Louis please go to the 'Automatic Analysis' Tool and open the Settings. Modify all values according to want you want to see. Then SAVE everything in an ABS file that you can open in the beginning of your AFL. That's all ...
Regards, Ton. ----- Original Message ----- From: Louis Préfontaine To: [email protected] Sent: Friday, March 21, 2008 2:54 PM Subject: Re: [amibroker] What's wrong with my formula (trouble with custombacktest) Hi, Ok let me try to explain again. I have a file with run = Optimize ("run", 1,1,1000,1); SetOption("UseCustomBacktestProc", True ); SetCustomBacktestProc( "C:\\Program Files\\Amibroker1\\Formulas\\Custom\\custom_backtest.afl" ); 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=.....; short=.... etc. Then, in c:\\Program Files\\Amibroker1\\Formulas\\Custom\\custom_backtest.afl I have another file with 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 ); and when I click "backtest" nothing happens if SetOption("UseCustomBacktestProc", True ); but it works well if SetOption("UseCustomBacktestProc", False); but of course I'd prefer to use the custom backtest. Also, if I click the "use custom backtest" in the AB interface and choose the first file or the second, still nothing happens if custombacktestproc is true. It has to be false for results to show. Can you help? Thanks, Louis 2008/3/21, Graham <[EMAIL PROTECTED]>: 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 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
