[amibroker] Re: Is is possible to add custom columns to the backtest results screen?

["trustdnb" <trustdnb@xxxxxxxxx>]

Thanks for the tip GP, but I am still coming up a little short for
what I am trying to accomplish. What I want to do is show the value of
chosen indicators (e.g. RSI, ROC, etc.) for each trade that was
entered. I would also like to add a few columns that display
fundamental indicators (mkt cap, EPS, etc.). The problem is that the
arrays that hold the "bar-by-bar" RSI values are not directly
available to the backtester on a "trade-by-trade" basis.  

The only workaround I have been able to come up with is to use
PositionScore.  If I want to see the RSI values for each trade. I
simply set PositionScore = RSI (14) and then show the RSI value by
using trade.score().  There are two problems however:  (1) I cant show
more than one value this way and (2) Using PositionScore will change
the trades that my system takes.  

Is there a better way to do this?  Here is my current code:

PositionScore = RSI (14);
SetCustomBacktestProc(""); 

if( Status("action") == actionPortfolio ) 
{ 
    bo = GetBacktesterObject(); 
    bo.Backtest(1); 
 
   NumTrades = 0; 
 
   for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() ) 
   { 
 
       trade.AddCustomMetric("RSI", trade.score() ); 
       NumTrades++; 
   } 

    bo.ListTrades(); 

}

--- In amibroker@xxxxxxxxxxxxxxx, "gp_sydney" <gp.investment@xxx> wrote:
>
> You can do this with the high-level custom backtester interface.
> 
> See example 3 in the help section "Adding custom backtest metrics".
> 
> Regards,
> GP
>  
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "trustdnb" <trustdnb@> wrote:
> >
> > Is is possible to add custom columns to the backtest results screen? 
> > What I would like to be able to do is sort my trade results by net
> > profit or by winners/losers and see if the winners all have low RSI,
> > high relative strength, etc. Alternatively, is there a way to add per
> > trade profit or win/loss to the exploration screen?  The exploration
> > doesn't seem to have access to the trade variables (e.g.
> > Buyprice/Sellprice).
> > 
> > Thanks,
> > Muhammad
> >
>




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