[amibroker] Trade lists vs. signal list in custom backtester

["Markus Witzler" <funnybiz@xxxxxx>]

Hello,

 

I have trouble understanding trade lists (open/closed) in custom backtester.

 

As opposed to signal lists which carry an index variable and thus only process signals for a specific bar, trade lists haven´t.

 

Consider the following code template in low-level CBT mode

SetCustomBacktestProc("");
if (Status("action") == actionPortfolio)
{
    bo = GetBacktesterObject();	//  Get backtester object
    bo.PreProcess();	//  Do pre-processing
    for (i = 0; i < BarCount; i++)	//  Loop through all bars
    {
        for (sig = bo.GetFirstSignal(i); sig; sig = bo.GetNextSignal(i))
        {	//  Loop through all signals at this bar
            . . . .
        }	//  End of for loop over signals at this bar

for (trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade())
{
    . . . .
}
for (trade = bo.GetFirstOpenPos(); trade; trade = bo.GetNextOpenPos())
{
    . . . .
}
        bo.HandleStops(i);	//  Handle programmed stops at this bar
        bo.UpdateStats(i, 1);	//  Update MAE/MFE stats for bar
        bo.UpdateStats(i, 2);	//  Update stats at bar's end
    }	//  End of for loop over bars
    bo.PostProcess();	//  Do post-processing
}

I understand, that each run, signal list is being processed for a different value of "i". But how is trade list being used. Since there is no index variable "i", I can´t figure out if trade objects are being searched for a different value of "i" than in signal list, or if whole list of trades (for all bars) is being processed at each occurrence of "i" in the main loop.

 

Can someone help me clear this up?

 

Thanks

 

Markus

 

 

 

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