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Hello
Is there any example template for full low level backtester for AB. I
would like to start with a working example and break it down to
understand how the custom low level backtester works.
Appreciate your help
Seede
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> @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@xxx>
> 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@> 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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