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Ed,
tried this last night and, for whatever reason, it didn't work. it ran
ok, but no "open" metric was added to the backtester/optimization
report. any ideas? or, any advice on how you learned to program with
the backtester interface?
thanks,
Jonathan
--- 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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