Using backtester from .NET

MaPeriod = 20;

MyTypicalPrice = (High + Low + 2 * Close) / 4;

MyMa = MA(MyTypicalPrice, MaPeriod);

Plot(MyMa, "MyMa", colorBlack, styleThick);

MyFastEma = EMA(Close, 5);

Plot(MyFastEma, "Ema5", IIf(MyMa < MyFastEma, colorDarkGreen, colorBrown), styleLine);

PlotOHLC(Open, High, Low, Close, "Close", colorBlack, styleCandle);

Buy = Cover = Cross(MyFastEma, MyMa);

Short = Sell = Cross(MyMa, MyFastEma);

BuyPrice = ShortPrice = Open;

SellPrice = CoverPrice = Close;

PlotShapes(IIf(Buy, shapeUpArrow, shapeNone), colorGreen, 0, BuyPrice);

PlotShapes(IIf(Sell, shapeDownArrow, shapeNone), colorRed, 0, SellPrice);

PlotShapes(IIf(Short, shapeHollowDownArrow, shapeNone), colorRed, 0, ShortPrice);

PlotShapes(IIf(Cover, shapeHollowUpArrow, shapeNone), colorGreen, 0, CoverPrice);

SlippageLong =Param("Slippage (Long)", 1, 0, 10, 1);

SlippageShort =Param("Slippage (Short)", 3, 0, 10, 1);

SlippageTickSize =Param("Slippage Tick Size)", 0.01, 0, 10, 0.0001);

SetOption("UseCustomBacktestProc", True );

SetOption("PriceBoundChecking", False);

BasicSampleCS8();

[ABMethod]

public void BasicSampleCS8()

{

     try

     {

         float slippageLong = ATAfl.ReadFrom("SlippageLong").GetFloat();

         float slippageShort = ATAfl.ReadFrom("SlippageShort").GetFloat();

         float tickSize = ATAfl.ReadFrom("SlippageTickSize").GetFloat();

         if (AFMisc.StatusAction() == Action.Portfolio)

         {

             Backtester bo = AFTools.GetBacktesterObject();

             bo.PreProcess();

             for (int bar = 0; bar < BarCount; bar++)

             {

                 for (Signal sig = bo.GetFirstSignal(bar); sig != null; sig = bo.GetNextSignal(bar))

                 {

                     if (!sig.IsEntry())     // if exit signal

                     {

                         if (sig.IsLong())

                             sig.Price = sig.Price - slippageLong * tickSize;

                         else

                             sig.Price = sig.Price + slippageShort * tickSize;

                     }

                 }

                 bo.ProcessTradeSignals(bar);

             }

             bo.PostProcess();

         }

         else

             if (tickSize == ATFloat.Null || tickSize == 0.0f)

                 throw new Exception("TickSize must be set for the ticker!");

     }

     catch (Exception e)

     {

         // present error message on indicator panel and the Log-Trace window

         YException.Show("Error while executing indicator.", e);

     }

 }