Hi All,
Could anyone tell me why ALWAYS anything returned by ATR() is 0.0 within the
for loop in the Custom Backtester? I will be extremely grateful for your hints
here.
regards
/* CODE */
SetCustomBacktestProc("");
if( Status("action") == actionPortfolio ){
bo = GetBacktesterObject();
bo.InitialEquity = 100000;
bo.PreProcess();
Vlt = ATR(5);
for( i = 10; i < BarCount; i++ ) {
for( sig = bo.GetFirstSignal( i ); sig; sig = bo.GetNextSignal( i ) )
{
sig.PointValue = 10;
currentRisk = bo.Equity * risk;
sig.MarginDeposit = 1;
a = Vlt[i]; // a==0 ALWAYS HERE - WHY??
sig.PosSize = a+1;
}
bo.ProcessTradeSignals( i );
}
bo.PostProcess();
}