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Mike
Thanks for your help with my previous question.
Return to this thread. Yesterday I was testing codes. I found
incidently that if removing setforeign() and RestorePriceArrays() in
the codes, the backtest shows the same result. I was testing upon a
group of symbols.
I think as to the question of the original poster, the key answer (
which you have pointed out previously ) may be that the property
sig.PosSize is the positionsize value for that bar only, thus a
single number,therefor we cannot assign an array (yesterday close /
ATR10) to it. (It was a coding mistake that I also made at first.)
Thus we have to assgin the postionsize value in a bar-to-bar manner.
best regards/huanyan
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Huanyan,
>
> The backtester code is only run after all symbols have been
> processed. In custom backtester code there is no "current" symbol
> (actually there is, it's ~~~Equity).
>
> The list of signals contains all the signals on a bar by bar basis.
> So, if 4 different symbols all resulted in a signal for a given
bar,
> then the signal list of the custom backtester will contain a signal
> for each of them at that bar. Therefore, in order to access the
> arrays for each respective symbol, you must use Foreign or
SetForeign
> using the symbol name held by that signal.
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "huanyanlu" <joesan99@> wrote:
> >
> >
> > Hi, Mike
> > Sorry for my silly question, but why do you use setforeign()
> function
> > here. There is no other symbol here. The only symbol is the one
> that
> > yielded the previous trading signals here.
> >
> > thanks/ huanyan
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> > >
> > > Hi,
> > >
> > > Sorry, the SetForeign advice was good. But, my example
propogated
> > > another error in your original code. sig.PosSize is a scaler,
not
> > an
> > > array. As such, you cannot pass the result of an array
> calculation
> > as
> > > value. Instead, you must calculate the value for the given bar.
> > Your
> > > original example thus becomes:
> > >
> > > SetCustomBacktestProc("");
> > >
> > > 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 ) )
> > > {
> > > SetForeign( sig.Symbol );
> > > YesterdayClose = Ref(C, -1);
> > > YesterdayATR = Ref(ATR(10), -1);
> > > sig.PosSize = CurrentEquity * YesterdayClose[bar] /
> > > YesterdayATR[bar];
> > > RestorePriceArrays();
> > > }
> > >
> > > bo.ProcessTradeSignals( bar );
> > > }
> > >
> > > bo.PostProcess();
> > > }
> > >
> > > Note also that you should be calling bo.PostProcess instead of
> > > bo.ListTrades.
> > >
> > > Mike
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "ezbentley" <ezbentley@>
wrote:
> > > >
> > > > Hi Mike,
> > > >
> > > > Thanks for the attempt to help. However, I still get an error
> > with
> > > the following code:
> > > >
> > > > SetForeign(sig.Symbol);
> > > > sig.PosSize = CurrentEquity * AccountRiskPercent * ref(C, -
1) /
> > 100;
> > > > RestorePriceArrays();
> > > >
> > > > Error 19. COM method/function 'PosSize' call failed.
> > > >
> > > > Thanks,
> > > >
> > >
> >
>
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