Most probably because you are overwriting it.
Should be something like that:
if( Status("action") != actionPortfolio )
{
// call StaticVarSet - do NOT set when in portfolio phase
}
else
{
// call StaticVarGet
}
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: Steve Dugas
To: [email protected]
Sent: Friday, February 15, 2008 1:45 AM
Subject: Re: [amibroker] Custom Backtest doubles opt time?
Hmm...that does not seem to work for me either...I can retrieve the static
variable from my regular AFL just fine, but when I move the StaticVarGet
statement inside the CBT code, my new column still shows all zeros. Sorry TJ,
I don't want to keep bothering you on this list so I will open a support ticket
in the morning after rereading the help files. Thanks very much for trying to
help.
Steve
----- Original Message -----
From: Tomasz Janeczko
To: [email protected]
Sent: Thursday, February 14, 2008 3:34 PM
Subject: Re: [amibroker] Custom Backtest doubles opt time?
Hello,
I explained it on -at list I think. Custom backtest phase (i.e. 2 nd phase)
operates not on your symbol(s), but on the portfolio equity ticker.
What you see on the chart displays symbol-derived data. This is different
if you apply calculation of portfolio equity ~~~EQUITY.
If you want to pass variables from 1-st pass to 2-nd pass you need to use
STATIC variables, store in 1st pass and read in 2nd pass (CBT)
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: Steve Dugas
To: [email protected]
Sent: Thursday, February 14, 2008 9:16 PM
Subject: Re: [amibroker] Custom Backtest doubles opt time?
OK, thanks a lot TJ. I guess I have a bigger problem anyway if you or
anyone else knows the answer...
I am already calculating a stat in regular AFL that I display on my
chart, and I am just trying to add this stat to the optimization report so I
can sort on it. Using bo.AddCustomMetric, If I define MyStat like this it
works fine
MyStat = LastValue( Cum( 1 ) );
But if I change it to this, my new column always shows zero
MyStat = LastValue( Cum( MyBooleanArray ) ); // array definitely contains
some 1's and some 0's
Any idea what could be wrong? Thanks very much for any help!
Steve
----- Original Message -----
From: Tomasz Janeczko
To: [email protected]
Sent: Thursday, February 14, 2008 5:08 AM
Subject: Re: [amibroker] Custom Backtest doubles opt time?
Hello,
If you run on SINGLE ticker and actual system formula is very very
basic (few lines), then adding CBT will have significant impact.
But if you run on any larger list of symbols then it won't be
significant at all (there is only one execution of CBT (2nd phase of backtest)
regardless of symbol count,
while there are (number of symbols) executions of 1st phase).
Bottom line: in all cases except most trivial ones, it does not add
more than 10%.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: Steve Dugas
To: [email protected]
Sent: Thursday, February 14, 2008 4:08 AM
Subject: Re: [amibroker] Custom Backtest doubles opt time?
Hi Graham - That run was done on current ticker only 8 - )
There is a lot of charting code, parameters, etc in there, I guess I
could comment it out or create a shorter version to reduce the opt
time...thanks!
Just wondering though, in your experience, does accessing the CBI add
100% to the opt time? Does the length of the non-CBI code affect whether it
adds 10% or 100% ? Thanks for the advice!
Steve
----- Original Message -----
From: Graham
To: [email protected]
Sent: Wednesday, February 13, 2008 9:35 PM
Subject: Re: [amibroker] Custom Backtest doubles opt time?
Suggest you see if you can reduce your basic code to be as
efficient as possible
Can you reduce the number of symbols used in the backtest by
including only those you are likely to trade?
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
On 14/02/2008, Steve Dugas <[EMAIL PROTECTED]> wrote:
Hi All - I want to use the custom backtester interface for the
first time, to add a custom metric. Without accessing the CBI, my AFL is 1,900
lines of code and takes 38 minutes to run 42,000 opt steps. Even adding the
tiny test code below doubles the opt time to 1 hour and 12 minutes. Just wanted
to ask any of the more experienced CBI users if this sounds normal - I am
wondering if maybe there is something I should change... Thanks very much!
Steve
SetCustomBacktestProc
( "" );
if
( Status( "action" ) == actionPortfolio )
{
bo =
GetBacktesterObject();
bo.Backtest();
TotalModeRevs =
5;
bo.AddCustomMetric(
"Total Mode Reversals", TotalModeRevs );
}
