you only need to run the CBT once
-- Cheers Graham Kav AFL Writing Service http://www.aflwriting.com 2008/8/27 tiedemj <[EMAIL PROTECTED]>: > bump - still found no resolution on this... > > --- In [email protected], "tiedemj" <[EMAIL PROTECTED]> wrote: >> >> 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 >> >
