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YES !!! That works perfect
!!
Thank you so much TJ, I would never have
figured that one out by myself.
Have a great time in Vegas !
( and try not
to lose all your stock profits at the craps table! ) 8 -
O
Steve
----- Original Message -----
Sent: Thursday, February 14, 2008 8:16
PM
Subject: Re: [amibroker] Custom Backtest
doubles opt time?
Most probably because you are overwriting it.
Should be something like that:
if( Status("action") != actionPortfolio )
{
// call StaticVarSet - do NOT set when in
portfolio phase
}
else
{
Best regards,
Tomasz
Janeczko
amibroker.com
----- Original Message -----
Sent: Friday, February 15, 2008 1:45
AM
Subject: Re: [amibroker] Custom
Backtest doubles opt time?
Hmm...that does not seem to work for me
either...I can retrieve the static variable from my regular AFL just fine,
but when I move the StaticVarGet statement inside the CBT code, my new
column still shows all zeros. Sorry TJ, I don't want to keep bothering
you on this list so I will open a support ticket in the morning after
rereading the help files. Thanks very much for trying to
help.
Steve
----- Original Message -----
Sent: Thursday, February 14, 2008
3:34 PM
Subject: Re: [amibroker] Custom
Backtest doubles opt time?
Hello,
I explained it on -at list I think. Custom backtest
phase (i.e. 2 nd phase) operates not on your symbol(s), but on the
portfolio equity ticker.
What you see on the chart displays symbol-derived data.
This is different if you apply calculation of portfolio equity
~~~EQUITY.
If you want to pass variables from 1-st pass
to 2-nd pass you need to use STATIC variables, store in 1st
pass and read in 2nd pass (CBT)
Best regards,
Tomasz
Janeczko
amibroker.com
----- Original Message -----
Sent: Thursday, February 14, 2008
9:16 PM
Subject: Re: [amibroker] Custom
Backtest doubles opt time?
OK, thanks a lot TJ. I guess I
have a bigger problem anyway if you or anyone else knows the
answer...
I am already calculating a stat in regular
AFL that I display on my chart, and I am just trying to add this stat to
the optimization report so I can sort on it. Using
bo.AddCustomMetric, If I define MyStat like this it works
fine
MyStat = LastValue( Cum( 1 )
);
But if I change it to this, my new column
always shows zero
MyStat = LastValue( Cum( MyBooleanArray )
); // array definitely contains some 1's and some 0's
Any idea what could be wrong? Thanks very much for any help!
Steve
----- Original Message -----
Sent: Thursday, February 14, 2008
5:08 AM
Subject: Re: [amibroker] Custom
Backtest doubles opt time?
Hello,
If you run on SINGLE ticker and actual system
formula is very very basic (few lines), then adding
CBT will have significant impact.
But if you run on any larger list of symbols
then it won't be significant at all (there is only
one execution of CBT (2nd phase of backtest) regardless of symbol
count,
while there are (number of symbols) executions of
1st phase).
Bottom line: in all cases except most trivial ones,
it does not add more than 10%.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Thursday, February 14,
2008 4:08 AM
Subject: Re: [amibroker] Custom
Backtest doubles opt time?
Hi Graham - That run was done
on current ticker only 8 - )
There is a lot of charting code,
parameters, etc in there, I guess I could comment it out or
create a shorter version to reduce the opt
time...thanks!
Just wondering though, in your
experience, does accessing the CBI add 100% to the opt time?
Does the length of the non-CBI code affect whether it adds 10% or
100% ? Thanks for the advice!
Steve
----- Original Message -----
Sent: Wednesday, February 13,
2008 9:35 PM
Subject: Re: [amibroker]
Custom Backtest doubles opt time?
Suggest you see if you can reduce your basic code
to be as efficient as possible
Can you reduce the number of
symbols used in the backtest by including only those you are
likely to trade?
--
Cheers
Graham Kav
AFL
Writing Service
http://www.aflwriting.com
On 14/02/2008, Steve Dugas <sjdugas@xxxxxxxxxxx>
wrote:
Hi All - I want
to use the custom backtester interface for the first
time, to add a custom metric. Without accessing the CBI, my
AFL is 1,900 lines of code and takes 38 minutes to run 42,000
opt steps. Even adding the tiny test code below doubles the opt
time to 1 hour and 12 minutes. Just wanted to ask any of the
more experienced CBI users if this sounds normal - I am
wondering if maybe there is something I should
change... Thanks very much!
Steve
SetCustomBacktestProc ( "" );
if ( Status( "action" ) ==
actionPortfolio )
{
bo = GetBacktesterObject();
bo.Backtest();
TotalModeRevs = 5;
bo.AddCustomMetric( "Total Mode Reversals", TotalModeRevs
);
}
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