GP, you are right, one problem had to you with OpenPos returning null so I changed the code to the following: if (OpenPos AND OpenPos.GetPercentProfit()<=-15) However, it seems that the above code only returns zero. If you run this code you will notice that I have written a rawtextoutput that prints OpenPos.GetPercentProfit() and all the return values are zero. I have a feeling that I am mixing apples and oranges in my code.
Regards --- In [email protected], "gp_sydney" <[EMAIL PROTECTED]> wrote: > > Probably because OpenPos is returning Null when there's no open > position for that stock. Any time you call a function to get an > object, you need to test that the object returned is not Null. > > Technically this should be done with a statement like: > > if (!IsNull(OpenPos)) > > but the following also works due to the nature of Null: > > if (OpenPos) > > Regards, > GP > > > --- In [email protected], "tipequity" <l3456@> wrote: > > > > > > if (OpenPos.GetPercentProfit()>15) > > > > --- In [email protected], "gp_sydney" <gp.investment@> > > wrote: > > > > > > On which line? And what is the error message? > > > > > > Regards, > > > GP > > > > > > > > > --- In [email protected], "tipequity" <l3456@> wrote: > > > > > > > > Thanks GP for pointing that out. I been fooling around with the > > code > > > > all weekend long and inadvertantly posted the wrong one. The > > problem > > > > is that it produces error on that line. > > > > > > > > > > > > --- In [email protected], "gp_sydney" <gp.investment@> > > > > wrote: > > > > > > > > > > I've only had a quick glance through your code, but it looks > > like > > > > > you're testing for the profit being greater than 15%, not the > > loss. > > > > > > > > > > I think the sell signal generated by ApplyStop should include > > reason > > > > > code 1 for maximum loss. Try checking that. > > > > > > > > > > Regards, > > > > > GP > > > > > > > > > > > > > > > --- In [email protected], "tipequity" <l3456@> wrote: > > > > > > > > > > > > How can test to see of max loss percent has been met (using > > CBI)? > > > > > > Below is my feeble attempt. > > > > > > Thanks in advance > > > > > > > > > > > > > > > > > > /*================================================================== > > > > == > > > > > > ========== > > > > > > Global Settings > > > > > > > > > > > > ====================================================================== > > > > > > ========*/ > > > > > > SetBarsRequired(1000000,0); /* this ensures that the charts > > > > include > > > > > > all bars AND NOT just those on screen */ > > > > > > SetFormulaName("System Four with Stochastics-6"); /* name it > > for > > > > > > backtest report identification */ > > > > > > SetOption("InitialEquity", 100000); /* starting capital */ > > > > > > SetOption("CommissionAmount",8); /* commissions AND cost */ > > > > > > SetOption("CommissionMode", 2); /* set commissions AND costs > > as $ > > > > per > > > > > > trade */ > > > > > > SetTradeDelays( 1, 1, 1, 1); > > > > > > SetOption("PriceBoundChecking", 1); /* trade only within the > > > > chart > > > > > > bar's price range */ > > > > > > SetOption("UsePrevBarEquityForPosSizing", 1); /* set the use > > of > > > > last > > > > > > bars equity for trade size */ > > > > > > /* SetOption("MinPosValue", ); */ > > > > > > SetOption("AllowPositionShrinking", True); > > > > > > SetOption("MinShares", 100); > > > > > > SetOption("AccountMargin", 100); > > > > > > SetOption("HoldMinBars",2 ); /* Set Minimun Holding Days to 2 > > > > Days*/ > > > > > > RoundLotSize = 1 ; > > > > > > PositionSize = - 10; /* trade size will be 10% of available > > > > equity */ > > > > > > MaxLossPercentStop = 15 ; > > > > > > ApplyStop(0, 1, MaxLossPercentStop, 0, False, 0); > > > > > > > > > > > > SetBacktestMode( backtestRegularRaw ); > > > > > > > > > > > > > > > > > > /*================================================================== > > > > == > > > > > > ========== > > > > > > > > > > > > > > > > > > ====================================================================== > > > > > > ========*/ > > > > > > > > > > > > TradeDate = DateTime(); > > > > > > > > > > > > SetCustomBacktestProc(""); > > > > > > > > > > > > MaxBuys = 3; // Set no more than 4 buys per day > > > > > > > > > > > > if( Status("action") == actionPortfolio ) > > > > > > { > > > > > > bo = GetBacktesterObject(); > > > > > > bo.PreProcess(); > > > > > > > > > > > > Symbol = " "; > > > > > > TransType = ""; > > > > > > CommissionAmount = 8; > > > > > > SEC_Fee = 0; > > > > > > Rank = 0; > > > > > > TradeSize = 0; > > > > > > Shares = 0; > > > > > > TransAmount = 0; > > > > > > Reason = 0; > > > > > > Price = 0; > > > > > > CashBal = bo.InitialEquity; > > > > > > EquityBal = bo.Equity; > > > > > > ProfitPercent = 0; > > > > > > > > > > > > for( i = 0; i < BarCount; i++ ) > > > > > > { > > > > > > cntBuys = 0; > > > > > > // look at new signals and exclude signals if they exceed > > > > maxBuys > > > > > > for( sig = bo.GetFirstSignal(i); sig; sig = > > > > > > bo.GetNextSignal(i) ) > > > > > > { > > > > > > EquityBal = bo.Equity; > > > > > > // check for Sell signal > > > > > > if (sig.IsExit() AND sig.Type == 2 ) > > > > > > { > > > > > > // scan through open positions > > > > > > OpenPos = bo.FindOpenPos( > > > > > > sig.Symbol ); > > > > > > // check for entry signal and > > long > > > > > > signal > > > > > > > > > > > > if (OpenPos.GetPercentProfit() > > >15) > > > > > > { > > > > > > Symbol = sig.Symbol; > > > > > > TransType = "Sold"; > > > > > > Shares = OpenPos.Shares; > > > > > > Price = sig.Price; > > > > > > SEC_Fee = round > > ((OpenPos.Shares * > > > > > > Price)*(1530/1000000))/100; > > > > > > CommissionAmount = 8 + > > SEC_Fee; > > > > > > TransAmount = (OpenPos.Shares > > * > > > > > > Price)- CommissionAmount; > > > > > > CashBal = CashBal + > > TransAmount; > > > > > > > > > > > > ProfitPercent = > > > > > > OpenPos.GetPercentProfit(); > > > > > > Reason = "MaxLossPercentStop"; > > > > > > Rank = ""; > > > > > > > > > > > > bo.RawTextOutput( > > > > > > > > > > > > > > Symbol + > > > > > > > > > > > > > > "\t" + cntBuys + > > > > > > > > > > > > > > "\t" + TransType + > > > > > > > > > > > > > > "\t" + DateTimeToStr(TradeDate[ i ]) + > > > > > > > > > > > > > > "\t" + Price + > > > > > > > > > > > > > > "\t" + "Shares " + Shares + > > > > > > > > > > > > > > "\t" + "Commission " + CommissionAmount + > > > > > > > > > > > > > > "\t" + "Amount " + TransAmount + > > > > > > > > > > > > > > "\t" + "PosSize " + TradeSize + > > > > > > > > > > > > > > "\t" + "CashBal " + CashBal + > > > > > > > > > > > > > > "\t" + "Cash " + bo.Cash + > > > > > > > > > > > > > > "\t" + "EquityBal " + EquityBal + > > > > > > > > > > > > > > "\t" + "Reason " + Reason + > > > > > > > > > > > > > > "\t" + "Profit% " + ProfitPercent + > > > > > > > > > > > > > > "\t" + Rank > > > > > > > > > > > > > > ); > > > > > > } > > > > > > else if( openpos AND > > openpos.IsLong ) > > > > > > { > > > > > > Symbol = sig.Symbol; > > > > > > TransType = "Sold"; > > > > > > Shares = OpenPos.Shares; > > > > > > Price = sig.Price; > > > > > > SEC_Fee = round > > ((OpenPos.Shares * > > > > > > Price)*(1530/1000000))/100; > > > > > > CommissionAmount = 8 + > > SEC_Fee; > > > > > > TransAmount = (OpenPos.Shares > > * > > > > > > Price)- CommissionAmount; > > > > > > CashBal = CashBal + > > TransAmount; > > > > > > > > > > > > Reason = sig.Reason; > > > > > > Rank = ""; > > > > > > > > > > > > bo.RawTextOutput( > > > > > > > > > > > > > > Symbol + > > > > > > > > > > > > > > "\t" + cntBuys + > > > > > > > > > > > > > > "\t" + TransType + > > > > > > > > > > > > > > "\t" + DateTimeToStr(TradeDate[ i ]) + > > > > > > > > > > > > > > "\t" + Price + > > > > > > > > > > > > > > "\t" + "Shares " + Shares + > > > > > > > > > > > > > > "\t" + "Commission " + CommissionAmount + > > > > > > > > > > > > > > "\t" + "Amount " + TransAmount + > > > > > > > > > > > > > > "\t" + "PosSize " + TradeSize + > > > > > > > > > > > > > > "\t" + "CashBal " + CashBal + > > > > > > > > > > > > > > "\t" + "Cash " + bo.Cash + > > > > > > > > > > > > > > "\t" + "EquityBal " + EquityBal + > > > > > > > > > > > > > > "\t" + "Reason " + Reason + > > > > > > > > > > > > > > "\t" + "Profit% " + ProfitPercent + > > > > > > > > > > > > > > "\t" + Rank > > > > > > > > > > > > > > ); > > > > > > } > > > > > > } > > > > > > // check for entry signal > > > > > > } > > > > > > bContinue = True; > > > > > > for( sig = bo.GetFirstSignal(i); sig; sig = > > > > > > bo.GetNextSignal(i) ) > > > > > > { > > > > > > if( sig.IsEntry() ) > > > > > > { > > > > > > Symbol = sig.Symbol; > > > > > > TradeSize = (bo.Equity / - > > > > > > sig.PosSize); > > > > > > Shares = round > > (TradeSize/sig.Price); > > > > > > Price = sig.Price; > > > > > > if( cntBuys > MaxBuys ) > > > > > > { > > > > > > sig.PosSize = 0; > > > > > > TransType > > = "Rejected"; > > > > > > Reason = "Exceed Max > > No. > > > > > > Trades per Day"; > > > > > > bo.RawTextOutput( > > > > > > > > > > > > > > Symbol + > > > > > > > > > > > > > > "\t" + cntBuys + > > > > > > > > > > > > > > "\t" + TransType + > > > > > > > > > > > > > > "\t" + DateTimeToStr(TradeDate[ i ]) + > > > > > > > > > > > > > > "\t" + Price + > > > > > > > > > > > > > > "\t" + "Shares " + Shares + > > > > > > > > > > > > > > "\t" + "Commission " + CommissionAmount + > > > > > > > > > > > > > > "\t" + "Amount " + TransAmount + > > > > > > > > > > > > > > "\t" + "PosSize " + TradeSize + > > > > > > > > > > > > > > "\t" + "CashBal " + CashBal + > > > > > > > > > > > > > > "\t" + "Cash " + bo.Cash + > > > > > > > > > > > > > > "\t" + "EquityBal " + EquityBal + > > > > > > > > > > > > > > "\t" + "Reason " + Reason + > > > > > > > > > > > > > > "\t" + "Profit% " + > > > > > > > > > > > > > > "\t" + Rank > > > > > > > > > > > > > > ); > > > > > > } > > > > > > else > > > > > > { > > > > > > TransType = "Bought"; > > > > > > cntBuys = cntBuys + 1; > > > > > > TransAmount = - > > (Shares * > > > > > > Price)-CommissionAmount; > > > > > > CashBal = CashBal + > > > > > > TransAmount; > > > > > > Reason = sig.Reason; > > > > > > Rank = sig.PosScore; > > > > > > > > > > > > bo.RawTextOutput( > > > > > > > > > > > > > > Symbol + > > > > > > > > > > > > > > "\t" + cntBuys + > > > > > > > > > > > > > > "\t" + TransType + > > > > > > > > > > > > > > "\t" + DateTimeToStr(TradeDate[ i ]) + > > > > > > > > > > > > > > "\t" + Price + > > > > > > > > > > > > > > "\t" + "Shares " + Shares + > > > > > > > > > > > > > > "\t" + "Commission " + CommissionAmount + > > > > > > > > > > > > > > "\t" + "Amount " + TransAmount + > > > > > > > > > > > > > > "\t" + "PosSize " + TradeSize + > > > > > > > > > > > > > > "\t" + "CashBal " + CashBal + > > > > > > > > > > > > > > "\t" + "Cash " + bo.Cash + > > > > > > > > > > > > > > "\t" + "EquityBal " + EquityBal + > > > > > > > > > > > > > > "\t" + "Reason " + Reason + > > > > > > > > > > > > > > "\t" + "Profit% " + > > > > > > > > > > > > > > "\t" + Rank > > > > > > > > > > > > > > ); > > > > > > } > > > > > > } > > > > > > } > > > > > > bo.ProcessTradeSignals( i ); > > > > > > } > > > > > > bo.PostProcess(); > > > > > > } > > > > > > > > > > > > > > > > > > //fast = Optimize("fast", 12, 5, 20, 1 ); > > > > > > //slow = Optimize("slow", 26, 10, 25, 1 ); > > > > > > Buy=Cross(MACD(12,26),Signal(12,26)); > > > > > > Sell=Cross(Signal(12,26),MACD(12,26)); > > > > > > > > > > > > > > > > > > > > >
