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This seems to work. I could probably get a more efficient version for
EOD stats if I could compare year, month and day from DateTime() to
DateNum(). By building tedt and txdt with only yyymmdd, the bar
loop could be from tedt to txdt rather than from 0 to BarCount - 1.
How do we decode DateTime() into yyymmdd for an EOD system without
converting to strings as an intermediate step?
/////////////////////////////////////////////////////
// Finalize backtester up here
// CUSTOM METRICS
dt = DateTime();
sot = IIf( True, 0, 0 ); // simultaneous open trades
for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() )
{
//
tedt = trade.EntryDateTime;
txdt = trade.ExitDateTime;
for( bar = 0; bar <= ( BarCount - 1 ); bar++ )
{
if ( ( tedt <= dt[bar] ) AND ( txdt >= dt[bar] ) )
{
sot[bar]++;
}// if
}// for bar
} // for trade
msot = LastValue( Highest( sot ) );
bo.AddCustomMetric( "MSOT", msot, msot, 0, 0 );
/////////////////////////////////////////////////////
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Version: 7.5.432 / Virus Database: 268.16.13/632 - Release Date: 1/16/2007 4:36 PM
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