|
PureBytes Links
Trading Reference Links
|
Hoping someone can chime in here to let me know what I might be doing wrong. I'm currently testing out some simple automation code. The objective is to load an AFL and then run a portfolio optimization for a specified date range.
I am using a simple MA crossover trading system for testing purposes. I can of course optimize it manually in AA without any problem. But when I try to run and control that optimization from a piece of automation code, I get a whole range of syntax errors.
Below are the two *separate* AFL codes. I imagine the first AFL has some errors in it that is preventing the actions from being carried out properly. What am I missing or doing wrong? Any input much appreciated:
//----------------------------------------------------------------------------
// AUTOMATION CODE: Load an AFL and Run a Portfolio Optimization
//----------------------------------------------------------------------------
EnableScript("jscript");
<%
database = "C:\\Program Files\\Amibroker\\Data";
formula_1 = "C:\\Simple MA Cross.afl";
AB = new ActiveXObject( "Broker.Application" );
AB.LoadDatabase( database );
AA = AB.Analysis;
Stk = AB.Stocks
Doc = AB.Documents.Open( Stk.Ticker );
AA.LoadFormula( formula_1 ); // load formula from external file
AA.ApplyTo = 1; // use current symbol
AA.RangeMode = 3; // use 'From' and 'To' dates
AA.RangeFromDate = "11/01/2005";
AA.RangeToDate = "12/31/2005";
AA.Optimize( 0 ); // run Optimize for the portfolio, which is just one symbol
AA.Backtest();
%>
//---------END AUTOMATION AFL-------------------------------------------------
//----------------------------------------------------------------------------
// Simple MA Cross: THIS IS A SEPARATE AFL SAVED AT: "C:\\Simple MA Cross.afl"
//----------------------------------------------------------------------------
FastMALength = Optimize("FastMALength", 1, 1, 100, 1);
SlowMALength = 20;
//----------------------------------------------------------------------------
// BACKTESTER SETTINGS
//----------------------------------------------------------------------------
SetBarsRequired(10000, 0);
SetOption("AllowPositionShrinking", False);
SetOption("AllowSameBarExit", True);
SetOption("CommissionAmount", 3.00);
SetOption("CommissionMode", 3);
SetOption("FuturesMode", 1);
SetOption("InitialEquity", 100000);
SetOption("InterestRate",0);
SetOption("MaxOpenPositions", 1);
SetOption("MinPosValue", 0);
SetOption("MinShares", 1);
SetOption("PriceBoundChecking", False );
SetOption("ReverseSignalForcesExit", False);
SetOption("UsePrevBarEquityForPosSizing", True );
SetTradeDelays(0, 0, 0, 0);
SetPositionSize(1, spsShares);
TickSize = 0.0001; // The minimum price move of symbol for Forex
PointValue = 100000;
RoundLotSize = 1;
MarginDeposit = 2500;
BuyPrice = SellPrice = ShortPrice = CoverPrice = Close;
//------------------------------------------------------------------------
// TRADING SYSTEM
//------------------------------------------------------------------------
FastMA = MA( C, FastMALength );
SlowMA = MA( C, SlowMALength );
Buy = Cross( FastMA, SlowMA );
Sell = Cross( SlowMA, FastMA );
__._,_.___
**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
*********************
TO GET TECHNICAL 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
*********************************
![]()
__,_._,___
|