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These are not custom (advanced) backtest codes, just the options for backtesting, and do not belong in the advanced file. They will not be read until after the backtest has been completed and is ready for changing in the cbt.
If you want these standard for all backtesting, then just use #Include function, not
#include "C:\Program Files\Amibroker1\Formulas\Custom\custom_backtest.afl";
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
On 22/03/2008, Ton Sieverding <ton.sieverding@xxxxxxxxxx> wrote:
Louis please go to the 'Automatic
Analysis' Tool and open the Settings. Modify all values according to want
you want to see. Then SAVE everything in an ABS file that you can open in
the beginning of your AFL. That's all ...
Regards, Ton.
----- Original Message -----
Sent: Friday, March 21, 2008 2:54
PM
Subject: Re: [amibroker] What's wrong
with my formula (trouble with custombacktest)
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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