For the sake of code re-use, I wish to have CBT code in its own AFL and
access it using SetCustomBacktestProc("<filename>");
That works fine except that in the Main.afl there is a variable set for
Max Open Positions and I want to pass that value to CBT.afl for
inclusion in the backtest report using AddCustomMetric.
Tried using Global but that didn't get a result - CBT.afl didn't
recognise the variable name.
I presume that from Main.afl I could write the value to a file and then
retrieve the file in CBT.afl. Gets a bit messy when wanting to pass
the values of several variables.
Is there a better way, please?
Graham