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Hi,
Ara's question about using AFL to get and
set the futures or equities Backtest Setting inspired the table
below.
The table represents my understanding of what AA
settings one can use AFL to Get or Set--or not. (I would obviously
like to be able to control as many settings as possible via AFL and it looks
like TJ is getting us pretty close to that)
Red or blank means that, to my knowledge, you
cannot Get/Set this particular AA setting via AFL. (Black means that you can
currently use AFL for getting or setting this particular item)
Is the table accurate and
complete?
thanks
-john
<TABLE class=MsoTableGrid
cellSpacing=0 cellPadding=0 width=667 border=1>
<TD
vAlign=top width=409>
<P class=MsoNormal
align=center><FONT
face="Times New Roman">AA Settings that can be Set via
AFL
<TD
vAlign=top width=258>
<P class=MsoNormal
align=center><B
>AA Settings that can be Gotten via
AFL
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">General | General Settings | "InitialEquity"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<SPAN
>General |
General Settings | Positions
<TD
vAlign=top width=258>
<SPAN
><FONT face="Times New Roman"
size=2>
<TD
vAlign=top width=409>
<SPAN
>General |
General Settings | Periodicity
<TD
vAlign=top width=258>
<SPAN
><FONT face="Times New Roman"
size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">General | General Settings | Min.
shares
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">General | General Settings | "FuturesMode"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">General | General Settings |
"AllowPositionShrinking"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">General | General Settings |
"ActivateStopsImmediately"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">General | General Settings
| Reverse entry signal forces exit
<TD
vAlign=top width=258>
<SPAN
><FONT face="Times New Roman"
size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">General | General Settings | "AllowSameBarExit"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">General | Defaults | "Round lot size" (via
SetForeign)
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">General | Defaults | "Tick size" (via
SetForeign)
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<SPAN
>General |
Commissions & rates | "Use portfolio commission table"
<TD
vAlign=top width=258>
<SPAN
><FONT face="Times New Roman"
size=2>
<TD
vAlign=top width=409>
<SPAN
>General |
Commissions & rates | "Commission type/amount"
<TD
vAlign=top width=258>
<SPAN
><FONT face="Times New Roman"
size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">General | Commissions & rates | "InterestRate"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">General | Commissions & rates | "Margin
requirement" (via SetForeign)
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Trades | Long trades | "Buy price" (via
SetForeign)
<TD
vAlign=top width=258>
<FONT
face="Times New Roman">Trades | Long trades | "Buy price"
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Trades | Long trades | "Sell price" (via
SetForeign)
<TD
vAlign=top width=258>
<FONT
face="Times New Roman">Trades | Long trades | "Sell price"
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Trades | Short trades | "Short price" (via
SetForeign)
<TD
vAlign=top width=258>
<FONT
face="Times New Roman">Trades | Short trades | "Short price"
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Trades | Short trades | "Cover price" (via
SetForeign)
<TD
vAlign=top width=258>
<FONT
face="Times New Roman">Trades | Short trades | "Cover price"
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Open(via
SetForeign)
<TD
vAlign=top width=258>
<FONT
face="Times New Roman">Open
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">High(via
SetForeign)
<TD
vAlign=top width=258>
<FONT
face="Times New Roman">High
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Low(via SetForeign)
<TD
vAlign=top width=258>
<FONT
face="Times New Roman">Low
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Close(via
SetForeign)
<TD
vAlign=top width=258>
<FONT
face="Times New Roman">Close
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Volume(via
SetForeign)
<TD
vAlign=top width=258>
<FONT
face="Times New Roman">Volume
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Open Interest(via
SetForeign)
<TD
vAlign=top width=258>
<FONT
face="Times New Roman">Open Interest
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Average(via
SetForeign)
<TD
vAlign=top width=258>
<FONT
face="Times New Roman">Average
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Stops | Maximum loss stop | "amount/where to
exit/delay"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Stops | Maximum profit target | "amount/where to
exit/delay"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Stops | Trailing stop | "amount/where to
exit/delay"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Stops | N-bar stop | "amount/delay"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Report | Reporting | "Result list shows"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Report | Reporting | "Risk-free rate for Sharpe
ratio"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Report | Reporting | "Risk-free rate for UPI"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Report | Reporting | "MAE/MFE charts"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Report | Reporting | "Generate detailed by-symbol
reports"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Report | Reporting | "Include trade list"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Report | "Warn before time consuming optimizations"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Old | Reporting | "Formula"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Old | Reporting | "Settings"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Old | Reporting | "Incl out of market pos."
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Old | Reporting | "Overall summary"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Old | Reporting | "Stock summary"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Old | Reporting | “Trade list type"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Old | Reporting | “Drawdown figures based on"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Portfolio | Portfolio-level settings |
"MaxOpenPositions"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Portfolio | Portfolio-level settings | "Pad and
Align/symbol"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">Portfolio | Portfolio-level settings | "Add
artificial future bar"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">"WorstRankHeld"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman" size=2>
<TD
vAlign=top width=409>
<FONT
face="Times New Roman">"PriceBoundChecking"
<TD
vAlign=top width=258>
<FONT
face="Times New Roman"
size=2>
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Ara Kaloustian
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">Ami-Main
Sent: Wednesday, March 03, 2004 9:47
PM
Subject: [amibroker] Backtest: Equities /
Futures
Is there a way to determineif an issue is an
equity or future so that one program can accomodate both types.
Would like to:
1. Read the type of issue from AFL (check to see
if the "future" check box on information page is checked<FONT
face=Arial size=2>)
2. Set the test type dynamically in AFL
(Equity/Futures), rather than have to specify it in the Settings.
Has ayone done this?
Thanks
AraSend BUG REPORTS to
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
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Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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