Thanks very much!
--- In amibroker@yahoogroups.com, "Mike" <sfclimb...@...> wrote:
>
> No. Order doesn't make a difference.
>
> Function declarations must come first, before they can be used. Backtesting
> code does not suffer the same restriction.
>
> Mike
>
> --- In amibroker@yahoogroups.com, "rise_t575" <rise_t@> wrote:
> >
> >
> >
> > Ok - one last question (sorry ;-) ) - I've just noticed that you put the
> > system code in front of the custom backtester code.
> > I was thinking that the custom backtest code has to come *first*.
> > Could that be the culprit of the problem?
> >
> > --- In amibroker@yahoogroups.com, "Mike" <sfclimbers@> 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();
> > > >
> > >
> >
>
