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Re: [amibroker] What's wrong with my formula (trouble with custombacktest)



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If you set custombacktestproc as true , you must have a custom backtest code to read.

you could try the function SetBacktestMode


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Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com 

On 19/03/2008, Louis Préfontaine <rockprog80@xxxxxxxxx> wrote:
Hi,

My formula starts like this:

run = Optimize ("run", 1,1,1000,1);

SetOption("UseCustomBacktestProc", True );

SetOption("MaxOpenPositions", 5 );
SetOption("InitialEquity", 100000 );
SetOption("AllowPositionShrinking", True );
SetOption ("AllowSameBarExit", False);
SetOption ("ActivateStopsImmediately", False);
SetOption ("MinShares", 100);
SetOption ("MinPosValue", 5000);
SetOption ("PriceBoundChecking", True);
SetOption ("CommissionMode", 2);
SetOption ("CommissionAmount", 25);
SetOption ("AccountMargin", 100);
SetOption ("ReverseSignalForcesExit", True);
SetOption ("UsePrevBarEquityForPosSizing", True);
SetOption ("PortfolioReportMode",0 );
 

ShortTrades = ParamToggle("Short Trades?","Oui|Non",1);
Longtrades = ParamToggle("Long Trades?","Oui|Non",1);

PositionScore = Random();

buy=.................................
sell=.....
etc.

Is there something wrong with this, as when I click "backtest" I see no results.  When I change the custombacktestproc for "false" everything works well, but how do I do to get it my own way?  Cause I'd like to be able to be in more than one trade at a time.   And also, I think been in more than one trade at a time could make my Monte Carlo backtesting more reliable (am I right?).

Thanks,

Louis



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