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Not sure if anybody is interested with the problem above but I have found 2 pages on an old blog (seems abandonned now) explaining how to clauclate the e-ratio with Amibroker.
The highlight of the solution is as follows:
My implementation of the Edge Ratio, included below, involves two profound Amibroker fudges. The first is the use of the AddToComposite function to create a composite ticker symbol in which to hold the ATR array of a given stock for later retrieval within the Custom Back Tester via the Foreign function. The second fudge is the use of the VarSet/VarGet function to create a quasi array. This was necessary to overcome the limitation where array elements cannot exceed in number the value of barcount-1.
and the 2 blog posts are:
http://theasxgorilla.blogspot.com/2007/07/how-to-compute-edge-ratio-in-amibroker.html
http://theasxgorilla.blogspot.com/2007/09/e-ratio-analysis-update.html
Hope that helps anybody - I'll try that out tonight...
--- In amibroker@xxxxxxxxxxxxxxx, "Jez" <jez@xxx> wrote:
>
> Hi guys,
> Jut downloaded Amibroker at the weeekend - I started reading all the user guide, AFL library, etc. (much better than my other software - tradersStudio..).
>
> I am stuck with one thing though: I want to be able to backtest a system and record the value of the ATR at the start of the trade for each of the trades. I tried to imitate on the AFL Example - Enhanced from the library and did something like:
>
> } else if (AASettings == 5) {
> // [Backtest] //
> SetTradeDelays(1, 1, 1, 1);
> AddColumn(ATR, "ATR", 1.3);
> }
>
>
> but that did not work. Any pointers on how I could get that done please.
>
> The reason for this is that I want to calculate the e-ratio for a trade entry signal.
>
> Thanks
> -Jez
>
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