These are not custom (advanced) backtest codes, just the options for backtesting, and do not belong in the advanced file. They will not be read until after the backtest has been completed and is ready for changing in the cbt. If you want these standard for all backtesting, then just use #Include function, not #include "C:\Program Files\Amibroker1\Formulas\Custom\custom_backtest.afl"; -- Cheers Graham Kav AFL Writing Service http://www.aflwriting.com
On 22/03/2008, Ton Sieverding <[EMAIL PROTECTED]> wrote: > > 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 <[EMAIL PROTECTED]> > *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 <[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 > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > >
