Many years ago, on the old Yahoo mailing list, there was a brief discussion of writing phase 2 custom backtest code with C++. I'm unable to locate those messages now. Does anyone have a code example showing how to access phase 2 signals with C++?
It is advised not to call custom backtester from C++ because custom backtester will eventually move from OLE/COM to faster native solution and then your code will break. This change is on the internal to-do list already.
I will send you the code via PM, but you have been warned, the code will break as soon as CBT interface stops using COM.