Hello
I have a system that buy shares in portfolio mode, 3 shares
maxpositions, in EOD signals
But if the stoploss sell a share within a day, the system in backtest
show that would have bought another share in open time, which is not
possible cause it don't know that one share is going to be sold within
that day
To prevent it, I have tried the custom backtest procedure, but it
doesn't work. Someone know how to make this possible?
This is the code I have tried and that don't change any trade in my
backtest results..:
SetOption("UseCustomBacktestProc", True );
if( Status("action") == actionPortfolio )//phase Custom Backtest
Interface
{
bo = GetBacktesterObject();
bo.PreProcess();
Cnt = 0;
for( openpos = bo.GetFirstOpenPos(); openpos; openpos =
bo.GetNextOpenPos() )
{
Cnt++;
}
for( bar = 0; bar < BarCount; bar++ )
{
for( sig = bo.GetFirstSignal( bar ); sig; sig =
bo.GetNextSignal( bar ) )
{
if( Cnt >=3 ) sig.Price = -1; // exclude
}
bo.ProcessTradeSignals( bar );
}
bo.PostProcess();
}
Any suggestions?
