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Correction,
"Note that since you passed in Ref(..., -1) as 'eq', this array will not have a final element (i.e. index of BarCount - 1) since tomorrow hasn't happened yet so today's value is unknown. This means that if a trade's entry date is the last bar in the range, you will be trying to reference a non existent equity value."
Should read
"Note that since you passed in Ref(..., -1) as 'eq', this array will not have a *first* element (i.e. index of 0) since day prior to first day is unknown. This means that if a trade's entry date is the *first* bar in the range, you will be trying to reference a non existent equity value."
http://www.amibroker.com/guide/h_understandafl.html
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
>
> Hi,
>
> Your code is somewhat overly complex. If BarCount is zero, 'found' will
> be -1, which is an invalid index. If 'Value' does not match any element
> in 'dt' then found will be BarCount, which is also an invalid index.
>
> Note that since you passed in Ref(..., -1) as 'eq', this array will not
> have a final element (i.e. index of BarCount - 1) since tomorrow hasn't
> happened yet so today's value is unknown. This means that if a trade's
> entry date is the last bar in the range, you will be trying to reference
> a non existent equity value.
>
> At any rate, your FindEquityAtDateTime function can be simplified to a
> single line as follows:
>
>
> function FindEquityAtDateTime(eq, dt, Value) {
> return LastValue(ValueWhen(dt == Value, eq));
> }
>
>
> Also, it is highly redundant to fetch the performance stats and
> calculate 'pratio' at each trade. The value will never change, so just
> do it once either before or after looping through the trades, not inside
> the loop.
>
> Finally, be wary of using summary measures such as WinnersPercent and
> PayoffRatio. These are based on the assumption that open trades have
> been closed at their current price (i.e. assumes that all open trades
> get closed based on final bar's closing price). If you have more than a
> few open trades, they can really throw off the summary statistics.
> Better to calculate the stats yourself based only on closed trades.
>
> Mike
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "wadebullock" <wadebullock@> wrote:
> >
> > Hi all,
> >
> > In previous beta versions the following custom metrics were working
> fine. Now I get message Error 10...it also is below. If anyone sees a
> problem with the code I would greatly appreciate the help. I pieced it
> together from several examples but still have difficulty understanding
> it. Thanks
> >
> > SetCustomBacktestProc("");
> > function FindEquityAtDateTime( eq, dt, Value )
> > {
> > found = -1;
> > for( i = 0; i < BarCount AND found == -1; i++ )
> > {
> > if( dt[ i ] == Value ) found = i;
> > }
> > return IIf( found != -1, eq[ found - 0 ], Null );
> > }
> > if( Status("action") == actionPortfolio )
> > {
> > bo = GetBacktesterObject();
> > bo.Backtest(1);
> > dt = DateTime();
> > eq = Ref(Foreign("~~~EQUITY", "C" ),-1);
> >
> > for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() )
> > {
> > EquityAtEntry = FindEquityAtDateTime( eq,dt,trade.EntryDateTime );
> > PctLossGain = (trade.GetProfit()/EquityAtEntry)*100;
> > trade.AddCustomMetric("Equity at Entry", EquityAtEntry );
> > trade.AddCustomMetric("% Gain/Loss of Equity", PctLossGain );
> > st = bo.GetPerformanceStats(0);
> > pratio=(st.GetValue("WinnersPercent"
> )/100)*st.GetValue("PayoffRatio");
> >
> > }
> > bo.ListTrades();
> > bo.AddCustomMetric( "Performance Ratio", pratio );
> >
> > }
> >
> >
> > Error 10 Message/////////////////////////////////////////////////////
> > {
> >
> > if( dt[ i ] == Value ) found = i;
> >
> > }
> >
> > return IIf( found != -1, eq[ found - 0
> > --------------------------------------^
> >
> > Error 10.
> > Subscript out of range.
> > You must not access array elements outside 0..(BarCount-1) range.
> >
>
------------------------------------
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