----- Original Message -----
Sent: Friday, November 14, 2008 12:00
PM
Subject: [amibroker] Adding custom
metrics
Dear friends,
Regarding the addition of custom metrics to the backtest report, to
simplify my question please find below a script from the AB documentation.
Simply, I want to add, for example, CCI value, RSI value and various entry bar
conditions instead of Initial risk or R multiple below.
In other words, just like trade.score gives entry score, I want to add
"trade.cci" as entry cci to the backtest report.
Thank you in advance for your help.
Best regards,
Ilhan
SetCustomBacktestProc("");
MaxLossPercentStop = 10; // 10% max. loss stop
/* Now custom-backtest procedure follows */
if
( Status("action") == actionPortfolio )
{
bo =
GetBacktesterObject();
bo.Backtest(
1); // run default backtest procedure
SumProfitPerRisk =
0;
NumTrades =
0;
// iterate
through closed trades first
for( trade = bo.GetFirstTrade(); trade;
trade = bo.GetNextTrade() )
{
// risk is
calculated as the maximum value we can loose per trade
// in this
example we are using max. loss stop
// it
means we can not lose more than (MaxLoss%) of invested amount
// hence
ris
Risk = ( MaxLossPercentStop /
100 ) * trade.GetEntryValue();
RMultiple = trade.GetProfit()/Risk;
trade.AddCustomMetric(
"Initial risk $", Risk );
trade.AddCustomMetric(
"R-Multiple", RMultiple );
trade.AddCustomMetric(
"Trend", trend );
SumProfitPerRisk = SumProfitPerRisk + RMultiple;
NumTrades++;
}
expectancy3 = SumProfitPerRisk / NumTrades;
bo.AddCustomMetric(
"Expectancy (per risk)",
expectancy3 );
bo.ListTrades();
}