The advanced backtest code is explained in the help files, see Amibroker Formula Language - Advanced Porfolio Backtester Interface.
Advanced code is for changing the backtest trades, or producing your own metrics after the main first pass (normal) backtest is completed. (note: custom backtest and advanced backtest refer to the same thing) You have not shown any of this in the information provided. All you have shown are the front end settings which are used during the standard backtest, and are to be included in the main part of the AFL code, not in the custom backtest part. -- Cheers Graham Kav AFL Writing Service http://www.aflwriting.com On 22/03/2008, Ton Sieverding <[EMAIL PROTECTED]> wrote: > > 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 <[EMAIL PROTECTED]> > *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 <[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 > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > >
