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Re: [amibroker] Running the back test from Optimization report



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Thanks Thomas, I will check the ParamOptimize feature out. But this begs another question (the next one I would have asked, really!)

Is there no way to SAVE the Optimisation results into a file, so I can load it back when I want to backtest other combinations? So far I've been ->Highlight-SHIFT Highlight ->COPYing all the rows into Excel and using that as reference for backtesting other parameter combinations. But when the # of rowns in the report exceeds the size of an Excel sheet, I am stuck. (Particularly frustrating after running an opt for a couple of hours! Cant copy to Excel, and most certainly cant write down 300 thousand "profitable" combinations! LOL)

FILE--> Export button--> HTML and re-import seems to work on small reports?  WIll this work for opt reports that  exceede the capacity of an Excel file?

thanks
Kazaan

On 18/04/2008, Thomas Ludwig <Thomas.Ludwig@xxxxxx> wrote:
Kazaan,

yes, you can do this by replacing Optimize() in your code by the
ParamOptimize function mentioned on
http://www.amibroker.com/guide/afl/afl_view.php?id=107 . Just save that
formula in your include folder and add #inlcude<Paramoptimize.afl> to
your formula.

After optimization you can click the Parameters button in the AA windwo
and select the parameter combination you wish to backtest. Note,
however, that the optimization report is gone after one backtest -
thus, if you want to backtest various combinations, you should write
them down beforehand ... ;-)

Greetings,

Thomas


> Hi,
> If I wish to backtest one of the parameter combinations from an
> optimization report and see the trade signals marked on chart,  I
> manually edit the AFL to put in the parameters I want to see, as the
> default values in the Optimisation function, and run the backtest. I
> do this for every parameter combination whose signals I wish to
> inspect.
>
> Is there something that can do this automatically in a few keystrokes
> - a double click, or a combination click, perhaps? I use version
> 5.00.1 Pro.
>
> thanks,
> kazaan




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