Re: [amibroker] Re: Possibilities in Amibroker

[Ole Finne Gamnes <h3pooo@xxxxxxxxx>]

Thanks for your answer Mike! I have made Amibroker my choice of trading software now.

 

I also learn that if one uses the Custom backtester one will have access to the Stats-object that contains all the performance metrics. The question here is: do the metrics here only apply to the last OOS period of the WalkForward test or are they an aritmetric average of the metric for all the xx OOS periods in the WF test?

 

Thanks

Ole

2009/7/14 Mike <sfclimbers@xxxxxxxxx>

I believe that the answer to all your questions is yes.

Your AFL can do some of the work itself using fopen/fputs/fclose to write values to disk at the appropriate point (see ActionEx of Status function), which may then be read by your automation upon completion of the AFL.

http://www.amibroker.com/guide/afl/afl_view.php?name=status
http://www.amibroker.com/guide/afl/afl_view.php?name=fopen
http://www.amibroker.com/guide/afl/afl_view.php?name=fputs
http://www.amibroker.com/guide/afl/afl_view.php?name=fclose

Or, your automation code can itself call the Export method on the Analysis object which you may then read in and parse.

http://www.amibroker.com/guide/objects.html

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "h3po" <h3pooo@xxx> wrote:
>
> Hi, I have one more question:
>
> Will it be possible to control Amibroker as a COM server from a client application to..
>
> 1) Run an Optimization and 2) get access to the optimal parameters wrt a chosen performance metric (i.e. get access to the data in the output window from the optimization), and then
>
> 3) run a Walkforward validation and 4) get access to the performance metric (eg CAR/MDD) from this WF validation...
>
> ...all from a client application via out-of-process OLE/COM ?
>
> Regards,
> Ole
>

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