Advance Money Management Script debug.

Advance Money Management Script debug.

tdtran
2010-05-27 08:38:48

Hi,

I want to get the minimum close value of a position in the OnEndPeriod event.

I think this can be done by something like

double maxClose = pos.GetValueFromFormula("mc = SEARCHFOR __?__ " pos.BarsSinceEntry ") ","mc") ;

1. Could you please advise on how I can achieve this.

2. Furthermore the documentation for MMDrivers shows there is a Max and Min function,
however when I try to use these in the script, I get an error message saying they are undefined. If these function exists,
could I use these instead?

3. How would you go about debugging these scripts. I.e. can you trace the scripts as they run,
print out debug messages somewhere, or execute sub sections of the script etc.
I understand there is a Divers.Output function, but where does the output go?

cheers.

QuantShare
2010-05-27 10:39:24

Best Answer

Hi,

1 - Here is how you can get the minimum close price since the position was entered:
MMPosition pos = Portfolio.GetPosition("SYMBOL");
MMParser parser = Data.ParseFormula("a = llv(close, " + pos.BarsSinceEntry + ");");
TimeSeries min = parser.GetTimeSeries("SYMBOL", "a");
double value = min[0]; // Get the last value

2 - These functions were removed; we are currently updating the documentation.

3 - To debug a money management script, use the "Divers.Output" function
Example:
Divers.Output("Min close price: " value);

Outputs can be found in the Simulator Report, under the "Details" tab.
Select a date to display the log or output you generated for that date.

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