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I thoght I did uncomment the lines. Apparently I did not, how do I
do this.
I do have the right folder and both of the files have buy and sell
statement as I was able to backtest them individually.
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
>
> Sirry have never used it but looking at the code i have in my
scripts folder
>
> /* to use filters you should uncomment lines below
> AA.ApplyTo = 2;
> AA.Filter(0,"watchlist") = 3 ;
>
> you needto remove the block comment from the lines
> /* to use filters you should uncomment lines below */
> AA.ApplyTo = 2;
> // AA.Filter(0,"watchlist") = 3 ;
>
> now set your filters for bars/dates and watchlist in AA
>
> Have you set the correct path to your group of AFL scan files in
this line
> AFLFolder = "C:\\Program Files\\AmiBroker\\AFL";
>
> Do the AFL files within this folder have actual buy/sell conditions?
>
>
> On 10/18/05, jeffro861 <jhend746@xxxx> wrote:
> > Ok I've changed it and here's what I have.
> >
> >
> > /*****************************
> > *
> > * 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;
> > AA.RangeMode = 3;
> > AA.rangefromdate=1020321;
> > AA.rangetodate=1040310;
> > /* to use filters you should uncomment lines below
> > AA.ApplyTo = 2;
> > AA.Filter(0,"watchlist") = 3 ;
> >
> >
> >
> > /* 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");
> >
> >
> > When I try to run it, I still get the error message, "missing
> > buy/sell variable assignaments."
> >
> > Any other suggestions? This seems like a complicated problem but
> > would be easy for someone who understands java and AFL.
> >
> > Thanks,
> > Jeff
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx>
wrote:
> > >
> > > Have not used it but these lines are what would provide the
> > filtering
> > >
> > > /* 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 */;
> > >
> > > note it says "to use filters you should uncomment lines below"
and
> > has
> > > a block comment around the last 3 lines
> > >
> > >
> > > On 10/18/05, jeffro861 <jhend746@xxxx> wrote:
> > > > 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
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > Please note that this group is for discussion between users
only.
> > > >
> > > > To get support from AmiBroker please send an e-mail directly
to
> > > > SUPPORT {at} amibroker.com
> > > >
> > > > For other support material please check also:
> > > > http://www.amibroker.com/support.html
> > > >
> > > >
> > > > Yahoo! Groups Links
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > >
> > >
> > > --
> > > Cheers
> > > Graham
> > > AB-Write >< Professional AFL Writing Service
> > > Yes, I write AFL code to your requirements
> > > http://e-wire.net.au/~eb_kavan/ab_write.htm
> > >
> >
> >
> >
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> >
> >
>
>
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://e-wire.net.au/~eb_kavan/ab_write.htm
>
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