Thanks Mike.
I'm using Quotes Plus as a database and had some problems recently (crashes of
AB when using too many GetExtraData calls), which is currently under AB
support's investigation.
Today I've noticed that I get signals (and trades) for indexes, although I have
them excluded in AB's filter. Additional crashes as well.
There suddenly seem to be strange things going on with my AB + QP
installation...
Thanks very much for trying.
PS: How did you include the date in the trace output? Been trying this as well,
but I couldn't find the corresponding function.
--- In amibroker@yahoogroups.com, "Mike" <sfclimb...@...> wrote:
>
> Works fine for me. I've added a simple trading system to your code (as
> well as a date to your Trace output).
> Running it against the AmiBroker trial version database with a watchlist
> of (AA, CAT, ^DJI) works fine. Note that trades are never taken for ^DJI
> since there is insufficient equity (initial equity set to 10,000).
> _SECTION_BEGIN( "Money Manager: Percent Volatility" );
> systemMMVolatilityPercent = Param( "Percent", 2, 0.1, 10, 0.1 );
> systemMMVolatilityATR = Param( "ATR Period", 20, 1, 250, 1 );
> _SECTION_END();
>
> StaticVarSet( "MyAtr" + Name( ), ATR( systemMMVolatilityATR ) );
>
> fast = MA( Close, 5 );
> slow = MA( Close, 50 );
> Buy = Cross( fast, slow );
> Sell = Cross( slow, fast );
> SetPositionSize( 2, spsPercentOfEquity );
>
> SetCustomBacktestProc( "" );
>
> if ( Status( "action" ) == actionPortfolio )
> {
> bo = GetBacktesterObject();
> bo.PreProcess();
> dates = DateTime();
>
> for ( bar = 0; bar < BarCount; bar++ )
> {
> for ( sig = bo.GetFirstSignal( bar ); sig; sig =
> bo.GetNextSignal( bar ) )
> {
> if ( sig.IsEntry() )
> {
> CurrentEquity = bo.Equity;
> Test = StaticVarGet( "MyAtr" + sig.Symbol );
> _TRACE( NumToStr( dates[bar], formatDatetime ) + " " +
> sig.symbol + " " + NumToStr( Test[bar] ) + " " + " " + NumToStr( bar )
> );
> // units = CurrentEquity * ( systemMMVolatilityPercent / 100 ) /
> Test[bar];
> // sig.PosSize = sig.Price * units;
> }
> }
>
> bo.ProcessTradeSignals( bar );
> }
>
> bo.PostProcess();
> }
> Mike
> --- In amibroker@yahoogroups.com, "rise_t575" <rise_t@> wrote:
> >
> > Thank you Mike.
> >
> > My knowledge of the custom backtester is still pretty limited (my
> first
> > try), although I have been readining everything I could get my hands
> on.
> >
> > Now the ticker symbols the _TRACE window is giving me are completely
> > different (exclusive) than the ticker symbols that come up in the
> > backtesting window.
> >
> > Could someone look over the code & tell me what is wrong here?
> >
> > Thanks in advance!
> >
> >
> > _SECTION_BEGIN( "Money Manager: Percent Volatility" );
> > systemMMVolatilityPercent = Param( "Percent", 2, 0.1, 10, 0.1 );
> > systemMMVolatilityATR = Param( "ATR Period", 20, 1, 250, 1 );
> > _SECTION_END();
> >
> > StaticVarSet( "MyAtr"+Name( ), ATR(systemMMVolatilityATR) );
> >
> > SetCustomBacktestProc("");
> >
> > if ( Status( "action" ) == actionPortfolio )
> > {
> > bo = GetBacktesterObject();
> > bo.PreProcess();
> >
> > for ( bar = 0; bar < BarCount; bar++ )
> > {
> > for ( sig = bo.GetFirstSignal( bar ); sig; sig =
> > bo.GetNextSignal( bar ) )
> > {
> > if(sig.IsEntry())
> > {
> > CurrentEquity = bo.Equity;
> > Test = StaticVarGet( "MyAtr"+sig.Symbol);
> > _TRACE(sig.symbol + " " + NumToStr(Test[bar])+" " + "
> "
> > + NumToStr(bar));
> > // units = CurrentEquity * ( systemMMVolatilityPercent
> /
> > 100 ) / Test[bar];
> > // sig.PosSize = sig.Price * units;
> > }
> > }
> > bo.ProcessTradeSignals( bar );
> > }
> > bo.PostProcess();
> >
>
