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Hi all,
I'm trying to add to backtester extra columns for:
Risk amount per share i.e. Entryprice - Maxstop level &
R multiple profit/loss
I have an ATR 14day max loss stop hung from the Low of day of Entry.
But can't get it to work: my code:
SetCustomBacktestProc("");
ATR14day = ATR(14); (HERE IS PROBLEM, it doesn't get
amount = 2*ATR14day; these values, I have no idea how)
stoplevel = Low - amount;
if( Status("action") == actionPortfolio )
{
bo = GetBacktesterObject();
bo.Backtest(1);
for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() )
{
Risk = trade.EntryPrice() - stoplevel;
Rmultiple = (trade.ExitPrice() - trade.EntryPrice) / Risk;
trade.AddCustomMetric("Risk", Risk );
trade.AddCustomMetric("R-multiple", Rmultiple );
}
bo.ListTrades();
}
I know that putting the following up there, doens't work.
ATR14day = ATR(14);
amount = 2*ATR14day;
stoplevel = Low - amount;
it doesn't get the values. Does anyone get what I'm trying to do?
and if so what method do i use to get these values read and used so I
can put my calculations for "Risk" and "Rmultiple" in backtester Columns?
Any help is greatly appreciated,
best regards.
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