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I am attempting to gain access to the price bar in order to make
calculations using open, close, etc. This is just a simplified example
where I am trying to access the open and add it to the
backtester/optimizer output. I am likely doing multiple things wrong
with the code, but I am sure what. Any help would be appreciated.
if(Status("action")== actionPortfolio)
{
bo = GetBacktesterObject();
bo.preprocess();
for(bar=0; bar<BarCount; bar++)
{
bo.processtradesignals(bar);
for(pos= bo.getfirstopenpos(); pos; pos= bo.getnextopenpos())
{
price= pos.getprice(bar,"o");
bo.addcustommetric("O",price);
}
}
bo.postprocess();
}
SetTradeDelays( 1, 1, 1, 1 );
PositionSize = MarginDeposit;
BuyPrice= Open;
SellPrice= Open;
Buy= Cross(Signal(), MACD());
Sell= Cross(MACD(), Signal());
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