[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: Running the back test from Optimization report



PureBytes Links

Trading Reference Links

>Cant copy to Excel, and most certainly cant write down 300 thousand
>"profitable" combinations (...)

Hello,

I can't dream of a system that give 300 thousand "profitable"
combinations... I'am very impressed.
To be serious, here is a way to fill Excel sheet with the best 65536
profitable combinations.


CTRL C to copy the result list into ClipBoard

Paste from ClipBoard into NotePad

Save and rename as C:\Program Files\AmiBroker\test\ado.csv for example

Open EXCEL

Copy the Sub Grab65536lines() into XL module with editor

Adapt your path, csv file name, the # lines to transfer

Add the library
"Microsoft Activex Data Objects librairy 2.x"
Code editor window / menu / tools / references/

Run the macro grab65536lines

Done !

It's a bit heavy but it offers a way of doing until the bug better
turns up...
It's a pity that selected lines copy give a paste of the whole result.
The copy should be limimited to 65536 lines for XL Office 2003. I read
that XL Office 2007 goes over 65536.

Regards


'-------------------------------------------
Sub Grab65536lines()

    Dim Conn As ADODB.Connection, Rst As New ADODB.Recordset
    Dim Requete As String, Rg As Range

    Set Conn = New ADODB.Connection
    Conn.Open "Provider=Microsoft.Jet.OLEDB.4.0;" & _
              "Data Source=C:\Program Files\AmiBroker\test;" & _
              "Extended Properties=""text;HDR=No;FMT=Delimited"""
    Requete = "SELECT TOP 10000 * From ado.csv"    ' 10000 lines
extracted from csv file
    'Requete = "SELECT TOP 65536 * From ado.csv"    'XL's max capacity
    Rst.Open Requete, Conn, adOpenForwardOnly, adLockOptimistic
    '   path to adapt up to your usage... Data Source=C:\Program
Files\AmiBroker\test
    '   Destination("Feuil2") name to adapt ...
    Set Rg = Worksheets("Feuil2").Range("A1")
    Rg.CopyFromRecordset Rst
    Rst.Close: Conn.Close
    Set Rg = Nothing
End Sub
'------------------------------------------------

--- In amibroker@xxxxxxxxxxxxxxx, furinkazaan <furinkazaan@xxx> wrote:
>
> Thanks Thomas, I will check the ParamOptimize feature out. But this begs
> another question (the next one I would have asked, really!)
> 
> Is there no way to SAVE the Optimisation results into a file, so I
can load
> it back when I want to backtest other combinations? So far I've been
> ->Highlight-SHIFT Highlight ->COPYing all the rows into Excel and
using that
> as reference for backtesting other parameter combinations. But when
the # of
> rowns in the report exceeds the size of an Excel sheet, I am stuck.
> (Particularly frustrating after running an opt for a couple of
hours! Cant
> copy to Excel, and most certainly cant write down 300 thousand
"profitable"
> combinations! LOL)
> 
> FILE--> Export button--> HTML and re-import seems to work on small
reports?
> WIll this work for opt reports that  exceede the capacity of an
Excel file?
> 
> thanks
> Kazaan
> 
> On 18/04/2008, Thomas Ludwig <Thomas.Ludwig@xxx> wrote:
> >
> > Kazaan,
> >
> > yes, you can do this by replacing Optimize() in your code by the
> > ParamOptimize function mentioned on
> > http://www.amibroker.com/guide/afl/afl_view.php?id=107 . Just save
that
> > formula in your include folder and add #inlcude<Paramoptimize.afl> to
> > your formula.
> >
> > After optimization you can click the Parameters button in the AA
windwo
> > and select the parameter combination you wish to backtest. Note,
> > however, that the optimization report is gone after one backtest -
> > thus, if you want to backtest various combinations, you should write
> > them down beforehand ... ;-)
> >
> > Greetings,
> >
> > Thomas
> >
> >
> > > Hi,
> > > If I wish to backtest one of the parameter combinations from an
> > > optimization report and see the trade signals marked on chart,  I
> > > manually edit the AFL to put in the parameters I want to see, as the
> > > default values in the Optimisation function, and run the backtest. I
> > > do this for every parameter combination whose signals I wish to
> > > inspect.
> > >
> > > Is there something that can do this automatically in a few
keystrokes
> > > - a double click, or a combination click, perhaps? I use version
> > > 5.00.1 Pro.
> > >
> > > thanks,
> > > kazaan
> >
> >
> >
> >
> > ------------------------------------
> >
> > 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
> >
> >
> >
> >
>



------------------------------------

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@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/