AmiBroker - CBT Help

[Trav.]

All,

I was hoping that someone could provide assistance in helping with coding up some CBT code so I can trace what Market Regime is in use when Buy Signal is initiate and then once this is working I can leverage of the code to add more data points.

Code located here - https://www.aussiestockforums.com/threads/amibroker-tips-and-tricks.35508/#post-1076776

Statement of Requirements

- BUY is initiated
- Return status of RegimeFilter array to Backtest trade list

RegimeFilter = IIf( VolatileBear, Volatile Bear, IIf( QuietBear, Quiet Bear, IIf( QuietBull, Quiet Bull, IIf( VolatileBull, Volatile Bull, Null))));
​

I can get the following in the Trade List



But now need to map the correct data into CBT.

Code in main AFL
StaticVarSet( Name() + "Regime Filter ", RegimeFilter );

Code in CBT
for( trade = bo.GetFirstOpenPos(); trade; trade = bo.GetNextOpenPos() )
{
// read Regime Filter values and display as custom metric
symbolRegime = StaticVarGet( trade.Symbol + "Regime Filter" );
trade.AddCustomMetric( "Entry Regime Filter", Lookup( symbolRegime, trade.EntryDateTime ) );
NumTrades++;
}

// iterate through closed trades
for ( trade = bo.GetFirstTrade( ); trade; trade = bo.GetNextTrade( ) )
{
// read Regime Filter values and display as custom metric
symbolRegime = StaticVarGet( trade.Symbol + "Regime Filter" );
trade.AddCustomMetric( "Entry Regime Filter", Lookup( symbolRegime, trade.EntryDateTime ) );
}

Any ideas would be appreciated. Just a push in the right will do, but this is the one area where I am really struggling. The more I play with it I am sure that I can crack it open.

Cheers

Trav

 

[Trav.]

update

Got a number coming in related to regime 1 to 4, next get some text

VolatileBear = 1
QuietBear = 2
QuietBull = 3
VolatileBull = 4



This will not beat me....

 

[Trav.]

OK after a little detour and a slight change in strategy oh and about 6 hours of reading and googling I think I have come up with a solution

As per above I managed to assign the appropriate type of entry to each trade

Then I found some code in the AmiBroker manual that was designed for counting different stop methods and did a 'macgyver' as per @Warr87 suggestion and managed to sum all types of entries as per below

Columns are All Trades and Long Trades



Code attached free of charge !! (i'm getting addicted to these little emoji's)

I will post over in the new backtesting thread with same info and then we can explore some other information that I uncovered during this process. Don't worry it's not ground breaking but like most things with AmiBroker all the information is there but you have to find it then have a use. For me I read multiple articles but if it doesn't apply to me that day I will just move on. A bit like today when @Skate re-posted some great information about Norgate data that I would have read but dismissed at the time, as I have very limited capacity up stairs

Anyway I digress, I hope the above is useful to you.

EDIT:

You will need the following in the main code

RegimeFilterCBT = IIf(VolatileBear, 1, IIf(QuietBear, 2, IIf (QuietBull, 3, IIf (VolatileBull, 4, Null)))); // Assigns a number to entry regime
StaticVarSet( Name() + "RegimeFilter", RegimeFilterCBT ); // Sets the value of static variable so it can be retrieved in CBT