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Regarding point 4, it's the current state of AB that strategy parameters set in a chart window are different from params set for a Backtest (in AA window), or params used (found) for an optimizer iteration (in AA window).
IMO, it would be a _major_ improvement in the utility of the program if any set of params could be moved around between any of these areas without the need to enter/verify them manually.
I think full functionality would allow the user to move params, in a single copy-like operation:
to/from strategy on chart
to/from AA window Backtest definition
from Optimizer iteration (to here is non-sensical)
I've commented on this in the Feedback Center:
http://www.amibroker.com/feedback/view_bug.php?bug_id=1225
I don't know if others feel this lack as strongly as I do, but if so, it might be worth adding your comments in the FC to that effect, as no interest expressed might mean no implementation done (ever).
Wouldn't it be great to:
a) drag params in the param dialog, see the changes on a chart, then choose when to send that param set for an AA Backtest (no re-typing or re-dragging required) to generate detailed stats and graphs
b) pick an iteration from optimization results and send that param set for an AA Backtest (no re-typing or re-dragging required) to generate detailed stats and graphs
c) pick an iteration from optimization results and send that param set to a chart for visualization of the trades on the data stream
d) store named setups of params (i.e. a configured winning strategy) where they will always be available (and cannot be deleted, save explicitly), with no re-typing or re-dragging required.
These are things I want to do _every day_ that I work with AB, but can't. (And this is not cutting-edge stuff - it's pretty common elsewhere, but details would be OT here.)
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Try setting your parameters using the Parameters button from the AA window, then backtest. That should address at least point 4.
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Brian Wild" <wild21@> wrote:
> >
> > Hi Folks
> >
> > Having had some problems backtesting an AFL program, I tried to resolve the issues by looking at a very basic MA crossover program. This gave very puzzling results as shown in the attachment. Items included are the Main Plot, the AFL prog, and the backtester result. There were no fancy settngs for the backtest.
> > Please note that the dates are in English format - ie dd/mm/yyyy.
> >
> > The problems I see are: -
> > 1. Buy and Sell arrows show up correctly on the plot. However, the backtest output has reversed all of these, so that the Sell signal on 12/1/2009 has become a Buy in the table, and so on.
> > 2. Nevertheless,these poor signals yield 3 trades, two of which yield a profit! The backtester profit calculations appear to be correct, and give a total profit of $2202.96 as shown at the bottom of the backtest table.
> > 3. This profit would imply a final equity of about$12,203, given the starting value of $10,00. However, this bears no relationship to the final value on the equity curve, namely $7732.38.
> > 4. These results were with the default values of the Parameters set up for the fast and slow MAs. Selecting different values by right-clicking on the plot, selecting Parameters, etc, then re-running the backtest gave exactly the same calculations, although the plot changed as expected. Is this the intended operation of the backtester? - i.e default values are used regardless?
> >
> > Any advice on the above issues would be appreciated.
> >
> > Brian
> >
>
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