[amibroker] Blurred vision?

["Markus Witzler" <funnybiz@xxxxxx>]

Hello,

 

does nobody have a clue why this doesn´work as intended?

 

I really have no idea...

 

Thanks

 

Markus

----- Original Message -----

From: Markus Witzler

To: amibroker@xxxxxxxxxxxxxxx

Sent: Sunday, January 24, 2010 2:43 PM

Subject: Blurred vision?

Hello,

I may suffer from blurred vision, but I just can´t find out why last metric (Bliss (frequency)) alway returns  negative zero?!

The metrics it consists of (icagr, max_dd) work just fine! The fact that the quotient is negative shows that AB must have some information as to the nature of the denominator!

Incidentally, ICAGR holds the value of 0.05 and max_dd = -1502531.25 as shown by the backtest report!

Thanks

Markus

Ratio = Ending_equity / Starting_equity;

ICAGR = ln(Ratio)/ Date_Range_In_Years;

Bliss = Icagr/Max_dd;

bo.addcustommetric("Days under test",Days_under_test);

bo.addcustommetric("Date range in years",Date_range_in_years);

//last_open_position_value is without margin; see formula above!!!

bo.addcustommetric("Last_open_position_value no margin", Last_open_position_value);

bo.addcustommetric("My_ending_equity", ending_equity);

bo.addcustommetric("Ratio", ratio);

bo.addcustommetric("ICAGR", icagr);

bo.addcustommetric("max. SystemDrawdown", Max_dd);

bo.addcustommetric("Bliss (frequency)", icagr/Max_dd);

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