Nick / Mike -
I stopped by to make a post and was glancing at this. A simple error kind of
jumps off the page given your description - that should solve the problem.
Your ATC to write MSL is -
AddToComposite( MSL,"~MSL","V", atcFlagDeleteValues |
atcFlagEnableInBacktest); // if i plot this it looks fine
That's fine - odd to write it in the Volume field of ~MSL, but OK. And you
said that you verified the data.
You need to read it from the same field in the CBT pass. You had -
MSL = Foreign("~MSL", "X",0);
Check the help file (ALWAYS!) and I don't think you'll find a "X", and its not
reading volume.
Hope that helps
-- BruceR
--- In [email protected], "Mike" <sfclimb...@...> wrote:
>
> This is a popular topic lately. Van Tharp must be doing well with his new
> book ;)
>
> See my earlier post on the subject for how to calculate the risk anyway you
> see fit. Note that the expectancy shown in that post was the formula provided
> by the original poster, it is not the formula used by Van Tharp, so refer to
> the methodology, but not the formula:
>
> http://finance.groups.yahoo.com/group/amibroker/message/139969
>
> Mike
>
> --- In [email protected], Nick Willemse <nick.willemse@> wrote:
> >
> > Hi Everyone,
> >
> > I'm trying to add Risk and R-Multiples to the TradeList. I've looked
> > at the example using MaxLossPercent to add r-multiples and that is
> > pretty straight forward. However, my risk per trade is based on some
> > multiple of the ATR. So I put the risk points per trade in an array,
> > then I tried using the addtocomposite and Foreign functions to get
> > this array to the backtester section, but it seems that all the data
> > is zero when it gets to the backtester. Is there any other way to
> > make this array holding the risks per trade available to the
> > backtester to output this for each trade?
> >
> > Here's some of the code:-
> >
> >
> > Risk = 2.5 * ATR(14);
> > i = 0;
> > MSL = 0;
> > for( bar=1; bar < BarCount; bar++)
> > {
> > if (Buy[bar] == 1 OR Short[bar] == 1)
> > {
> > MSL[i] = Risk[bar];
> > // _TRACE("MSL = " + MSL[i]); //this outputs correct values
> > i++;
> > }
> > }
> > AddToComposite( MSL,"~MSL","V", atcFlagDeleteValues |
> > atcFlagEnableInBacktest); // if i plot this it looks fine
> >
> > ...
> >
> > if(AAAction == actionPortfolio)
> > {
> > MSL = Foreign("~MSL", "X",0);
> > _TRACE("MSL=" + MSL[0]); // this output 0 for every index in the
> > array
> > ...
> >
> > }
> >
> >
> >
> > Nick
> >
>
