Custom Backtester Doesn't appear to provide all signals?

AFL Programming
#1

Hi All,

For some reason, when I use the code below I get a 'long' 'entry' signal on the 12/02/2007 but not on the 13/02/2007. So entering trades using the signals does not match the trades that are generated when I do not use the 'custom backtest'. Can someone please tell me where I'm going wrong?

Signals

SetTradeDelays( 0, 0, 0, 0 );

BuyPrice = ShortPrice = SellPrice = CoverPrice = Open;

SetOption( "MaxOpenPositions", 5 );

SetPositionSize( -20, spsPercentOfEquity );

RoundLotSize = 1; 

/*** Custom Backtest ***/

SetCustomBacktestProc(""); 

if( Status("action") == actionPortfolio ) 
{ 
    bo = GetBacktesterObject(); 
    
    bo.PreProcess(); //  Do pre-processing (always required)
    
    DateTimeValue = DateTime();
    
    for ( i = 0; i < BarCount; i++ )    //  Loop through all bars
    {
        CurrentOpenTrades = bo.GetOpenPosQty();
        
        for (sig = bo.GetFirstSignal(i); sig; sig = bo.GetNextSignal(i))
        {
            if ( sig.IsLong() )
            {
                if ( sig.IsEntry() ) // && TotalOpenTrades < MaxPos )
                {
                    _TRACE( "Share Bought - Symbol: " + sig.Symbol  );
                }
                else
                if ( sig.IsExit() )
                {
                    _TRACE( "Share Sold - Symbol: " + sig.Symbol );
                }
            }
        }
        
        bo.HandleStops(i);    //  Handle programmed stops at this bar
        bo.UpdateStats(i, 1); //  Update MAE/MFE stats for bar
        bo.UpdateStats(i, 2); //  Update stats at bar's end        
    }
    
    bo.PostProcess(); //  Do post-processing (always required)
}


....

Buy = Ref( BuySetup, -1 );

Sell = Ref( SellCondition, -1 );

PositionScore = ROC( C, 63 );

Buy  = ExRem( Buy, Sell );
Sell = ExRem( Sell, Buy );
#2

Just realised, I should have been using the following call...

SetBacktestMode( backtestRegularRaw );