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Re: [amibroker] Re: Getting PerformanceStats right


  • Date: Sat, 23 Jan 2010 23:44:04 +0100
  • From: "Markus Witzler" <funnybiz@xxxxxx>
  • Subject: Re: [amibroker] Re: Getting PerformanceStats right

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Thanks, Mike. Now, it´s working fine!
 
Additionally, Keith´s Clue also helped to do the trick.
 
Cheers
 
Markus
 
----- Original Message -----
From: Mike
Sent: Friday, January 22, 2010 11:48 PM
Subject: [amibroker] Re: Getting PerformanceStats right

 

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@xxxxxxxxxps.com, "Markus Witzler" <funnybiz@xx.> 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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