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Hello,
This was old post. Automation in AA is already
implemented.
http://groups.yahoo.com/group/amibroker/message/30065
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: <leo.timmermans.lt@xxxxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, March 01, 2003 6:40 PM
Subject: [amibroker] Re: TJ: suggested BT report additions
> 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...
> >
> >
> >
> > 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/
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
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>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
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/)
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