Hi Forum,
I would like to add to BackTesting a gap column.
My problem is to know which bar belongs to trade.
How can i implement this? How can i ask the BarIndex() or the trade.entryBar during backtesting?
Thx in advance, Zoltan.
SetCustomBacktestProc("");
/* Now custom-backtest procedure follows */
if( Status(“action”) == actionPortfolio )
{
bo = GetBacktesterObject();
bo.Backtest(1); // run default backtest procedure
for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() )
{
trade.AddCustomMetric("Commission", trade.GetCommission());
trade.AddCustomMetric("Commission / PositionValue", trade.GetCommission() / trade.GetPositionValue(), 8);
//SetForeign( trade.Symbol );
/*
***************************************************
* I am interesting of the bar in case of trading. *
* Similar as trade.entryBar *
* myTradeEntryBar = trade.EntryBar; *
***************************************************
*/
myTradeEntryBar = 1000;
trade.AddCustomMetric("todayOpen", O[myTradeEntryBar] );
trade.AddCustomMetric("yesteradyClose", C[myTradeEntryBar - 1] );
trade.AddCustomMetric("GapFromClose", O[myTradeEntryBar] / C[myTradeEntryBar - 1] - 1 );
}
bo.ListTrades();
}
fast = Optimize(“fast”, 12, 5, 20, 1 );
slow = Optimize(“slow”, 26, 10, 25, 1 );
Buy=Cross(MACD(fast,slow),Signal(fast,slow));
Sell=Cross(Signal(fast,slow),MACD(fast,slow));
Short = Cover = False;