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Re: [amibroker] backtester: how to summarize in 1 row each symbol from a set of 500 symbols


  • To: shakerlr <amibroker@xxxxxxxxxxxxxxx>
  • Subject: Re: [amibroker] backtester: how to summarize in 1 row each symbol from a set of 500 symbols
  • From: Herman <psytek@xxxxxxxx>
  • Date: Tue, 14 Apr 2009 05:55:15 -0400

PureBytes Links

Trading Reference Links

Title: Re: [amibroker] backtester: how to summarize in 1 row each symbol from a set of 500 symbols


After running Backtests summary rows can be seen using the AA Report Explorer.


herman


Monday, April 13, 2009, 9:47:15 PM, you wrote:


> I've been trying to summarize the backtest results for 500+ symbols so that I

> can see a summary of the total gain/loss for all trades for each symbol on one

> line.  I don't know if there is a setting to do this, but I have tried the

> summary, show trades, detailed buttons and also the "include tradelist in

> report checkbox" on the report page.  I can't figure out how to do this with

> the current backtester settings.  Is there a way to do this without coding

> this into backtester code?   Also, can I do this with optimization turned on? 

> ie, so I can see ONLY the BEST result for each security in the summary line?


> If not, anyone know how I can do this with the backtester code?  I imagine I use this code:


>     for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() )

>      {

>           // trade variable now holds Trade object


>      }


> And then get the symbol name, then sum the profit/loss.  But how do I do

> that?  Can I use the built in sum() functions to do that (but on what array)?  


> Also, if I am using the backtester with the optimizer, how do I determine

> what is the best setting is (I guess the highest profit based on the above method).


> Thanks.




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**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/





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