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Can you post your formula and
results?
Paul
Ho
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();
> }
>
>
>
>
>
> Please note that this group is for
discussion between users only.
>
> To get support from AmiBroker
please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
>
>
>
> _____
>
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Please note that this group is for discussion
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To get support from AmiBroker please send an e-mail
directly to
SUPPORT {at} amibroker.com
For other support material
please check also:
http://www.amibroker.com/support.html
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
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