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Can anyone get me pointed in the right direction?
I want to be able to display information about what got me into a
trade along with the backtest stats and add it to the AA window as
part of the individual trades after i do a backtest scan
So if i start with this code
/* First we need to enable custom backtest procedure and
** tell AmiBroker to use current formula
*/
SetCustomBacktestProc("");
MaxLossPercentStop = 10; // 10% max. loss stop
/* Now custom-backtest procedure follows */
if( Status("action") == actionPortfolio )
{
bo = GetBacktesterObject();
bo.Backtest(1); // run default backtest procedure
SumProfitPerRisk = 0;
NumTrades = 0;
// iterate through closed trades first
for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade
() )
{
// risk is calculated as the maximum value we can loose per
trade
// in this example we are using max. loss stop
// it means we can not lose more than (MaxLoss%) of invested
amount
// hence ris
Risk = ( MaxLossPercentStop / 100 ) * trade.GetEntryValue();
RMultiple = trade.GetProfit()/Risk;
trade.AddCustomMetric("Initial risk $", Risk );
trade.AddCustomMetric("R-Multiple", RMultiple );
SumProfitPerRisk = SumProfitPerRisk + RMultiple;
NumTrades++;
}
expectancy3 = SumProfitPerRisk / NumTrades;
bo.AddCustomMetric( "Expectancy (per risk)", expectancy3 );
bo.ListTrades();
}
// your trading system here
ApplyStop( stopTypeLoss, stopModePercent, MaxLossPercentStop );
fast = Optimize("fast", 12, 5, 20, 1 );
slow = Optimize("slow", 26, 10, 25, 1 );
Buy=Cross(MACD(fast,slow),Signal(fast,slow));
Sell=Cross(Signal(fast,slow),MACD(fast,slow));
And i have this signal in my charting code for example:
MAuvchkBull=IIf(MAuv>(1.5*MAdv),1,0);
or this
EntrySignal = C > ( LLV( L, 20 ) + 2 * ATR( 10 ) );
How can i call that and get it in my backtest stat info????
i tried this and get blank colums
trade.AddCustomMetric("Entry", EntrySignal );
Please get me pointed in the right direction so i can finish this
weekend
Thanks for any comments
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