Ronen
Read the link you posted properly, it explains it clearly.
"In the next line we have "if" statement that enters custom backtest
formula if the analysis engine is in actionPortfolio (2nd phase of
portfolio backtest) stage. This is important as formula is executed in
both scanning phase (when trading signals are generated) and in actual
portfolio backtest phase. "if" statement allows us to enter custom
backtest procedure part only when analysis engine is in actual
backtesting phase."
Brenton
Ronen wrote:
Hi Mike
Thanks for your response. I'm referring to this...
http://amibroker.com/guide/a_custommetrics.html
<http://amibroker.com/guide/a_custommetrics.html>
If you notice, the buy and sell references in the code are listed
last, whereas in my example, I have it listed first which to me makes
more sense.
--- In [email protected] <mailto:amibroker%40yahoogroups.com>,
"Mike" <sfclimb...@...> wrote:
>
> 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]
<mailto:amibroker%40yahoogroups.com>, "Ronen" <ronen.marom@> 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.
> >
>
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