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PureBytes Links
Trading Reference Links
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A part of the site on Amibroker shows how you retrieve
data from the report like WinnersAvgProfit etc.
Also individual trades using getfirsttrades or
something.
http://www.amibroker.com/guide/a_custommetrics.html
But how would I use that data to really get the stdev?
Seems like Its not doable.
--- Herman <psytek@xxxxxxxx> wrote:
---------------------------------
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
For tips on developing Real-Time Auto-Trading systems
visit:
http://www.amibroker.org/userkb/
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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