RE: [amibroker] taking snapshots of equity curves during Optimization, AmiBroker Email List Archive

Tomasz, is it possible to control the dimensions of charts (png files)? TIA

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Tomasz Janeczko
Sent: Sunday, February 21, 2010 6:58 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] taking snapshots of equity curves during Optimization

Hello,

Wrong approach.

Instead use user-definable backtest / optimization charts that are available since version 5.26.
It does everything you want without scripting and without need to worry about synchronization.

Excerpt from read me:

CHANGES FOR VERSION 5.26.0 (as compared to 5.25.0)
Implemented user-definable report charts

Now it is possible for the user to create any number of charts that will be automatically generated and included in the backtest report.

To add user-defined chart to the report, simply save your chart formula under "Report Charts" folder.

That's all.

Any formula present in the "Report Charts" folder will be executed after completion of the backtest using ~~~EQUITY as selected symbol.

The beta ships with 3 sample charts:
a) portfolio equity
b) underwater equity (drawdown)
c) profit table

The charts are displayed in alphabetical order (using file name as a chart name).

Best regards,
Tomasz Janeczko
amibroker.com

On 2010-02-21 15:06, wml67 wrote:

Hi, I'm trying to take snapshots of resulting equity curves during Optimization.

Here's a snippet of AA code:

// ….

MAlb = Optimize("MA lookback",15,5,30,5);

// ….

if (Status("action") == actionPortfolio)

{

   bo = GetBacktesterObject();

     optPass = "MAlb" + MAlb;                                  // optPass is unique string, containing info on this optimizer pass

     StaticVarSetText("SVoptPass", optPass);

    bo.Backtest();

     oAB = CreateObject("Broker.Application");

     oAB.RefreshAll();



    // lots of processing, studying trades, creating custom metrics, etc

   // ……………..

}

A snippet of code from the indicator I have running in the active window:

optPass = StaticVarGetText("SVoptPass");

Plot(Foreign("~~~Equity", "C"), " Equity");

_N(Title = optPass);                                                           // title of the chart = static var set in AA code

  oAB = CreateObject("Broker.Application");

oAW = oAB.ActiveWindow;

  rc = oAW.ExportImage(optPass + ".png", 800, 600);    // name of the file = static var set in AA code

The idea is obvious: when the data is ready, AA code generates RefreshAll(), indicator code is thus invoked, it plots the curve and exports the image. The name of the file and the title on the chart should be equal.

In fact this approach sorta works, but not entirely as expected. Firstly, most of the times filename and the chart title don't match, eg, filename is MAlb10 and the title of the chart is MAlb15. Sometimes one chart with the same title appears several times under different filenames. Some charts seem to be caught in mid-rendering or something, etc etc.

Now I should say I tried all methods of invoking RefreshAll() and ExportImage() I know – the one shown in the snippets above (for sheer simplicity), its modification using CreateStaticObject, also tried this:

OWSHShell = CreateObject( "WScript.Shell" );

rc = OWSHShell.Run( "myscript.vbs", 4, False );

, tried all possible combinations of these… The results varied a little, but unfortunately none was reliable. I moved the code around, tried moving ExportImage() part from indicator into AA code (very end of Status("action") == actionPortfolio block) – same stuff… I also had this wild thought: maybe indicator code is somehow being re-entered and enclosed it in the code below, but this didn't help either:

if (NOT Nz(StaticVarGet("_snapshot_running")))

{

StaticVarSet("_snapshot_running", True);

// main indicator code



StaticVarSet("_snapshot_running ", False);

}

I came to the conclusion that most function calls are asynchronous, RefreshAll() is not guaranteed to be honored when it's issued, rendering is not guaranteed to be finished when the next line of code after Plot() is being executed and so forth. That's why AFL is so quick, I guess…

Now, if only I had a way to suspend the AA code for a sec yielding processor time to other threads (like indicator), I could solve my problem… (Tomasz? Not all code is real-time!) Synchronous version of Plot() would also help.

Any ideas, anyone? It's a shame to be so close to the solution yet unable to reach it!!!

Many thanks!

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