Hi Mike or anybody else,
I know how to add custom metric. I added postionscore and some other column
that I calculate by myself. These values are different per ticker I want to
add other column but I need to use C, MA(C,5) etc
My question is how I can add metric like
trade.AddCustomMetric("MA", MA(C,5)); or
trade.AddCustomMetric("my own formula", MA(ref(C,-3),5));
I backtest against portfolio.
I have workaround for that. To see the values I want to see from exploration
but it is not good at all.
I hope it is more clear now.
Thank you again.
Radek
On Sun, Apr 12, 2009 at 8:09 AM, Mike <[email protected]> wrote:
>
>
> Radek,
>
> Adding a column to the backtest report is described in the user guide:
>
> http://www.amibroker.com/guide/a_custommetrics.html
>
> However, it is not clear what you want the value to be. Your calculation
> applies to a single symbol. What do you want to display when you are
> backtesting a portfolio of multiple symbols?
>
> If you only plan to backtest against a single symbol at a time, then you
> have 2 choices:
>
> 1. Use AddToComposite in your system.afl to save your calculation to an
> artificial symbol, then use Foreign from your custom_backtesting.afl to read
> the values from that artificial symbol.
>
> http://www.amibroker.com/guide/afl/afl_view.php?name=addtocomposite
> http://www.amibroker.com/guide/afl/afl_view.php?id=54
>
> 2. Use SetForeign/RestorePriceArrays in your custom_backtesting.afl to
> perform the calculation on the actual symbol.
>
> http://www.amibroker.com/guide/afl/afl_view.php?id=247
> http://www.amibroker.com/guide/afl/afl_view.php?id=248
>
> I believe that you can only control the column order of custom metrics
> relative to each other. All custom columns still must come after the default
> columns. I haven't played with that yet, but Tomasz mentioned it in a post
> on this forum a little while ago.
>
> Mike
>
> --- In [email protected] <amibroker%40yahoogroups.com>, Radek
> Simcik <radek.sim...@...> wrote:
> >
> > Hi Mike,
> >
> > below is what I wanted to do. It is working fine. Thank you.
> >
> > Could you help me to code this:
> >
> > Have new column in backtesting result window that would be my own
> variable.
> > And it would look like MA(ROC(Ref(C,-1),1),5)
> >
> > Is there any easy way? Could it be let's say the fourth column?
> >
> > Thank you,
> >
> > Radek
> >
> > >
> > > If you are planning on having many custom backtest implementations, but
> few
> > > systems, then you can update System.afl to #include whichever custom
> > > backtest you want to test, then run the Ssytem.afl script. Any
> variables
> > > required by the custom backtester would be expected to be passed as
> > > procedure parameters.
> > >
> > > System.afl
> > >
> > > *#include* <CustomBacktest.afl>
> > >
> > > *Buy* = DayOfWeek() == 1;
> > > *Sell* = DayOfWeek() == 5;
> > > MyBackTestVar = *true*;
> > >
> > > SetCustomBacktestProc("");
> > >
> > > *if* (Status("action") == *actionPortfolio*) {
> > > RunCustomBackTest(MyBackTestVar);
> > > }
> > >
> > > Custom_Backtesting.afl
> > >
> > > *procedure* RunCustomBackTest(Var) {
> > > *if* (Var) {
> > > _TRACE("Var was true.");
> > > } *else* {
> > > _TRACE("Var was false.");
> > > }
> > >
> > > bo = GetBacktesterObject();
> > > bo.Backtest();
> > >
> > > // Add custom metrics here...
> > > }
> > >
> > > Mike
> > >
> > >
> > >
> >
>
>
>
