I'm puzzled why the call and processing of the custom backtester is happening
before the array processing of the actual trading signals? Doesn't it have to
be the other way around?
/*********************************/
For example:
// Phase 1
Buy = MybuyRules;
Sell = MySellRules;
PositionScore = MyPositionOrdering;
// Phase 2
SetCustomBacktestProc("");
if( Status("action") == actionPortfolio )
{
// Now do any modifications to the signals that were
// generated from the code above and/or produce additional
// statistics based on those signals.
}
/*********************************/
It is strange for me to think of a "phase 2" to be called before a "phase 1".
But that is what is in all the documentation. I know I'm missing something,
can someone fill me in?
Thanks.
