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RE: [amibroker] Re: System Performance Indicators [was: Can someone fix this OLE code?]



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Herman,

 

I modified the script to allow running Explore’s as well as the variety of different types of Backtests and Optimizes all based on the command line arguments you supply

 

See the notes at the top of the Script as to how to use and the default values.

 

I also renamed the Script to RunAA since that is now more appropriate.

 

Individual Backtests appear to run significantly faster than Portfolio oriented ones.

 

Fred

 


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Herman
Sent: Thursday, May 22, 2008 5:09 AM
To: Fred
Subject: Re: [amibroker] Re: System Performance Indicators [was: Can someone fix this OLE code?]

 

Yes, sorry should have been more explicit. The code works nice and there are possibilities to running the code from the tools menu. But this would require Explores and Backtests.  Not enough time to try all the new ideas :-) This is the code you posted:

 

RunType    = "BACKTEST"

Times      = 1

Refresh    = 0.25

ShowAA     = 1

 

Set oArgs = WScript.Arguments

 

For i = 0 to oArgs.Count - 1

    Arg = Split(oArgs(i), "=")

    Arg(0) = UCase(Trim(Arg(0)))

    If Arg(0)     = "RUNTYPE" Then

        RunType = UCase(Arg(1))

    ElseIf Arg(0) = "TIMES" Then

        Times   = CCur(Arg(1))

    ElseIf Arg(0) = "REFRESH" Then

        Refresh = CCur(Arg(1))

    ElseIf Arg(0) = "SHOWAA" Then

        ShowAA  = CCur(Arg(1))

    End If

Next

 

Set oAB = CreateObject("Broker.Application")

Set oAA = oAB.Analysis

oAA.ShowWindow(ShowAA)

 

BegTime = Now()

 

While Times >= 0

    If RunType = "OPTIMIZE" Then

        oAA.Optimize(0)

    Else

        oAA.Backtest(0)

    End If

    If Refresh > 0 Then

        WScript.Sleep Refresh * 1000

    End If

    Times = Times - 1

Wend

 

EndTime = Now()

 

MsgBox CStr(BegTime) + vbCrLf + CStr(EndTime), 0, "BackTest"

 

////////////

 

For tips on developing Real-Time Auto-Trading systems visit:

http://www.amibroker.org/userkb/

 

Wednesday, May 21, 2008, 12:27:50 PM, you wrote:

 

> Herman,

 

> Are you referring to the script I wrote ?

 

> = = = = = = = = = = = = = = =

 

> Hello Fred, can you tell me:

 

> 1) How do i make your code run individual backtests on a watchlist? It

> default to portfolio BTs.

 

> 2) How do I modify the code to run an explore?

 

> Many thanks!!!

 

> herman

 

 

 

> ------------------------------------

 

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Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html




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