Re: [amibroker] How to save Metrics in Composites for Individual BTs

["Herman" <psytek@xxxxxxxx>]

Thank you Tomasz, but this code still does not work. I changed the StaticVar to the Text type.

Can you help some more ... ?  or does anyone else see the problem?

TIA,
Herman

StaticVarSetText( "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_" + StaticVarGetText( "Symbol" ) + "_HISTORICAL", "X", atcFlagEnableInPortfolio | atcFlagDefaults );
}
PlotForeign( "~~~UI_HISTORICAL", "UlcerIndex Historical", colorRed, styleLine );

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On Behalf Of Tomasz Janeczko
Sent: July 24, 2008 3:00 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [SPAM]Re: [amibroker] How to save Metrics in Composites for Individual BTs


The same code. The only distinction is that you need to run INDIVIDUAL backtest
and use Static variable to save name

StaticVarSet Text ("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 Text ("Symbol") + "_HISTORICAL", "X", atcFlagEnableInPortfolio | atcFlagDefaults );
}

PlotForeign("~~~UI_HISTORICAL", "UlcerIndex Historical", colorRed, styleLine );

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