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hi Terry,
yes I am playing with it now and I think I have a
solution. I look up Tomasz his presentation later. I made the following code
that seems to do it. It subtracts a certain amount of cash on the first of
each month. It seems to work.
rgds, Ed
SetCustomBacktestProc("");
dd = Day();
dd = dd - Ref(dd,-1);
// amount of cash to extract
from account each month
monthlySalary = 2000;
if( Status("action") == actionPortfolio ) {
//fh =
fopen("c:\\loopTest.txt", "w" );
bo = GetBacktesterObject();
bo.PreProcess();
for( bar = 0;
bar < BarCount; bar++ ) {
bo.ProcessTradeSignals( bar );
if (dd[ bar ] < -27 ) {
bo.Cash = bo.Cash -
monthlySalary;
}
//if( fh )
fputs( numtostr(bo.Cash) + "\n", fh );
}
bo.PostProcess();
//fclose( fh );
}
----- Original Message -----
Sent: Sunday, March 12, 2006 4:41 PM
Subject: RE: [amibroker] portfolio backtest.
Extracting monthly cash
> I'm pretty sure you need to use the Custom Backtest Interface. It
can be
> done there. Tomasz gave a nice presentation on how to use this
in
> Houston and this is posted on the Amibroker site somewhere.
>
--
> Terry
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On
> Behalf Of emp62
> Sent:
Sunday, March 12, 2006 07:01
> To: amibroker@xxxxxxxxxxxxxxx
>
Subject: [amibroker] portfolio backtest. Extracting monthly cash
>
> hi,
>
> i'm sure it has been asked before but couldn't
find it in the archives.
>
> If you do a portfolio backtest and
want to subtract a certain amount of
> money from your Equity (as a
salary for instance) how do you code this?
> Can
> it be done in
the top level code or does one need to change the "cash"
> property of
the Backtester Object using the custom backtester?
>
>
thanks,
>
> Ed
>
>
>
>
> Please
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