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Steve, have you already tried VarSet to define your array within AFL
(1st pass), and then recall it via VarGet in CBT (2nd pass)?
Example:
In AFL:
MyArray = RSI();
VarSet(Name()+_"MyArray", MyArray);
. . . .
In CBT:
for( pos = bo.GetFirstOpenPos(); pos; pos = bo.GetNextOpenPos() )
. . . .
Naam = pos.Symbol;
CBTVar = VarGet(Naam+"_MyArray");
Should work.
PS
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxx> wrote:
>
> 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 -----
> From: Tomasz Janeczko
> To: amibroker@xxxxxxxxxxxxxxx
> 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 -----
> From: Steve Dugas
> To: amibroker@xxxxxxxxxxxxxxx
> 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 -----
> From: Tomasz Janeczko
> To: amibroker@xxxxxxxxxxxxxxx
> 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 -----
> From: Steve Dugas
> To: amibroker@xxxxxxxxxxxxxxx
> 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 -----
> From: Graham
> To: amibroker@xxxxxxxxxxxxxxx
> 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@xxx> 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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