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The same code. The only distinction is that you need to run
INDIVIDUAL backtest
and use Static variable to save name
StaticVarSet("Symbol", Name() );
// Demo trading system
Short = Cover =
0;
Buy=Cross( MACD(), Signal() );
Sell=Cross( Signal(), MACD() );
// Using the CBT to retrieve/save
metrics
SetOption("UseCustomBacktestProc", True );
if( Status("action") ==
actionPortfolio )
{
bo = GetBacktesterObject();
bo.PreProcess();
MyHistStat1 = Null;
for(bar=0; bar <
BarCount; bar++)
{
bo.ProcessTradeSignals( bar
);
stats = bo.GetPerformanceStats( 0 );
MyHistStat1[ bar ] = stats.GetValue("UlcerIndex"); // any metric can be
retrieved
}
bo.PostProcess();
AddToComposite(
MyHistStat1, "~~~UI_" + StaticVarGet("Symbol") + "_HISTORICAL", "X",
atcFlagEnableInPortfolio | atcFlagDefaults
);
}
PlotForeign("~~~UI_HISTORICAL", "UlcerIndex Historical",
colorRed, styleLine );
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