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Re: [amibroker] std deviation formula



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AFAIK There is no way to access data in the reports directly from afl. Actually I just posted a suggestion on the feedback site for this. If you, or anyone else, would like to have this function implemented you can add your support in a comment to the suggestion.


If more users like this function perhaps Tomasz will consider adding it. It would allow you to plot any data from the Backtest report on your charts. The proposed function could look like this; NetProfit = EquityStat("Net % Profit"); 

Simply passing the column header as an argument would return the column-array for plotting. 


I suppose there would be a solution to your problem using the Custom Backtester, however, I am not familiar with the CBT. Perhaps someone else can jump in with a solution?


best regards,

herman




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Wednesday, February 6, 2008, 4:30:30 PM, you wrote:


> but how would i apply that to my trade results?Isn't

> that related to the price bars? How would I reference

> my actual past trades?

> --- Herman <psytek@xxxxxxxx> wrote:



> ---------------------------------


> I suppose you have looked at





> SYNTAX StDev( ARRAY, periods ) 


> RETURNS ARRAY 


> FUNCTION Calculates moving standard deviation of the

> ARRAY over periods bars 


> EXAMPLE stdev( close, 10 ); 





> herman





> For tips on developing Real-Time Auto-Trading systems

> visit:


> http://www.amibroker.org/userkb/





> Wednesday, February 6, 2008, 3:28:45 PM, you wrote:





>> I am trying to get the standard deviation of my

> results show up as a 


>> statistic in the automatic analysis columns. I know

> how to get a 


>> column to show up in there. I don't know how to

> write in the standard 


>> deviation formula exactly. 


>> How can I write in the formula of standard

> deviation? It has to be 


>> each trade minus the mean results etc. I can call up

> values like # 


>> trades etc but trade by trade? How do I do that if I

> don't know the 


>> How do you program that? Seems like there is a way

> but tough to do for 


>> me.








>> Jim











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