[amibroker] Incorrect Risk:Reward Stats in Backtest Report!

["dralexchambers" <dralexchambers@xxxxxxxxx>]

Hi,

My trading system is as follows:

LongSetup = Cross(PDI(8),MDI(8));
Longstop = Low - 0.0050; // This is FX: 50 points trailing stop
Stopbuy = High + 0.0005; // Buy point is 5 points above high of setup 
day

Buy = H>StopBuy;
BuyPrice = Max(Open,StopBuy);

Sell = L < LongStop;
SellPrice = Min(Open,LongStop);

Buy = ExRem( Buy, Sell );
Sell = ExRem( Sell, Buy );


This works fine in the backtester. However, the risk:reward ratio
stats are wrong.

Risk:Reward should be:

(SellPrice - BuyPrice) / (Stopbuy - Longstop)
[Reward]                        [Risk]

So...

How does Amibroker know that SellPrice, buyPrice, Stopbuy and
longstop are my variables to use for Stats calculations? It doesn't
seem to, therefore, the stats are wrong!!!

Alex


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