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Re: [amibroker] backtester interface



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try this:
 
SetOption("UseCustomBacktestProc", True );
 
if(Status("action")== actionPortfolio) {
 
 bo = GetBacktesterObject();
 bo.PreProcess();
 
 for( bar = 0; bar < BarCount; bar++ ) {
 
  bo.processtradesignals(bar);
 
  for( openpos = bo.GetFirstOpenPos(); openpos; openpos = bo.GetNextOpenPos() ) {
 
   price = openpos.getprice(bar,"O");  
   bo.addcustommetric("O",price);
  
  }
  
 }
 bo.PostProcess();
 
}
 
rgds, Ed
 
 
----- Original Message -----
From: Bozwood
Sent: Sunday, May 06, 2007 4:11 PM
Subject: [amibroker] backtester interface

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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