I don't follow Graham and of course would like to be corrected. Are you telling
me
that when starting my AFL with following instruction, the Backtester is not
accepting
these settings when running the AFL ?
AA.LoadSettings("MySettings.abs");
If the Backtester is not following this instruction what than is the purpose of
the
SAVE and LOAD feature in AA ? I have the feeling that I can save more setting
details by using the AA Settings screen than by loading the underneath mentioned
Settings.AFL. In other words, I my opinion there are more settings in de AA
Settings
than I will find in the Setoption instruction ... And it's a hell of a lot
easier to make an
ABS file than and Settings.AFL ...
Regards, Ton.
----- Original Message -----
From: Graham
To: [email protected]
Sent: Friday, March 21, 2008 9:57 PM
Subject: Re: [amibroker] What's wrong with my formula (trouble with
custombacktest)
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
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
