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

["gp_sydney" <gp.investment@xxxxxxxxx>]

You need to pass your indicator arrays, or at least the values on the
entry days, to the custom backtest procedure. For the whole arrays, I
think you need to use AddToComposite and Foreign, or for individual
values you can use dynamic/static variables with appropriate names
(eg. including stock code plus entry date/time).

No idea about fundamental data though.

Regards,
GP



--- In amibroker@xxxxxxxxxxxxxxx, "trustdnb" <trustdnb@xxx> wrote:
>
> 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@> 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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