Re: [amibroker] Backtesting and Custom Metrics: How to determine HHV at date of Buy?

[Tomasz Janeczko]

Hello,

It can be as simple as:

ValueWhen( Buy, HHV( C, 20 ) );

but you need to describe FINAL goal that you are after, so actually best 
solution
can be offered

Best regards,
Tomasz Janeczko
amibroker.com
  ----- Original Message ----- 
  From: justjuice200 
  To: amibroker@yahoogroups.com 
  Sent: Wednesday, February 13, 2008 2:39 AM
  Subject: [amibroker] Backtesting and Custom Metrics: How to determine HHV at 
date of Buy?


  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();
     
  }