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Mike,
Thanks, I'll have a go at it. I have managed to avoid using the customer backtester up till now but I guess it is time well spent learning it.
Cheers,
/Fredrik
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> You can get the bar index of the trade by using ValueWhen and the trade's entry date as follows (from within custom backtester code):
>
> bars = BarIndex();
> dates = DateTime();
> bo = GetBacktesterObject();
>
> ...
>
> for ( trade = bo.getFirstOpenPos(); trade; trade = bo.getNextOpenPos() )
> {
> entryBar = LastValue( ValueWhen( trade.EntryDateTime == dates, bars ) );
>
> ...
>
> There may be a better way of handling your stop loss, but the above should should at least answer your question.
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "broman1003" <fredrik_broman1003@> wrote:
> >
> > Hi,
> > I would like to get hold of the bar where a trade was entered when backtesting.
> > The reason I need it is that I would like to implement a trailing SL that is depending on the highest value the price has hit since the trade was initiated.
> >
> > All hints are appreciated.
> > Thanks,
> > /Fredrik
> >
>
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