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I don't follow Graham and of course would like to
be corrected. Are you telling me
that when starting my AFL with following
instruction, the Backtester is not accepting
these settings when running the AFL ?
AA.LoadSettings("MySettings.abs");
If the Backtester is not following this instruction
what than is the purpose of the
SAVE and LOAD feature in AA ? I have the feeling
that I can save more setting
details by using the AA Settings screen than by
loading the underneath mentioned
Settings.AFL. In other words, I my opinion there
are more settings in de AA Settings
than I will find in
the Setoption instruction ... And it's a hell of a lot easier to make
an
ABS file than and Settings.AFL ...
Regards, Ton.
----- Original Message -----
Sent: Friday, March 21, 2008 9:57
PM
Subject: Re: [amibroker] What's wrong
with my formula (trouble with custombacktest)
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@scarlet.be>
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@gmail.com>:
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@xxxxxxcom> 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@scarlet.be>:
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@gmail.com>:
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@xxxxxxcom> 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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