Re: [amibroker] Adding custom metrics, AmiBroker Email List Archive

2008/11/14 İlhan Ketrez <ketrezilhan@xxxxxxxxx>

Thank you but it doesn't work that way, i.e. it doesn't give the entry CCI.

To clarify, I want to see the entry CCI values in the yellow areas of the attached picture.

Could you please elaborate your response by providing an example?

Thank you very much.

On Fri, Nov 14, 2008 at 10:04 PM, Ara Kaloustian <ara1@xxxxxxxxxx> wrote:

Entry for "CCI" should be just "CCI" - not "trade.CCI"

----- Original Message -----

From: İlhan Ketrez

To: amibroker@xxxxxxxxxxxxxxx

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();

}