Oh - forget my last question; I've just noticed it in the code.
--- In [email protected], "rise_t575" <ris...@...> wrote:
>
> Thanks Mike.
>
> I'm using Quotes Plus as a database and had some problems recently (crashes
> of AB when using too many GetExtraData calls), which is currently under AB
> support's investigation.
> Today I've noticed that I get signals (and trades) for indexes, although I
> have them excluded in AB's filter. Additional crashes as well.
> There suddenly seem to be strange things going on with my AB + QP
> installation...
>
> Thanks very much for trying.
>
> PS: How did you include the date in the trace output? Been trying this as
> well, but I couldn't find the corresponding function.
>
> --- In [email protected], "Mike" <sfclimbers@> wrote:
> >
> > Works fine for me. I've added a simple trading system to your code (as
> > well as a date to your Trace output).
> > Running it against the AmiBroker trial version database with a watchlist
> > of (AA, CAT, ^DJI) works fine. Note that trades are never taken for ^DJI
> > since there is insufficient equity (initial equity set to 10,000).
> > _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 ) );
> >
> > fast = MA( Close, 5 );
> > slow = MA( Close, 50 );
> > Buy = Cross( fast, slow );
> > Sell = Cross( slow, fast );
> > SetPositionSize( 2, spsPercentOfEquity );
> >
> > SetCustomBacktestProc( "" );
> >
> > if ( Status( "action" ) == actionPortfolio )
> > {
> > bo = GetBacktesterObject();
> > bo.PreProcess();
> > dates = DateTime();
> >
> > 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( NumToStr( dates[bar], formatDatetime ) + " " +
> > sig.symbol + " " + NumToStr( Test[bar] ) + " " + " " + NumToStr( bar )
> > );
> > // units = CurrentEquity * ( systemMMVolatilityPercent / 100 ) /
> > Test[bar];
> > // sig.PosSize = sig.Price * units;
> > }
> > }
> >
> > bo.ProcessTradeSignals( bar );
> > }
> >
> > bo.PostProcess();
> > }
> > 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();
> > >
> >
>
