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[amibroker] Re: Retrieving first bars date in CBT


  • Date: Fri, 15 Jan 2010 19:47:46 -0000
  • From: "Mike" <sfclimbers@xxxxxxxxx>
  • Subject: [amibroker] Re: Retrieving first bars date in CBT

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SetCustomBacktestProc( "" ); 

if ( Status( "action" ) == actionPortfolio )
{
    
StaticVarSet( "Date_first_portfolio_bar", Status("rangefromdate") );

    bo =
GetBacktesterObject();
    bo.PreProcess();

    
for ( bar = 0; bar < BarCount; bar++ )
    {
        ...;
    }

    bo.PostProcess();

    
_TRACE( "Date of first bar: " + StaticVarGet( "Date_first_portfolio_bar" ) );
}

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "Markus Witzler" <funnybiz@xxx> wrote:
>
> Hello,
>
> I need to retrieve the first bar´s date (neither the first signal´s nor the first trade´s) and store it as a static variable for computation of a custom metric (bo.addcustommetric) in a later step.
>
> I figured it´s the following, but supposedly, on can´t use datenum() in CBT? I only found properties for retrieving bar´s date within signal or trade lists!
>
> Thanks
>
> Markus
>
> - - - - - - - -
>
> SetCustomBacktestProc("");
>
> if (Status("action") == actionPortfolio)
>
> {
>
> bo = GetBacktesterObject(); // Get backtester object
>
> bo.PreProcess(); // Do pre-processing
>
> bo.cash=bo.initialEquity=1000000;
>
> Heat=0.1;
>
> ATRmultiplier=5;
>
>
>
> for (i = 0; i < BarCount; i++) // Loop through all bars
>
>
> { if (i=0)
>
> StaticVarSet("Date_first_portfolio_bar", DateNum(i));
>
> for (sig = bo.GetFirstSignal(i); sig; sig = bo.GetNextSignal(i))
>
> ...
>


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