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Tomasz, Dingo,
Thanks very much for the help !!!
Just for information, when will this available in backtester ?
Because this is not a matter of live and death for me to have it now.
Kind regards
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> 1. Dale's RX extractor will help you in managing multiple backtest
results
> 2. As for AmiBroker itself there will be automation support for
running
> backtester,
> but now you can use optimizer to run overlapped tests:
>
> buy =
> sell =
> short =
> cover = ... YOUR SYSTEM HERE .....
>
> // ... at the end of your formula add this:
>
> StartYear = 1997;
> EndYear = 2002;
>
> LenInMonths = 6;
>
> Mn = Optimize( "Month", 1, 1, 12, 1 );
> Yr = Optimize("Year", StartYear, StartYear, EndYear, 1 );
>
> StartYM = 100 * Yr + Mn;
> Mn = Mn + LenInMonths;
> Yr = IIF( Mn > 12, Yr + 1, Yr );
> Mn = IIF( Mn > 12, Mn - 12, Mn );
> EndYM = 100* Yr + Mn;
>
> YearMon = 100 * Year() + Month();
>
> InRange = YearMon >= StartYM AND YearMon <= EndYM;
>
> buy = buy AND InRange;
> short = short AND InRange;
>
>
> // and run optimize.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Yuki Taga" <yukitaga@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, November 28, 2002 5:12 AM
> Subject: [amibroker] TJ: suggested BT report additions
>
>
> You may already be planning this, Tomasz, so please excuse me if
> that's indeed the case.
>
> There are at least two types of reports I'd like to see added to
the
> back tester (suspect others would as well, but I'll let them chime
in
> for themselves).
>
> For example, right now I have some competing systems, but comparing
> them one against the other, rigorously, involves a lot of resetting
> of time periods and re-testing, especially if I want to test
internal
> time frames within the base period (believe me, I do).
>
> If you could make something like the following available in the
> reports, it would be very nice:
>
> 1) test for base period (say, 3 years, and of course you already
have
> this)
>
> 2) report also shows data for sub-periods within that base period,
> say every X months, or every X bars.
>
> 3) As has been mentioned on this list before, as well, overlapping
> testing periods is considered good practice. So if you could
include
> a report that tested an X-year base period with overlapping X-month
> or X-day sub periods (for example) during that test, I'd seriously
> consider flying to Poland and whipping up some sushi for you. ^^_^^
>
> Would be a great time saver if you do either or both of these.
>
> Anyone else feel free to join in here and support or ridicule me.
>
> Yuki ^_^
>
> mailto:yukitaga@x...
>
>
>
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