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Well, sorry for posting "code that has no relevance at all" (still, in the manual it looks like setoption has a relevance to customizing backtesting...), but I just can't see what is the problem.
If I use auto-analysis and try to backtest my list of tickers, it won't do more than one trade at a time EVEN IF I click on "settings" and change the max number of positions to 10. The only way I could have more than one position at any time is to use custom variables. Maybe I have no clue about what it is, but that's why I am asking, dingo.
Louis
2008/3/22, dingo <dingo@xxxxxxxxxxx>:
The last few messages have nothing to do with the custom
backtester - it appears that when Ton replied to Graham's post he hijacked the
thread and start asking about COM.
You need to read Graham's message where he says "You have
not show any of ..."
After reading a few of your messages about using the
Custom BackTester it appears to me that you have no clue as to what you're
doing. You need to stop, backup and go read some more about the
Custom BackTester and quit trying to post code that has no relevance at
all.
d
I am sorry, but I don't understand anything about what you're
saying about .abs, COM, or stuff like that. All I want to do is use the
custom backtest to change my positionsize and for some reason it does not
work.
Is there a step-by-step way to be sure I do it
right?
Thanks,
Louis
2008/3/22, dingo <dingo@xxxxxxxxxxx>:
Yes, the
answer is "No".
BTW -
you might want to check out "Batman" in one of the forum's file
sections. It might save you from having to write your own
scripts.
d
Thanks Dingo. Yes that's what I have done
now. I've made two small programs in
Visual Fox with following code :
AASettingsFile = "C:\\Program
Files\\AmiBroker\\Settings\\MySettings2.abs"
AB
= CreateObject("Broker.Application")
AA
=
AB.Analysis
AA.LoadSettings(AASettingsFile)
First program with MySettings1.abs and second
with MySettings2.abs. When looking
what happens in AB when I run these
programs in VFP, I can see them switch the settings from MySettings1 to
MySettings2. So this works fine.
But this also means that if I want to do
things like this in AB, I am forced to work in a kind of batch
environment. Correct ? Or is there a way to do this in AFL by calling
these programs ? After what I have seen on the Forum the answer is no
...
Regards, Ton.
-----
Original Message -----
Sent:
Saturday, March 22, 2008 4:43 PM
Subject:
RE: [amibroker] What's wrong with my formula (trouble with
custombacktest)
The
COM stuff is also useable by external scripts and that is when these
particular functions are very useful. If you use an external script to
control AB then you CAN load the settings file and then load the formula
and then run the formula. But the way AB is written this procedure
does NOT work when you try to do the COM work inside an AFL formula.
d
Thanks Graham. Yes I thought I knew the
'AB Bible'. But it's telling me something else
than what AB is doing. And I just do not
understand why. In the 'AmiBroker Object Model'
document LoadSettings is a method. Even
the example in mentioned document says that
LoadSettings should set the Backtest
environment to the loaded 'abs' file. So in
my humble opinion this should do what it
says :
// Create AB
object
AB = CreateObject("Broker.Application");
// Retrieve AA object
AA = AB.Analysis;
// Load Mysettings1
AA.LoadSettings("C:\Program
Files\AmiBroker\Settings\MySettings1.abs");
... setting the backtester environment to
'MySettings1.abs'. Unfortunately it's not doing that and I
do not understand why not. If the
manual tells me different things than what I am seeing
something is wrong. It's me of course.
But why ?
I know the discussion about this
topic on the Forum. Running Loadsettings in an AFL is too late
for the rest of the AFL code. So I
should run it before the rest of the AFL. Let's say I am creating a separate AFL with just the above code and
run the rest in another AFL after that. But even this seems to do nothing. The only thing I am getting
the AA Window. That's all. I don't
get it ...
Regards, Ton.
-----
Original Message -----
Sent:
Saturday, March 22, 2008 10:26 AM
Subject:
Re: [amibroker] What's wrong with my formula (trouble with
custombacktest)
The advanced backtest code is explained in the help files, see
Amibroker Formula Language - Advanced Porfolio Backtester
Interface.
Advanced code is for changing the backtest
trades, or producing your own metrics after the main first pass
(normal) backtest is completed. (note: custom backtest and advanced
backtest refer to the same thing)
You have not shown any of
this in the information provided. All you have shown are the front
end settings which are used during the standard backtest, and are to
be included in the main part of the AFL code, not in the custom
backtest part.
--
Cheers
Graham Kav
AFL Writing
Service
http://www.aflwriting.com
On 22/03/2008, Ton Sieverding <ton.sieverding@xxxxxxxxxx> wrote:
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@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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