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CORRECTION: the two system files must of course be placed
under the "ABtool/Systems/xxRankedSys" subdirectory under the
AmiBroker base directory. Here the corrected step 8:
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/Systems/xxRankedSys" subdirectory
under the AmiBroker base directory.
- The correct location of xxScoring.afl is the "ABtool/Systems/xxRankedSys" subdirectory
under the AmiBroker base directory.
----- Original Message -----
From: <uenal.mutlu@xxxxxxxxxxx>
To: <abtool@xxxxxxxxxxxxxxx>
Cc: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, June 18, 2003 3:59 PM
Subject: [amibroker] Re: [abtool] ANN: xxTrader v1.00 released
> 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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