[amibroker] Adding R-multiple to backtest

[Nick Willemse <nick.willemse@xxxxxxxxx>]

Hi Everyone,

I've been playing around with AB for awhile now and getting the hang  
of working with arrays.

Now, i'm trying to add van tharp's r-multiple for each trade on the  
backtester detailed report. R-multiple is trade profit divided by  
initial trade risk.  But I am having problems as to how to add it.  I  
am playing with the custom backtester, but how I can reference the  
array that stores my initial trade risk values from the backtester?

My current backtester code looks like this and is just for debugging  
purposes so far.  The output shows that MaxStopLoss[bar] is always  
zero even though I've assigned it above this code:-

else if(AAAction == actionPortfolio)
{
	bo = GetBacktesterObject();
	bo.PreProcess(); // Initialize backtester
	for( bar=0; bar < BarCount; bar++)
	{
		bo.ProcessTradeSignals( bar );
		for ( sig=bo.GetFirstSignal(bar); sig; sig=bo.GetNextSignal(bar) )
		{
			if (sig.isExit())
			{
				_TRACE("ENTRY: " + sig.symbol + "@" + sig.Price + " stop @ " +  
MaxStopLoss[bar]);
				//code need to go here to calc r-mul: trade_profit /  
maxstoploss[at_trade_entry]
			}
		}
    	}
	bo.PostProcess(); // Finalize backtester		
}

Any help appreciated

Nick


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