[amibroker] Trade frquency penalty function.

["jamesfarrow2003" <jamesfarrow2003@xxxxxxxxx>]

Hello,

I have what I think should be a pretty basic question, but I cannot seem to figure it out.

I am adding a custom back test metric to my system.  I want to add a penalty function (as described by Howard Bandy in QTS) based on trade frequency. 

I hove found where to get the number of trades in the backtest ("AllQty" ), but I cannot figure out where to find the number of days covered in the backtest.

I thought I would be able to use intial equity, ending equity, and CAR to calculate it, when I do, it does not come up with the right number.  Does AmiBroker use something other than the standard CAR calculation?

Any help would be appreciated,

James



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