[amibroker] Re: Custom Trade Metrics

["C Alvarez" <yahoo@xxxxxxxxxxxx>]

I added the SetForeign call and the HV formula still does not work. 
Is this something that I need to calculate manually? 
Any more help?

Thanks,
Cey

--- In amibroker@xxxxxxxxxxxxxxx, "Paul Ho" <paultsho@xxxx> wrote:
> the problem is with this line "HVtrade = 100*
> StDev(log(C/Ref(C,-1)),100)*sqrt(250);
> you need to get the trade symbol and then use foreign to get the 
price array
> before doing your calculaltion
>  
> Paul Ho
> 
>  
> 
> 
>   _____  
> 
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] 
On Behalf
> Of C Alvarez
> Sent: Saturday, 18 June 2005 4:21 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Custom Trade Metrics
> 
> 
> I am trying to add the custom metric of what the Historical 
> Volatility was when the trade was entered. 
> 
> I tried the following code, but all I get are blanks. Do we not 
have 
> access to the price arrays? Or what am I doing wrong?
> 
> Thank you,
> Cey
> 
> Here is the code:
> SetCustomBacktestProc(""); 
> if( Status("action") == actionPortfolio ) 
> { 
>    bo = GetBacktesterObject(); 
>    bo.Backtest(1); 
>    for(trade=bo.GetFirstTrade(); trade; trade=bo.GetNextTrade()) 
>    { 
>            HVtrade = 100* StDev(log(C/Ref(C,-1)),100)*sqrt(250);
>          trade.AddCustomMetric("HV", HVtrade);
>    } 
>     bo.ListTrades(); 
> } 
> 
> 
> 
> 
> 
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> 
> 
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