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you only need to run the CBT once
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Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
2008/8/27 tiedemj <home@xxxxxxxxxxxx>:
> 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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