Hello - trying to stop trading activity when portfolio equity is
below maxEquity by some pct, and resume trading when "equity" rises
above previous maxEquity (where "equity" is as if trading had not
been suspended)
Using custom backttest as follows:
// first run to collect when to stop/resume trading
bo.PreProcess();
for( bar = 0; bar < BarCount; bar++ )
{
bo.ProcessTradeSignals(bar);
...some algorithm collecting when to stop/start trading
}
bo.PostProcess();
// second run to do the actual trading with equity based stops/resumes
bo.PreProcess();
for( bar = 0; bar < BarCount; bar++ )
{
...algorithm to scaleout/in of trades according to previous collected
info
bo.ProcessTradeSignals(bar);
}
bo.PostProcess();
However, on the second call to bo.ProcessTradeSignals(bar) above, I
get "COM method/function failed: Internal application error". Can I
use custom backtest in this "reentrant" way? - or is there anothor
way to stop/resume trading based on portfolio equity (of the
underlying trading algorithm)...?
best regards
Jens Tiedemann
