Re: [amibroker] backtester interface

[Edward Pottasch]

try this:

SetOption("UseCustomBacktestProc", True ); 

if(Status("action")== actionPortfolio) {

 bo = GetBacktesterObject();
 bo.PreProcess();

 for( bar = 0; bar < BarCount; bar++ ) {
 
  bo.processtradesignals(bar);

  for( openpos = bo.GetFirstOpenPos(); openpos; openpos = bo.GetNextOpenPos() ) 
{
 
   price = openpos.getprice(bar,"O");  
   bo.addcustommetric("O",price);
  
  }
  
 }
 bo.PostProcess();
 
}

rgds, Ed


  ----- Original Message ----- 
  From: Bozwood 
  To: amibroker@yahoogroups.com 
  Sent: Sunday, May 06, 2007 4:11 PM
  Subject: [amibroker] backtester interface


  I am attempting to gain access to the price bar in order to make
  calculations using open, close, etc. This is just a simplified example
  where I am trying to access the open and add it to the
  backtester/optimizer output. I am likely doing multiple things wrong
  with the code, but I am sure what. Any help would be appreciated.

  if(Status("action")== actionPortfolio)
  {
  bo = GetBacktesterObject();
  bo.preprocess();
  for(bar=0; bar<BarCount; bar++)
  {
  bo.processtradesignals(bar);
  for(pos= bo.getfirstopenpos(); pos; pos= bo.getnextopenpos())
  {
  price= pos.getprice(bar,"o");
  bo.addcustommetric("O",price);
  }
  }
  bo.postprocess();
  }

  SetTradeDelays( 1, 1, 1, 1 );
  PositionSize = MarginDeposit;

  BuyPrice= Open;
  SellPrice= Open;

  Buy= Cross(Signal(), MACD());
  Sell= Cross(MACD(), Signal());