RE: [amibroker] Custom Trade Metrics

["Paul Ho" <paultsho@xxxxxxxxxxxx>]

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

 

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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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