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I am having trouble using the new backtester. My code (shown below)
will error out on the "if( bInTrade == False) bo.ExitTrade
(bar,openpos.Symbol,Ref(O,1));" and "if( bInTrade == False)
bo.EnterTrade(bar, trd.Symbol, True, C, -10);" lines. The error I
get is either error 18 "COM object variable is not initialized or
has invalid type" or error 19 "COM method/function 'ExitTrade' call
failed".
I suspect I am not initializing something properly, but I would
appreciate a pair of eyes to look at this and see if something jumps
out. I am using 4.70 RC 1. Thanks for any feedback.
Tom
---------------------------------------------------------
SetOption("UseCustomBacktestProc", True );
if( Status("action") == actionPortfolio )
{
// retrieve the interface to portfolio backtester
bo = GetBacktesterObject();
bo.PreProcess();
for( bar = 0; bar < BarCount; bar++ )
{
// If not in trade, then get top positions in
for( openpos = bo.GetFirstOpenPos(); openpos; openpos =
bo.GetNextOpenPos() )
{
bInTrade = False;
for( cnt = 0,sig = bo.GetFirstSignal( bar ); Cnt++; cnt <
numStocks , sig = bo.GetNextSignal( bar ))
{
if( sig.Symbol == openpos.Symbol) bInTrade = True;
}
if( bInTrade == False) bo.ExitTrade(bar,openpos.Symbol,Ref
(O,1));
}
for( sig = bo.GetFirstSignal( bar ); sig; sig = bo.GetNextSignal
( bar ))
{
bInTrade = False;
// If in trade and not top 5 signals, exit trade
{
for( trd = bo.GetFirstTrade(),Cnt = 0; Cnt++; trd =
bo.GetNextTrade(), Cnt < numStocks )
{
if( trd.Symbol == sig.Symbol ) bInTrade = True;
}
if( bInTrade == False) bo.EnterTrade(bar, trd.Symbol, True,
C, -10);
}
}
bo.ProcessTradeSignals( bar );
}
bo.PostProcess();
}
numStocks = 5;
SetOption("MaxOpenPositions", numStocks );
PositionSize = -numstocks;
PositionScore= 100-RSI();
Buy = 1;
Sell = Short = Cover = 0;
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