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For a ready made batch backtester you might want to have a look at
BatMan in the Amibroker-TS files section.
--- In amibroker@xxxxxxxxxxxxxxx, "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
>
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