Re: [amibroker] Any way to retrieve the sum of shares/contracts in custom backtester ?

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

Hello,

You can use custom metric for that.
Just iterate through open positions each bar and store maximum size for each.
Then after trade is closed add custom metric. 

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Thomas" <tzg@xxxxxxxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, May 08, 2007 10:43 AM
Subject: [amibroker] Any way to retrieve the sum of shares/contracts in custom backtester ?


> Hello,
> 
> i have seen that the trade list always shows the share amount of the 
> last "trade" (when a trade is scaled out).
> 
> For example if a position is entered with 40 contracts and during the
> position a scale out with 30 contracts is made, the trade list shows a
> trade with only 10 contracts, instead the original 40. But on the 
> other side the displayed profit is the profit of the 40 contracts.
> 
> Also trade.shares shows those 10 contracts while the position had 40
> contracts at the beginning.
> 
> Is there any way to get the real number of contracts when a trade is
> scaled (40) ?
> 
> Personally i find this very confusing because it gives the feeling 
> that only 10 contracts made the complete profit, but the real amount 
> was 40 contracts.
> I hope there is any solution.
> 
> Kind regards,
> Thomas
> 
> 
> 
> 
> Please note that this group is for discussion between users only.
> 
> To get support from AmiBroker please send an e-mail directly to 
> SUPPORT {at} amibroker.com
> 
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
> 
> For other support material please check also:
> http://www.amibroker.com/support.html
> 
> Yahoo! Groups Links
> 
> 
> 
> 
>


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