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Hi, Tomasz!
All the same, is it correctly, when as handling of exit signals with
non-regular Reason (2,3,...), as calling of HandleStops method occur
simultaneously in lowlevel CBT proc. ? I tested my proc. with only
handling signal loop without HandleStops calling - same result...
Thanks!
Michael
In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> ApplyStop does work in low-level CBT, but it does not generate
> entries in the Signal list. Signals come from first phase.
> HandleStops method just exits trades when conditions are met
> (it works throuygh open trade list and check exit conditions).
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "gp_sydney" <gp.investment@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, October 02, 2008 10:53 AM
> Subject: [amibroker] Re: Does Applystop work with custom backtest
with the low level approach
>
>
> > Paul,
> >
> > I haven't tested it, but I'm not sure that it's supposed to. I think
> > the signal list is based on your Buy and Sell arrays, while ApplyStops
> > creates automatic stops that are handled by the HandleStops method.
> >
> > In fact, on thinking about it, I don't really see how ApplyStops could
> > generate signals. The signal list is generated on the first pass, but
> > the automatic stops are dependent on what you do in the custom
> > backtester, which is on the second pass. For example, if your stop is
> > an N-bar stop and you force Buys outside of what's in the Buy array
> > (ie. in the custom backtester), then the N-bar stop wouldn't work
> > properly if it had been processed on the first pass to generate
signals.
> >
> > The alternative is to implement your own equivalent to ApplyStops for
> > the type of stop you want in the custom backtester.
> >
> > Regards,
> > GP
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Paul Ho" <paul.tsho@> wrote:
> >>
> >> I've been trying,
> >> Cant get applystop to generate a sig.IsExit() signal in the custom
> >> backtester when its in the lowest level. Does anybody have the
same or
> >> different experience?
> >> /Paul.
> >>
> >
> >
> >
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