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You need to use custom backtest code to loop through the trads and
calculate the std dev of the results, and add this in the backtest
report
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
On 07/02/2008, jim fenster <normanjade@xxxxxxxxx> wrote:
> 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
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
> >> Please note that this group is for discussion
>
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>
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>
>
>
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>
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>
>
>
>
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>
>
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>
>
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>
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>
>
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>
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>
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>
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>
>
>
>
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> >>
>
>
>
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