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You would have to be a little more clear on exactly what it is you are
trying to accomplish. Though, writing to a file directly, or using
static variables might be areas to explore.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@xxx> wrote:
>
> Ah. Well that would explain that. Thanks.
>
> Any ideas for a possible workaround?
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> 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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