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OK Tomasz, but the code produces a nice BT report each time i click the Trigger. Seemingly flawless. Seems only a tweak would be required to make it work robust.
I am going through all this trouble just to be able to access the Backtester stats from an indicator (I was going to extract the last value from the report on bar-by-bar BTs!).
System analysis in the time domain is frustrated/impossible because basic AB users (non professional programmer) can't retrieve and plot the Backtester stats, like UPI, %Winners, Number of trades, etc. Thus there is a big void wrt system analysis - see my suggestion #1335 and support tag [#49377].
I wish that formulas for these functions were made public so that they can be used in indicators. This Would open up a whole new world to evaluate, analyze, and design trading systems. The single numbers in the AA give very limited information. With all respect, please do not mention the CBT... that solution is for less than 10% of users and I don't have enough days left to learn all that stuff.
best regards,
herman
Saturday, May 17, 2008, 8:10:10 PM, you wrote:
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But... the example in help
a) works
b) presents OUTSIDE ***JScript*** code
http://www.amibroker.com/guide/objects.html
c) does not contain
AA.Analysis.RangeN (wrong line)
Again I want to stress that out that Analysis COM object must not be used form
AFL level. The functionality is provided to control Automatic Analysis from OUTSIDE
of AmiBroker.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: Herman
To: dingo
Sent: Saturday, May 17, 2008 2:02 PM
Subject: Re: [amibroker] Can someone fix this OLE code?
won't do. Actually 99% of this code was copied from the AB help.
h
For tips on developing Real-Time Auto-Trading systems visit:
http://www.amibroker.org/userkb/
Saturday, May 17, 2008, 7:54:44 PM, you wrote:
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ON the clearfilters() take off the () and try it.
d
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Herman
Sent: Saturday, May 17, 2008 7:49 AM
To: dingo
Cc: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Can someone fix this OLE code?
it runs fine except for the WLN and BRS changes i need.
h
For tips on developing Real-Time Auto-Trading systems visit:
http://www.amibroker.org/userkb/
Saturday, May 17, 2008, 7:46:35 PM, you wrote:
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Maybe AB won't let you run a backtest within an indicator - time to ask TJ.
d
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Herman
Sent: Saturday, May 17, 2008 7:40 AM
To: dingo
Cc: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Can someone fix this OLE code?
Hi d, I tried that initially but No go.
thanks,
herman
For tips on developing Real-Time Auto-Trading systems visit:
http://www.amibroker.org/userkb/
Saturday, May 17, 2008, 7:35:20 PM, you wrote:
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On the lines that give the error substitute a number constant for the variable and see if it works. If it does then it looks to me like it thinks the variables are arrays.
d
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Herman
Sent: Saturday, May 17, 2008 7:01 AM
To: AmiBroker User Group
Subject: [amibroker] Can someone fix this OLE code?
Can someone help me fix the code below so that when triggered in an Indicator, it:
1) Backtest all tickers in watchlist WLN?
2) Use range of BRS bars
3) Output ONLY the one line BT Report?
Many thanks!!!!
herman
if ( ParamTrigger( "Run Com BT", "BT" ) )
{
WLN = 0; // the watchlist to backtest
BRS = 100; // Number bars to test
AB = CreateObject( "Broker.Application" );
AA = AB.Analysis;
AA.LoadFormula( "C:\\Program Files\\AmiBroker\\Formulas\\Systems\\Example.afl" );
AA.ClearFilters();
AA.Filter( 0, "watchlist" ) = WLN; // This gives syntax error...
AA.ApplyTo = 1;
AA.RangeMode = 1;
AA.Analysis.RangeN = BRS; // This gives syntax error...
AA.Backtest();
AA.Report( "" );
}
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