|
Hi TJ - I have an AFL that uses params to call
( or not call ) the CBT from 2 different places in the code so I can add up
to 2 different sets of stats to the opt report. When they are both turned on, it
changes all the values of the *standard* metrics to bad values. I have isolated
the problem to the fact that the line
bo.backtest();
is executed in 2 different places. I have
apparently fixed it by changing the 2nd call to
IF( 1st CBT code is shut off in params so
"bo.backtest()" is not already executed )
bo.backtest;
Could you please briefly explain what is the best
way to handle the "standard" CBT lines like the following when calling CBT
from more than 1 place?...
SetCustomBacktestProc( ""
);
bo = GtBacktesterObject();
bo.Backtest();
etc...
Thanks very much for any info, I have included more detailed pseudo-code
below in case you find it useful.
Steve
--------------------------------------------------------------------------------------------
Stats are not dependant on any numbers inside the
backtester, they are calculated independently and I am simply adding them to the
opt report using the way you showed me earlier...
// first call
IF( ParamToggle1 == 1 )
{
IF( Status( "action" !=
actionPortfolio )
{
calculate
stats...
save stats to
static vars...
}
SetCustomBacktestProc( ""
);
IF( Status( "action" ==
actionPortfolio )
{
bo =
GtBacktesterObject();
bo.Backtest();
retrieve
static vars...
add custom
metrics...
}
}
Same code is repeated later in the AFL
( adding different metrics ) for
ParamToggle2...
__._,_.___
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
![]()
__,_._,___
|