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Parts of that code look familiar ;)
If volume is in terms of round lots i.e. 100's then that could be a
problem.
--- In amibroker@xxxxxxxxxxxxxxx, "egregory99" <everett2010@xxx>
wrote:
>
> I'm trying to count the number of trades taken with 60 day vol.
over
> and under 500,000. It is not counting right. The volume for over
> 500,000 always shows 0. Thanks for the help.
>
>
> SetCustomBacktestProc("");
>
> if( Status("action") == actionPortfolio )
> {
> bo = GetBacktesterObject();
>
> bo.Backtest(); // run default backtest procedure
>
> SumMAE = 0;
> NumTrades = 0;
> SumMFE = 0;
> NumTrades2 = 0;
> StaticVarSet("Counter1", 0);
> StaticVarSet("Counter2", 0);
>
> // iterate through closed trades first
> for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade
> () )
> {
> // here we sum up maximum adverse excursions
> SumMAE = SumMAE + trade.GetMAE();
> NumTrades++;
> SumMFE = SumMFE + trade.GetMFE();
> NumTrades2++;
>
> Counter1 = StaticVarGet("Counter1");
> Counter2 = StaticVarGet("Counter2");
> V60 = MA(V, 60);
> BI = BarIndex();
> LVBI = LastValue(BI);
> if (V60[LVBI] > 500000)
> Counter1 = Counter1 + 1;
> else
> Counter2 = Counter2 + 1;
> StaticVarSet("Counter1", Counter1);
> StaticVarSet("Counter2", Counter2);
> }
>
> // iterate through eventually still open positions
> for( trade = bo.GetFirstOpenPos(); trade; trade =
bo.GetNextOpenPos
> () )
> {
> SumMAE = SumMAE + trade.GetMAE();
> NumTrades++;
> SumMFE = SumMFE + trade.GetMFE();
> NumTrades2++;
>
> }
> averageMAE = SumMAE / NumTrades;
> bo.AddCustomMetric( "Avg. adverse excursion", averageMAE );
> averageMFE = SumMFE / NumTrades2;
> bo.AddCustomMetric( "Avg. favorable excursion", averageMFE );
>
> bo.AddCustomMetric( "Volume > 500,000", Counter1 );
> bo.AddCustomMetric( "Volume < 500,000", Counter2 );
> }
>
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