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Hello, hoping someone can help on this. I am using ApplyStop, which does not have a slippage factor. I'm trying to avoid using a BarCount loop to implement slippage on exits and instead am trying to modify the signal list of the CBT to implement slippage, before the backtester engine processes the trades.
But I am running into two problems, namely:
1. Get error COM method/function 'GetFirstSignal' call failed, on the for loop line, even though that line and prior ones were copied and pasted direct from the reference guide.
2. More of a question at this point: What if my calculation of ExitTrue price is below the Low, or above the High of the bar? Will the backtester engine simply ignore that signal? Or is there some way I can filter out that possibility directly in the code below?
In this example, Slippage = 0.0002 elsewhere in my code, backtesting on Forex:
SetCustomBacktestProc( "" );
if ( Status( "action" ) == actionPortfolio )
{
bo = GetBacktesterObject();
for( sig = bo.GetFirstSignal(); sig; sig = bo.GetNextSignal() )
{
if( sig.IsExit() )
{
if ( sig.IsLong() ) // Exit Long
{
ExitTrue = sig.Price - Slippage;
sig.Price = ExitTrue;
}
else // Exit Short
{
ExitTrue = sig.Price + Slippage;
sig.Price = ExitTrue;
}
}
}
}
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