open Positions - it has worked fine on Long systems but when
I
> >> try it on a Short system, it returns O max Open Trades. Have I
> >> missed something?
> >>
> >> Code follows.
> >>
> >> Graham
> >>
> >> SetOption("UseCustomBacktestProc", True);
> >> SetCustomBacktestProc("");
> >>
> >> //================== Open Position Count ==================
> >> vCounts = Cum( 0 );
> >> vMaxCount = 0;
> >>
> >> if ( Status( "action" ) == actionPortfolio )
> >> {
> >> vBO = GetBacktesterObject();
> >> vBO.PreProcess();
> >>
> >> for ( vBar = 0; vBar < BarCount; vBar++ )
> >> {
> >> vBO.ProcessTradeSignals( vBar );
> >> vCnt = 0;
> >>
> >> for ( vPos = vBO.getFirstOpenPos(); vPos; vPos =
> >> vBO.getNextOpenPos() )
> >> {
> >> vCnt++;
> >> _TRACE( "Count: " + vCnt );
> >> }
> >>
> >> vCounts[vBar] = vCnt;
> >>
> >> if ( vCnt > vMaxCount )
> >> {
> >> vMaxCount = vCnt;
> >> }
> >> }
> >>
> >> vBO.PostProcess();
> >>
> >> vBO.addCustomMetric( "Max Open Posn", vMaxCount );
> >>
> >> AddToComposite( vCounts, "~OpenPosCount", "V",
atcFlagDefaults
> > |
> >> atcFlagEnableInBacktest | atcFlagEnableInPortfolio );
> >> }
> >>
> >
> >
> >
> > ------------------------------------
> >
> > 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
> >
> >
> >
>
------------------------------------
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