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Hello,
You should calculate all your moving averages in FIRST pass of the backtester
and generate entry/exit signals (buy/sell/short/cover)
Second pass (i.e. custom backtester code) should use signals generated
in first pass. Second pass does not operate on symbol data.
It operates on PORTFOLIO EQUITY (~~~EQUITY).
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "rickmccallister" <rickmccallister@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, April 06, 2008 12:01 AM
Subject: [amibroker] BarCount in Custom Backtester
> It seems that inside the custom backtest code, BarCount is set to the
> number of days in the date range being tested, rather than the number
> of days available for a given symbol. This is creating problems for me
> in the custom backtest with items such as an MA because when it reaches
> beyond the backtest date range to calculate the MA, it won't return a
> valid answer.
>
> I thought perhaps it was setting the Pad & Align to reference symbol in
> the settings window, but that doesn't seem to be it.
>
> Am I missing a setting somewhere, or is there a way around this?
>
> Thanks for any help!
>
>
> ------------------------------------
>
> 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:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
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