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[amibroker] Re: [abtool] ANN: xxTrader v1.00 released



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Addendum to the installation instructions of xxTrader.exe:

  8) Ensure that there is only one copy of ABtool.dll and xxTrader.exe is one your
     machine (on all drives, incl. network drives). Otherwise a DLL load error will happen.
     Here again: 
       - The correct location of ABtool.dll is the "Plugins" subdirectory under the
         AmiBroker base directory.
       - The correct location of xxTrader.exe is the "ABtool" subdirectory under the
         AmiBroker base directory.
       - The correct location of xxRankedSys.afl is the "ABtool/xxRankedSys" subdirectory
         under the AmiBroker base directory.
       - The correct location of xxScoring.afl is the "ABtool/xxRankedSys" subdirectory
         under the AmiBroker base directory.


----- Original Message ----- 
From: <uenal.mutlu@xxxxxxxxxxx>
To: <abtool@xxxxxxxxxxxxxxx>
Cc: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, June 18, 2003 1:30 AM
Subject: [abtool] ANN: xxTrader v1.00 released


> xxTrader is an external Scoring&Ranking Backtester for AmiBroker.
> It requires the ABtool.dll plugin v0.9.21 or higher. The file can be
> downloaded from the ABtool and xxTrader home page at:
> http://groups.yahoo.com/group/abtool
> 
> 
> Documentation of xxTrader's Scoring&Ranking Backtester Part:
> 
> Installation and configuration steps:
> 
>   1) xxTrader.exe requires AmiBroker v4.x or higher and the ABtool.dll plugin
>      version 0.9.21 or higher. As usual the plugin must reside in the "Plugins" 
>      directory under the AmiBroker base directory.
> 
>   2) You must add the full path to the "Plugins" directory into your PATH environment
>      variable. Otherwise xxTrader.exe cannot find/load the ABtool.dll. For example
>      the following string must be appended to your PATH variable:
>         ;C:\Program Files\AmiBroker\Plugins
>      Consult your operating system manual on how to do this. Mostly it is done
>      via "My Computer/Advanced/Environment variables". Select PATH and append your string.
> 
>   3) xxTrader.exe must be put into the ABtool directory.
>      You can add it to the Tools menu of AmiBroker. But then leave the working
>      directory empty, and also don't specify any parameters.
>      AND: before starting xxTrader AmiBroker+ABtool must already be running.
>      So, it is wise to put xxTrader into the Tools menu of AB and start it only
>      from there. 
> 
>   4) Put the xxRankedSys.afl file into ABtool/Systems/xxRankedSys directory.
>      Create this directory if it isn't already existing.
> 
>   5) Put the xxScoring.afl file into ABtool/Systems/xxRankedSys directory.
>      This is the only source you should edit. Place your scoring algorithm
>      in this file. There is already a default algorithm supplied.
> 
>   6) If you would like to start a batch file before the backtesting begins then
>      place the file PreRun.cmd into the ABtool/Systems/xxRankedSys directory
>      and edit its content for your needs. The default PreRun.cmd does nothing.
> 
>   7) If you would like to start a batch file after the backtesting ended then
>      place the file PostRun.cmd into the ABtool/Systems/xxRankedSys directory
>      and edit its content for your needs. The default PostRun.cmd file starts
>      Excel and opens the resulting CSV files (tested only under Win2000). 
>      
>      
> Operating instructions:
> 
>   1) Start AmiBroker
> 
>   2) Start xxTrader
> 
>   3) If there are any xxTrader related files open in any program (for example in Excel)
>      then close them (otherwise you will be prompted to close them before writing the results).
> 
>   4) From the Tools menu of xxTrader invoke xxRankedSys and fill the required fields
>      and start the process by pressing the OK button.
> 
>   5) The results will be put into the ABtool/Systems/xxRankedSys directory. The files are
>        Portfolio*.csv  and
>        Summary.csv
>      Summary.csv is a collection of all results, whereas the Portfolio*.csv file will be 
>      overwritten after each run with the same initial capital.
> 
> 
> How it works:
>   1) xxTrader asks user for parameters and writes them to the file xxParameters.afl
>   2) It invokes AA which then executes the system script
>   3) The system script calls user functions in xxScoring.afl
>   4) The results are put into CSV files
>   5) Via PostRun.cmd, Excel or any other application can be started to analyze the results files
>   6) The system settings are preserved for the next run.
> 
> 
> Your part:
>   The ranking and producing of the results is done by xxTrader. Your part is to supply
>   the scoring routine. It must be done in ABtool/Systems/xxRankedSys/xxScoring.afl.
>   Edit this file to suit your needs. Do not edit the xxRankedSys.afl file.
>   The scoring should be a number between 0 and 100, but this up to you; you can 
>   also use a different range. Just imagine where it would be placed if sorted.
>   In xxTrader the interpretation of the Score is as follows: 
>     -  The higher the score the better it is for Short trades
>     -  The lower the score the better for Long trades
>   See also: 
>     - ABtool/Systems/xxRankedSys/xxScoring.afl
>     - ABtool/Systems/xxRankedSys/xxParameters.afl   (will be generated by xxTrader)
>     - ABtool/Systems/xxRankedSys/PostRun.cmd
>     - the discussions on this in the abtool group: http://groups.yahoo.com/group/abtool
> 
> 
> Results in Portfolio*.csv:
>   "RelPerf"     (column AC): This the chronological performance of the system.
>   "MaxDrawDown" (column AR): Max Draw Down
>   "CurCapital"  (column AA): The current value of the portfolio
>   (there are about 50 other columns in this table)
> 
> 
> Results in Summary.csv:
>   Here a summary of each backtesting run is recorded (appended).
> 
> 
> --
> Uenal Mutlu (UM), the author of ABtool and xxTrader
> uenal.mutlu@xxxxxxxxxxx
> 
> For ABtool and xxTrader related discussions visit
> http://groups.yahoo.com/group/abtool



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