This should be a very simple question but I am new to the custom backtester.
I would like to use the price, current portfolio equity, and other indicator
values to
calculate the position size with the following code.
if (Status("action") == actionPortfolio) {
bo = GetBacktesterObject();
bo.PreProcess();
for (bar = 0; bar < BarCount; bar++) {
CurrentEquity = bo.Equity;
for (sig = bo.GetFirstSignal(bar); sig; sig =
bo.GetNextSignal(bar)) {
sig.PosSize = /* What should I put here? */
}
bo.ProcessTradeSignals(bar);
}
bo.ListTrades();
}
For example, if I want to set position size to CurrentEquity * Ref(C, -1) /
Ref(ATR(10), -1),
apparently that syntax will give me an error because I cannot access C and
ATR(10) in the
usual manner.
Can anyone help me with implementing CurrentEquity * Ref(C, -1) / Ref(ATR(10),
-1)
inside the custom backtester?
Thanks in advance,