Re: [amibroker] Trade.marginloan in custom backtester

["Markus Witzler" <funnybiz@xxxxxx>]

Sorry,

 

I meant this:

 

< snip>

for (trade = bo.GetFirstOpenPos(); trade; trade = bo.GetNextOpenPos())

{

value_all_open_pos=value_all_open_pos + trade.GetPrice(i, "C") * trade.shares - trade.marginloan; // I use margin in my system

}

my_equity [i] = value_all_open_pos + bo.cash;

value_all_open_pos=0; // resetting to zero for next run - necessary?

bo.UpdateStats(i, 1);

bo.UpdateStats(i, 2);

} // End of for loop over bars

bo.PostProcess();

AddToComposite(my_equity, "~~~My_Equity","x", 1+2+8+16+32+64+128);

}

 

----- Original Message -----

From: Markus Witzler

To: amibroker@xxxxxxxxxxxxxxx

Sent: Tuesday, January 05, 2010 11:56 PM

Subject: [amibroker] Trade.marginloan in custom backtester

 

Hello,

 

does anybody know if trade.marginloan also works for open positions?

 

I want to use it like this

 

< snip>

for (trade = bo.GetFirstOpenPos(); trade; trade = bo.GetNextOpenPos())

{

value_all_open_pos=value_all_open_pos + trade.GetPrice(i, "C") * trade.shares;

}

my_equity [i] = value_all_open_pos + bo.cash - trade.marginloan; // I use margin in my system

value_all_open_pos=0; // resetting to zero for next run - necessary?

bo.UpdateStats(i, 1);

bo.UpdateStats(i, 2);

} // End of for loop over bars

bo.PostProcess();

AddToComposite(my_equity, "~~~My_Equity","x", 1+2+8+16+32+64+128);

}

For some reason, my_equity is higher if I use " minus trade.marginloan" (see above) than if I skip it. This is awkward...

Thanks

Markus

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