PureBytes Links
Trading Reference Links
|
I'm trying to use ROC() on a per bar basis, but all I get is zero.
Abbreviated example below, but
- C[bar] works as expected.
- ROC(C) gives the same result for every bar (as expected)
- ROC(C[bar]) gives me Zero. I would expect this to give me ROC for that bar. Is there a way to do that?
Thanks,
Ryan
SetCustomBacktestProc("");
if (Status("action") == actionPortfolio) {
barDates = DateTime();
bo = GetBacktesterObject();
bo.PreProcess();
for (bar = 0; bar < BarCount; bar++) {
barDate = barDates[bar];
for (sig = bo.GetFirstSignal(bar); sig; sig = bo.GetNextSignal(bar)) {
if (sig.IsEntry() && sig.IsLong()) {
SetForeign("XLE");
//THIS NUMBER IS ALWAYS ZERO???
Var1 = ROC(C[bar]);
_TRACE(NumToStr(bar)+" "+NumToStr(C[bar])+" "+NumToStr(Var1));
RestorePriceArrays();
}
}
bo.HandleStops(bar);
bo.UpdateStats(bar, 1);
bo.UpdateStats(bar, 2);
}
bo.PostProcess();
}
Buy = C > MA(C,300);
Sell = C < MA(C,300);
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|