I got it!
Well, I'm not sure I get it.
I've thought a way to avoid the custom backtester.
I create an array that is filled with two numbers, 1 or 2. 1 means the trade
signal has been launched by system 1, and 2, the system 2.
After that, I read the array from n bars behind, using -barssince(buy)
Could this have sense?
This is the code instead of the custom backtest:
//BEGINING OF CODE--------------
Buy=IIf(Buy1,True,IIf(Buy2,True,False));
BuyPrice=Open;
typeBuy=IIf(Buy1,1,IIf(Buy2,2,0));//if buy1, array 'typebuy' is 1. If Buy2, is
2. Else is 0
//sell using condition A if was bought using condition1. Sell using condition2
if buy2
Sell=IIf(Ref(typebuy,-BarsSince(Buy))==1, Cross(MA(C,50),MA(C,15)),
IIf(Ref(typebuy,-BarsSince(Buy))==2, Ref(Buy,-2) , False ));
//END OF CODE
greetings
--- In amibroker@yahoogroups.com, "Gonzaga" <gonzag...@...> wrote:
>
> Ah, Ok
> don't worry - - No te preocupes.. ;-)
>
>
> --- In amibroker@yahoogroups.com, "Matthias K." <meridian202@> wrote:
> >
> > Que tal gonzaga?
> >
> >
> >
> > After sending this email, I figured that this might happen: I was answering
> > to Paul's post. Strange Yahoo, sorry for the confusion. I'm afraid I cannot
> > help you on your custom backtest proc, yet.
> >
> >
>
