[amibroker] Re: Simple slippage implemented in CBT generates COM error

["ozzyapeman" <zoopfree@xxxxxxxxxxx>]

Still does not work. I get a COM error if the first line, SetCustomBacktestProc("");, is included for some reason. And if I take that line out, it runs but has no effect. Exit prices remain unchanged.



--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> you still need to loop through the signals as I think you originally
> had, not trades.
> then have   bo.ProcessTradeSignals( bar );  after the signal loop
> I was just trying to show the additional lines of code you needed to include
> 
> 
> SetCustomBacktestProc("");
> 
> if ( Status( "action" ) == actionPortfolio )
> {
>   bo = GetBacktesterObject();
>   bo.PreProcess(); // Initialize backtester
> 
>   for(bar=0; bar < BarCount; bar++)
>   {
>     for( sig = bo.GetFirstSignal(); sig; sig = bo.GetNextSignal() )
>     {
>       if( sig.IsExit() )
>       {
>        if ( sig.IsLong() ) ExitTrue  = sig.Price - Slippage;
>        else   ExitTrue  = sig.Price + Slippage;
>        sig.Price = ExitTrue;
>      }
>    }
>    bo.ProcessTradeSignals( bar );
>   }
> 
>  bo.PostProcess(); // Finalize backtester
> }
> 
> 
> 
> -- 
> Cheers
> Graham Kav
> AFL Writing Service
> http://www.aflwriting.com
>




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