[amibroker] Custom Optimization Metric

["bh.hicks" <bh.hicks@xxxxxxxxx>]

I have been a long time Traders Studio user and am beginning the process of migrating everything over to AmiBroker.  One of the more useful pieces of code I wrote for Traders Studio was a custom optimization metric that I would like to reproduce in AmiBroker.  I am a little overwhelmed at all the information available and would very much appreciate it if someone could point me towards some sources of info that will allow me to accomplish this.

The ranking metric does the following:

Msharpe=(AvgMreturn-.0025)/StDevMreturn (m refers to monthly)
Tscore=Sqr(TradeCount)* AvgTrade/TradeStdDev (std dev. is of % returns of each trade)
Fscore=(((WLratio+1)*WinPercent)-1)/WLratio (WLratio is W/L ratio)
MyF=Fscore*ProfitFactor
DDR=(NetProfit/MaxDD)*(YearsTested/20)

CustomScore=Msharpe*MyF*Tscore*DDR

This did a pretty good job allowing me to quickly rank optimization runs on the criteria that is important to me.

So although new to AmiBroker, I can work my myself around some moderately difficult code and Trader Studio's object-oriented back end but I really just don't know where to start to dig up how to access this data during backtests an optimization runs. 

Thanks for any help.
B



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