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Ah. Well that explains it then! :-)
Thanks for the heads up. I will look for more jscript examples to try
to get the hang of this automation thing.
--- In amibroker@xxxxxxxxxxxxxxx, dingo <waledingo@xxx> wrote:
>
> you can NOT run optimizations nor backtests from inside an AFL. You
MUST run
> them from external scripts.
>
> You'd do a whole lot better searching for examples of jscripts in
the email
> archives here as that is where all of the OLE examples relating to
Amibroker
> are.
>
> d
>
> On Thu, Dec 18, 2008 at 9:57 PM, ozzyapeman <zoopfree@xxx> wrote:
>
> > Thanks, Mike. That's a great help.
> >
> > Yes, there was some junk in my original code. I cobbled it together
> > from other examples found on this group, and I didn't quite know what
> > I was doing.
> >
> > Thanks also for letting me know of the ability to run from the command
> > line window. I had not even thought of that, or was aware it could
> > work that way. Do you have any online Jscript tutorials that you could
> > recommend, specifically geared towards automation? I found some
> > general purpose tutorials, but want to focus just on automating stuff
> > like this.
> >
> > I am still a bit confused why your code runs fine (all 100 opt steps)
> > when run from the command line, but only does a single opt step when
> > run as an AFL that simply calls the identical jscript routine.
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> > >
> > > Are you particularly looking to run the first script from
AmiBroker?
> > > Since the whole thing is intended to just be a batch starter,
you can
> > > just write it as a vanilla JScript file and run it directly from the
> > > command line.
> > >
> > > Just rename it to have a .js file extension (e.g. runami.js)
then run
> > > it from the command line using:
> > >
> > > wscript runami.js
> > >
> > > That being said. There are a few issues with your original post.
> > > 1. It's not clear what you are trying to do with the Stocks
object and
> > > your usage of Document. I'm assuming that you are just trying to set
> > > the active document as shown in my sample below.
> > >
> > > 2. Generally you either want to Optimize, or to Backtest. Not clear
> > > why you are trying to do both.
> > >
> > > The following .ps file works, runs all 100 optimizations. Your
sample
> > > probably does to, but then immediately clobbers the result with a
> > > single backtest!
> > >
> > > Mike
> > >
> > >
> > > database = "C:\\Program Files\\Amibroker\\Data";
> > > formula_1 = "C:\\Simple MA Cross.afl";
> > >
> > > AB = new ActiveXObject( "Broker.Application" );
> > > AA = AB.Analysis;
> > >
> > > AB.LoadDatabase( database );
> > > AB.ActiveDocument.Name <http://ab.activedocument.name/> = "^DJI";
> > // Set ^DJI as active
> > > document
> > >
> > > 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
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@> wrote:
> > > >
> > > > To add to my confusion, sometimes the below code does produce
syntax
> > > > errors when applied. Other times it runs smoothly (albeit with a
> > > > single optimization step). I'm not doing anything different, so I
> > > have
> > > > no idea why it fluctuates.
> > > >
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@> wrote:
> > > > >
> > > > > The simplified code below runs without any syntax error.
However,
> > > > > instead of optimizing through all 100 steps, it only does a
single
> > > step.
> > > > > Any idea why doesn't it do all 100 steps, as coded in the Simple
> > > MA
> > > > > Cross afl?:
> > > > >
> > > > >
> > > > >
> > > >
//------------------------------------------------------------------
> > > ----\
> > > > > ------
> > > > > // 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;
> > > > >
> > > > > 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-------------------------------------------------
> > > > >
> > > > >
> > > > >
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@>
wrote:
> > > > > >
> > > > > > 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
> >
> > *********************************
> > Yahoo! Groups Links
> >
> >
> >
> >
>
------------------------------------
**** 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
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