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Wow, I couldn't have screwed that up much worse if I tried! Thanks
Tomasz, I will take another look at it tonight.
Tom
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> There are few things you are doing wrong.
> First of all, to check if you are in the trade (i.e. have openend
position)
> you can not use single boolean flag, because
> custom backtest operates on portfolio and can have multiple
positions open.
> Instead you should use
>
> FindOpenPos method of backtester object:
> http://www.amibroker.com/guide/a_custombacktest.html
>
> There are other mistakes too (like using array instead of number in
Exit / Entry trade call)
>
> You are getting error message because you are referring to
uninitialized
> object (you can calling ExitTrade when bINTrade is false and are
attempting to
> call openpos.Symbol).
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "tkoinaustin" <tkoinaustin@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Sunday, March 06, 2005 2:59 PM
> Subject: [amibroker] EnterTrade and ExitTrade question
>
>
> >
> >
> > 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;
> >
> >
> >
> >
> >
> >
> >
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> >
> >
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