[amibroker] Re: Including settings and parameters in a backtest report

["tracy_crider" <crider@xxxxxxxxxx>]

Thanks Tomasz, I'll check it out.

Tracy



--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
>
> Next beta has it already (to be released later today)
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message ----- 
> From: "tracy_crider" <crider@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, January 16, 2006 9:01 PM
> Subject: [amibroker] Including settings and parameters in a backtest report
> 
> 
> > Hi all,
> > 
> > I'm wondering if anyone has included their parameters of their 
> > variables into a backtesting report? I'd like to perform both a 
> > backtest as well as an optimization and have all the manually 
> > configured parameters of my vairables into the report so I know what 
> > I used when I ran that backtest.
> > 
> > For example, I have a strategy (backtest code) that starts off like 
> > so:
> > 
> > 
> > 
> > VolMALength = Param("Vol MA Period", 50, 2, 500,1 );
> > VolRatio1   = Param("Vol Ratio Today", 450, 0, 10000,1);
> > VolRatio2   = Param("Vol Ratio Yest.", 400, 0, 10000,1);
> > StkVol      = Param("Stock Volume", 225000, 0, 50000000, 100);
> > StkPrice    = Param("Stock Price", 7.00, 0, 100000, .10);
> > DeltaPctClose = Param("Pct Close Change", 3.75, 0, 1000, .10);
> > EquityRiskPct = Param("Pct Equity Risk", 2.500, 0, 100, .10);
> > MaxAvgVol     = Param("Max Avg Vol", 100000, 0, 100000000, 500);
> > 
> > 
> > // VolMALength = Optimize("Vol MA Period", 50, 2, 100, 5 );
> > // VolRatio1   = Optimize("Vol Ratio Today", 450, 50, 500, 25);
> > // VolRatio2   = Optimize("Vol Ratio Yest.", 400, 50, 500, 25);
> > // StkVol      = Optimize("Stock Volume", 100000, 100000, 1000000, 
> > 2000);
> > // StkPrice    = Optimize("Stock Price", 5.00, 0, 100, 1.00);
> > // DeltaPctClose = Optimize("Pct Close Change", 3.75, 0.25, 
> > 10.0, .25);
> > // EquityRiskPct = Optimize("Pct Equity Risk", 2.50, 0.5, 30, 0.50);
> > // MaxAvgVol     = Optimize("Max Avg Vol", 100000, 100000, 1000000, 
> > 50000);
> > 
=======================================================
============
> > 
> > The top section I use when running manual changes while the bottom 
> > section I use during optimizations (usually a combination of both).
> > I'd like to be able to set the values of the parameters using the 
> > parameters dialog box, and have the values printed in the backtest 
> > report for future reference (to keep me from re-running multiple 
> > versions of the same report, or writing it down by hand).
> > 
> > Does anyone know of a way to extract the values of these parameters 
> > an include them in the backtest report?
> > 
> > Thanks,
> > Tracy
> > 
> > 
> > 
> > 
> > 
> > 
> > 
> > 
> > 
> > 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
> > 
> > 
> > 
> > 
> > 
> > 
> > 
> >
>






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