What you are generating is the information regarding the *signals*. What the backtest window lists are *trades*.
The two will not always be the same. Position size, max open positions, remaining equity, etc. all will play a role in allowing some signals to be traded while filtering out others. Mike --- In [email protected], "rise_t575" <ris...@...> wrote: > > 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(); >
