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Fantastic! Being able to automate multiple tests is what I am looking
for!
Just one more question:
In you example Batchtest.js, you print to file a detailed report for
each stock using "AA.Report".
This would make far too many reports as I intend to test 4 watchlists
of 100 randomly selected stocks in 4 time periods with one script
(total of 1600 reports)
Is it possible, instead of the detailed report for each stock, to
output just the summary report for each backtest? (total of only 16
reports). In other words is there a method similar to AA.Report but
that will print the summary report?
Thanks
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> Yes it is possible provided you are able to write automation
> script in VBScript/JScript.
>
> See
> http://groups.yahoo.com/group/amibroker/message/30035
> http://groups.yahoo.com/group/amibroker/message/30065
> http://groups.yahoo.com/group/amibroker/message/30445
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: <iong@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, February 17, 2003 8:01 PM
> Subject: [amibroker] Backtesting
>
>
> > I am not an Amibroker user.
> >
> > I would like to test trading system in 4 different time periods
for 4
> > different lists of stocks (total of 16 tests)
> >
> > I would like to do that automatically, in other words without
waiting
> > and watching my computer for one test to complete, manually save
> > performance report, then change list and time parameters and
start
> > second test, watch computer, etc, etc ...
> >
> > Is this level of automation possible with Amibroker?
> >
> > Thanks.
> >
> > Motivation:
> > I believe that statistically analyzing the results of several
> > backtests of the same system (average of average profit, average
of
> > max drawdown, standard deviation of max drawdown, etc, etc) is a
> > sound evaluation method of the trading system.
> >
> >
> > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> >
> > Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
> > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> >
> >
> >
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
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