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Nick -
"Just a typo ...." Close only works in horseshoes and hand grenades :-)
It appears that there might be an issue with filling in V only with price - even though it is in the help example. I suggest using C in both the write and read. Here's a demo example that should show you a couple of other things you might need to be aware of eventually with the ticker and array range that is used during the CBT pass.
Buy = 1;
Sell = Short = Cover = 0;
i = 0;
MSL = 0;
dt = DateTime( );
_TRACE( "DT[0] = " + NumToStr( dt[0], formatDateTime ) + " , Name = " + Name( ) );
for ( bar = 0; bar < BarCount; bar++ )
{
MSL[i] = dt[ bar ];
i++;
}
AddToComposite( MSL, "~MSL", "C", atcFlagDeleteValues | atcFlagEnableInBacktest );
SetOption("UseCustomBacktestProc", True );
if ( Status( "action" ) == actionPortfolio )
{
bo = GetBacktesterObject( );
MSL = Foreign( "~MSL", "C", 0 );
for ( i = 0; i < 10; i++ )
{
_TRACE( "MSL[" + i + "] = " + NumToStr( MSL[i], formatDateTime ) );
}
bo.Backtest( );
}
-- BruceR
--- In amibroker@xxxxxxxxxxxxxxx, Nick Willemse <nick.willemse@xxx> wrote: > > Hi Bruce, > > Thanks. That was just a typo from copy and paste. I've tried O, H, > L, C, V, A, and even X to make sure it doesn't work :) > > nick > On Jul 15, 2009, at 1:59 PM, bruce1r wrote: > > > Nick / Mike - > > > > I stopped by to make a post and was glancing at this. A simple error > > kind of jumps off the page given your description - that should > > solve the problem. Your ATC to write MSL is - > > > > AddToComposite( MSL,"~MSL","V", atcFlagDeleteValues | > > atcFlagEnableInBacktest); // if i plot this it looks fine > > > > That's fine - odd to write it in the Volume field of ~MSL, but OK. > > And you said that you verified the data. > > > > You need to read it from the same field in the CBT pass. You had - > > > > MSL = Foreign("~MSL", "X",0); > > > > Check the help file (ALWAYS!) and I don't think you'll find a "X", > > and its not reading volume. > > > > Hope that helps > > > > -- BruceR > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Mike" sfclimbers@ wrote: > > > > > > This is a popular topic lately. Van Tharp must be doing well with > > his new book ;) > > > > > > See my earlier post on the subject for how to calculate the risk > > anyway you see fit. Note that the expectancy shown in that post was > > the formula provided by the original poster, it is not the formula > > used by Van Tharp, so refer to the methodology, but not the formula: > > > > > > http://finance.groups.yahoo.com/group/amibroker/message/139969 > > > > > > Mike > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, Nick Willemse <nick.willemse@> > > wrote: > > > > > > > > Hi Everyone, > > > > > > > > I'm trying to add Risk and R-Multiples to the TradeList. I've > > looked > > > > at the example using MaxLossPercent to add r-multiples and that is > > > > pretty straight forward. However, my risk per trade is based on > > some > > > > multiple of the ATR. So I put the risk points per trade in an > > array, > > > > then I tried using the addtocomposite and Foreign functions to get > > > > this array to the backtester section, but it seems that all the > > data > > > > is zero when it gets to the backtester. Is there any other way to > > > > make this array holding the risks per trade available to the > > > > backtester to output this for each trade? > > > > > > > > Here's some of the code:- > > > > > > > > > > > > Risk = 2.5 * ATR(14); > > > > i = 0; > > > > MSL = 0; > > > > for( bar=1; bar < BarCount; bar++) > > > > { > > > > if (Buy[bar] == 1 OR Short[bar] == 1) > > > > { > > > > MSL[i] = Risk[bar]; > > > > // _TRACE("MSL = " + MSL[i]); //this outputs correct values > > > > i++; > > > > } > > > > } > > > > AddToComposite( MSL,"~MSL","V", atcFlagDeleteValues | > > > > atcFlagEnableInBacktest); // if i plot this it looks fine > > > > > > > > ... > > > > > > > > if(AAAction == actionPortfolio) > > > > { > > > > MSL = Foreign("~MSL", "X",0); > > > > _TRACE("MSL=" + MSL[0]); // this output 0 for every index in the > > > > array > > > > ... > > > > > > > > } > > > > > > > > > > > > > > > > Nick > > > > > > > > > > > > > >
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