I do not understand what you mean by parameters. The custom file is for the advanced backtest coding that is read after the portfolio backtest run is complete to either change the backtest or report special custom metrics. If all you want is input information for the afl, then use #include
-- Cheers Graham Kav AFL Writing Service http://www.aflwriting.com On 21/03/2008, Louis Préfontaine <[EMAIL PROTECTED]> wrote: > > 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 > > > > > > > > > > > > > > > > > > > >
