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Sorry to jump in here, GP, but instead of ATC, can I not get to the
HHV via:
for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() )
{
TradeName=trade.symbol;
HiHiV20 = HHV(Foreign(TradeName,"C"),20);
. . . .
}
I've always done it like this, but wonder whether this alignment is
an issue then ???
PS
--- In amibroker@xxxxxxxxxxxxxxx, "gp_sydney" <gp.investment@xxx>
wrote:
>
> One issue you have is that by calculating the HHV in the custom
> backtest procedure, the results may not be the same as if it were
> calculated in the main AFL code. That's because the Foreign function
> aligns the stock to the bar dates of the backtester, and 20 custom
> backtest bars may not be the same as 20 bars of the original stock
> chart. To get around that, you need to calculate HHV in the main AFL
> and then pass it to the backtester using AddToComposite.
>
> To then get the values you want on the entry dates, you could just
> note the value on each entry date as the entries are processed,
> storing them in dynamic variables or possibly in a writeable unused
> field of the Trade object. Otherwise, as you run through the closed
> trades, you could get the entry date/time and search for that
> date/time in the relevant HHV array (using Foreign again to get the
> HHV array).
>
> For the price a certain number of bars from the entry date, you have
> the same problem of bar realignment in the custom backtester. If
> you've removed redundant buy signals in the main AFL code, you could
> perhaps create a BarsSince(Buy) array, pass that to the custom
> backtester as an ATC, and use that to find which bar in the custom
> bactester is the correct number of bars from the buy (assuming it's
> after the buy date and not before).
>
> Regards,
> GP
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "justjuice200" <justjuice200@>
wrote:
> >
> > 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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