What documentation are you referring to? Signals are processed first, then custom backtest code iterates bar by bar to process those Signals. Phase 2 follows Phase 1, as you would expect.
Mike --- In [email protected], "Ronen" <ronen.ma...@...> wrote: > > 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. >
