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Hi,
Ok let me try to explain again.
I have a file with
run = Optimize ("run", 1,1,1000,1);
SetOption("UseCustomBacktestProc", True );
SetCustomBacktestProc( "C:\\Program Files\\Amibroker1\\Formulas\\Custom\\custom_backtest.afl" );
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=.....;
short=.... etc.
Then, in c:\\Program Files\\Amibroker1\\Formulas\\Custom\\custom_backtest.afl I have another file with
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 );
and when I click "backtest" nothing happens if
SetOption("UseCustomBacktestProc", True );
but it works well if
SetOption("UseCustomBacktestProc", False);
but of course I'd prefer to use the custom backtest.
Also, if I click the "use custom backtest" in the AB interface and choose the first file or the second, still nothing happens if custombacktestproc is true. It has to be false for results to show.
Can you help?
Thanks,
Louis
2008/3/21, Graham <kavemanperth@xxxxxxxxx>:
I do not understand what you mean by parameters. The custom file is for the advanced backtest coding that is read after the portfolio backtest run is complete to either change the backtest or report special custom metrics.
If all you want is input information for the afl, then use #include
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
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 -----
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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