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

[Herman <psytek@xxxxxxxx>]

Thank you very much Fred,

When using performance metrics in system design they have (imo) more meaning if they should be based on single price/equity arrays. I think that portfolio metrics should not be used for anything else then to tell you how your portfolio system performs. 

herman

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

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Wednesday, May 21, 2008, 5:50:54 PM, you wrote:

>

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       > ------------------------------------   > Please note that this group is for discussion between users only.   > To get support from AmiBroker please send an e-mail directly to  > SUPPORT {at} amibroker.com   > 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 > Yahoo! Groups Links   > <*> To visit your group on the web, go to: >     http://groups.yahoo.com/group/amibroker/   > <*> Your email settings: >     Individual Email | Traditional   > <*> To change settings online go to: >     http://groups.yahoo.com/group/amibroker/join >     (Yahoo! ID required)   > <*> To change settings via email: >     mailto:amibroker-digest@xxxxxxxxxps.com  >     mailto:amibroker-fullfeatured@yahoogroups.com   > <*> To unsubscribe from this group, send an email to: >     amibroker-unsubscribe@xxxxxxxxxxxxcom   > <*> Your use of Yahoo! Groups is subject to: >     http://docs.yahoo.com/info/terms/   I am using the free version of SPAMfighter for private users. It has removed 458 spam emails to date. Paying users do not have this message in their emails. Try SPAMfighter for free now!

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