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                                                   Advance Money Management Script debug.

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Trading Software
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

  0

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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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.