I would like to add an extra column to indicate volatility in the backtest report.
Here is my code. The extra column volatility_recent
appears but no value appears in the column. However, if I were to use the commented line trade.AddCustomMetric( "proceeds", trade.Shares*trade.ExitPrice );
, some numerical value appears in the column.
What is wrong with the code?
if ( Status( "action" ) == actionPortfolio )
{
bo = GetBacktesterObject();
// run default backtest procedure without generating the trade list
bo.Backtest( True );
volatility_recent = ATR(30);
// iterate through closed trades
for ( trade = bo.GetFirstTrade( ); trade; trade = bo.GetNextTrade( ) )
{
trade.AddCustomMetric( "volatility_recent", volatility_recent );
//trade.AddCustomMetric( "proceeds", trade.Shares*trade.ExitPrice );
}
// iterate through open positions
for ( trade = bo.GetFirstOpenPos( ); trade; trade = bo.GetNextOpenPos( ) )
{
trade.AddCustomMetric( "volatility_recent", volatility_recent );
//trade.AddCustomMetric( "proceeds", trade.Shares*trade.ExitPrice );
}
// generate trade list
bo.ListTrades( );
}
I'm finding it really interesting that you copy text and code solution by others line by line without giving reference.
Your second post here at stackoverflow is line by line copy of responses by Tomasz and me to you at forum.amibroker.com
https://forum.amibroker.com/t/unable-to-add-this-custom-metric-to-backtest-report/7153