It sounds very simple, but I can NOT make it work.
I can run one script for either backtest or optimize.
1). I add custom metric for optimize, and can see them as I run the script for
optimize.
2). I add custom metric for backtest, and can NOT see them as I run the script
for backtest.
The code structruce looks like below.
//==== run code below for either portfolio backtest, or optimize
if (Status("actionEx") == actionExOptimizePortfolio OR Status("actionEx") ==
actionPortfolio)
{
...
for ( trade = bo.GetFirstTrade( ); trade; trade = bo.GetNextTrade( ) )
{
...
//add custom metric as run backtest only
if (Status("actionEx") == actionPortfolio) {... add custom metrics of
backtest}
}
//add custom metric as run optimize
if if (Status("actionEx") == actionExOptimizePortfolio)
{... add custom metrics of optimize}
}
Thanks very much for any help!
Charles
--- In [email protected], "chuck_win" <ch...@...> wrote:
>
> Is it possible to to add custom metric to both backtest and optimize in one
> script? Otherwise, I have to create one script for backtest and another one
> for optimize. actually they almost same except those custom metrics.
>
> Thanks.
>
> Charles
>