[amibroker] Re: How to use AddCustomMetric() to add external values

["Mike" <sfclimbers@xxxxxxxxx>]

Herman,

Adding a simple metric at the portfolio level is, as you would 
expect, very straight forward. See the user guide:

http://www.amibroker.com/guide/a_custommetrics.html

I do not know whether idividual backtests are treated any differently 
than portfolio level backtest. I have not experimented with that.

My guess would be that, as an implementation detail, the exact same 
code is run from an internal watchlist of length 1 rather than the 
entire contents of your actual multi symbol watchlist. That being the 
case, then Name() will still not work for you due to the same reasons 
that Open, Close, etc. do not work (i.e. there is no current symbol 
even with a portfolio that happens to be of size 1).

What is unique about your scenario is that you appear to want to do 
something with individual symbols before completing the post 
processing.

The typical scenario would be to simply let the backtester run to 
completion, then query the system wide performance stats from which 
to derive your own metric. Also common would be to reference 
composites constructed along the way via Foreign
("~MyComposite", "X"). If you can push your logic into the 
calculation of a composite, that might help.

P.S. I've always used actionPortfolio without any problem, as per the 
user guide link above. I haven't tried from OLE, but doubt that it 
would make a difference.

I don't see any explicit description for actionPortfolio anywhere 
(only it's actual usage in examples), and the only description I see 
for actionBacktest is when using Status("actionEx") as opposed to 
Status("action"). Yet, there are developer notes mentioning 
actionBacktest that predate "actionEx". Still, I would stick with 
actionPorfolio unless you find a reason not to.

Mike


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