Still does not work. I get a COM error if the first line,
SetCustomBacktestProc("");, is included for some reason. And if I take that
line out, it runs but has no effect. Exit prices remain unchanged.
--- In [email protected], Graham <kavemanpe...@...> wrote:
>
> you still need to loop through the signals as I think you originally
> had, not trades.
> then have bo.ProcessTradeSignals( bar ); after the signal loop
> I was just trying to show the additional lines of code you needed to include
>
>
> SetCustomBacktestProc("");
>
> if ( Status( "action" ) == actionPortfolio )
> {
> bo = GetBacktesterObject();
> bo.PreProcess(); // Initialize backtester
>
> for(bar=0; bar < BarCount; bar++)
> {
> for( sig = bo.GetFirstSignal(); sig; sig = bo.GetNextSignal() )
> {
> if( sig.IsExit() )
> {
> if ( sig.IsLong() ) ExitTrue = sig.Price - Slippage;
> else ExitTrue = sig.Price + Slippage;
> sig.Price = ExitTrue;
> }
> }
> bo.ProcessTradeSignals( bar );
> }
>
> bo.PostProcess(); // Finalize backtester
> }
>
>
>
> --
> Cheers
> Graham Kav
> AFL Writing Service
> http://www.aflwriting.com
>
