Hi Graham, Yes I have the file setted as you said, but what exactly should I put in that file? If I put only the parameters and no rule, is it ok?
Ton: I am not sure what is AA or ABS... Louis 2008/3/19, Ton Sieverding <[EMAIL PROTECTED]>: > > Louis, why are you using all these SetOptions when AA has the ABS > facility ? Create an ABS, load the ABS in your AFL with LoadSettings method > and you've got what you want. What's wrong with that ? > > Regards, Ton. > > > ----- Original Message ----- > *From:* Louis Préfontaine <[EMAIL PROTECTED]> > *To:* [email protected] > *Sent:* Wednesday, March 19, 2008 3:54 AM > *Subject:* Re: [amibroker] What's wrong with my formula (trouble with > custombacktest) > > Hi, > > I don't have 4.90, so setbacktestmode does not work... > > I edited a new file with this inside: > > run = Optimize ("run", 1,1,1000,1); > > SetOption("UseCustomBacktestProc", True ); > > SetOption("MaxOpenPositions", 5 ); > SetOption("InitialEquity", 100000 ); > SetOption("AllowPositionShrinking", True ); > SetOption ("AllowSameBarExit", False); > SetOption ("ActivateStopsImmediately", False); > SetOption ("MinShares", 100); > SetOption ("MinPosValue", 5000); > SetOption ("PriceBoundChecking", True); > SetOption ("CommissionMode", 2); > SetOption ("CommissionAmount", 25); > SetOption ("AccountMargin", 100); > SetOption ("ReverseSignalForcesExit", True); > SetOption ("UsePrevBarEquityForPosSizing", True); > SetOption ("PortfolioReportMode",0 ); > > > ShortTrades = ParamToggle("Short Trades?","Oui|Non",1); > Longtrades = ParamToggle("Long Trades?","Oui|Non",1); > > PositionScore = Random(); > > and saved it as custom_backtest.afl at the right place. Then I added > this at the beginning of the file with my formula: > > SetOption("UseCustomBacktestProc", True ); > SetCustomBacktestProc( "C:\\Program > Files\\Amibroker\\Formulas\\Custom\\custom_backtest.afl" ); > > I don't understand why it is not working... > > Louis > > > 2008/3/18, Graham <[EMAIL PROTECTED]>: > > > > If you set custombacktestproc as true , you must have a custom > > backtest code to read. > > > > you could try the function *SetBacktestMode > > > > > > *-- > > Cheers > > Graham Kav > > AFL Writing Service > > http://www.aflwriting.com > > > > On 19/03/2008, Louis Préfontaine <[EMAIL PROTECTED]> wrote: > > > > > > Hi, > > > > > > My formula starts like this: > > > > > > run = Optimize ("run", 1,1,1000,1); > > > > > > SetOption("UseCustomBacktestProc", True ); > > > > > > SetOption("MaxOpenPositions", 5 ); > > > SetOption("InitialEquity", 100000 ); > > > SetOption("AllowPositionShrinking", True ); > > > SetOption ("AllowSameBarExit", False); > > > SetOption ("ActivateStopsImmediately", False); > > > SetOption ("MinShares", 100); > > > SetOption ("MinPosValue", 5000); > > > SetOption ("PriceBoundChecking", True); > > > SetOption ("CommissionMode", 2); > > > SetOption ("CommissionAmount", 25); > > > SetOption ("AccountMargin", 100); > > > SetOption ("ReverseSignalForcesExit", True); > > > SetOption ("UsePrevBarEquityForPosSizing", True); > > > SetOption ("PortfolioReportMode",0 ); > > > > > > > > > ShortTrades = ParamToggle("Short Trades?","Oui|Non",1); > > > Longtrades = ParamToggle("Long Trades?","Oui|Non",1); > > > > > > PositionScore = Random(); > > > > > > buy=................................. > > > sell=..... > > > etc. > > > > > > Is there something wrong with this, as when I click "backtest" I see > > > no results. When I change the custombacktestproc for "false" everything > > > works well, but how do I do to get it my own way? Cause I'd like to be > > > able > > > to be in more than one trade at a time. And also, I think been in more > > > than one trade at a time could make my Monte Carlo backtesting more > > > reliable > > > (am I right?). > > > > > > Thanks, > > > > > > Louis > > > > > > > > > > > > >
