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We upgrade to 4.88 and then go from there....
////////////////////////////////////////////////////////////
// Finalize backtester up here
// CALCULATE CUSTOM METRICS
// simultaneous open trades
sot = 0;
for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() )
{
ted = DateTimeConvert( 0, trade.EntryDateTime );
txd = DateTimeConvert( 0, trade.ExitDateTime );
sot = IIf( ( ted <= dn ) AND ( txd >= dn ), sot + 1, sot );
hsot = LastValue( Highest( sot ) );
} // for trade
// REPORT CUSTOM METRICS
bo.AddCustomMetric( "Highest simultaneous open trades", hsot, 0, 0, 0 );
////////////////////////////////////////////////////////////
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.432 / Virus Database: 268.16.13/632 - Release Date: 1/16/2007 4:36 PM
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