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Better yet, cut out the intermediate custom backtester calls if you
are not doing anything else in there. Replace:
> bo.PreProcess();
>
> for (bar = 0; bar < BarCount; bar++) {
> bo.ProcessTradeSignals(bar);
> }
>
> bo.PostProcess();
with:
bo.BackTest();
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Ly,
>
> You can get any of the included metrics after running a backtest.
An
> optimization is just a collection of backtests. So, your code will
be
> executed for each backtest in the optimization.
>
> Copy the following script to a file (ending with .afl extension),
> load it into the AA window, set to run against active symbol,
select
> any date range of 5 or more days, then click the Optimize button.
>
> It will generate a file named "myfile.txt" in your Amibroker
> directory. The file will contain a single line for each
optimization
> step. You'll need to rename or delete the file between
optimizations,
> else the next optimization will continue to get appended to
whatever
> is already in the file.
>
> SetBacktestMode(backtestRegularRaw);
> SetCustomBacktestProc("");
>
> trigger = Optimize("Trigger", 1, 1, 4, 1);
>
> if (Status("action") == actionPortfolio) {
> bo = GetBacktesterObject();
> bo.PreProcess();
>
> for (bar = 0; bar < BarCount; bar++) {
> bo.ProcessTradeSignals(bar);
> }
>
> bo.PostProcess();
>
> stats = bo.getPerformanceStats(0);
> carMDD = stats.getValue("CAR/MDD");
> fh = fopen( "myfile.txt", "a");
>
> if (fh) {
> fputs("CAR/MDD: " + carMDD + "\n", fh);
> fclose(fh);
> }
> }
>
> Buy = DayOfWeek() == trigger;
> Sell = DayOfWeek() == 5;
>
> Refer to the links provided in my earlier response for more detail.
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "loveyourenemynow"
> <loveyourenemynow@> wrote:
> >
> > Hi Mike,
> >
> > Are you sure you can get optimization result from custum
backtester
> > interface? Can you make an example? As far as I know there is
such a
> > feature from the backtesting interface, but there may be from
OLE,
> and
> > if you know it, please let me know.
> >
> > Thanks
> >
> > Ly
> > --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> > >
> > > Try looking in the user guide under advanced portfolio
backtester
> > > interface, to see how to get at the stats information.
> > >
> > > e.g.
> > > http://www.amibroker.com/guide/a_custombacktest.html (bottom of
> page)
> > >
> > > Then look at file operations fopen, fputs, fclose.
> > >
> > > e.g.
> > > http://www.amibroker.com/guide/afl/afl_view.php?id=227
> > >
> > > Mike
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "lou" <loulh@> wrote:
> > > >
> > > > After running an optimization I want to get the value from
one
> of
> > > the columns in the report and be able to put it into a file for
> > > further reference. (For example, the first value in the RAR
> column)
> > > Is there a way to do this?
> > > >
> > > > lou
> > > >
> > >
> >
>
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