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Hello,
It can be as simple as:
ValueWhen( Buy, HHV( C, 20 ) );
but you need to describe FINAL goal that you are after, so
actually best solution
can be offered
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Wednesday, February 13, 2008 2:39
AM
Subject: [amibroker] Backtesting and
Custom Metrics: How to determine HHV at date of Buy?
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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