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Yes, i read it now and i changed my code and it WORKS!!!!!!
Thanks to GP and Tomasz. I now understand the backtester. its cool,
its fun and its flexible. and what a eye opener that document is. My
vote is for it to be either in the Knowledge base or User Knowledge
Base website. I was hunting for something like that for all day today.
http://www.amibroker.org/userkb/category/amibroker-
features/backtester/ is actually empty.
Seede
--- In amibroker@xxxxxxxxxxxxxxx, "gp_sydney" <gp.investment@xxx>
wrote:
>
> 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@> 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.
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:
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For other support material please check also:
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