Hello,
I need to retrieve the first bar´s date
(neither the first signal´s nor the first trade´s) and store it as a static
variable for computation of a custom metric (bo.addcustommetric) in a later
step.
I figured it´s the following, but
supposedly, on can´t use datenum() in CBT? I only found properties for
retrieving bar´s date within signal or trade lists!
Thanks
Markus
- - - - - - - -
SetCustomBacktestProc
("");
if
(Status("action") ==
actionPortfolio)
{
bo =
GetBacktesterObject(); // Get backtester
object
bo.PreProcess();
// Do
pre-processing
bo.cash=bo.initialEquity=
1000000;
Heat=
0.1;
ATRmultiplier=
5;
for (i = 0; i < BarCount; i++) // Loop
through all bars
{
if
(i=0)
StaticVarSet("Date_first_portfolio_bar", DateNum(i));
for (sig = bo.GetFirstSignal(i); sig; sig = bo.GetNextSignal(i))
...