[amibroker] Re: Percent Volatility Position Sizing

[rise_t575]

Thank you Mike.

My knowledge of the custom backtester is still pretty limited (my first
try), although I have been readining everything I could get my hands on.

Now the ticker symbols the _TRACE window is giving me are completely
different (exclusive) than the ticker symbols that come up in the
backtesting window.

Could someone look over the code & tell me what is wrong here?

Thanks in advance!


_SECTION_BEGIN( "Money Manager: Percent Volatility" );
systemMMVolatilityPercent = Param( "Percent", 2, 0.1, 10, 0.1 );
systemMMVolatilityATR = Param( "ATR Period", 20, 1, 250, 1 );
_SECTION_END();

StaticVarSet( "MyAtr"+Name( ), ATR(systemMMVolatilityATR) );

SetCustomBacktestProc("");

if ( Status( "action" ) == actionPortfolio )
{
     bo = GetBacktesterObject();
     bo.PreProcess();

     for ( bar = 0; bar < BarCount; bar++ )
     {
         for ( sig = bo.GetFirstSignal( bar ); sig; sig =
bo.GetNextSignal( bar ) )
         {
             if(sig.IsEntry())
             {
                 CurrentEquity = bo.Equity;
                 Test = StaticVarGet( "MyAtr"+sig.Symbol);
                 _TRACE(sig.symbol + " " + NumToStr(Test[bar])+" " + " "
+ NumToStr(bar));
//                units = CurrentEquity * ( systemMMVolatilityPercent /
100 ) / Test[bar];
//                sig.PosSize = sig.Price * units;
             }
         }
         bo.ProcessTradeSignals( bar );
     }
     bo.PostProcess();