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PureBytes Links
Trading Reference Links
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Adding R-Multiple is provided as an example in the user guide.
http://www.amibroker.com/guide/a_custommetrics.html
Mike
--- In amibroker@xxxxxxxxxxxxxxx, Nick Willemse <nick.willemse@xxx> wrote:
>
> 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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