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Again someone posting incomplete formula and being "surprised"
not to get reply. If you want reply provide FULL Formula.
No-one is going to spend time filling missing pieces and guessing what
remaining part of the formula was.
If you want help, you must provide the formula that can
be copy-pasted to AA and run directly without adding anything extra.
The starting point to receving help is providing everything needed
to reproduce your problem.
And as to the problem: most probably you did not define
short signals (in the "remaining" part of the formula that is missing
from your post).
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Graham Johnson" <grahamj@xxxxxxxxxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, May 21, 2008 2:13 PM
Subject: [amibroker] Re: CBT problem with Short System
> I'm surprised that I haven't had a response. Whilst I haven't been
> able to resolve it, I would have expected that it wasnn't a difficult
> problem.
>
> Graham
>>
>> 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 );
>> }
>>
>
>
>
> ------------------------------------
>
> 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.
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