Mike, I understand this (at least I think so). But at least for each *trade* displayed in the backtest window, there should be a corresponding *signal* in the trace window.
That's not the case. I cannot find one single ticker in the trace windows which is also displayed in the backtest window. --- In [email protected], "Mike" <sfclimb...@...> wrote: > > 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" <rise_t@> 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(); > > >
