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Re: [amibroker] Re: custom backtester challenges



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@gp_sydney:
PositionSize in EnterTrade call is expressed in DOLLARS, not in shares.

@murthysuresh:
your code does not work because you do not call PreProcess/PostProcess

See 
http://www.amibroker.com/guide/a_custommetrics.html

for correct coding.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "gp_sydney" <gp.investment@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, September 08, 2007 1:43 AM
Subject: [amibroker] Re: custom backtester challenges


> 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
> 
> 
> 
> 
>


Please note that this group is for discussion between users only.

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