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Thank you very much V! I have it working now thanks to TJ but I will give
your code a try anyway to see if I notice any speed difference or anything.
Sorry for the late reply, a close relative just had hip replacement surgery
( only 45 years old ) so I was out of town for a couple of days on a
"mission of mercy" 8 - )
Steve
----- Original Message -----
From: "vlanschot" <vlanschot@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, February 15, 2008 4:35 AM
Subject: [amibroker] Re: Custom Backtest doubles opt time?
> 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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