I did ask a question recently on how to add a custom metric to the
backtest results grid (cant find the post any more… Sorry for those
that might have been following it there).
The idea was to calculate the edge ratio in Amibroker and I struggled a
bit to get Amibroker to do what I wanted it to do…
The edge ratio is a very cool tool to measure where the edges are
coming from in a trading system (ie entry, exit, filter, etc.) - great
to zero in on the source of alpha! More info: http://bit.ly/2UYzkG
Well, after some advice on this board, googling, tutorial reading and
testing I managed to find a solution to my problem so I thought I'd
share the code here.
The code is actually rather long so I put it there instead:
http://bit.ly/4rDelL
Let me know if that sounds right to you but it appears to do the job
and I am amazed at how quick it computes!
-Jez