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Hello,
Is reading the manual really that complicated?
http://www.amibroker.com/guide/a_custombacktest.html
You MUST use SetCustomBacktestProce or SetOption("UseCustomBacktestProc", True );
to use custom backtester.
Otherwise it is NOT enabled, therefore will have no impact. That is pretty obvious.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "ozzyapeman" <zoopfree@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, March 19, 2009 4:50 PM
Subject: [amibroker] Re: Simple slippage implemented in CBT generates COM error
> 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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------------------------------------
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