[amibroker] Re: backtester interface

["Bozwood" <bozwood@xxxxxxxxx>]

Ed,

Thanks for the help; I'll give it a shot.

--- In amibroker@xxxxxxxxxxxxxxx, "Edward Pottasch" <empottasch@xxx>
wrote:
>
> 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 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   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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