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[amibroker] Re: adding trade signals to backtest stats?????? IS This a Dumb question...?



PureBytes Links

Trading Reference Links

As stated, those are the individual trades, not the backtest results 
or metrics, the latter of which being what can be added to via custom 
backtest metrics.  

If you have an optimize statement in your code and you click it you 
get one row in the AA output for every combination of variables you 
have in your optimize statement.  These rows contain the same 
information as a backtest in thirty some variables.  They are not 
arrays and they are not trade oriented.

If you are wanting to get output of the trade list and other 
conditions at the time of buys then:

- Click the backtest button to get the trade list and export it
- Write a Filter = Buy == 1;
- Write AddColumn statements to show the other information you want.
- Click the explore button to get the other information and export it.

This then will give you two files that are easily combined in Excel.

All of this could be done in a single operation with automation if 
desired, but that's a separate subject.


--- In amibroker@xxxxxxxxxxxxxxx, "coba702002" <coba702002@xxxx> 
wrote:
> 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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SUPPORT {at} amibroker.com

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