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Hello everyone!
I wrote this formula, but need help with it.
1. I cannot understand why it work very slow in backtester. I
suppose, that this is because "bo.UpdateStats(a, 2)", or i use
incorrect loop mode. Could i have any tips on thise!?
2. I cannot understand why variables "pvallong" and "pvalshort" dont
override PointValue, which i had specified in "Symbol Information"
tab.
SetCustomBacktestProc("");
if(Status("action") == actionPortfolio)
{
bo = GetBacktesterObject();
bo.PreProcess();
spread = 0.0005;
pvallong = 1;
pvalshort = 10;
for( a = 0; a < BarCount; a++ )
{
for(sig = bo.GetFirstSignal(a); sig; sig =
bo.GetNextSignal(a))
{
if(sig.IsEntry() && sig.IsLong())
{
bo.EnterTrade(a, sig.Symbol, True,
sig.Price + spread, sig.PosSize, sig.PointValue = pvallong);
}
if(sig.IsExit() && sig.IsLong())
{
bo.ExitTrade(a, sig.Symbol,
sig.Price);
}
if(sig.IsEntry() && !sig.IsLong())
{
bo.EnterTrade(a, sig.Symbol, False,
sig.Price - spread, sig.PosSize, sig.PointValue = pvalshort);
}
if(sig.IsExit() && !sig.IsLong())
{
bo.ExitTrade(a, sig.Symbol,
sig.Price);
}
}
bo.UpdateStats(a, 2);
}
bo.PostProcess();
}
Anyway thanks!
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