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A DateTime version, which theoretically could work for intraday bars....
// finish backtester up here
// CALCULATE CUSTOM METRICS
dt = DateTime();
// simultaneous open trades
// intensive, takes more time than the backtest and postprocess
sot = 0;
for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() )
{
tedt = trade.EntryDateTime;
txdt = trade.ExitDateTime;
sot = IIf( ( tedt <= dt ) AND ( txdt >= dt ), sot + 1, sot );
hsot = LastValue( Highest( sot ) );
} // for trade
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Version: 7.5.432 / Virus Database: 268.16.14/637 - Release Date: 1/18/2007 1:03 PM
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