Unable to add this custom metric to Amibroker backtest report - amibroker

Question

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( );
}

Answer 1

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

Answer 2

Custom metric needs to be scalar (number), not array. ATR(30) is an array. So, use LastValue to get last value of array or Lookup to get the value at specified bar. Pass ATR array of symbol from 1st phase to 2nd phase of backtest via static variables. Then in custom metric line use lookup to extract array element at certain date time (trade.EntryDateTime or trade.ExitDateTime).
StaticVarSet( "CBT_ATR_" + Name(), ATR(30) );
if ( Status( "action" ) == actionPortfolio )
{
bo = GetBacktesterObject();
// run default backtest procedure without generating the trade list
bo.Backtest( True );
// iterate through closed trades
for ( trade = bo.GetFirstTrade( ); trade; trade = bo.GetNextTrade( ) )
{
trade.AddCustomMetric( "volatility_recent", Lookup( StaticVarGet( "CBT_ATR_" + trade.Symbol ), trade.ExitDateTime ) );
//trade.AddCustomMetric( "proceeds", trade.Shares*trade.EntryPrice );
}
// iterate through open positions
for ( trade = bo.GetFirstOpenPos( ); trade; trade = bo.GetNextOpenPos( ) )
{
trade.AddCustomMetric( "volatility_recent", Lookup( StaticVarGet( "CBT_ATR_" + trade.Symbol ), Trade.ExitDateTime ) );
//trade.AddCustomMetric( "proceeds", trade.Shares*trade.EntryPrice );
}
// generate trade list
bo.ListTrades( );
}
EDIT: The credit goes to fxshrat who posted the answer at https://forum.amibroker.com/t/unable-to-add-this-custom-metric-to-backtest-report/7153/2
His answer was posted here and it was rude to post without references. Apologies to fxshrat and Tomasz.