Hi,
I wonder if you have a Basic Low Level Custom Backtester Interface,
which I insert into the system and it gives the same backtest results
with and without it. The following code almost does it but if there
are missing bars it gives wrong n-bar exit. I would need it where I
could start programming in low level from.
What is missing from the code below?
SetCustomBacktestProc("");
if (Status("action") == actionPortfolio)
{
bo = GetBacktesterObject();
bo.PreProcess();
for (i = 0; i < BarCount; i++)
{
for (sig = bo.GetFirstSignal(i); sig; sig = bo.GetNextSignal
(i))
{
if (sig.IsEntry()) bo.EnterTrade(i, sig.Symbol, True,
sig.Price,sig.posSize);
else
if (sig.IsExit()) bo.ExitTrade(i, sig.Symbol,
sig.Price);
}
bo.HandleStops(i);
bo.UpdateStats(i, 1);
bo.UpdateStats(i, 2);
}
bo.PostProcess();
}