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RE: [amibroker] #Include



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post the part of the code that does the .backtest and if I remember correctly there is a .Report in there - yes? If so post it too.  We need to lose that one and check the .Backtest
 
d


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Perry Lentine
Sent: Tuesday, November 15, 2005 12:24 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] #Include

Is there any way to have the results (output) of BatchTest.js directed to AmiBroker's Report Explorer rather than an .HTML format? 
 
I am trying to compare the output of the various AFL systems that run through the batch.  It would be easier to do if the output of BatchTest.js could be added to the Report Explorer or some other tabular format.
 
I even attempted to put an Export statement into the script.  I ended up with the details, not a summary, of only the last .AFL file that is run through the batch.
 
Any comments or suggestions would be appreciated.
 
Perry Lentine


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Tomasz Janeczko
Sent: Monday, November 14, 2005 6:44 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] #Include

Hello,
 
#include is not regular function. It is pre-processor command that is executed ONCE before any execution takes place.
This is so for speed because including at execution stage over and over again will slow down the execution significantly.
It works the same way as C language pre-processor.
 
Instead I suggest using OLE automation to backtest all variants. Batch backtesting is described in the User's Guide:
 
There is a BatchTest.js script file that will automatically run backtest ON EACH file stored in selected directory.
So simply put all files you want to test in one separate directory, adjust this line in the script
AFLFolder = "C:\\Program Files\\AmiBroker\\AFL"; // MODIFY TO FIT YOUR SETUP
and double click BatchTest.js (the file with the script) - that way you will launch Windows Scripting host
that will run the script that executes all backtests.
 
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Monday, November 14, 2005 10:37 AM
Subject: [amibroker] #Include

Hello,

I posted this question in boards, but did not get an answer. Could someone give any ideas, please:

-------------------------------
I am trying to user Optimizer to test 100.000 formations stored in separate .afl files. I want to use  #include in something like this:

i = Optimize ("i", 1, 1, 10000, 1);
FileName = "MyFile" + i + ".afl";
#include Filename;

However, this does not work, as apparantely you cannot pas a string as a file name to #include preproccessor.

-------------------------------
I am trying to overcome this by hardcoding #Includes:

inc = Optimize ("include file", 1, 1, 100, 1);

if (inc == 1) {#include "file1.afl"}
if (inc == 2) {#include "file2.afl"}
if (inc == 3) {#include "file3.afl"}
...
if (inc == 100) {#include "file100.afl"}

However, here is another problem I discovered. #Include cashes ALL FILES on EACH optimization. That means, no matter what #include it will use, it still cashes all files. In my case it takes 10 seconds, to put all files into cache, when I need only one, and then onlyu 0.2 seconds to execute! This 10 seconds is a  huge loss in performance, and it is not neccesary.

---------------------------------
Finally, I found a very clumsy workaround, but it is very unreliable and slow (uses hard disc reads/writes):

1. I use fgets and fputs to write "include.afl" file.
2. The file is included using #include "include.afl"
3. The include.afl file is overwritten by the new formations from other files using fgets/fputs.

I would like to ask, if anyone had the same issues? What would you suggest to overcome this?

Many thanks in advance,
B.






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