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Thanks Thomasz,
if I may give some suggestions for further extension to the custom
backtester interface (which btw is already very powerful, just not
enough for what I'm trying to backtest), I understand some of these
may be challenging but...
-better support for multiple positions on same symbol, not only
GetFirstOpenPos() and GetNextOpenPos() for different sort orders or
only for a given symbol, but also: ExitTrade should be working trade
by trade on same symbol
-AddToComposite should work in low-level backtesting, *may be some
mistake on my part* but in spite of using atcFlagEnableInBacktest I'm
not able to actually get values in the composite if I use something
like
SetCustomBacktestProc("");
if( Status("action") == actionPortfolio )
{
bo = GetBacktesterObject();
Buy= anything;
bo.PreProcess();
for( i = 0; i < BarCount; i++ )
{
bo.UpdateStats( i, 0 );
bo.HandleStops( i );
p[i] = 5; // composite formula here (eg based on open trades for the bar)
// missing actual buy code here, with bo.EnterTrade
bo.UpdateStats( i, 2 );
}
bo.PostProcess();
}
AddToComposite(P, "~p", "X", 1+2+4+8);
Anybody else feels like those would be valuable improvements?
Thanks so far,
n.
On 8/23/05, Tomasz Janeczko <amibroker@xxxxxx> wrote:
> Hello,
>
> No, GetNextOpenPos always reports positions in the order in which they were entered (FIFO)
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "neurotic self" <neuroticself@xxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, August 23, 2005 6:10 PM
> Subject: [amibroker] GetNextOpenPos()
>
>
> > Hello,
> >
> > my strategy requires multiple open positions for the same symbol,
> > moreover the next step requires analyzing all currently open positions
> > to take a decision on position size.
> >
> > I was able to code the rules thanks to the custom backtester, problem
> > is I have to analyze open positions in ascending or descending entry
> > price order.
> >
> > Is there any way to use GetNextOpenPos() so that trades are reported
> > in the desired sequence?
> >
> > I could write the code to sort positions at every bar but that I'm
> > afraid would be very inefficient.
> >
> > Thanks,
> > neuro
> >
> >
> >
> > 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 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 other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
--
Janeczko for President!
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