Okay on #1, I realize that the COM error was due to the bit of legacy code: SetCustomBacktestProc( "" );
However, the slippage code seems to have no effect whatsoever on the backtest trade report. What might I be doing wrong? --- In [email protected], "ozzyapeman" <zoopf...@...> wrote: > > Hello, hoping someone can help on this. I am using ApplyStop, which does > not have a slippage factor. I'm trying to avoid using a BarCount loop to > implement slippage on exits and instead am trying to modify the signal > list of the CBT to implement slippage, before the backtester engine > processes the trades. > > But I am running into two problems, namely: > > > 1. Get error COM method/function 'GetFirstSignal' call failed, on the > for loop line, even though that line and prior ones were copied and > pasted direct from the reference guide. > > > 2. More of a question at this point: What if my calculation of ExitTrue > price is below the Low, or above the High of the bar? Will the > backtester engine simply ignore that signal? Or is there some way I can > filter out that possibility directly in the code below? > > > > In this example, Slippage = 0.0002 elsewhere in my code, backtesting on > Forex: > > > SetCustomBacktestProc( "" ); > > if ( Status( "action" ) == actionPortfolio ) > { > bo = GetBacktesterObject(); > > for( sig = bo.GetFirstSignal(); sig; sig = bo.GetNextSignal() ) > { > if( sig.IsExit() ) > { > if ( sig.IsLong() ) // Exit Long > { > ExitTrue = sig.Price - Slippage; > sig.Price = ExitTrue; > } > > else // Exit Short > { > ExitTrue = sig.Price + Slippage; > sig.Price = ExitTrue; > } > > } > } > } >
