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[amibroker] Re: How do I get the price and indicator values in the custom backtester?



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Mike,

I have another simple question. The position sizing code looks as follows:

if (Status("action") == actionPortfolio) {
	bo = GetBacktesterObject();
	bo.PreProcess();
	for (bar = 0; bar < BarCount; bar++) {
		CurrentEquity = bo.Equity;
		for (sig = bo.GetFirstSignal(bar); sig; sig = bo.GetNextSignal(bar)) {
			SetForeign(sig.Symbol);
			RiskPerTrade = Ref(2 * ATR(10), -1);
			NumberOfShares = AccountRiskPercent / RiskPerTrade[bar] * CurrentEquity;
			EntryPrice = sig.Price;
			sig.PosSize = NumberOfShares[bar] * EntryPrice[bar];
			RestorePriceArrays();
		}
		bo.ProcessTradeSignals(bar);
	}
	bo.PostProcess();
}

How do I show the RiskPerTrade for each trade in the backtest report? I tried 
sig.AddCustomMetric("RiskPerTrade", RiskPerTrade) but the signal object doesn't seem to 
have the AddCustomMetric method. I also tried using the trade object as the example in 
the user manual, but I don't know how to let the trade object access the ATR function, 
which is necessary to calculate risk per trade. 

Thanks,





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