[amibroker] Re: View Rotational PositionScore on trades

["atilla" <atilla@xxxxxxxxx>]

Thanks again.  That worked perfectly.  For anyone who's searching through the group later, here's the final code to view PositionScore as a column in the backtester trade report (thanks Mike):



SetCustomBacktestProc("");


/* 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() )
   {

      
       trade.AddCustomMetric("PositionScore", trade.Score());
       NumTrades++;
   }


    bo.ListTrades();

} 


--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Hi,
> 
> Trade objects, like Signal objects, have a "Symbol" property which holds the name of the ticker. You can use the Foreign() function passing in the trade.Symbol property to fetch any of the price arrays. Or, if you know which bar you want, you can use the GetPrice() method on the Trade object directly.
> 
> PosiitonScore is saved in the "PosScore" property for Signal objects and in the "Score" property for Trade objects (I think).
> 
> Mike
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "atilla" <atilla@> wrote:
> >
> > Thanks for the pointer.  In trying to follow the example, I'm able to get a hardcoded metric to show up there...
> > 
> > 
> >    // iterate through closed trades first
> >    for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() )
> >    {
> > 
> >        trade.AddCustomMetric("PositionScore", 1234);
> > //       SumProfitPerRisk = SumProfitPerRisk + RMultiple;
> >        NumTrades++;
> >    }
> > 
> > But attempting to use any of previous defined variables (ie PositionScore) or accesing marketdata (HHV(Close, 50)) doesn't work.  I'm assuming because it's running through all the trades versus the days of marketdata?  How can I pass those values into the custom backtester?  
> > 
> > Thanks.
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> > >
> > > Refer to example 3 for trade level custom metrics...
> > > 
> > > http://www.amibroker.com/guide/a_custommetrics.html
> > > 
> > > Mike
> > > 
> > > --- In amibroker@xxxxxxxxxxxxxxx, "atilla" <atilla@> wrote:
> > > >
> > > > When running a rotational backtest, how can I have the PositionScore at the time of trade entry shown as a column on the trade list? 
> > > > 
> > > > I know how to view the PositionScore in the exploration, would like to see it on a trade by trade basis.
> > > > 
> > > > Thanks
> > > >
> > >
> >
>




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