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[amibroker] Re: Getting PerformanceStats right


  • Date: Fri, 22 Jan 2010 22:48:04 -0000
  • From: "Mike" <sfclimbers@xxxxxxxxx>
  • Subject: [amibroker] Re: Getting PerformanceStats right

PureBytes Links

Trading Reference Links

The article in the User's Knowledge Base shows it positioned immediately before the call to:

  bo.PostProcess()

http://www.amibroker.org/userkb/2008/03/16/amibroker-custom-backtester-interface-2/

Copy/paste the name of the metric from the documentation to make sure that you've got it right (scroll to bottom):

http://www.amibroker.com/guide/a_custombacktest.html

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "Markus Witzler" <funnybiz@xxx> wrote:
>
> Hello,
> 
> could someone tell me where to put those two lines in CBT low-level mode:
> stat = bo.GetPerformanceStats(0); 
> 
> Maxx_dd = stat.GetValue("Maxsystemdrawdown");
> 
> I guess I´ve tried everything, but max_dd turns out to be always zero when I add it as bo.addcustommetric("Max_DD",max_dd);.
> 
> Thanks
> 
> Markus
>




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