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Seede,
Look in the files section here for the document "AmiBroker Custom
Backtester Interface.pdf".
Tomasz:
Yes, that's why a position size of one with a price of 1.2 would give
less than one share (or whatever is being bought).
I was also going to comment on the lack of Pre/PostProcess &
UpdateStats, but assumed the posted snippet was not the complete
backtest procedure.
Regards,
GP
--- In amibroker@xxxxxxxxxxxxxxx, "murthysuresh" <money@xxx> wrote:
>
> 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@>
> 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@>
> > 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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SUPPORT {at} amibroker.com
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