You need to use custom backtest code to loop through the trads and calculate the std dev of the results, and add this in the backtest report
-- Cheers Graham Kav AFL Writing Service http://www.aflwriting.com On 07/02/2008, jim fenster <[EMAIL PROTECTED]> wrote: > A part of the site on Amibroker shows how you retrieve > data from the report like WinnersAvgProfit etc. > Also individual trades using getfirsttrades or > something. > > http://www.amibroker.com/guide/a_custommetrics.html > > But how would I use that data to really get the stdev? > Seems like Its not doable. > > --- Herman <[EMAIL PROTECTED]> wrote: > > > --------------------------------- > > > AFAIK There is no way to access data in the reports > directly from afl. Actually I just posted a suggestion > on the feedback site for this. If you, or anyone else, > would like to have this function implemented you can > add your support in a comment to the suggestion. > > > > > If more users like this function perhaps Tomasz will > consider adding it. It would allow you to plot any > data from the Backtest report on your charts. The > proposed function could look like this; NetProfit = > EquityStat("Net % Profit"); > > Simply passing the column header as an argument would > return the column-array for plotting. > > > > > I suppose there would be a solution to your problem > using the Custom Backtester, however, I am not > familiar with the CBT. Perhaps someone else can jump > in with a solution? > > > > > best regards, > > herman > > > > > > > > > > > For tips on developing Real-Time Auto-Trading systems > visit: > > http://www.amibroker.org/userkb/ > > > > > Wednesday, February 6, 2008, 4:30:30 PM, you wrote: > > > > > > but how would i apply that to my trade results?Isn't > > > that related to the price bars? How would I > reference > > > my actual past trades? > > > --- Herman <[EMAIL PROTECTED]> wrote: > > > > > > > > > --------------------------------- > > > > > > I suppose you have looked at > > > > > > > > > > > > > > > SYNTAX StDev( ARRAY, periods ) > > > > > > RETURNS ARRAY > > > > > > FUNCTION Calculates moving standard deviation of the > > > ARRAY over periods bars > > > > > > EXAMPLE stdev( close, 10 ); > > > > > > > > > > > > > > > herman > > > > > > > > > > > > > > > For tips on developing Real-Time Auto-Trading > systems > > > visit: > > > > > > http://www.amibroker.org/userkb/ > > > > > > > > > > > > > > > Wednesday, February 6, 2008, 3:28:45 PM, you wrote: > > > > > > > > > > > > > > >> I am trying to get the standard deviation of my > > > results show up as a > > > > > >> statistic in the automatic analysis columns. I know > > > how to get a > > > > > >> column to show up in there. I don't know how to > > > write in the standard > > > > > >> deviation formula exactly. > > > > > >> How can I write in the formula of standard > > > deviation? It has to be > > > > > >> each trade minus the mean results etc. I can call > up > > > values like # > > > > > >> trades etc but trade by trade? How do I do that if > I > > > don't know the > > > > > >> How do you program that? Seems like there is a way > > > but tough to do for > > > > > >> me. > > > > > > > > > > > > > > > > > > > > > > > >> Jim > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > >> Please note that this group is for discussion > > > between users only. > > > > > > > > > > > > > > >> To get support from AmiBroker please send an e-mail > > > directly to > > > > > >> SUPPORT {at} amibroker.com > > > > > > > > > > > > > > >> For NEW RELEASE ANNOUNCEMENTS and other news always > > > check DEVLOG: > > > > > >> http://www.amibroker.com/devlog/ > > > > > > > > > > > > > > >> For other support material please check also: > > > > > >> http://www.amibroker.com/support.html > > > > > >> > > > > > >> Yahoo! Groups Links > > > > > > > > > > > > > > > > > >> http://groups.yahoo.com/group/amibroker/ > > > > > > > > > > > > > > > > > >> Individual Email | Traditional > > > > > > > > > > > > > > > > > >> http://groups.yahoo.com/group/amibroker/join > > > > > >> (Yahoo! 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Try it now. > http://mobile.yahoo.com/;_ylt=Ahu06i62sR8HDtDypao8Wcj9tAcJ > > > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > > >
