PureBytes Links
Trading Reference Links
|
When I run the following low level Backtest report (in detail mode) the
transaction date is not printed. Does anybody know why? Recently someone
else asked a similar question and Tomasz responded to it. For the life
me I can not find that thread. Any help is much appreciated.
SetCustomBacktestProc("");
MaxBuys = 3;
MaxHoldingPer = 14;
MinHoldingPer = 2;
TradeDate = DateTime();
if( Status("action") == actionPortfolio )
{
bo = GetBacktesterObject();
bo.PreProcess();
for( i = 0; i < BarCount; i++ )
{
cntBuys = 0;
// look at new signals AND Exclude signals if they exceed maxBuys
for( sig = bo.GetFirstSignal(i); sig; sig = bo.GetNextSignal(i) )
{
OpenPos = bo.FindOpenPos( sig.Symbol );
// check for entry signal and long signal
if( sig.IsEntry() )
{
if( cntBuys > MaxBuys )
{
sig.PosSize = 0;
}
else if( IsNull(OpenPos))
{
cntBuys = cntBuys + 1;
bo.EnterTrade( i, sig.Symbol, True, sig.Price, sig.PosSize,
sig.PosScore);
}
}
if( Sig.IsExit() AND OpenPos AND OpenPos.BarsInTrade >=
MinHoldingPer)
bo.ExitTrade( i, OpenPos.symbol, sig.Price, 1);
}
for( OP = bo.GetFirstOpenPos(); OP; OP =bo.GetNextOpenPos() )
{
if ( OP.BarsInTrade >= MaxHoldingPer)
bo.ExitTrade( i, OP.Symbol, OP.GetPrice(i, "C"), 1);
}
bo.HandleStops(i);
bo.UpdateStats(i,1);
bo.UpdateStats(i,2);
}
bo.PostProcess();
}
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/
|