Re: [amibroker] Custom Backtester: can I display equity()? [1 Attachment]

 
[Attachment(s) from Aron Pipa included below]

Hi Herman,

SetOption ( "allowsamebarexit", False );
Buy = Sell = 1;
Short = Cover = 0;
PositionSize = 10000;

SetCustomBacktestProc( "" );


if( Status( "action" ) == actionPortfolio )
{
    bo = GetBacktesterObject();

    bo.Backtest( 1 );
    e = bo.EquityArray();

    for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() )
    {
        ExitDate = trade.ExitDateTime;
        trade.AddCustomMetric( "Equity", Lookup( e, exitdate ) );
    }

    bo.ListTrades();
}





On 1/25/2016 11:13 AM, psytek@bell.net [amibroker] wrote:
 

Hello,

I have a system where I would like to display the equity value returned by Equity() in the Backtester report.

While I can display any value it doesn't want to display the value returned by Equity(). How would I be able to do this? I copy my test code below.

Many thanks for your help!
Herman

SetCustomBacktestProc( "" );

if( Status( "action" ) == actionPortfolio )
{
    bo = GetBacktesterObject();
    bo.Backtest();

    PctBHProfit = StaticVarGet( "PctBHProfit" );
    _TRACE( "Action BH: " + PctBHProfit );
    bo.AddCustomMetric( "BH %Profit", PctBHProfit );

    Test = StaticVarGet( "Test" );
    _TRACE( "Test: " + Test );
    bo.AddCustomMetric( "Test", Test );

}

Buy = Status( "firstbarinRange" );
Sell = Status( "LastbarInRange" );;
Short = Cover = 0;
BuyPrice = Open;
SellPrice = Close;

Eq = Equity();
InitialEquity = GetOption( "InitialEquity" );
PctBHProfit = ( Eq / InitialEquity - 1 ) * 100;
StaticVarSet( "PctBHProfit", PctBHProfit );

Test = 9999;
StaticVarSet( "Test", Test );



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