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bump - still found no resolution on this...
--- In amibroker@xxxxxxxxxxxxxxx, "tiedemj" <home@xxx> wrote:
>
> Hello - trying to stop trading activity when portfolio equity is
> below maxEquity by some pct, and resume trading when "equity" rises
> above previous maxEquity (where "equity" is as if trading had not
> been suspended)
>
> Using custom backttest as follows:
>
> // first run to collect when to stop/resume trading
> bo.PreProcess();
> for( bar = 0; bar < BarCount; bar++ )
> {
> bo.ProcessTradeSignals(bar);
> ...some algorithm collecting when to stop/start trading
> }
> bo.PostProcess();
>
> // second run to do the actual trading with equity based
stops/resumes
> bo.PreProcess();
> for( bar = 0; bar < BarCount; bar++ )
> {
> ...algorithm to scaleout/in of trades according to previous
collected
> info
> bo.ProcessTradeSignals(bar);
> }
> bo.PostProcess();
>
> However, on the second call to bo.ProcessTradeSignals(bar) above, I
> get "COM method/function failed: Internal application error". Can I
> use custom backtest in this "reentrant" way? - or is there anothor
> way to stop/resume trading based on portfolio equity (of the
> underlying trading algorithm)...?
>
> best regards
> Jens Tiedemann
>
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