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Ah. Well that would explain that. Thanks.
Any ideas for a possible workaround?
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Ozzy,
>
> The Stats object only contains values for built in metrics as
> described here (scroll to bottom):
>
> http://www.amibroker.com/guide/a_custombacktest.html
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@> wrote:
> >
> > Hello, I've read Herman's excellent doc, "IntroToATC".
> >
> > I am trying to run an optimization, and then store the values of the
> > optimized variables in some composite symbols. I later want to pull
> > values of a certain range and input them automatically in another
> AFL.
> > However, I keep getting a syntax error that the fields are not
> > available, even though they clearly are.
> >
> > Hoping someone can point out my mistake, or give me some
> suggestions on
> > what else to try.
> >
> > Here is the code. Any ideas? :
> >
> >
> > //------------------------------------------------------------------
> --
> > // TRADING SYSTEM
> > //------------------------------------------------------------------
> --
> >
> > FastMALength = Optimize("FastMALength", 10, 1, 10,
> 1);
> > SlowMALength = Optimize("SlowMALength", 20, 20, 50,
> 10);
> >
> > FastMA = MA( C, FastMALength );
> > SlowMA = MA( C, SlowMALength );
> > Buy = Cross( FastMA, SlowMA );
> > Sell = Cross( SlowMA, FastMA );
> >
> >
> >
> > //------------------------------------------------------------------
> --
> > // CUSTOM OPTIMIZATION PROCEDURE (Store opt vars in composite
> symbols)
> > //------------------------------------------------------------------
> --
> >
> > SetCustomBacktestProc( "" );
> >
> > if ( Status( "action" ) == actionPortfolio )
> > {
> > bo = GetBacktesterObject();
> >
> > // run default backtest procedure
> > bo.Backtest( 1 );
> >
> > st = bo.getperformancestats( 0 );
> >
> > // iterate through closed trades first
> > for ( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade
> () )
> > {
> > FastMALength = st.getvalue( "FastMALength" );
> > SlowMALength = st.getvalue( "SlowMALength" );
> >
> > AddToComposite( FastMALength, "~OptFastMA", "X", 1+2+8+16+64 );
> > AddToComposite( SlowMALength, "~OptSlowMA", "X", 1+2+8+16+64 );
> > }
> > bo.ListTrades();
> > }
> >
>
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