Hello all,
I intend to create a proprietary
formula for "My_total_equity" to able to modify it later on to suit to my
individual needs.
Here, I_ use "Value of cash position
(bo.cash) + value (all open positions by their close)" as a start.
When I run backtest, I get the
following message:
"Com Variable not initialized or has
invalid type" though I initialized "Value_open_positions=0" and also
"My_total_equity=0;"
The loop to determine the aggregate
value of all open positions goes like this:
for
(trade =
bo.GetFirstOpenPos(); trade; trade = bo.GetNextOpenPos())
{
// Loop through all open
positions
Value_open_positions=Value_open_positions+ trade.getprice(i,
"C")*trade.shares;
trade.addCustomMetric(
"Value of open
positions", Value_open_positions);
}
// End of for loop over trades at this
bar
My_total_equity=bo.cash+Value_open_positions;
trade.AddCustomMetric(
"My total
equity", My_total_equity);
Where is the mistake? If the
whole code is required, please let me know.
Thanks
Markus