Re: [amibroker] Adding Column to Backtester

[Graham <kavemanperth@xxxxxxxxx>]

You have 2 ways to add normal values to the advanced code as far as I
ahve worked out
Use staticvarset and staticvarsettext in your normal code and then the
gets in the advanced code
The other is to create composites of the values you want to transfer
to the advanced code in your normal formula. You can then use the
foreign to pull this data into the advanced code. This may also
require the use of a function that tomasz provided for finding equity
at a certain date. Here is a part of the code, this is a astarting
point only, youi will need to deternine how to actually use it


from response by Tomasz............................
/*Hello,

I have been asked how to access portfolio Equity to calculate some
trade statistics
in new portfolio backtester interface, so I have modified the code
from example 3,
to show you how. the calculations remain the same, all I did it to add 2 extra
columns with per-trade metrics: "equity at entry" AND "Risk as % of
equity at entry".

The code follows. Newly added lines are marked with // ADDED LINE
comment.
Refer to http://www.amibroker.com/newsletter/01-2005.html for more details.

/* First we need to enable custom backtest procedure and
** tell AmiBroker to use current formula
*/

SetCustomBacktestProc("");

function FindEquityAtDateTime( eq, dt, Value )
{
   found = -1;
   for( i = 0; i < BarCount AND found == -1; i++ )
   {
      if( dt[ i ] == Value ) found = i;
   }

   return IIf( found != -1, eq[ found  - 1 ], Null );
}

/* Now custom-backtest procedure follows */
if( Status("action") == actionPortfolio )
{
    bo = GetBacktesterObject();

    bo.Backtest(1); // run default backtest procedure

   // ADDED LINE
    dt = DateTime();

   // ADDED LINE
   // at this stage (after Backtest() call) portfolio equity symbol is updated
   // so we can use it to obtain current values
   eq = Foreign("~~~EQUITY", "C" );

   // iterate through closed trades first
   for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() )
   {
       // ADDED LINE
      EquityAtEntry = FindEquityAtDateTime( eq, dt, trade.EntryDateTime );
}
}



-- 
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm


On 18/06/06, PKJR <TradingIQ@xxxxxxxxx> wrote:
> Hi All - small dilemma here.. I would like to add a column to the
> backtester results..I know I can us a custom metric that is derived
> from backtester results and add a column this way but how about adding
> a column that contains data not derived from backtester object but
> rather from an array in your main AFL code?
>
> is there a way to pass an outside array to custom backtester object?
> BTW my custom backtesting procedure is in a separate AFL file
>
> Paul
>
>
>
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