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Fredrik,
ProcessTradeSignals should come *after* you've done anything with the Signal objects.
Also, you may need to double check whether you are allowed to mix ProcessTradeSignals (a mid level backtester method) with ExitTrade (a low level backtester method) in the same script.
It's been a while since I'be read up on this, so see "AmiBroker Custom Backtester Interface.pdf" in the Files section for additional detail.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "broman1003" <fredrik_broman1003@xxx> wrote:
>
> Came up with a solution. If I use Foreign and get the High/Low/Open arrays that way it works fine.
> /Fredrik
>
> --- In amibroker@xxxxxxxxxxxxxxx, "broman1003" <fredrik_broman1003@> wrote:
> >
> > Ok, so I had a go at it :-) Not sure that this is how you should do things but it is my first attempt. The below code does not work because High[bar] and Low[bar] allways returns zero. Hints?
> >
> > Thanks,
> > /Fredrik
> >
> > SetOption("UseCustomBacktestProc",True);
> > if( Status("action") == actionPortfolio )
> > {
> > bo = GetBacktesterObject();
> > bo.PreProcess();
> >
> > TradeEntryPrice = False;
> > ProfitTarget = False;
> > TrailingSL = False;
> >
> > for(bar=0; bar<BarCount; bar++)
> > {
> > bo.ProcessTradeSignals( bar );
> >
> > for( Sig = bo.GetFirstSignal(bar); Sig; Sig=bo.GetNextSignal(bar) )
> > {
> > if( Sig.IsEntry() )
> > {
> > TradeEntryPrice = Sig.Price;
> > ProfitTarget = --something---;
> > }// if
> >
> > if( Sig.IsExit() )
> > {
> > TradeEntryPrice = False;
> > ProfitTarget = False;
> > TrailingSL = False;
> > }// if
> > }// for
> >
> > //Profit Target
> > if (TradeEntryPrice AND High[bar]>=ProfitTarget)
> > {
> > bo.ExitTrade(bar,"T5", Min(ProfitTarget,Open[bar]), 2);
> > TradeEntryPrice = False;
> > ProfitTarget = False;
> > TrailingSL = False;
> > }
> >
> > ----
> > //Calculate Trailing SL
> > ----
> >
> > //Trailing SL
> > if (TradeEntryPrice AND Low[bar]<TrailingSL)
> > {
> > bo.ExitTrade(bar,"T5", Min(TrailingSL,Open[bar]), 3);
> > TradeEntryPrice = False;
> > ProfitTarget = False;
> > TrailingSL = False;
> > }
> > } //for
> >
> > bo.PostProcess(); // Finalize backtester
> > } // if
> >
> >
> > Buy = --- something ---
> > Sell = --- something ---
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "broman1003" <fredrik_broman1003@> wrote:
> > >
> > > 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@> 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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