Re: [amibroker] What's wrong with my formula (trouble with custombacktest), AmiBroker Email List Archive

On 21/03/2008, Louis Préfontaine <rockprog80@xxxxxxxxx> wrote:

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 -----

From: Louis Préfontaine

To: amibroker@xxxxxxxxxxxxxxx

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