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That worked quite well. Thanks very much!
--- In amibroker@xxxxxxxxxxxxxxx, "gp_sydney" <gp.investment@xxx> wrote:
>
> Use StaticVarSet and StaticVarGet.
>
> Regards,
> GP
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "davemabe2000" <davemabe@> wrote:
> >
> > Thanks, GP.
> >
> > I just tested various ways of using VarSetText and VarGetText, but it
> > looks like those variables aren't available within the custom backtest
> > loop - they were all blank when I tried to retrieve them from in
there.
> >
> > Is there another way to do it without using the low-level interface?
> > Perhaps I could write them all to a csv file and then read from the
> > csv file from within the custom backtest loop. Can anyone think of a
> > better way?
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "gp_sydney" <gp.investment@> wrote:
> > >
> > > Two possibilties I can think of are to either use dynamic
variables to
> > > save the reason values for each sell signal, and then read those
> > > variables in the custom backtester, or implement the stop
algorithm in
> > > the custom backtester. That would require using the low-level
> > > interface though.
> > >
> > > If you use dynamic variables, you'll need to use the date as part of
> > > the variable name, as bar numbers will be different in the custom
> > > backtester. For example, as you set the Sell array indication, and
> > > assuming you have used "dt = DateTime()" somewhere, add:
> > >
> > > VarSet("Ex"+Name()+DateTimeToStr(dt[i]), <your reason code>);
> > >
> > > Then in the custom backtester, something like:
> > >
> > > reason =
VarGet("Ex"+trade.Symbol+DateTimeToStr(trade.ExitDateTime));
> > > trade.AddCustomMetric("Exit Reason", reason);
> > >
> > > I haven't tried this, so can't guarantee it will work, and you may
> > > need to play around with exact dates depending on your trade delays,
> > > as the exit date may not match the Sell signal date. Also not
sure if
> > > you can use ordinary dynamic variables or you have to use static
ones.
> > > If you can't get it to work, add _TRACE statements and use DebugView
> > > to see exactly what dates you're getting in both places.
> > >
> > > Regards,
> > > GP
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "davemabe2000" <davemabe@> wrote:
> > > >
> > > > I'm implementing my own stops via the loop as described in the
> "Coding
> > > > your own custom stop types" section of this page:
> > > >
> > > > http://www.amibroker.com/guide/h_backtest.html
> > > >
> > > > I'd like to add a column to the backtest report for "Reason For
> Exit"
> > > > depending on which branch of my custom exit strategy was invoked.
> > > > I've seen the examples in the help file for "Adding custom
backtest
> > > > metrics". The problem is that there is no way to determine what
> > > > happened in my custom stop loop using anything in the Trade object
> > > > from the backtester.
> > > >
> > > > http://www.amibroker.com/guide/a_custombacktest.html
> > > >
> > > > Is there some way I can store information from within my stop loop
> > > > that can be easily retrieved from within the loop in the backtest
> > > > section of code that loops through the closed trades so my custom
> > > > metric can be added?
> > > >
> > >
> >
>
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