PureBytes Links
Trading Reference Links
|
I want to add the "MaxTradeDrawdown" performance stat to my backtest results. I'm using the following code, but it is not displaying the needed stat in the results. Can anyone help?
SetOption("UseCustomBacktestProc", True); SetCustomBacktestProc(""); if( Status("action") == actionPortfolio ) { bo = GetBacktesterObject(); bo.Backtest(); stats = bo.GetPerformanceStats(0); dd = stats.GetValue("MaxTradeDrawdown"); bo.AddCustomMetric( "Trade drawdown", dd );
}
........ my backtest code here .........
__._,_.___
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
__,_._,___
|