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[amibroker] Re: File update: AmiBroker Custom Backtester Interface.pdf



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Trading Reference Links

Another update to fix an issue in the mid-level example with the
AddToComposite for the volume EMA array.

For use in backtests, it seems the AddToComposite function needs to
have the flag "atcFlagEnableInBacktest" added to the defaults,
otherwise the custom backtest procedure gets a null array.

GP


--- In amibroker@xxxxxxxxxxxxxxx, "gp_sydney" <gp.investment@xxx> wrote:
>
> I've just uploaded another update to this file to include a few more
> examples.
> 
> Specifically, I've added a couple of small examples to the high-level
> interface section to demonstrate adding metrics to the Trade objects
> for display in the trade list, and I've also added another appendix
> with a more complex example implementing the Lichello AIM algorithm
> using the low-level interface.
> 
> GP
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "gp_sydney" <gp.investment@> wrote:
> >
> > I've just uploaded an updated version of this file to fix a few
errors.
> > 
> > The main changes are:
> > 
> > Noting that the Trade object is returned as Null at the end of the
> > list rather than zero, and why the for loop continuation condition
> > "trade" works anyway.
> > 
> > To the mid-level example using volume EMA, to correctly pass the array
> > from the main AFL code using AddToComposite. The original example
> > would calculate an EMA over the padded Foreign array rather that the
> > real unpadded data.
> > 
> > A simplification to the second mid-level example to use bo.FindOpenPos
> > rather than run a for loop through all open positions.
> > 
> > Adding "bo.UpdateStats(i,1)" to all low-level examples to update
> > MAE/MFE figures.
> > 
> > GP
> >
>




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