Hello Is there any example template for full low level backtester for AB. I would like to start with a working example and break it down to understand how the custom low level backtester works.
Appreciate your help Seede --- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > @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" <money@> 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 > > > > > > > > > > >
