Graham:
I am aware that you can loop through open positions or trades the way you did.
However, what I was trying to do is to AddCustomMetric() just before closing a
position by ExitTrade().
The metric is OvernightGap for the day (bar) of exit.
bo = GetBacktesterObject();
bo.PreProcess(); // Initialize backtester
for( bar=0; bar < BarCount; bar++)
{
eq = bo.Equity;
for ( sig=bo.GetFirstSignal(bar); sig; sig=bo.GetNextSignal(bar) )
{
if (sig.isExit())
{
pos = bo.FindOpenPos( sig.Symbol );
if(pos) {
lastC = pos.GetPrice(bar-1, "C");
curO =pos.GetPrice(bar, "O");
//!!!!!!!!!!!!!!!!!!!!! the folowing line crash amibroker!!!!!!!!
pos.AddCustomMetric("OvernightGap", curO - lastC);
if(bo.ExitTrade(bar,sig.symbol,sig.Price))
{
_TRACE("EXIT: " + sig.symbol + "@" + sig.Price);
}
}
}
}
.......
}
----- Original Message -----
From: Graham
To: [email protected]
Sent: Tuesday, November 28, 2006 6:21 PM
Subject: Re: [amibroker] AddCustomMetric() for open positions
Why not use the functions that exist for this purpose
// 'bo' variable holds Backtester object retrieved earlier
for( openpos = bo.GetFirstOpenPos(); openpos; openpos =
bo.GetNextOpenPos() )
{
// openpos variable now holds Trade object
}
To iterate through closed trade list you should use GetFirstTrade() /
GetNextTrade() methods of Backtester object, as shown below:
for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() )
{
// trade variable now holds Trade object
}
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 29/11/06, Mark H <[EMAIL PROTECTED]> wrote:
OK, I verified that open positions work if I handle them AFTER the main
loop (loop through all bars) in CBT.
But it has problem within the main loop.
Here is the code:
If I put AddCustomMetric() after bo.ExitTrade(), it has no effect.
if (sig.isExit())
{
pos = bo.FindOpenPos( sig.Symbol );
if(pos) {
lastC = pos.GetPrice(bar-1, "C");
curO =pos.GetPrice(bar, "O");
if(bo.ExitTrade(bar,sig.symbol,sig.Price))
{
//!!!!!!!!!!!!!!!!!!!!! the folowing line has no effect!!!!!!!!
pos.AddCustomMetric("OvernightGap", curO - lastC);
_TRACE("EXIT: " + sig.symbol + "@" + sig.Price);
}
}
}
If I put it before bo.ExitTrade(), the crach warning window of AB popped up:
if (sig.isExit())
{
pos = bo.FindOpenPos( sig.Symbol );
if(pos) {
lastC = pos.GetPrice(bar-1, "C");
curO =pos.GetPrice(bar, "O");
//!!!!!!!!!!!!!!!!!!!!! the folowing line crash amibroker!!!!!!!!
pos.AddCustomMetric("OvernightGap", curO - lastC);
if(bo.ExitTrade(bar,sig.symbol,sig.Price))
{
_TRACE("EXIT: " + sig.symbol + "@" + sig.Price);
}
}
}
----- Original Message -----
From: Tomasz Janeczko
To: [email protected]
Sent: Tuesday, November 28, 2006 1:58 PM
Subject: Re: [amibroker] AddCustomMetric() for open positions
Hello,
Are you sure ? Open positions and closed trades are handled by exactly
the same class internally and I see
no reason why it should not work. If in doubt send code that allows to
reproduce the problem to support.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: Mark H
To: [email protected]
Sent: Tuesday, November 28, 2006 6:47 PM
Subject: [amibroker] AddCustomMetric() for open positions
Tomasz:
AddCustomMetric() has no effect on open positions. I want to add some
custom metrics based on some calculations using values returned by GetPrice().
AddCustomMetric() works fine for closed positions (trades), but then
GetPrice() no longer works.
Is this by design?
Thanks,
- Mark
