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Re: [amibroker] Backtesting and Custom Metrics: How to determine HHV at date of Buy?



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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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