|
PureBytes Links
Trading Reference Links
|
I'm a bit confused by your EnterTrade call. You have the last
parameter set to one, which is the position size variable. If the
price is more than one and PosSize is only one, then that would only
allow a fraction of a share to be purchased.
Regards,
GP
--- In amibroker@xxxxxxxxxxxxxxx, "murthysuresh" <money@xxx> wrote:
>
> 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();
> }
>
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|