|
PureBytes Links
Trading Reference Links
|
The
only way that I've found is to:
<FONT face=Tahoma color=#0000ff
size=2>
1.
Set the necessary "settings", Apply To, Ranges
<FONT face=Tahoma color=#0000ff
size=2>
2.
Optmize
<FONT face=Tahoma color=#0000ff
size=2>
<FONT face=Tahoma color=#0000ff
size=2>3. Export the csv to a file
<FONT face=Tahoma color=#0000ff
size=2>
<FONT face=Tahoma color=#0000ff
size=2>4. Read that file and sort it if its not in the sequence
you need
<FONT face=Tahoma color=#0000ff
size=2>
5.
Extract the values you require
<FONT face=Tahoma color=#0000ff
size=2>
6.
Modify the Afl
<FONT face=Tahoma color=#0000ff
size=2>
7.
BackTest using the free Report Extractor (Rx) program to export the results into
a spreadsheet
<FONT face=Tahoma color=#0000ff
size=2>
8.
Repeat steps 1 thru 7 as necessary.
<FONT face=Tahoma color=#0000ff
size=2>
All
of this can be automated so that you don't have to do anything
manually.
<FONT face=Tahoma color=#0000ff
size=2>
I
should point out that according to most of the knowledgeable sources that you
should only optimize once for a range of dates that will include bull and bear
periods and then do a series of backtests "out of sample" to find out if your
formula is "robust". That's the hard part!
<FONT face=Tahoma color=#0000ff
size=2>
<FONT face=Tahoma color=#0000ff
size=2>d
<FONT
face=Tahoma size=2>-----Original Message-----From: leo_amelc
<leo.timmermans.lt@xxxxxxxxxxxxxxxx>
[mailto:leo.timmermans.lt@xxxxxxxxxxxxxxxx] Sent: Saturday, March
01, 2003 10:09 AMTo: amibroker@xxxxxxxxxxxxxxxSubject:
[amibroker] Automated BacktestingHello,I've a
question regarding the AA Automation objects.I want to do the
following:1) take a stock (or group of stocks) and optimize an
indicator during a period ((RangeFromDate - RangeToDate) of let's say 6
months.2) use the 'best values' to backtest this stock during a
certain period; this period directly follows the optimisation
period3) repeat steps 1 and 2 in a 'rolling mode'.My question
is : how can I get the optimised values in my backtest ??I guess one way
is through the export of the results list to CSV filebut maybe there is a
smarter way ??ThanksLeoSend
BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Yahoo! Groups Sponsor
ADVERTISEMENT
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
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 the Yahoo! Terms of Service.
|