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