RE: [amibroker] Re: position size based on all symbols [1 Attachment]

 
[Attachment(s) from Aron Pipa included below]

SetCustomBacktestProc( "" );

 

if( Status( "action" ) == actionPortfolio )

{

    bo = GetBacktesterObject();     //  Get backtester object

    bo.PreProcess();           //  Do pre-processing (always required)

 

    for( i = 0; i < BarCount; i++ )     //  Loop through all bars

    {

        n = bo.GetSignalQty( i , 1 );

 

        for( sig = bo.GetFirstSignal( i ); sig; sig = bo.GetNextSignal( i ) )

        {

            sig.PosSize = - 100 / n ;

        }

 

        bo.ProcessTradeSignals( i ); //  Process trades at bar (always required)

    }

 

    bo.PostProcess();         //  Do post-processing (always required)

}

 

 

From: pinaki_m77@yahoo.com [amibroker]
Sent: Tuesday, May 10, 2016 8:10 PM
To: amibroker@yahoogroups.com

Subject: [amibroker] Re: position size based on all symbols

 

 

My question was how do I find the value of this N.

 

__._,_.___

Attachment(s) from Aron Pipa | View attachments on the web

1 of 1 Photo(s)


Posted by: Aron Pipa <aron@myafl.com>
Reply via web post Reply to sender Reply to group Start a New Topic Messages in this topic (6)
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/


.

__,_._,___

Related Posts


EmoticonEmoticon

:)
:(
=(
^_^
:D
=D
=)D
|o|
@@,
;)
:-bd
:-d
:p
:ng
:lv