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Hello
I am trying to force the custom backtester to trade at a predefined
price and predefined time. the buy signal is triggered based on time.
however backtester trades at the close price defined by the Buy
signal. there is something wrong in this code snippet that i cannot
figure out.
/* Now custom-backtest procedure follows */
if( Status("action") == actionPortfolio )
{
bo = GetBacktesterObject();
// try to force the enntry and exit price
bo.EnterTrade(49360,STOCKNAME,True,1.20067,1);
bo.exittrade(49360 +25,STOCKNAME,1.21111,1);
SumProfitPerRisk = 0;
NumTrades = 0;
// iterate through closed trades first
for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() )
{
trade.AddCustomMetric("MAE $", StrFormat( "%.4f", 100 * trade.GetMAE
() /
trade.EntryPrice ) );
trade.AddCustomMetric("MFE $", StrFormat( "%.4f", 100 * trade.GetMFE
() /
trade.EntryPrice ) );
}
bo.ListTrades();
}
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