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I know this should be simple, but can't figure out how to code it in AFL. Many thanks in advance.
I want to add some custom metrics to the backtest report. For each trade, I want to show two things: 1) a 20-bar HHV at the date of the buy 2) a price at a certain number of bars away from the date of the buy.
So far what I have is the following (and not sure I'm on the right track either):
if (Status("action") == actionPortfolio){ bo=GetBacktesterObject(); bo.Backtest(1);
for (trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade()){ ticker=trade.Symbol(); symbolPriceArray=Foreign(ticker, "C", 1); Dateoftrade=trade.EntryDateTime(); BarNumOfTrade=....some Code Here... myHigh=HHV(symbolPriceArray,20)/*Also need some way to define the HHV with reference to the date of the buy*/ CloseTenDaysAgo=symbolPriceArray[BarNumOfTrade-10]; }
bo.ListTrades(); }
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