I know this should be simple, but can't figure out how to code it in
AFL. Many thanks in advance.
I want to add some custom metrics to the backtest report. For each
trade, I want to show two things:
1) a 20-bar HHV at the date of the buy
2) a price at a certain number of bars away from the date of the buy.
So far what I have is the following (and not sure I'm on the right
track either):
if (Status("action") == actionPortfolio){
bo=GetBacktesterObject();
bo.Backtest(1);
for (trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade()){
ticker=trade.Symbol();
symbolPriceArray=Foreign(ticker, "C", 1);
Dateoftrade=trade.EntryDateTime();
BarNumOfTrade=....some Code Here...
myHigh=HHV(symbolPriceArray,20)/*Also need some way to
define the
HHV with reference to the date of the buy*/
CloseTenDaysAgo=symbolPriceArray[BarNumOfTrade-10];
}
bo.ListTrades();
}