[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Basic Low Level Custom Backtester Interface



PureBytes Links

Trading Reference Links

Hi,
I wonder if you have a Basic Low Level Custom Backtester Interface, 
which I insert into the system and it gives the same backtest results 
with and without it. The following code almost does it but if there 
are missing bars it gives wrong n-bar exit. I would need it where I 
could start programming in low level from.

What is missing from the code below?

SetCustomBacktestProc("");
if (Status("action") == actionPortfolio)
{
    bo = GetBacktesterObject();
    bo.PreProcess();	
	for (i = 0; i < BarCount; i++)	
        {
        for (sig = bo.GetFirstSignal(i); sig; sig = bo.GetNextSignal
(i))
        {	
            if (sig.IsEntry())   bo.EnterTrade(i, sig.Symbol, True, 
sig.Price,sig.posSize);				
			else            
            if (sig.IsExit()) bo.ExitTrade(i, sig.Symbol, 
sig.Price);            
        }
        bo.HandleStops(i);	
        bo.UpdateStats(i, 1);	
        bo.UpdateStats(i, 2);	
    }
    bo.PostProcess();	
}


------------------------------------

**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

*********************
TO GET TECHNICAL 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

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/