Have a look at the file "AmiBroker Custom Backtester Interface.pdf " posted by gp_sydney in the Files section of this group.
Within your own custom backtest code, you can iterate through your open positions on a bar by bar basis. Gather the necessary statistics, then iterate through the signals for that bar and adjust the positon score property as needed. Mike --- In [email protected], "olivier_molongo" <[EMAIL PROTECTED]> wrote: > > Hello, > > How can I get "total net position value" in backtester? > > My system gives buy and sell signal with positionScore but I would like > to backtest a market neutral system. One idea I have is to adjust > position score to favor long trades when I am net short and short > trades when I am net long. > > But how can I get the net position in AB? which is the sum of position > value of open trades. > > Regards, > Olivier >
