Re: [amibroker] Re: Bar number of first trade in CBT

["Markus Witzler" <funnybiz@xxxxxx>]

Hello Mike,

 

ProcessTradeSignals doensn´t work since this is a mid-level method - I´m on low level.

 

Instead, I did the code below and keep my head scratching why it doens´t work.

 

As soon as I add these lines to my code and press Backtest, AB briefly jumps to Backtest mask and then all of a sudden back to Quote Editor window without any error message!

 

I initialized "instance = 0 "at the beginning of CBT routine. So, that can´t cause the problems either.

 

I must add that I inserted the loop right after the i-incremented signal loop, so that it is being checked for every time an instance of i has occured. Since I want to get the bar, the first trade of the whole system has been initiated, I only need to get i for the instance = 1.

 

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

{

trade = bo.findopenposition(sig.symbol);

if (trade)

{

instance = instance + 1;

}

if (instance == 1)

{

StaticVarSet("Bar_numer_of_first_trade_initiation", i);

}

}

If you nee the whole code´, please let me know!

 

Thanks

 

Markus

 

 

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

From: Mike

To: amibroker@xxxxxxxxxxxxxxx

Sent: Saturday, February 20, 2010 10:56 PM

Subject: [amibroker] Re: Bar number of first trade in CBT

 

Hi,

If you're doing low level backtest, then either:

- you're the one entering the trade, in which case just take note of what bar you're on when you do.

- or you're calling ProcessTradeSignals(i) at the end of each bar, in which case just call GetFirstOpenPos(); when it returns non null that'll be the first trade bar.

Mike

--- In amibroker@xxxxxxxxxps.com, "Markus Witzler" <funnybiz@xx.> wrote:
>
> Hello,
>
> I need to retrieve the bar number of first trade in CBT (low level)., i.e. when first trade was opened.
>
> Any clue how to accomplish this?
>
> The only thing I know is I must do this in closed trade list.
>
> Thanks
>
> Markus
>

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