I'm coding custom back testing procedure where I want to calculate position size based on some data array. Say, I've got "precooked" MyDataArray[] (just for example here it's LLV of lows) and want to use it. What I'm observing inside of Phase2 loop it all the time returns me a 0 value for any element of MyDataArray. Is that normal? I may do not well understand internals of AFL run-time but this seems to be a simple thing that I'm trying to solve for the whole couple hours 
. Simple snippet below will show what I mean. It's really looks strange that I can't use previously created data array.
Even more interesting, run-time goes through code twice (see _TRACE output) and on the second run MeDataArray is zeroed. Why? Anybody can help with this issue or point me out where I'm going wrong way?
TIA
. Simple snippet below will show what I mean. It's really looks strange that I can't use previously created data array. Even more interesting, run-time goes through code twice (see _TRACE output) and on the second run MeDataArray is zeroed. Why? Anybody can help with this issue or point me out where I'm going wrong way?
Code:
MyDataArray=LLV(L,5);
_TRACE("*** (1) MyDataArray: "+MyDataArray[0]);
Buy=1;
Sell=1;
Short=1;
Cover=1;
SetOption("UseCustomBacktestProc",True);
_TRACE("*** (2) ***");
if(Status("action")==actionPortfolio)
{
bo = GetBacktesterObject();
bo.PreProcess();
for (bar = 0; bar < BarCount; bar++)
{
_TRACE("MyDataArray["+bar+"]: "+MyDataArray[bar]);
}
bo.PostProcess();
}
_TRACE("*** (3) ***");TIA