[amibroker] CBT problem with Short System

["Graham Johnson" <grahamj@xxxxxxxxxxxxxxxxxxxxx>]

Just starting to get my hands dirty in the Custom Backtester and have 
read everything I can find.

Some time ago I found some code on this forum for a custom metric for 
Max Open Positions - it has worked fine on Long systems but when I 
try it on a Short system, it returns O max Open Trades.  Have I 
missed something?

Code follows.

Graham

SetOption("UseCustomBacktestProc", True);
SetCustomBacktestProc("");

//==================  Open Position Count  ==================
vCounts = Cum( 0 );
vMaxCount = 0;

if ( Status( "action" ) == actionPortfolio )
{
    vBO = GetBacktesterObject();
    vBO.PreProcess();

    for ( vBar = 0; vBar < BarCount; vBar++ )
    {
        vBO.ProcessTradeSignals( vBar );
        vCnt = 0;

        for ( vPos = vBO.getFirstOpenPos(); vPos; vPos = 
vBO.getNextOpenPos() )
        {
            vCnt++;
            _TRACE( "Count: " + vCnt );
        }

        vCounts[vBar] = vCnt;

        if ( vCnt > vMaxCount )
        {
            vMaxCount = vCnt;
        }
    }

    vBO.PostProcess();

    vBO.addCustomMetric( "Max Open Posn", vMaxCount );

    AddToComposite( vCounts, "~OpenPosCount", "V", atcFlagDefaults | 
atcFlagEnableInBacktest | atcFlagEnableInPortfolio );
}



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