[amibroker] Re: Batch Port-Backtesting many WLs

["sfclimbers" <sfclimbers@xxxxxxxxx>]

Herman,

I will admit that I haven't thought this through, so it may not have any merit. But, it seems to me that the limitation is that once an optimization has started on a watchlist, it will continue with that same watchlist for the duration of the optimization.

So, you could possibly introduce a dummy optimization variable in your script which simply iterates from 1..~1000 (i.e. the number of watchlists you want to test against).

Then, start the optimization (exhaustive) on the first watchlist (i.e. WL 1), and in custom backtester code (or perhaps simply in a status(action) block, empty the contents of the watchlist and repopulate it on the fly from the contents of the next watchlist.

At each subsequent pass, the backtest will be operating on the new watchlist contents, albeit within the original named watchlist. Assuming numerically sequential watchlist names, the optimization variable appearing in the output would be the key to which watchlist's contents were acted upon.

Alternatively, you could adopt the same concept, but try using OLE interface to set a different watchlist on the COM object instead of copying contents. That would probably be faster, but is more dangerous since you would be interfering with a running process as opposed to simply the data upon which the process is acting.

Mike



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