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Fred,
Are you aware of OLE automation interface ?
See User's Guide: Reference Guide:
"automation object model":
New Analysis object.
Analysis object (accessible via
Broker.Application.Analysis)Methods:- Backtest(); - runs
backtest - Explore(); - runs exploration- Scan(); - runs scan-
Optimize(); - runs optimization- bool Report( FileName: String ) - saves
report to the file or displays it if FileName = "" - bool Export( FileName:
String ) - exports result list to CSV file- bool LoadFormula( FileName:
String ) - loads AFL formula- bool SaveFormula( FileName: String ) - saves
AFL formula- bool LoadSettings( FileName: String ) - loads backtest
settings- bool SaveSettings( FileName: String ) - saves backtest
settings- ClearFilters() - removes all filters
Properties:- long ApplyTo - defines apply to mode: 0 - all
stocks, 1 - current stock, 2 - use filter- long RangeMode - defines range
mode: 0 - all quotes, 1 - n last quotes, 2 - n last days, 3 - from-to date-
long RangeN - defines N (number of bars/days to backtest)- DATE
RangeFromDate - defines "From" date- DATE RangeToDate - defines "To"
date- Filter( nType: short, Category : String ) - sets/retrieves filter
settingnType argument defines type of filter 0 - include, 1 -
excludeCategory argument defines filter category:"index", "favorite",
"market", "group", "sector", "index",
"watchlist"ExamplesClearFilters(); //
clear all filters firstFilter( 0, "index" ) = 1; // include only
indicesFilter( 1, "market" ) = 2; // exclude 2nd
marketFull Example for Windows Scripting
Host:========================================
/* create AB object */AB = new
ActiveXObject("Broker.Application");
/* retrieve automatic analysis object */AA =
AB.Analysis;
/* load formula from external file
*/AA.LoadFormula("afl\\macd_c.afl");
/* optional: load settings *///
AA.LoadSettings("the_path_to_the_settings_file.abs");
/* setup filters *//* backtest over symbols present
in market 0 only (zero-based number) */AA.ClearFilters(); AA.Filter(
0, "market" ) = 0;
/* set apply to and range */AA.ApplyTo = 2; // use
filtersAA.RangeMode = 0; // use all available quotes
/* run backtest and display report
*/AA.Backtest();AA.Report(""); // empty file name means display
report
Example 2: Batch backtesting
Caution: It will run backtest of EVERY formula stored in C:\Program
Files\AmiBroker\AFLon all stocks of current database. After each backtest
the report is generated and savedinto the file named <formula
name>.HTML.You can modify this AFL path in the script itself (you can
open it with Notepad). Below comes the listing.
/*******************************
BatchTest.js** Batch testing sample script* Shows how to use JScript
and new AmiBroker 4.23* 'Analysis' object to perform batch backtesting*
and generate reports** Created: Dec 21, 2002 TJ* Last modification:
Dec 22, 2002 TJ* * Copyright (C)2002 Amibroker.com** Status:
Freeware* You can use/modify/adopt this code freely**/
/* The directory where AFL files
are stored** Also reports generated by the bactest** will be saved
here*/
<FONT
face="Courier New">AFLFolder = "C:\\Program Files\\AmiBroker\\AFL"; //
MODIFY TO FIT YOUR SETUP
WScript.Echo("Batch testing of all AFL
files stored in " + AFLFolder );
var AB, AA;var fso, f, f1, fc,
s;var filename;
/* Create AmiBroker object and get Analysis
object */
AB = new
ActiveXObject("Broker.Application");AA = AB.Analysis;
/* backtest over symbols and all
quotes*/AA.ClearFilters(); AA.ApplyTo = 0; // use
symbolsAA.RangeMode = 0; // all quotes
/* to use filters you should uncomment
lines below
// AA.ApplyTo = 2; // use filters//
AA.Filter(0,"watchlist") = 2 /* watch list number */;// AA.Filter(0,"group")
= 0 /* group number */;
/* Create FileSystemObject
*/fso = new ActiveXObject("Scripting.FileSystemObject");
/* Iterate through all files in the folder
*/f = fso.GetFolder(AFLFolder);fc = new Enumerator(f.files);for (;
!fc.atEnd(); fc.moveNext()){ // we need to add empty
string to make sure that filename is a string object
filename = "" + fc.item();
/* check the AFL extension
*/ if( filename.substr( filename.length - 4 ).toUpperCase() == ".AFL"
) { if( AA.LoadFormula( filename )
) { AA.Backtest();
reportname =
filename.substr( 0, filename.length - 3 ) + "HTML" ;
AA.Report( reportname ); // generate
report } }}
WScript.Echo("Batch backtest
finished");
Best regards,Tomasz Janeczkoamibroker.com
----- Original Message -----
From: "Fred" <<A
href=""><FONT
size=2>fctonetti@xxxxxxxxx>
To: <<A
href=""><FONT
size=2>amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, May 11, 2003 1:43 AM
Subject: [amibroker] Re: Announcing ABtool
v0.9.3.6
> Uenal,> >
With regards to EXEcuting external programs, it would be extremely >
helpful to be able to from within AFL run an EXPLORE followed by an > AA
followed by a ? and at each juncture be able to change ANY and ALL > the
settings not just the ones that are currently allowable in AFL > i.e. the
radials etc.> > Any chance for a modification to accomplish this
?> > Fred> > --- In <A
href=""><FONT
size=2>amibroker@xxxxxxxxxxxxxxx, "Fred" <<A
href="">fctonetti@x<FONT
size=2>...> wrote:> > Uenal,> > > > Thanks for
the new features.> > > > This is an EXTREMELY beneficial
tool and will be even more so with > > the new features.> >
> > Thanks again, Fred> > > > --- In <A
href=""><FONT
size=2>amibroker@xxxxxxxxxxxxxxx, <A
href="">uenal.mutlu@x<FONT
size=2>... wrote:> > > The latest version of the ABtool plugin for
AB can be found at > the > > following locations:> >
> - File area of the "amibroker" group at yahoo:> >
> <A
href=""><FONT
size=2>http://groups.yahoo.com/group/amibroker/files/ABtool/<FONT
size=2>> > > > > > - In the support area / 3rd party
downloads at <FONT
size=2>www.amibroker.com:> >
> <A
href=""><FONT
size=2>http://www.amibroker.net/3rdparty.php>
> > > > > - Or, email me:> >
> <FONT
size=2>uenal.mutlu@x...> > > > >
> HIGHLIGHTS OF THIS VERSION (see also History and ToDoList at the >
> end of the reference file):> > >
- Multi-Dimensional arrays> > > - Log
file for user's own use> > > -
Starting other programs from within AFL> >
> - Getting/Setting environment
variables> > > - Getting Date and
Time of today> > > - Getting Day of
Week (DOW)> > > - Getting current
directory> > > - Exporting optionally
only the top N rows of a table> > > > > > Below is an
example for the use of multidimensional arrays.> > > Please note,
that from now on all ABtool plugin functions have to > > be prefixed
> > > with an "xx". For details see the reference text file in the
> > distribution archiv.> > > > > >
UM> > > > > >
//---------------------------------------------------------------->
--> > ------------> > > // ArrayXXX.afl> > >
// Multidimensional Arrays in ABtool plugin v0.9.3.6+> > > //
Written 030510Sa by Uenal Mutlu> > > > >
> xxABtoolInit();> > >
Filter = True;> > > AddTextColumn(xxDirCurGet(),
"curDir");> > > > > > // a 4D array
with 4x6x15x30 elements of type 12 (int16; see > Doc)> >
> hArr = xxArrayCreate(12, 0, 4, 6, 15, 30);>
> > if (hArr >= 0)> >
> {> >
> for (i1 = 0; i1 < 4;
i1++)> > > for (i2 = 0;
i2 < 6; i2++)> >
> for (i3 = 0; i3 < 15;
i3++)> > > for (i4 = 0;
i4 < 30; i4++)> >
> {> >
> valA =
100 + i1 + i2 + i3 + i4; // testvalue> > > >
> > //
set element content> >
>
xxArrayNumValSet(valA, hArr, i1, i2, i3, i4);> > > > >
> // get
element content> >
> valB =
xxArrayValGet(hArr, i1, i2, i3, i4);> > > > >
>
//...> > >
}> > > > > >
//...> > > > >
> xxMsgBox("Array filled",
"Success");> > >
xxArrayDelete(hArr); // release the handle and the >
memory > > it had used> > >
}> > > else> >
> xxMsgBox("Array could not be created. Check
Dim > > params!", "Error!", 16);> > >
//---------------------------------------------------------------->
--> > ------------> > > ------------------------
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