[amibroker] Trade lists vs. signal list in custom backtester

[Markus Witzler]

Hello,

I have trouble understanding trade lists (open/closed) in custom backtester.

As opposed to signal lists which carry an index variable and thus only process 
signals for a specific bar, trade lists haven´t.

Consider the following code template in low-level CBT mode
SetCustomBacktestProc("");
if (Status("action") == actionPortfolio)
{
    bo = GetBacktesterObject(); //  Get backtester object
    bo.PreProcess();    //  Do pre-processing
    for (i = 0; i < BarCount; i++)      //  Loop through all bars
    {
        for (sig = bo.GetFirstSignal(i); sig; sig = bo.GetNextSignal(i))
        {       //  Loop through all signals at this bar
            . . . .
        }       //  End of for loop over signals at this bar
for (trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade())
{
    . . . .
}
for (trade = bo.GetFirstOpenPos(); trade; trade = bo.GetNextOpenPos())
{
    . . . .
}
        bo.HandleStops(i);      //  Handle programmed stops at this bar
        bo.UpdateStats(i, 1);   //  Update MAE/MFE stats for bar
        bo.UpdateStats(i, 2);   //  Update stats at bar's end
    }   //  End of for loop over bars
    bo.PostProcess();   //  Do post-processing
}
I understand, that each run, signal list is being processed for a different 
value of "i". But how is trade list being used. Since there is no index 
variable "i", I can´t figure out if trade objects are being searched for a 
different value of "i" than in signal list, or if whole list of trades (for all 
bars) is being processed at each occurrence of "i" in the main loop.

Can someone help me clear this up?

Thanks

Markus