[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] performance stats in custom backtest procedure



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/





Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___