|
Thomas,
Since your code includes +Name() inside composite name,
EVERYTIME you run this on watch list
with more than 100 symbols it creates MORE than 100 composites
in one run.
So I repeat: you should add all composite
symbols *before* you run backtest that
creates more than 100 composites at
once.
Also you are code is missing one thing:
you MUST start composite name with ~ (tilde).
====================================
Best regards,
Tomasz
Janeczko
amibroker.com
----- Original Message -----
Sent: Monday, July 23, 2007 4:11 PM
Subject: Re: [amibroker] Re: AB crashes
when i use AddToComposite with name() and atcFlagEnableInBacktest
vlanschot,
does my simple cci code also crash on your
computer ?
It even doesn't include any custom backtest code,
it's just a very basic code.
Regards
Thomas
www.PatternExplorer.com
2007/7/23, vlanschot < vlanschot@xxxxxxxxx>:
As you know Tomasz, I've also experienced this behaviour when using
ATC in CBT. In my case I do NOT create more than 100 composites all
at once. I only create one by doing the
following:
AddToComposite( Foreign("~~~EQUITY","C"), "~~~My_Equity",
"C",
atcFlagDefaults | atcFlagEnableInPortfolio );
AddToComposite(
Foreign("~~~EQUITY","L"), "~~~My_Equity", "L",
atcFlagDefaults |
atcFlagEnableInPortfolio );
CategoryAddSymbol("~~~My_Equity",
categoryGroup ,
250 );
eq = Foreign("~~~My_Equity", "C"
);
Nevertheless, it crashes, unless I've pre-created it. This is the
reason why I am not(YET) using multiple cxomposites in CBT, although
I'd love to, if only for risk management purposes.
PS
--- In
amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
<groups@xxx>
wrote:
>
> Thomas,
>
> As I wrote thru support:
> you should add all composite
symbols *before* you run backtest that
creates more than 100 composites
at once
> (and you apparently do).
>
> Best
regards,
> Tomasz Janeczko
> amibroker.com
> -----
Original Message -----
> From: "Thomas Zmuck"
<tzmuck@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, July
23, 2007 12:43 PM
> Subject: [amibroker] AB crashes when i use
AddToComposite with name
() and atcFlagEnableInBacktest
>
>
> > Hello,
> >
> > AmiBroker crashes when i use
name() and atcFlagEnableInBacktest
in the
> > AddToComposite
function. Can someone confirm this ?
> > Is there any reason for
this behaviour and solution to prevent
it ?
> > Here is my code
to reproduce. Please run it over all symbols,
because
> > it
seems to depend on the symbol or any other factor.
> >
>
> // long trades entry and exit rules:
> > Buy = Cross( CCI(),
100 );
> > Sell = Cross( 100, CCI() );
> >
> >
// short trades entry and exit rules:
> > Short = Cross( -100,
CCI() );
> > Cover = Cross( CCI(), -100 );
> >
>
> CompName = Name();
> > //CompName = "WithoutNameFunction";
//no crashes
> > // Also no crashes if i use name() but not
atcFlagEnableInBacktest
> >
> > AddToComposite(1, "TEST_"
+ CompName, "Open",
> >
atcFlagDefaults|atcFlagEnableInBacktest|atcFlagDeleteValues);
> >
> >
> > --
> > Kind regards
> >
Thomas
> > www.PatternExplorer.com
>
>
> >
> > 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 NEW RELEASE ANNOUNCEMENTS and other news always check
DEVLOG:
> > http://www.amibroker.com/devlog/
> >
>
> For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
>
--
Kind regards
Thomas
__._,_.___
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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
![]()
SPONSORED LINKS
__,_._,___
|