Yes, i read it now and i changed my code and it WORKS!!!!!! Thanks to GP and Tomasz. I now understand the backtester. its cool, its fun and its flexible. and what a eye opener that document is. My vote is for it to be either in the Knowledge base or User Knowledge Base website. I was hunting for something like that for all day today. http://www.amibroker.org/userkb/category/amibroker- features/backtester/ is actually empty.
Seede --- In [email protected], "gp_sydney" <[EMAIL PROTECTED]> wrote: > > Seede, > > Look in the files section here for the document "AmiBroker Custom > Backtester Interface.pdf". > > Tomasz: > Yes, that's why a position size of one with a price of 1.2 would give > less than one share (or whatever is being bought). > > I was also going to comment on the lack of Pre/PostProcess & > UpdateStats, but assumed the posted snippet was not the complete > backtest procedure. > > Regards, > GP > > > --- In [email protected], "murthysuresh" <money@> wrote: > > > > 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" <groups@> > > 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" <gp.investment@> > > > 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 > > > > > > > > > > > > > > > > > > > > > > > > > >
