ozzyapeman wrote:
Actually I do use Applystop()in a good number of my formulas. Any
suggestions for such cases?
That is what I came out with (OHLC build on Bid price):
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SetCustomBacktestProc( "" );
*if* ( Status( "action" ) == *actionPortfolio* )
{
bo = GetBacktesterObject();
bo.PreProcess();
slipage = *TickSize*;
spread = 2 * *TickSize*;
*for* ( bar = 0; bar < *BarCount*; bar++ )
{
*for* ( sig = bo.GetFirstSignal(bar); sig; sig =
bo.GetNextSignal(bar) )
{
symbol = sig.symbol;
hi = Foreign(symbol, "H");
lo = Foreign(symbol, "L");
*if* ( sig.IsExit() )
{
*if* ( sig.isLong)
{
realexitprice = sig.price - slipage;
*if*( realexitprice >= lo[bar] && realexitprice <= hi[bar])
{
sig.price = realexitprice;
bo.ExitTrade(bar,sig.symbol,sig.Price); // I'm not
sure if it is needed
}
*else*
sig.price = -1;
}
*else*
{
realexitprice = sig.price + slipage;
*if* ( realexitPrice >= lo[bar]+ 0.5*spread &&
realexitprice <= hi[bar]+0.5*spread)
{
sig.price = realexitprice;
bo.ExitTrade(bar,sig.symbol,sig.Price); // I'm not
sure if it is needed
}
*else*
sig.price = -1;
}
}
}
bo.ProcessTradeSignals( bar );
}
bo.PostProcess();
}
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