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Any idea when is the "Cross Hairs On/Off" feature will be implemented?
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Hello,
> A new beta version (5.05.1) of AmiBroker has just been released.
>
> http://www.amibroker.com/devlog/2008/02/12/amibroker-5051-beta-released/
>
> HIGHLIGHTS of this version:
>
> 1.. automatic Walk-Forward Optimization, with IS and OOS equity
charts
> 2.. new functionality in GetCursor* AFL functions allowing
interactive control (see sample in the read me)
> 3.. automatic formula formatting - "Code Prettify" in the AFL
Editor: Edit->Prettify selection
> 4.. Improved scaling of semi-log charts
> This version includes also features introduced earlier (in 5.03)
such as new interval and symbol linking.
>
> BELOW you will find some additional information about walk-forward
optimization introduced in this beta.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
> WALK FORWARD OPTIMIZATION
>
> The automatic Walk forward optimization is a system design and
validation technique in which
> you optimize the parameter values on a past segment of market data
("in-sample"), then test the system forward in time on data following
the optimization segment ("out-of-sample"). You evaluate the system
based on how well it performs on the test data ("out-of-sample"), not
the data it was optimized on.
>
> To use Walk-Forward optimization please:
> 1. Go to Tools->Automatic Analysis
> 2. Click Settings button, then switch to "Walk-Forward tab"
> 3. Here you can see Walk forward settings for In-sample
optimization, out-of-sample backtest
> "Start" and "End" dates mark initial period begin / end
> This period will be moved forward by "Step" until the "End" reaches
the "Last" date.
> The "Start" date can move forward by "step" too, or can be anchored
(constant) if "Anchored" check is on.
> If you mark "Use today" then "Last" date entered will be ignored and
TODAY (current date) will be used instead
>
> By default an "EASY MODE" is selected which simplifies the process
of setting up WF parameters.
> It assumes that:
> a) Out-of-sample segment immediatelly follows in-sample segment
> b) the length of out-of-sample segment equals to the walk-forward step
>
> Based on these two assumptions the "EASY" mode takes in-sample END
date and sets
> out-of-sample START date to the following day. Then adds in-sample
STEP and this becomes out-of-sample END date.
> In-sample and Out-of-sample step values are set to the same values.
>
> The "EASY" mode guarantees correctness of WF procedure settings.
>
> In the "ADVANCED" mode, the user has complete control over all
values, to the extent that
> they may not constitute valid WF procedure.
> The interface allows to selectivelly disable in-sample and
out-of-sample phases using checkboxes at top
> (for special things like runnign sequential backtests without
optimization).
>
> All settings are immediatelly reflected in the PREVIEW list that
shows all generated IS/OOS segments
> and their dates.
>
> The "Optimization target" field defines the optimization raport
COLUMN NAME that
> will be used for sorting results and finding the BEST one. Any
built-in column can be used
> (as appears in the optimization output), or you can use any custom
metric that you define
> in custom backtester. The default is CAR/MDD, you can however select
any other built-in metric from the combo.
> You can also TYPE-IN any custom metric that you have added via
custom backtester interface.
>
> 4. Once you defined Walk-Forward settings, please go to Automatic
Analysis and
> 5. press the dropdown ARROW on the Optimize button and select "Walk
Forward Optimization"
> This will run sequence of optimizaitons and backtest and the
results will be displayed in
> the "Walk Forward" document that is open in the main application frame.
> When optimization is running you can click "MINIMIZE" button on the
Progress dialog
> to minimize it - this allows to see the Walk Forward output during
the optimization steps.
>
> IN-SAMPLE and OUT-OF-SAMPLE combined equity
>
> Combined in-sample and out-sample equities are available by
> ~~~ISEQUITY and ~~~OSEQUITY composite tickers
> (consecutive periods of IS and OOS are concatenated and scaled to
> maintain continuity of equity line - this approach assumes that you
> generally speaking are compounding profits)
> To display IS and OOS equity you may use for example this:
>
> PlotForeign("~~~ISEQUITY","In-Sample Equity", colorRed, styleLine);
> PlotForeign("~~~OSEQUITY","Out-Of-Sample Equity", colorGreen,
styleLine);
> Title = "{{NAME}} - {{INTERVAL}} {{DATE}} {{VALUES}}";
>
>
>
> INTERACTIVE "BUTTONS" SAMPLE
>
> New functionality in GetCursor* functions:
> GetCursorXPosition( mode = 0 )
> GetCursorYPosition( mode = 0 )
>
> mode = -1 - (old compatibility mode) - x - value gives X-coordinate
in DateTime format. y - value gives PRICE. Values are reported no
matter where is the mouse (i.e. may refer to window different than
current if mouse is outside current window).
> mode = 0 - (default) x - value gives X-coordinate in DateTime
format. y - value gives PRICE. Returns NULL if mouse is outside
current window
> mode = 1 - x, y - are mouse coordinates expressed in screen PIXELS.
Returns NULL if mouse is outside current window
>
> GetCursorMouseButtons new output flag = 8 - means that current chart
just received mouse click
>
> Code sample:
>
> /////////////////////////////////////////////////
> // Low-level graphic + Interactive GUI control sample
> // This example shows:
> // 1. how to draw "buttons"
> // 2. how to handle mouse clicks
> // 3. how to implement event call-backs
> ///////////////////////////////////////////////////
>
> Version( 5.04 ); // requires 5.04 or higher
>
> ////////////////////////////////////////////////////
> // Part 1: DRAWING TABLE OF BUTTONS
> //////////////////////////////////////////////////
> GfxSetOverlayMode( 2 );
> // formatted text output sample via low-level gfx functions
>
> CellHeight = 20;
> CellWidth = 100;
> GfxSelectFont( "Tahoma", CellHeight/2 );
>
> GfxSetBkMode( 1 );
>
> function PrintInCell( string, row, Col )
> {
> GfxDrawText( string, Col * CellWidth, row * CellHeight, (Col + 1 ) *
CellWidth, (row + 1 ) * CellHeight, 0 );
> }
>
> GfxSelectPen( colorBlue );
> for( i = 0; i < 10 && i < BarCount; i++ )
> {
> for( k = 0; k < 5; k++ )
> {
> PrintInCell( "Button " + i + "," + k, i, k );
> }
> GfxMoveTo( 0, i * CellHeight );
> GfxLineTo( 5 * CellWidth, i * CellHeight );
> }
> GfxMoveTo( 0, i * CellHeight );
> GfxLineTo( 5 * CellWidth, i * CellHeight );
>
> for( Col = 1; Col < 6; Col++ )
> {
> GfxMoveTo( Col * CellWidth, 0);
> GfxLineTo( Col * CellWidth, 10 * CellHeight );
> }
>
>
> /////////////////////////////////////////////////////////
> // Part 2: MOUSE BUTTON CALL BACKS
> //////////////////////////////////////////////////////////
> Title="";
>
> function DrawButton( px, py, Clr1, Clr2, text )
> {
> Col = floor( px / CellWidth );
> Row = floor( py / CellHeight );
>
>
> GfxGradientRect( Col * CellWidth, row * CellHeight, (Col + 1 ) *
CellWidth, (row + 1 ) * CellHeight,
> Clr1, Clr2 );
>
> PrintInCell( text + " " + row + "," + Col, row, Col );
>
> }
>
> function OnLMouseButton(x, y, px, py)
> {
> _TRACE("LButton x = " + DateTimeToStr( x ) + " y = " + y );
>
> DrawButton( px, py, ColorHSB( 50, 255, 255 ), ColorHSB( 90, 255,
255 ), "just clicked" );
> }
>
> function OnRMouseButton(x, y, px, py)
> {
> _TRACE("RButton x = " + DateTimeToStr( x ) + " y = " + y );
> }
>
> function OnMMouseButton(x, y, px, py)
> {
> _TRACE("MButton x = " + DateTimeToStr( x ) + " y = " + y );
> }
>
> function OnHoverMouse(x, y, px, py)
> {
> _TRACE("LButton x = " + DateTimeToStr( x ) + " y = " + y );
>
> DrawButton( px, py, ColorRGB( 230, 230, 230 ), ColorRGB( 255,
255, 255 ), "mouse over" );
> }
>
> function OnLButtonIsDown(x, y, px, py)
> {
> _TRACE("LButton x = " + DateTimeToStr( x ) + " y = " + y );
>
> DrawButton( px, py, ColorHSB( 190, 255, 255 ), ColorHSB( 210,
255, 255 ), "down" );
> }
>
> /////////////////////////////////////////////////////////
> // Part 3: GENERAL PURPOSE EVENT HANDLER (reusable! - may be put
into "include" file)
> ////////////////////////////////////////////////////////
>
> function EventHandler()
> {
> local b, x, y, px, py;
> b = GetCursorMouseButtons();
>
> // retrieve co-ordinates in date/value units
> x = GetCursorXPosition(0);
> y = GetCursorYPosition(0);
>
> // retrieve co-ordinates in pixel units
> px = GetCursorXPosition(1);
> py = GetCursorYPosition(1);
>
> if( b & 8 ) // flag = 8 is set when window just received mouse click
> {
> // not-null means clicked in THIS (current) window
> if( b & 1 ) OnLMouseButton( x, y, px, py );
> if( b & 2 ) OnRMouseButton( x, y, px, py );
> if( b & 4 ) OnMMouseButton( x, y, px, py );
> }
> else
> {
> if( b == 0 ) OnHoverMouse( x, y, px, py ); // no button pressed
> if( b == 1 ) OnLButtonIsDown( x, y, px, py ); // button pressed
> }
> }
>
> EventHandler();
> RequestTimedRefresh( 1 );
>
Please note that this group is for discussion between users only.
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