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Hello Tomasz,
thanks for your explanation. I have figured out now, that the error
message ONLY appears when i use a custom backtest code. However it
happens also when i use one of your examples from your help and it
doesn't happen with another example from your help. I have also
removed all plugins to assure that they are not the reason. Do you
see any reason for this behaviour ?
I have listed the codes below:
1) The error appears with this code:
if( Status("action") == actionPortfolio )
{
bo = GetBacktesterObject();
bo.PreProcess();
EquityArray = 0;
for(bar = 0; bar < BarCount; bar++)
{
EquityArray[bar] = bo.Equity;
bo.ProcessTradeSignals(bar);
}
bo.PostProcess();
}
2) and also with this code from your help:
MaxLossPercentStop = 10; // 10% max. loss stop
/* Now custom-backtest procedure follows */
if( Status("action") == actionPortfolio )
{
bo = GetBacktesterObject();
bo.Backtest(1); // run default backtest procedure
SumProfitPerRisk = 0;
NumTrades = 0;
// iterate through closed trades first
for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade
() )
{
Risk = ( MaxLossPercentStop / 100 ) * trade.GetEntryValue();
RMultiple = trade.GetProfit()/Risk;
trade.AddCustomMetric("Initial risk $", Risk );
trade.AddCustomMetric("R-Multiple", RMultiple );
SumProfitPerRisk = SumProfitPerRisk + RMultiple;
NumTrades++;
}
expectancy3 = SumProfitPerRisk / NumTrades;
bo.AddCustomMetric( "Expectancy (per risk)", expectancy3 );
bo.ListTrades();
}
3) but NOT with this code from your help:
if( Status("action") == actionPortfolio )
{
bo = GetBacktesterObject();
bo.Backtest(); // run default backtest procedure
st = bo.GetPerformanceStats(0); // get stats for all trades
expectancy = st.GetValue("WinnersAvgProfit")*st.GetValue
("WinnersPercent")/100 +
st.GetValue("LosersAvgLoss")*st.GetValue
("LosersPercent")/100;
bo.AddCustomMetric( "Expectancy ($)", expectancy );
}
Kind regards
Thomas
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> Hello,
>
> The fact that there is a "AmiBroker" caption does NOT mean that it
comes from
> AmiBroker.
>
> The caption will be the same if error is inside the PLUGIN DLL
> or plugin uses AfxMessageBox() function. This is so because Windows
applies
> APPLICATION name if any error occurs inside any DLL loaded by the
application.
>
> So, as I said: the error message does NOT come from AmiBroker
because
> there is NOT a single line of German text in AmiBroker source code.
>
> You should check your own plugins - best REMOVE them all and re-
check.
>
> The other reason maight be OLE automation code (including custom
backtester code)
> that you are using - referring to non-existing list/array items and
such.
> If your OLE automation generates any general OLE exception then
Windows will
> display localized text in the message box that has caption of the
application name.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Thomas Z." <tzg@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, May 22, 2007 6:07 PM
> Subject: RE: [amibroker] Re: Strange error message: "Außerhalb des
Bereichs"
>
>
> Hello,
>
> yes, i am sure, please see my attached snapshot.
>
> Furthermore it's strange that this problem only appears on
backtests.
>
> It also appears only on some symbols and at those symbols it
appears only
> when I test the complete history.
> When I test for example the last 1300 bars than it makes no
problem, when I
> set more bars than I get the error.
> The number of bars at which this behavior occurs is different at
every
> symbol.
>
>
> Thomas
> www.patternexplorer.com
>
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of Tomasz Janeczko
> Sent: Tuesday, May 22, 2007 4:26 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Re: Strange error message: "Außerhalb des
Bereichs"
>
> "Ferhalb_des_Bereichs" - are you sure that you are getting error
message in
> GERMAN language?
> If so, it does not come from AmiBroker (there is not a single word
in German
> in AB).
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Thomas" <tzg@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, May 22, 2007 3:39 PM
> Subject: [amibroker] Re: Strange error message: "Außerhalb des
Bereichs"
>
> Hello,
>
> do you see any failure in my code ?
> I have reduced it as good as possible and deleted almost
everything ?
>
> Basically the code below is a part of my trading system. My system
> works fine when i use an ATR stop, but the problem appears when i
> replace my ATR stop with my ValueATnHHV() function.
> Thanks in advance !
>
> function ValueATnHHV(Output,Array,period,n)//max. n = 7
> {
> ValueATnHighestHighArray = Null;
>
> for( i = 0; i <= BarCount - Period; i++ )
> {
> ReturnValue = Null;
> for( j = i; j <= i + Period - 1; j++)
> {
> ReturnValue = Output[j];
> }
> // _TRACE("This is first element of close array: " +
> (i+period-1) + "Barcount" + BarCount);
> ValueATnHighestHighArray[i+Period-1] = ReturnValue;
> }
>
> return ValueATnHighestHighArray;
> }
>
> Kind regards
> Thomas
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@> wrote:
> >
> > typically your index in a loop is greated than the lat data point
> >
> > ----- Original Message -----
> > From: "Thomas" <tzg@>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Tuesday, May 22, 2007 1:54 AM
> > Subject: [amibroker] Strange error message: "Außerhalb des
Bereichs"
> >
> >
> > > Hello,
> > >
> > > i get a strange error message in germany language when i make a
> > > backtest. In english it means "out of range".
> > >
> > > Does anyone know what possible reasons could be for that
message ?
> > >
> > > I have already contacted the amibroker support but got no reply.
> > > In the meantime i try to create a smaller code to make it able
to
> > > reproduce because my current code is already very long.
> > >
> > > 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
> > >
> > >
> > >
> >
>
> 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
>
>
>
> 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
>
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
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