Adding R-Multiple is provided as an example in the user guide. http://www.amibroker.com/guide/a_custommetrics.html
Mike --- In [email protected], Nick Willemse <nick.wille...@...> wrote: > > Hi Everyone, > > I've been playing around with AB for awhile now and getting the hang > of working with arrays. > > Now, i'm trying to add van tharp's r-multiple for each trade on the > backtester detailed report. R-multiple is trade profit divided by > initial trade risk. But I am having problems as to how to add it. I > am playing with the custom backtester, but how I can reference the > array that stores my initial trade risk values from the backtester? > > My current backtester code looks like this and is just for debugging > purposes so far. The output shows that MaxStopLoss[bar] is always > zero even though I've assigned it above this code:- > > else if(AAAction == actionPortfolio) > { > bo = GetBacktesterObject(); > bo.PreProcess(); // Initialize backtester > for( bar=0; bar < BarCount; bar++) > { > bo.ProcessTradeSignals( bar ); > for ( sig=bo.GetFirstSignal(bar); sig; > sig=bo.GetNextSignal(bar) ) > { > if (sig.isExit()) > { > _TRACE("ENTRY: " + sig.symbol + "@" + sig.Price > + " stop @ " + > MaxStopLoss[bar]); > //code need to go here to calc r-mul: > trade_profit / > maxstoploss[at_trade_entry] > } > } > } > bo.PostProcess(); // Finalize backtester > } > > Any help appreciated > > Nick >
