I was to add a custom metric to my backtest ... I have several that are working OK.
Have problem with GetValue( "# Bars");
I have tried GetValue( "#Bars"); , GetValue( "Avg. Bars Held"); but get error
My code snippet below
`bo = GetBacktesterObject(); // Get backtester object
bo.Backtest(); // Run default Backtest (High Level)
//
st = bo.GetPerformanceStats( 0 ); // Get stats for all trades
//
//Define gain per 100 bars
CAR = st.GetValue( "CAR" );
TimeInMkt = st.GetValue( "#bars" ); // <<<<<<<<< PROBLEM LINE
G100bars = CAR * 100 / TimeInMkt;`
bars is a SYMBOL / INDIVIDUAL TRADE specific stat.
you can't access it from GetPerformanceStats.
GetPerformanceStats addresses all PORTFOLIO based metrics: CAR of the whole system, CARMDD of whole system, average bars of whole system, etc.
I you need it, try mid-level/low level CBT and create a custom metric.
ong BarsInTrade
bars spent in trade (counting starts from 0)
Note however that the value of zero is available only when trade is just opened in "low-level" approach, so normally you would see numbers >= 1 (all other reporting in AB remains as it was, so enter today and exit tommorrow counts as 2-bar trade) <
If you need to know how many bars were in your entire back test (not an individual trade), you can just use the built-in BarCount variable. In Phase 1 (your high level AFL) there are usually more bars than there are periods in your From-To date range because AmiBroker loads extra data so that you can correctly calculate your indicators as of the first in-range bar. However, in the CBT bar 0 corresponds to the first trading bar of your from-to range and bar (BarCount-1) is the final trading bar of that range.
Thanks for the responses ... guess my post was not clear enough ... I was looking for the correct argument for GetValue() to use in High Level CBI backtest, trying to get the value of the Average Bars Held.
On a second look at help files I found the answer
GetValue("AllAvgBarsHeld");
