Re: [amibroker] AddCustomMetric() for open positions

["Mark H" <amibroker@xxxxxxxxxxxxx>]

OK, I verified that open positions work if I handle them AFTER the main loop (loop through all bars) in CBT.
But it has problem within the main loop.

Here is the code:

If I put AddCustomMetric() after bo.ExitTrade(), it has no effect.

   if (sig.isExit())
   {
    pos = bo.FindOpenPos( sig.Symbol );
    if(pos) {
     lastC = pos.GetPrice(bar-1, "C");
     curO =pos.GetPrice(bar, "O");
     if(bo.ExitTrade(bar,sig.symbol,sig.Price))
     { 
      //!!!!!!!!!!!!!!!!!!!!! the folowing line has no effect!!!!!!!!
         pos.AddCustomMetric("OvernightGap", curO - lastC);
     _TRACE("EXIT: " + sig.symbol + "@" + sig.Price);
     }
    }
   }

If I put it before bo.ExitTrade(), the crach warning window of AB popped up:

   if (sig.isExit())
   {
    pos = bo.FindOpenPos( sig.Symbol );
    if(pos) {
     lastC = pos.GetPrice(bar-1, "C");
     curO =pos.GetPrice(bar, "O");
     //!!!!!!!!!!!!!!!!!!!!! the folowing line crash amibroker!!!!!!!!
     pos.AddCustomMetric("OvernightGap", curO - lastC);
     if(bo.ExitTrade(bar,sig.symbol,sig.Price))
     { 
      _TRACE("EXIT: " + sig.symbol + "@" + sig.Price);
     }
    }
   }


  ----- Original Message ----- 
  From: Tomasz Janeczko 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Tuesday, November 28, 2006 1:58 PM
  Subject: Re: [amibroker] AddCustomMetric() for open positions



  Hello,

  Are you sure ? Open positions and closed trades are handled by exactly the same class internally and I see
  no reason why it should not work. If in doubt send code that allows to reproduce the problem to support.

  Best regards,
  Tomasz Janeczko
  amibroker.com
    ----- Original Message ----- 
    From: Mark H 
    To: amibroker@xxxxxxxxxxxxxxx 
    Sent: Tuesday, November 28, 2006 6:47 PM
    Subject: [amibroker] AddCustomMetric() for open positions


    Tomasz:

    AddCustomMetric() has no effect on open positions. I want to add some custom metrics based on some calculations using values returned by GetPrice(). 

    AddCustomMetric() works fine for closed positions (trades), but then GetPrice() no longer works.

    Is this by design? 

    Thanks,

    - Mark

   
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