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If i do a backtest i will get results based on indivdual trades in
the AA window based on my buy sell short and cover rules... so isn't
that "one per trade" vs "one per backtest " as you stated??
Ticker Trade Date Price Ex. date Ex. Price % chg
Profit % Profit Contracts Position value Cum.
Profit # bars Profit/bar MAE MFE Scale In/Out
Initial risk $ R-Multiple ZLR(L) HV Expectancy
(per risk)
YM #f Long 6/9/05 12:59:00 PM 10546 6/9/05 1:04:00 PM
10544 -0.02% -14.38 -1438.00% 1 1.00 -14.38
2 -7.19 -0.02% 0.06% 0/0 0.10 -143.80
0.97 -143.80
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
> Backtest metrics as shown in the reports are typically variables
i.e.
> one per backtest run as opposed to one per trade.
>
> If you want to show metrics related to what was going on at the
entry
> bar then use Explore with a filter = Buy == 1 or whatever.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "coba702002" <coba702002@xxxx>
> wrote:
> > THANK YOU for a comment... I think you misunderstood my
question...
> I
> > probably didn't explain it well... What i am trying to do is add
> > custom backtest results to the AA results window when you do a
> > backtest, showing the indivudual trades taken based on your buy
> sell
> > rules.
> >
> > What im looking to add in the custom backtest results for example
> is
> > >>> trade.AddCustomMetric("ZLR(L)", ZLR); which is a trigger that
i
> > have coded based on 7 parameters, such as total volume- MA -
price -
>
> > etc. I hope this makes more sense. i currenty get no results for
> the
> > above snipett of code. I think it has something to do with being
> > inside the backtest object??? Just my thought based on very
limited
> > programming skills
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx>
wrote:
> > > you can right click the results and se;lect "show trade arrows"
> > >
> > > or create a chart with the code and use Plotshapes to give
> buy/sell
> > arrows
> > >
> > > On 7/4/05, coba702002 <coba702002@xxxx> wrote:
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "coba702002"
> <coba702002@xxxx>
> > wrote:
> > > >
> > > > Can't seem to get any comments? either my email is
blacklisted
> or
> > its a
> > > > dumb question, or its so easy nobody thinks it deserves and
> > answer...
> > > > or??? :))
> > > >
> > > > > 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
> > > > >
> > > > > ie: i want to see what the bull vs bear volume was when the
> > trade
> > > > > triggered on a buy signal?
> > > >
> > > >
> > > >
> > > >
> > > > Please note that this group is for discussion between users
> only.
> > > >
> > > > To get support from AmiBroker please send an e-mail directly
to
> > > > SUPPORT {at} amibroker.com
> > > >
> > > > For other support material please check also:
> > > > http://www.amibroker.com/support.html
> > > >
> > > >
> > > > Yahoo! Groups Links
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > >
> > >
> > > --
> > > Cheers
> > > Graham
> > > http://e-wire.net.au/~eb_kavan/
Please note that this group is for discussion between users only.
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