Hello, Not complete yet but "AddToComposite" hint seems to be enough for me.. Thank you very much. 2008/11/16 Thomas Z. <[EMAIL PROTECTED]>
> Hello, > > it is be possible. > > You have to store the CCI Value through AddToComposite for each symbol and > have to load it in the CBI through the foreign function. > Additionally you have to use a loop to iterate through all bars and all > closed trades to add the CCI value from the bar where the trade has been > closed. > > > Thomas > www.PatternExplorer.com <http://www.patternexplorer.com/> > > > From: [email protected] [mailto:[EMAIL PROTECTED] On > Behalf > Of Ilhan Ketrez > Sent: Saturday, November 15, 2008 11:05 PM > To: [email protected] > Subject: Re: [amibroker] Adding custom metrics > > Still no replies. > > I wonder if this is possible in Amibroker. > > A yes/no response or a link to an example document can also be very > helpful. > > Thank you. > > > > 2008/11/14 İlhan Ketrez <[EMAIL PROTECTED]> > Thank you but it doesn't work that way, i.e. it doesn't give the entry CCI. > To clarify, I want to see the entry CCI values in the yellow areas of the > attached picture. > Could you please elaborate your response by providing an example? > > Thank you very much. > On Fri, Nov 14, 2008 at 10:04 PM, Ara Kaloustian <[EMAIL PROTECTED]> wrote: > Entry for "CCI" should be just "CCI" - not "trade.CCI" > > ----- Original Message ----- > From: İlhan Ketrez > To: [email protected] > Sent: Friday, November 14, 2008 12:00 PM > Subject: [amibroker] Adding custom metrics > > 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(); > } > > > > > > ------------------------------------ > > **** IMPORTANT **** > This group is for the discussion between users only. > This is *NOT* technical support channel. > > ********************* > TO GET TECHNICAL 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 > > > >
