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I'm having problems with batch testing after I've put the following
script in:
/*****************************
*
* 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
*/
AFLFolder = "C:\\Program Files\\AmiBroker\\formulas\\systems"; //
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 symbols
AA.RangeMode = 0; // all quotes
AA.rangefromdate=3/21/01;
AA.rangetodate=3/10/04;
/* to use filters you should uncomment lines below
AA.ApplyTo = 2; // use filters
AA.Filter(0,"watchlist") = 3 /* watch list 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");
My problem is that I can't get the script to only include a specific
watchlist and a specific to and from date. Please help! I've been
battling this for a month. Also please note that I'm trying to batch
test one long and one short system and I sometimes I get an error
message saying that I don't have "buy" and "sell" statements in the
forumula which is not true.
TIA,
Jeff
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