Hello,
I still couldn't achieve... Below please find a work summary and my code. I
will be glad to see your comments&help. Thanks in advance.
1- The operation is to examine the trades of a single ticker in depth.
2- Passing of one formula (trend) to composite is OK. I can see it appear in
tickers.
3- I desired to check Buy signals with a loop. And insert the values of the
composite to a static array buy VarSet. This should be added by date
sequence by the signals loop.
4- Then, get the new static array variables in the trades loop by varget and
add the custom metrics.
The problem is: Getting the composite array values into CB doesn't seem
possible.
Here is the code:
trend = EMA(*C*,5) / EMA(*C*,21);
AddToComposite(*C*, "~MyTrend", "X", *atcFlagEnableInBacktest*| *
atcFlagDefaults* );
SetCustomBacktestProc("");
*
if* ( Status("action") == *actionPortfolio*)
{
bo = GetBacktesterObject();
bo.PreProcess(); //
sc = 1;
*for* (i = 1; i < *BarCount*; i++)
{
*for* (sig = bo.GetFirstSignal(i); sig; sig = bo.GetNextSignal(i))
{
*if*( sig.IsEntry() )
{
//VarSet("trendd"+sc,Foreign("~MyTrend", "C"));
a = Foreign("~MyTrend", "C"); //for testing purpose
sc = sc + 1;
}
}
bo.ProcessTradeSignals(i);
}
tc = 1;
*for*( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() )
{
//tr = VarGet("trendd"+tc);
trade.AddCustomMetric("Trend", a); //tr should be here instead of a
tc = tc + 1;
}
bo.PostProcess();
}
System...
2008/11/16 İlhan Ketrez <[EMAIL PROTECTED]>
> 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
>>
>>
>>
>>
>
