When I run the CBT code listed below the trace statement return
something like the following:
[864] Can Enter bar = LUK Pos: {EMPTY} isEntry: -1
[864] Pos already exists LUK Pos: <IDispatch> isEntry: -1
[864] Can Enter bar = LUK Pos: {EMPTY} isEntry: -1
Why is it that "pos" returns null and isEntry returns -1. Also I can
not explain "pos" returning <IDispatch>. I thought these variables
were supposed to return 1 and 0 for true and false. Can anybody
explain? TIA
SetBacktestMode( backtestRegularRaw2 );
SetCustomBacktestProc("");
MaxBuys = 3;
if ( Status( "action" ) == actionPortfolio )
{
bo = GetBacktesterObject();
bo.PreProcess();
for ( i = 0; i < BarCount; i++ )
{
dtstr = DateTimeToStr( dt[ i ] );
cntBuys = 0;
for ( sig = bo.GetFirstSignal( i ); sig; sig =
bo.GetNextSignal( i ) )
{
if ( sig.IsEntry() )
{
CanEnter = False;
if ( CntBuys <= MaxBuys )
{
pos = bo.FindOpenPos(
sig.Symbol );
if ( pos )
{
_TRACE( "Pos already exists "
+ sig.Symbol + " Pos: " + Pos + " isEntry: " + sig.IsEntry());
}
else
{
CanEnter = True;
CntBuys++;
_TRACE( "Can Enter bar = " +
sig.Symbol + " Pos: " + Pos + " isEntry: " + sig.IsEntry());
}
}
if ( ! CanEnter )
sig.Price = -1;
}
if ( sig.IsExit() )
break;
}
// now check all open positions and find matching signals
for ( pos = bo.GetFirstOpenPos(); pos; pos =
bo.GetNextOpenPos() )
{
if ( ( sig = bo.FindSignal( i, pos.Symbol,
2 ) ) ) // look for exit position matching given open pos
{
if ( pos.BarsInTrade < 2 )
sig.Price = -1; // ignore
sell signal if trade is too young
// _TRACE("i= " + i + " Date: "
+ dtstr + " BarsinTrade: " + pos.BarsInTrade);
}
}
bo.ProcessTradeSignals( i );
}
bo.PostProcess();
}
