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Re: [amibroker] Re: Q: Exporting files via AFL only

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Stephane
If you wanted to set a range date, RANGEMODE = 3, how would you write this using your approach?  
 
Would the same approach apply?  RangeFromDate = ?? .  
 
Guess my system is not fast enough and I always test with a limited date range.
 
Les meilleurs souvenirs
Joseph Landry
 
================================================================================
I was able to test using the short pieces of  JScript that I wrote a few weeks back as follows, and I had
the hardest time settling in on the how to enter the date. Like where is this known or documented?
oWSH = WScript.CreateObject( "WScript.Shell" );
/**********************  Set the date range********************/
oAA.RangeMode =3;                // Backtest over date range
oAA.RangeFromDate = "2004,1,2";  
oAA.RangeToDate = "2004,12,03"; 
 
WScript.Echo ("From Date" + oAA.RangeFromDate);
 WScript.Echo ("To Date" + oAA.RangeToDate);
----- Original Message -----
Sent: Monday, February 28, 2005 2:32 PM
Subject: [amibroker] Re: Q: Exporting files via AFL only


here is an example Daniel
/* CompositesRanking */

/*create AB object */
AB = new ActiveXObject("Broker.Application");

/* retrieve automatic analysis object */
AA = AB.Analysis;

/* load formula from external file */
AA.LoadFormula("D:\\Program
Files\\AmiBroker\\Formulas\\Systems\\Expl_Ranking_Comp.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, "watchlist" ) = 1;/* watch list number */

/* set apply to and range */
AA.ApplyTo = 2; // use filters
AA.RangeMode = 0; // use all available quotes

/* run backtest and display report */
AA.Explore();


/* Export Csv*/
AA.Export("YourExportFile.csv");

> Hello,
>
> OK, I see. In that case I can only suggest OLE automation interface
called from the outside JScript:
>
> AB = new ActiveXObject("Broker.Application");
> AA = AB.Analysis;
>
> AA.LoadFormula("YourFormula.afl");
> AA.Explore();
> AA.Export("YourExportFile.csv");
>
> http://www.amibroker.com/guide/objects.html
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Daniel Ervi" <daniel@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, February 28, 2005 6:52 PM
> Subject: Re: [amibroker] Q: Exporting files via AFL only
>
>
>
> Tomasz,
>
> Thanks for the answer.  The problem with using the fputs is that I
need to build the file line by line, and not vertically like I am
> now.
>
> For example:  (excerpts, not full code!)
>
> -------------------------
> ...more code
>
> procedure CalcOscillatorStudies(Symbol, xOpen, xHigh, xLow, xClose,
xVolume)
> {
>   AddColumn(WinZ(xOpen, 10), symbol + "_WinZ[O:10]");
>   AddColumn(WinZ(xHigh, 10), symbol + "_WinZ[H:10]");
>   AddColumn(WinZ(xLow, 10), symbol + "_WinZ[L:10]");
>   AddColumn(WinZ(xClose, 10), symbol + "_WinZ[C:10]");
>   AddColumn(DSS(xHigh, xLow, xClose, 4, 4), symbol + "_DSS[4:10]");
>   AddColumn(REI(xHigh, xLow, xClose), symbol + "_REI");
>   AddColumn(ValueChart(xHigh, xLow, xClose), symbol + "_ValueC");
>   AddColumn(ValueChart(xHigh, xLow, xHigh), symbol + "_ValueH");
>   AddColumn(ValueChart(xHigh, xLow, xLow), symbol + "_ValueL");
> }
>
> procedure CalcVolatilityStudies(Symbol, xOpen, xHigh, xLow, xClose,
xVolume)
> {
>   //etc...
> }
> ...more code
>
> tickerString = "KLAC,AMAT,NVLS,QQQQ";
> tickerString = tickerString + "," + GetBaseIndex() + "," + SectorID
(1) + "," + IndustryID(1);
>
> // Output basic stock data
> AddColumn(DateTime(), "Date", formatDateTime);
> AddColumn(O, "Open", 1.3);
> AddColumn(H, "High", 1.3);
> AddColumn(L, "Low", 1.3);
> AddColumn(C, "Close", 1.3);
> AddColumn(V, "Volume", 1.0);
>
> // Count number of tickers
> for(tickerCount = 0; (sym = StrExtract(tickerString, tickerCount)) !
= ""; tickerCount++)
> {
>   if(tickerCount == 0) tickerCount = 0;
>   else tickerCount = tickerCount ;
> }
>
> // Loop through tickers and apply transforms
> for(ticker = 0; ticker < tickerCount; ticker++)
> {
>   symbol = StrExtract(tickerString, ticker);
>   xOpen = Foreign(symbol, "O", True);
>   xHigh = Foreign(symbol, "H", True);
>   xLow = Foreign(symbol, "L", True);
>   xClose = Foreign(symbol, "C", True);
>   xVolume = Foreign(symbol, "V", True);
>
>   CalcVolatilityStudies(xSymbol, xOpen, xHigh, xLow, xClose,
xVolume);
>   CalcOscillatorStudies(symbol, xOpen, xHigh, xLow, xClose,
xVolume);
> }
>
> -------------------------
>
> Now I have all the data calculated into the columnX fields, but I
have no way of iterating through the columns.  I suppose I could
> write the above functions to work on a bar by bar basis, but I
might as well use Osaka then.
>
> Anyway, it is no big deal, I just thought it might be something
easy that I was overlooking...
>
> Thanks.
>
> Daniel
>
>
>
> On Mon, 28 Feb 2005 18:29:08 +0100, Tomasz Janeczko wrote:
> >
> > Daniel,
> >
> > How about writing directly to file using file functions:
> > http://www.amibroker.com/f?fopen http://www.amibroker.com/f?fclose
> > http://www.amibroker.com/f?fputs
> >
> > http://www.amibroker.com/f?StrFormat
> >
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: "Daniel Ervi" <daniel@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Monday, February 28, 2005 5:46 PM
> > Subject: [amibroker] Q: Exporting files via AFL only
> >
> >
> >> Hi,
> >>
> >> A general question for the group.
> >>
> >> I'd like to export a series of data for use in an external neural
> >> network program. I have written an AFL script to build this
> >> file using a series of loops to call the AddColumn() command.
> >> The result is a Results window populated with about 150
variables.
> >> I would like to save this file programmatically from AFL into a
> >> CSV format.
> >>
> >> My question is if there is a way to enumerate the columnX data
> >> fields so that I can loop through them and save them?
> >>
> >> I think the Osaka DLL does what I want (saves the table), but I'd
> >> like to stick to native AFL if it is possible. Any thoughts?
> >>
> >> Daniel
> >>
> >>
> >> Check AmiBroker web page at:
> >> http://www.amibroker.com/
> >>
> >> Check group FAQ at:
> >> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo!
> >> Groups Links
> >
> >
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> >
> > Check AmiBroker web page at:
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> >
> > Check group FAQ at:
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> > Groups Links
> >
> >
> >
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links





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