Dear friends,
Regarding the addition of custom metrics to the backtest report, to simplify
my question please find below a script from the AB documentation. Simply, I
want to add, for example, CCI value, RSI value and various entry bar
conditions instead of Initial risk or R multiple below.
In other words, just like trade.score gives entry score, I want to add
"trade.cci" as entry cci to the backtest report.
Thank you in advance for your help.
Best regards,
Ilhan
SetCustomBacktestProc("");
MaxLossPercentStop = 10; // 10% max. loss stop
/* Now custom-backtest procedure follows */
*
if*( Status("action") == *actionPortfolio* )
{
bo = GetBacktesterObject();
bo.Backtest(1); // run default backtest procedure
SumProfitPerRisk = 0;
NumTrades = 0;
// iterate through closed trades first
*for*( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() )
{
// risk is calculated as the maximum value we can loose per trade
// in this example we are using max. loss stop
// it means we can not lose more than (MaxLoss%) of invested amount
// hence ris
Risk = ( MaxLossPercentStop / 100 ) * trade.GetEntryValue();
RMultiple = trade.GetProfit()/Risk;
trade.AddCustomMetric("Initial risk $", Risk );
trade.AddCustomMetric("R-Multiple", RMultiple );
trade.AddCustomMetric("Trend", trend );
SumProfitPerRisk = SumProfitPerRisk + RMultiple;
NumTrades++;
}
expectancy3 = SumProfitPerRisk / NumTrades;
bo.AddCustomMetric( "Expectancy (per risk)", expectancy3 );
bo.ListTrades();
}
