@gp_sydney: PositionSize in EnterTrade call is expressed in DOLLARS, not in shares.
@murthysuresh: your code does not work because you do not call PreProcess/PostProcess See http://www.amibroker.com/guide/a_custommetrics.html for correct coding. Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "gp_sydney" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Saturday, September 08, 2007 1:43 AM Subject: [amibroker] Re: custom backtester challenges > I'm a bit confused by your EnterTrade call. You have the last > parameter set to one, which is the position size variable. If the > price is more than one and PosSize is only one, then that would only > allow a fraction of a share to be purchased. > > Regards, > GP > > > --- In [email protected], "murthysuresh" <[EMAIL PROTECTED]> wrote: >> >> Hello >> I am trying to force the custom backtester to trade at a predefined >> price and predefined time. the buy signal is triggered based on time. >> however backtester trades at the close price defined by the Buy >> signal. there is something wrong in this code snippet that i cannot >> figure out. >> >> /* Now custom-backtest procedure follows */ >> if( Status("action") == actionPortfolio ) >> { >> bo = GetBacktesterObject(); >> >> >> >> >> >> // try to force the enntry and exit price >> bo.EnterTrade(49360,STOCKNAME,True,1.20067,1); >> bo.exittrade(49360 +25,STOCKNAME,1.21111,1); >> >> SumProfitPerRisk = 0; >> NumTrades = 0; >> >> // iterate through closed trades first >> for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() ) >> { >> trade.AddCustomMetric("MAE $", StrFormat( "%.4f", 100 * trade.GetMAE >> () / >> trade.EntryPrice ) ); >> trade.AddCustomMetric("MFE $", StrFormat( "%.4f", 100 * trade.GetMFE >> () / >> trade.EntryPrice ) ); >> } >> bo.ListTrades(); >> } >> > > > > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > > > >
