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Well, I thought it was a rather simple question..
The problem is that the Custom Backtest Interface is a hard matter to
learn.
Does anybody know any paper or document where I could find code
axamples made in the Custom Backtest Interface?, in order to
understand it and programm my own code...
any answer will be appreciated..
greetings
--- In amibroker@xxxxxxxxxxxxxxx, "gonzagags" <gonzagags@xxx> wrote:
>
> Hello
> I have a system that buy shares in portfolio mode, 3 shares
> maxpositions, in EOD signals
> But if the stoploss sell a share within a day, the system in
backtest
> show that would have bought another share in open time, which is not
> possible cause it don't know that one share is going to be sold
within
> that day
>
> To prevent it, I have tried the custom backtest procedure, but it
> doesn't work. Someone know how to make this possible?
>
> This is the code I have tried and that don't change any trade in my
> backtest results..:
> SetOption("UseCustomBacktestProc", True );
>
> if( Status("action") == actionPortfolio )//phase Custom Backtest
> Interface
> {
> bo = GetBacktesterObject();
> bo.PreProcess();
> Cnt = 0;
> for( openpos = bo.GetFirstOpenPos(); openpos; openpos =
> bo.GetNextOpenPos() )
> {
> Cnt++;
> }
> for( bar = 0; bar < BarCount; bar++ )
> {
> for( sig = bo.GetFirstSignal( bar ); sig; sig =
> bo.GetNextSignal( bar ) )
> {
> if( Cnt >=3 ) sig.Price = -1; // exclude
> }
> bo.ProcessTradeSignals( bar );
> }
> bo.PostProcess();
> }
>
> Any suggestions?
>
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