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I can't test this out at the moment. But, try either of Foreign or
SetForeign. Generally, when making multiple references to a foreign
symbol, you would use SetForeign for better efficiency compared to
multiple calls to Foreign.
SetForeign(sig.Symbol);
sig.PosSize = CurrentEquity * Ref(C, -1) / Ref(ATR(10), -1);
RestorePriceArrays();
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "ezbentley" <ezbentley@xxx> wrote:
>
> This should be a very simple question but I am new to the custom
backtester.
>
> I would like to use the price, current portfolio equity, and other
indicator values to
> calculate the position size with the following code.
>
> if (Status("action") == actionPortfolio) {
> bo = GetBacktesterObject();
> bo.PreProcess();
> for (bar = 0; bar < BarCount; bar++) {
> CurrentEquity = bo.Equity;
> for (sig = bo.GetFirstSignal(bar); sig; sig =
bo.GetNextSignal(bar)) {
> sig.PosSize = /* What should I put here? */
> }
> bo.ProcessTradeSignals(bar);
> }
> bo.ListTrades();
> }
>
> For example, if I want to set position size to CurrentEquity * Ref
(C, -1) / Ref(ATR(10), -1),
> apparently that syntax will give me an error because I cannot
access C and ATR(10) in the
> usual manner.
>
> Can anyone help me with implementing CurrentEquity * Ref(C, -1) /
Ref(ATR(10), -1)
> inside the custom backtester?
>
> Thanks in advance,
>
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