Combining two Custom Backtest Procedures

[jptrader]

Hello,

I have the following two custom backtest procedures, the first one is related with additional metrics, the second one with scaling out positions. They work fine separately, but when I try to combine them in the same code, something doesn't work properly, I get weird results.

I have tried to mix them in several ways, but I was unable to find the correct one.

I guess the solution is quite simple for many expert users in this forum, but I can't figure it out.

I'll appreciate if someone would help me with this.

Thanks on beforehand.

Regards.

1)

SetCustomBacktestProc(""); 
 if( Status("action") == actionPortfolio )
{
    bo = GetBacktesterObject();
    bo.Backtest();
    st = bo.GetPerformanceStats(0); 
    bo.AddCustomMetric("Win/Loss", abs(st.GetValue("WinnersAvgProfitPercent")/st.GetValue("LosersAvgLossPercent")));
    bo.AddCustomMetric("Score", (st.GetValue("CAR") * (1 + (st.GetValue("MaxSystemDrawdownPercent")/100))^1.5)*(100/15.000));
    bo.AddCustomMetric("VA", VA);
    bo.AddCustomMetric("VB", VB);
}

2)

EachPosPercent = 10; 

SetOption("UseCustomBacktestProc", True ); 

if( Status("action") == actionPortfolio )
{
  bo = GetBacktesterObject();
  
  bo.PreProcess();
 
  for(bar=0; bar < BarCount; bar++)
  {
   bo.ProcessTradeSignals( bar );
   CurEquity = bo.Equity;
  
  for(Pos = bo.GetFirstOpenPos(); Pos; Pos = bo.GetNextOpenPos() )
  {
   Posval = Pos.GetPositionValue();
   Diff   = Posval - 0.01 * EachPosPercent * CurEquity;
   Price  = Pos.GetPrice( bar, "C" );
   if(Diff != 0 AND
    Diff       > 0.05 * CurEquity AND
    abs(Diff ) > Price )
  {
   bo.ScaleTrade(bar, Pos.Symbol, Diff < 0, Price, abs(Diff ) );
  }}}
  bo.PostProcess();}

[jptrader]

Hello,

Finally, I could figure out how to solve the problem, so I'm going to answer myself, just in case someone else would have a similar doubt.

The code works fine as it is shown below

Regards

SetCustomBacktestProc(""); 

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

  for(bar=0; bar < BarCount; bar++)
  {
    bo.ProcessTradeSignals( bar );
    CurEquity = bo.Equity;
  
    for(Pos = bo.GetFirstOpenPos(); Pos; Pos = bo.GetNextOpenPos() )
    {
	  Posval = Pos.GetPositionValue();
      Diff   = Posval - 0.01 * InitialPosition * CurEquity;
      Price  = Pos.GetPrice( bar, "C" );
      if(Diff != 0 AND Diff > (ScaleOutSignal/100) * CurEquity AND abs(Diff) > Price)
      {
        bo.ScaleTrade(bar, Pos.Symbol, Diff < 0, Price, abs(Diff ));
      }
    }
  }
  bo.PostProcess();
  st = bo.GetPerformanceStats(0); 
  bo.AddCustomMetric("Win/Loss", abs(st.GetValue("WinnersAvgProfitPercent")/st.GetValue("LosersAvgLossPercent")));
  bo.AddCustomMetric("Score", (st.GetValue("CAR") * (1 + (st.GetValue("MaxSystemDrawdownPercent")/100))^1.5)*(100/15.000));
  bo.AddCustomMetric("VA", VA);
  bo.AddCustomMetric("VB", VB);
  }