Re: [amibroker] Re: Custom Backtester Procedure

["Keith McCombs" <kmccombs@xxxxxxxxxxxx>]

Ray --

Here is the code snippet that adds two columns to the AA trade list.  Hope this helps.

Sorry for the double spacing.  I'm on vacation with a much to old laptop that is full of quirks I can't fix.

 

I agree, we need a lot more, and dumbed down, info on CBT.  A larger variety of examples would be helpful.

Maybe we could get Howard Bandy or Herman (Intro to ATC) to work on this??

-- Keith

 

SetCustomBacktestProc("");

if( Status("action") == actionPortfolio )

{

bo = GetBacktesterObject();

NoTradeList=True;

bo.Backtest(NoTradeList);

PosSumProfit = 0;

NegSumProfit = 0;

// iterate through closed trades first

for(trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade())

{

profit = trade.GetProfit();

if(profit >= 0)PosSumProfit = PosSumProfit + profit;

else NegSumProfit = NegSumProfit + profit;

trade.AddCustomMetric("Profit so far", PosSumProfit);

trade.AddCustomMetric("Loss so far", NegSumProfit);

}

// iterate through eventually still open positions

for(trade = bo.GetFirstOpenPos(); trade; trade = bo.GetNextOpenPos())

{

profit = trade.GetProfit();

if(profit >= 0)PosSumProfit = PosSumProfit + profit;

else NegSumProfit = NegSumProfit + profit;

trade.AddCustomMetric("Profit so far", PosSumProfit);

trade.AddCustomMetric("Loss so far", NegSumProfit);

}

bo.ListTrades();

}

// Your system codes starts here

Sell = Cross(MACD(), Signal());

Buy = Cross(Signal(), MACD());

 

 

-------------- Original message --------------
From: "me_rayme" <rayme9@xxxxxxx>

Thanks Keith
Seems like we need more info on just how Custom BT works. So far I
believe it only affects the REPORT, not the AA view list.

I also just found some data in Knowlodge Base Apr 4 2006 page 2.

http://www.amibroker.com/kb/page/2/

I will try using trade.AddCustomMetric.

My main COMPLAINT is that the AA column listings have to be reset
each time to show the minutes. My main interest NOW is in the
Win/Loss ratio as I use ER2 one minute.

Also the ALERT OUTPUT column width also have to be set each day to
show minutes. I use this in a Auto trading concept where the Time and
Text is tranfered to a macro, which the buys and sells using another
front end and IB. TJ promised a fix on this last year!

I can see today TJ has put new info on "line thinner". Now TJ should
expand this further on "Custom Backtester".

Ray

--- In amibroker@xxxxxxxxxps.com, "Keith McCombs" <kmccombs@xx.>
wrote:
>
> Ray --I asked a very similar question two days ago, but
unfortunately
> have received no replies to it. I am repeating it below in hopes
that
> someone will be able to answer both our questions.==========
Original
> Questions =============1. Using custom backtester, high level, I
tried
> to add two columns to the AA view list. first column using:
> trade.AddCustomMetric("Profit so far", PosSumProfit); second column
> using: trade.AddCustomMetric("Loss so far", NegSumProfit);However,
what
> I get instead is one column with label for which ever happened
first. It
> contains both correct "Profit so far" and "Loss so far" values. 2.
I do
> not want all of the default columns, just ones I specify. Can I do
this
> with high level custom backtester? If not, then with what?
====================================Ray, I
> placed the trade.AddCustomMetric() statements inside the for()
loops.
> This places the column(s) on the AA tade list. Using
bo.AddCustomMetric()
> after the for() loops places the results on the Statistics page of
the
> Backtest Report (the backtest has completed). -- Keith
>
> -------------- Original message --------------
> From: "me_rayme" <rayme9@xxx>
>
> I have been studying it at
> http://www.amibroker.com/guide/a_custombacktest.html
>
> I have put my software in it as shown in the example by Paul Ho.
It
> works BUT all it shows is 3 items in the REPORT, Ave Profit/loss
%,
> AveProfit %, AveLoss %.
>
> What I want is to revise columns in the AA columns like Date, Ex
date
> to change WIDTH to show minutes ,etc and delete columns that I do
not
> require.
>
> Can this be done? Does anybody have software to do this.
>
> Ray
>
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