myBPV = 0
allowPyr = 0
curShares = 0
#---------------------------------------------------------------------------------
#End of Lists and Variables
#---------------------------------------------------------------------------------
#---------------------------------------------------------------------------------
#Get the raw data and its associated attributes [pointvalue,symbol,tickvalue]
#Read a csv file that has at least D,O,H,L,C - V and OpInt are optional
#Set up a portfolio of multiple markets
#---------------------------------------------------------------------------------
dataClassList = getData()
numMarkets = len(dataClassList)
portfolio = portfolioClass()
#---------------------------------------------------------------------------------
# SET COMMISSION, NUMBER OF BARS TO BACK TEST, AND RAMP UP FOR INDICATORS
#---------------------------------------------------------------------------------
commission = 100 # deducted on a round turn basis
numBarsToGoBack = 2000 # number of bars from the end of data
rampUp = 100 # need this minimum of bars to calculate indicators
sysName = 'TripleMA' #System Name here
#//////// DO NOT CHANGE BELOW /////////////////////////////////////////////////
for marketCnt in range(0, numMarkets):
listOfTrades[:] = []
marketPosition[:] = []
entryPrice[:] = []
myBPV = 0
allowPyr = 0
curShares = 0
#---------------------------------------------------------------------------------
#End of Lists and Variables
#---------------------------------------------------------------------------------
#---------------------------------------------------------------------------------
#Get the raw data and its associated attributes [pointvalue,symbol,tickvalue]
#Read a csv file that has at least D,O,H,L,C - V and OpInt are optional
#Set up a portfolio of multiple markets
#---------------------------------------------------------------------------------
dataClassList = getData()
numMarkets = len(dataClassList)
portfolio = portfolioClass()
#---------------------------------------------------------------------------------
# SET COMMISSION, NUMBER OF BARS TO BACK TEST, AND RAMP UP FOR INDICATORS
#---------------------------------------------------------------------------------
commission = 100 # deducted on a round turn basis
numBarsToGoBack = 2000 # number of bars from the end of data
rampUp = 100 # need this minimum of bars to calculate indicators
sysName = 'TripleMA' #System Name here
#//////// DO NOT CHANGE BELOW /////////////////////////////////////////////////
for marketCnt in range(0,numMarkets):
listOfTrades[:] = []
marketPosition[:] = []