Hi,
Is it possible to use nested loops of Signals in Custom BackTester?
What I have in mind is something like:
for ( sig = bo.GetFirstSignal(bar); sig AND sig.isentry;
sig=bo.GetNextSignal(bar))
{
...
for ( compsig = bo.GetFirstSignal(bar); compsig AND compsig.symbol !=
sig.symbol; compsig=bo.GetNextSignal(bar))
{
....
}
}
But, what seems to happen is that the inner loop is processed only
once, for the first signal identified in the outer loop. Am guessing
that bo.getnextsignal(bar) needs to be "reset" somehow at end of
inner loop, but don't see how to do it.
Thanks in advance for help,
David
San Jose, CA
