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Hi Graham,
Yes I have the file setted as you said, but what exactly should I put in that file? If I put only the parameters and no rule, is it ok?
Ton: I am not sure what is AA or ABS...
Louis
2008/3/19, Ton Sieverding <ton.sieverding@xxxxxxxxxx>:
Louis, why are you using all these SetOptions when
AA has the ABS facility ? Create an ABS, load the ABS in your AFL with
LoadSettings method and you've got what you want. What's wrong with that
?
Regards, Ton.
----- Original Message -----
Sent: Wednesday, March 19, 2008 3:54
AM
Subject: Re: [amibroker] What's wrong
with my formula (trouble with custombacktest)
Hi,
I don't have 4.90, so setbacktestmode does not work...
I
edited a new file with this inside:
run = Optimize ("run", 1,1,1000,1);
SetOption("UseCustomBacktestProc", True );
SetOption("MaxOpenPositions", 5 );
SetOption("InitialEquity", 100000 );
SetOption("AllowPositionShrinking", True
);
SetOption ("AllowSameBarExit",
False);
SetOption ("ActivateStopsImmediately",
False);
SetOption ("MinShares", 100);
SetOption
("MinPosValue", 5000);
SetOption ("PriceBoundChecking",
True);
SetOption ("CommissionMode", 2);
SetOption
("CommissionAmount", 25);
SetOption ("AccountMargin", 100);
SetOption
("ReverseSignalForcesExit", True);
SetOption
("UsePrevBarEquityForPosSizing", True);
SetOption
("PortfolioReportMode",0 );
ShortTrades = ParamToggle("Short
Trades?","Oui|Non",1);
Longtrades = ParamToggle("Long
Trades?","Oui|Non",1);
PositionScore = Random();
and saved it as
custom_backtest.afl at the right place. Then I added this at
the beginning of the file with my formula:
SetOption("UseCustomBacktestProc", True );
SetCustomBacktestProc( "C:\\Program
Files\\Amibroker\\Formulas\\Custom\\custom_backtest.afl"
);
I don't
understand why it is not working...
Louis
2008/3/18, Graham <kavemanperth@xxxxxxxxx>:
If you set custombacktestproc as true , you must have a
custom backtest
code to read.
you could try the function
SetBacktestMode
--
Cheers
Graham
Kav
AFL Writing Service
http://www.aflwriting.com
On 19/03/2008, Louis
Préfontaine <rockprog80@xxxxxxxxx> wrote:
Hi,
My formula starts like this:
run = Optimize ("run",
1,1,1000,1);
SetOption("UseCustomBacktestProc",
True );
SetOption("MaxOpenPositions", 5
);
SetOption("InitialEquity", 100000
);
SetOption("AllowPositionShrinking",
True );
SetOption ("AllowSameBarExit",
False);
SetOption ("ActivateStopsImmediately",
False);
SetOption ("MinShares", 100);
SetOption ("MinPosValue", 5000);
SetOption ("PriceBoundChecking",
True);
SetOption ("CommissionMode", 2);
SetOption ("CommissionAmount",
25);
SetOption ("AccountMargin", 100);
SetOption ("ReverseSignalForcesExit",
True);
SetOption
("UsePrevBarEquityForPosSizing", True);
SetOption ("PortfolioReportMode",0
);
ShortTrades = ParamToggle("Short
Trades?","Oui|Non",1);
Longtrades = ParamToggle("Long
Trades?","Oui|Non",1);
PositionScore =
Random();
buy=.................................
sell=.....
etc.
Is there something wrong with this,
as when I click "backtest" I see no results. When I change the
custombacktestproc for "false" everything works well, but how do I do to
get it my own way? Cause I'd like to be able to be in more than one
trade at a time. And also, I think been in more than one trade
at a time could make my Monte Carlo backtesting more reliable (am I
right?).
Thanks,
Louis
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