Hello
I have been working on
code to produce output from the backtester which meets a third party tool
format, Tradesim’s Universal text Trade Database. Unable to produce this
format so far, is the only reason why I have not ditched Metastock all
together (I understand there is an exe available to do this but it does not
look at an initialstop variable and requires a few too many button clicks
for lazy me), so I am anxious to get this
working.
Also I think this may be
a another good example of using the PBI (hint hint
Thomas)
I have posted the code
below. The issues I have, are listed below and any input on how to resolve
or work around these would be very much appreciated. Thomas any input
appreciated =)
- Trade
List
1.1
If I run
the individual backtest, I only get the last symbols results. Can the
script be altered so all symbols are listed with their results ?
1.2
Portfolio
backtest. If we are unable to get the individual backtester working,
what configuration would be required to get all possible trades using the
portfolio backtester ?
- Date
I have
changed my regional settings so the date is now in the format of yyyy/mm/dd,
however there appears to be no option in my regional settings to have the
date in the format of yyyymmdd , which is the format
requirement.
- Initial stop
value.
I was going
to leave this for a separate post, but I feel like we are on a
roll. Is there also anyway to get the value of atr(period) at the
first bar (or bar before) the entry signal ? This value is used for position
sizing within Tradesim.
Many, many
thanks.
Now the
code,
/* Tradesim
- Universal text Trade Database Version 1.0
Original
sample code from PBI Collected Documentation, 'How to create a Trade List By
ShortFox'
Requirements:
To generate YYYYMMDD output, declare it in your regional settings
*/
Buy =
0; Sell = 0; Short = 1; Cover = 0;
SetCustomBacktestProc("");
if (
Status(
"action" ) ==
actionPortfolio
)
{
fh = fopen(
"C:\\TestFile.trt",
"w"
);
bo = GetBacktesterObject();
bo.BackTest(); //
High-Level backtest
dt = DateTime();
Initial_Stop = "0";
// if
Initial Stop data is not available then 0 placeholder should be
used.
for ( trade =
bo.GetFirstTrade(); trade; trade = bo.GetNextTrade()
)
{ // iterate
through closed trades
if (
trade.IsLong )
{
Long_Short = "L";
}
else
{
Long_Short = "S";
}
String = trade.Symbol + "
" +
Long_Short + "
" +
NumToStr(trade.EntryDateTime,formatDateTime) + "
" +
NumToStr(
trade.ExitDateTime, formatDateTime
)
+ "
" +
Initial_Stop + "
" +
trade.EntryPrice + "
" +
trade.ExitPrice;
if ( fh
)
fputs( string +
"\n", fh
);
}
fclose( fh );
}
// Your
trading system here...
Buy = C > EMA(C,20);
Sell = C < EMA(C,20);