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Okay on #1, I realize that the COM error was due to the bit of legacy code: SetCustomBacktestProc( "" );
However, the slippage code seems to have no effect whatsoever on the backtest trade report.
What might I be doing wrong?
>
> 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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