> |
Hello,
1. Even if it works it is completely not supported
and may to problems/crashes etc. It is like driving all the time on
reverse gear.
Reverse gear is not designed to be used for 10
hours drive.
2. I see no reason to "plot" single numbers like
UPI, number of trades in indicator. That would be just a bunch of
flat lines.
Also indicator should be lightweight. The indicator
code should execute very quickly because indicators are refreshed very
often.
You are (ab)using indicators for things not
designed for them. Indicator code is for indicators. Automatic analysis
is for backtesting. Indicators are not
and should never be used that way.
3. If you really need to plot them
- all stats are accessible from CUSTOM BACKTESTER,
if you want to "plot" them, use custom backtester,
write them to TEXT File (using fopen/fputs/fclose)
and from the indicator you will be able to read them (using
fopen/fgets/fclose)
That's a proper way to do that.
To repeat the same analogy - although you can drive
on reverse gear for 100 miles, your cars is not designed to be used that
way.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: Herman
To: Tomasz Janeczko
Cc: amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, May
17, 2008 2:28 PM
Subject: Re:
[amibroker] Can someone fix this OLE code?
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:
> |
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:
> |
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:
> |
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:
> |
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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