I would like to have a custom report with the PF for each symbol
Searching the forum here I found an interesting example
example found
I retouched it and I got this version
function ProcessTrade( trade )
{
/// @link https://forum.amibroker.com/t/custom-backtest-metric-per-symbol-profit-loss-for-a-specific-date-range/11058
global tradedSymbols;
symbol = trade.Symbol;
if( ! StrFind( tradedSymbols, "," + symbol + "," ) )
{
tradedSymbols += symbol + ",";
}
// HINT: you may replace it with GetPercentProfit if you wish
profit = Nz( trade.GetProfit() );
if( trade.IsLong() )
{
varname = "long_" + symbol;
VarSet( varname, Nz( VarGet( varname ) ) + profit );
GrossPr = "LngGrosP_" + symbol;
GrossLs = "LngGrosL_" + symbol;
if ( profit > 0)
VarSet( GrossPr, Nz( VarGet( GrossPr ) ) + profit );
else
VarSet( GrossLs, Nz( VarGet( GrossLs ) ) + profit );
}
else
{
varname = "short_" + symbol;
VarSet( varname, Nz( VarGet( varname ) ) + profit );
GrossPr = "ShrGrosP_" + symbol;
GrossLs = "ShrGrosL_" + symbol;
if ( profit > 0 )
VarSet( GrossPr, Nz( VarGet( GrossPr ) ) + profit );
else
VarSet( GrossLs, Nz( VarGet( GrossLs ) ) + profit );
}
}
PosQty = 45;
InitialEquity = 1000000;
SetOption("InitialEquity", InitialEquity);
SetPositionSize(InitialEquity/PosQty, spsValue); // XX mila / posizione
SetOption( "Allowsamebarexit", False );
SetOption( "UsePrevBarEquityForPosSizing", True ); //attivazione recente
SetOption( "InterestRate" , 0); //attivazione recente
SetOption( "MaxOpenPositions", PosQty );
SetOption( "CommissionMode" , 3 ); //0 - use portfolio manager commission table 1 - percent of trade 2 - $ per trade 3 - $ per share/contract
SetOption( "CommissionAmount", 0*55/10000 ); //amount of commission in modes 1..3
SetOption( "SeparateLongShortRank",True);
SetOption( "AllowPositionShrinking",True);
RoundLotSize = 1; //amount minimum of stock
TradeDelay = 1; //set it to 0 for no delays
SetTradeDelays( TradeDelay, TradeDelay, TradeDelay, TradeDelay );
SetBacktestMode(backtestRegular); //regular, signal-based backtest, redundant signals are removed as shown in this picture
PositionScore = Ref( MA(Close*Volume, 10) , -1);
// === SetPositionSize ===
SetPositionSize( (100-2)/PosQty , spsPercentOfEquity); // XX % / equity se % of Equity
// with this kind of signals work correctly
// Buy = Signal(12, 26, 9);
// Cover = Signal(12, 26, 9);
// Sell = Signal(12, 26, 9);
// Short = Signal(12, 26, 9);
// with this kind of signals go on Runtime Error (on a folder with 1000 stocks)
Buy = RSI(2) < 10;
Short = RSI(2) > 90;
Sell = RSI(2) > 70;
Cover = RSI(2) < 30;
// Buy = ExRem(Buy , Sell); // remove ex. signals
// Sell = ExRem(Sell, Buy ); // remove ex. signals
BuyPrice = Open;
SellPrice = Open;
ShortPrice = Open;
CoverPrice = Open;
SetCustomBacktestProc( "" );
if (Status("action") == actionPortfolio) { // Mid_Level - Get backtester object
bo = GetBacktesterObject(); // Mid_Level - Get backtester object
bo.Backtest(); // run default backtest procedure
tradedSymbols = ",";
//iterate through closed trades
for( trade = bo.GetFirstTrade( ); trade; trade = bo.GetNextTrade( ) )
{
ProcessTrade( trade );
}
//iterate through open positions
for( trade = bo.GetFirstOpenPos( ); trade; trade = bo.GetNextOpenPos( ) )
{
ProcessTrade( trade );
}
//iterate through the list of traded symbols and generate custom metrics
for( i = 1; ( sym = StrExtract( tradedSymbols, i ) ) != ""; i++ )
{
longprofit = VarGet( "long_" + sym );
shortprofit = VarGet( "short_" + sym );
allprofit = Nz( longprofit ) + Nz( shortprofit );
// metric uses 2 decimal points and 3 (calculate sum) as a "combine method" for walk forward out-of-sample
bo.AddCustomMetric( "Profit for " + sym, allprofit, longprofit, shortprofit, 2, 3 );
Lng_Prof = Nz( VarGet( "LngGrosP_" + sym ) );
Lng_Loss = Nz( VarGet( "LngGrosL_" + sym ) );
Shr_Prof = Nz( VarGet( "ShrGrosP_" + sym ) );
Shr_Loss = Nz( VarGet( "ShrGrosL_" + sym ) );
All_Prof = Nz( Lng_Prof ) + Nz( Shr_Prof );
All_Loss = Nz( Lng_Loss ) + Nz( Shr_Loss );
All_Pf = Nz( IIf( All_Loss != 0, -All_Prof/All_Loss, 100) );
Lng_Pf = Nz( IIf( Lng_Loss != 0, -Lng_Prof/Lng_Loss, 100) );
Shr_Pf = Nz( IIf( Shr_Loss != 0, -Shr_Prof/Shr_Loss, 100) );
if ( All_Pf > 1)
{
bo.AddCustomMetric( "PF > 1.5 for " + sym, All_Pf, Lng_Pf, Shr_Pf, 2, 3 );
}
}
}
and under error return me this message 
Can someone kindly guide me on the direction to solve the problem?
It all seems correct to me
I also checked the data with "Tools Database Purify"
Here follow code error
AmiBroker version 6.21.0.6210
( 64-bit, cooltool.dll 6.21.0, mfc42.dll 6.21.0, msvcrt.dll 7.0.17763 )
Microsoft Windows 10 version 10.0 (Build 17763)
Service Pack 0.0, Common Controls: 6.16
Unhandled exception
Type: COleException
Parametro non corretto.
Additional information:
Multi-threaded charts - ENABLED
Number of stock loaded: 14982
Currently selected stock: SPY_NY
Number of quotes (current stock): 7565
Workspace:
Data source = MSTK, Data local mode = 1, NumBars = 10000
Preferences:
Data source = (local), Data local mode = 1, NumBars = 1000
Command history:
57616 - Open this file
Cache manager stats:
Number of list elements: 990
Number of map elements: 990
Hash table size: 5987
Memory status:
MemoryLoad: 52 %
TotalPhys: 6290996K AvailPhys: 2980860K
TotalPageFile: 7339572K AvailPageFile: 4296312K
TotalVirtual: 4294967168K AvailVirtual: 4289807304K
Last Windows message:
HWnd: 0x17e0b16
Msg: 0x0110
wParam: 0x012c0dea
lParam: 0x00000000
Log:
Logging started 2023-02-14 17:24:32
8.57 ms : Enabling low frag heap (0.05 ms)
8.62 ms : Launching splash screen (5.33 ms)
13.95 ms : Waiting for splash screen (8.90 ms)
22.85 ms : Waiting for splash screen (7.97 ms)
30.82 ms : Waiting for splash screen (9.04 ms)
39.86 ms : Waiting for splash screen (7.99 ms)
47.86 ms : Waiting for splash screen (8.97 ms)
56.83 ms : Waiting for splash screen (8.00 ms)
64.83 ms : Waiting for splash screen (9.52 ms)
74.36 ms : Alloc other stuff (5.08 ms)
79.44 ms : Loading amisci.dll (28.41 ms)
107.85 ms : Setting up SEH translator (1227.83 ms)
1335.68 ms : Initializing OLE (8.61 ms)
1344.30 ms : Initializing RichEdit (76.98 ms)
1421.28 ms : Checking current working directory (2.18 ms)
1423.45 ms : Loading persistent variables (376.13 ms)
1799.59 ms : Loading MRU lists (77.40 ms)
1876.99 ms : Loading commisison table (0.23 ms)
1877.21 ms : Loading preferences (46.52 ms)
1923.74 ms : Initializing display settings (0.00 ms)
1923.74 ms : Loading old groups and markets (0.00 ms)
1923.74 ms : Loading GICS and ICB (0.00 ms)
1923.74 ms : Loading plugins (1639.35 ms)
3563.09 ms : Loading AT interfaces (0.22 ms)
3563.31 ms : Loading AFL function table (1705.28 ms)
5268.59 ms : Init chart infos (4.12 ms)
5272.70 ms : Loading parameters (27.34 ms)
5300.04 ms : Loading chart infos (29.24 ms)
5329.28 ms : Loading custom tools (3.46 ms)
5332.74 ms : Allocating lists (0.55 ms)
5333.29 ms : Loading layers and alerts (27.03 ms)
5360.32 ms : Loading miscellaneous data (0.15 ms)
5360.47 ms : Adding MDI templates (17.25 ms)
5377.71 ms : Register OLE server (6.53 ms)
5384.25 ms : Creating main frame object (87.43 ms)
5471.68 ms : Loading main frame (938.96 ms)
6410.64 ms : Parsing command line (0.05 ms)
6410.69 ms : Checking Broker.Document object registration (3.05 ms)
6413.74 ms : Dispatch commands via ProcessShellCommand (0.00 ms)
6413.74 ms : Showing main frame window (259.38 ms)
6673.12 ms : Setting up accelerators (0.45 ms)
6673.56 ms : Loading database (LoadMarketData) (2194.02 ms)
8867.58 ms : Setting active symbol (737.21 ms)
9604.80 ms : Opening default chart (375.38 ms)
9980.18 ms : Loading default workspace/layout (338.14 ms)
10318.32 ms : Closing startup splash screen (async in 1 second) (1.70 ms)
10320.02 ms : Starting up schedule (0.72 ms)
10320.74 ms : *InitInstance finished
