[amibroker] Re: Adding Columns to Backtester Output page

["Pavel" <pavelsluka@xxxxxxxxx>]

Hello,
I am trying to add an initial stop column to the "trade list" reprt 
of the backtester. I am able to add extra columns of e.g. Close, Low, 
etc arrays with trade.AddCustomMetric (code I am using is shown 
below - taken from the previous message). I would like to add columns 
that include other AFL functions, e.g. 3*ATR(15) for an initial stop. 
Does anyone know how this can be done?
With thanks,
Pavel.


function FindValueAtDateTime( array, dt, Value )
{
    found = -1;
    for( i = 0; i < BarCount AND found == -1; i++ )
    {
       if( dt[ i ] == Value ) found = i;    }
    result = Null;
    if( found != -1 ) result = array[ found ];
    return result;
}

SetCustomBacktestProc("");
dt = DateTime();

if( Status("action") == actionPortfolio )
{
    bo = GetBacktesterObject();
    bo.Backtest(1); // run default backtest procedure
    // iterate through closed trades and add some info
    for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade
() )
    {
	//Lookup Close at trade entry
	foi = Foreign( trade.symbol, "C" );
	temp = findvalueatdatetime( foi, dt, trade.Entrydatetime );
	trade.AddCustomMetric("Close", temp, 2);
	//Lookup Low at trade entry
	foi = Foreign( trade.symbol, "L" );
	temp = findvalueatdatetime( foi, dt, trade.Entrydatetime );
	trade.AddCustomMetric("Low", temp, 2);

    }
    bo.ListTrades();
}



--- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxx> wrote:
>
> It's not quite that easy. I had fits with this until Tomasz, 
incredible
> support guy that he is, helped me out. 
> 
>  
> 
> The problem isn't too difficult when you want a built-in metric, but
> when you want something different, for example, the actual price or 
the
> Industry group there are a couple of tricks. Take special note of 
the
> function preceding the SetCustomBacktestProc("") and this statement:
> 
> SetForeign(trade.Symbol);
> 
>  
> 
> Also note that there are two identical sections, one for closed 
trades
> and one for open trades.
> 
>  
> 
> I suggest anyone interested in adding stats columns to the back-
tester
> copy and modify this code (inserted before your Buy/Sell/Short/Cover
> statements) :
> 
>  
> 
> /********************* CUSTOM BACKTEST PROCEDURE 
********************/
> 
> function FindValueAtDateTime( array, dt, Value )
> 
> {
> 
>     found = -1;
> 
>     for( i = 0; i < BarCount AND found == -1; i++ )
> 
>     {
> 
>        if( dt[ i ] == Value ) found = i - 1; //Coded by Tomasz = i, 
but
> I want the value from the day BEFORE the signal
> 
>     }
> 
>     result = Null;
> 
>     if( found != -1 ) result = array[ found ];
> 
>     return result;
> 
> }
> 
>  
> 
> SetCustomBacktestProc("");
> 
> dt = DateTime();
> 
>  
> 
> if( Status("action") == actionPortfolio )
> 
> {
> 
>     bo = GetBacktesterObject();
> 
>     bo.Backtest(1); // run default backtest procedure
> 
>  
> 
>     // iterate through closed trades and add some info
> 
>     for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade
() )
> 
>     {
> 
>         SetForeign(trade.Symbol);
> 
>         trade.AddCustomMetric("Industry",IndustryID(1) ); //Want to 
see
> IndustryID by trade
> 
>         trade.AddCustomMetric("PScore",trade.Score,0);
> 
>         //Lookup actual price at trade entry
> 
>         foi = Foreign( trade.Symbol, "I" );
> 
>         temp = FindValueAtDateTime( foi, dt, trade.EntryDateTime );
> 
>         // _TRACE( "Temp=" + temp );
> 
>         trade.AddCustomMetric("Actual OI", temp/100 );
> 
>         //Lookup Volume at trade entty
> 
>         foi = Foreign( trade.Symbol, "V" );
> 
>         temp = FindValueAtDateTime( foi, dt, trade.EntryDateTime );
> 
>         trade.AddCustomMetric("Volume", temp, 0 );
> 
>  
> 
>     }
> 
>     // iterate through open trades and add same info
> 
>     for( trade = bo.GetFirstOpenPos(); trade; trade =
> bo.GetNextOpenPos() )
> 
>     {
> 
>         SetForeign(trade.Symbol);
> 
>         trade.AddCustomMetric("Industry",IndustryID(1)); //Want to 
see
> IndustryID by trade
> 
>         trade.AddCustomMetric("PScore",trade.Score,0);
> 
>         //Lookup actual price at trade entry
> 
>         foi = Foreign( trade.Symbol, "I" );
> 
>         temp = FindValueAtDateTime( foi, dt, trade.EntryDateTime );
> 
>         // _TRACE( "Temp=" + temp );
> 
>         trade.AddCustomMetric("Actual OI", temp );
> 
>         //Lookup Volume at trade entty
> 
>         foi = Foreign( trade.Symbol, "V" );
> 
>         temp = FindValueAtDateTime( foi, dt, trade.EntryDateTime );
> 
>         trade.AddCustomMetric("Volume", temp, 0 );
> 
>  
> 
>     }
> 
>     bo.ListTrades();
> 
> }
> 
>  
> 
>  
> 
> /********************** END C.B.T. PROCEDURE 
************************/



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