Did you try it using the individuak backtester ? ----- Original Message ----- From: Herman Date: Thursday, July 24, 2008 2:51 pm Subject: RE: [amibroker] Re: How to save Metrics in Composites for Individual BTs To: [email protected]
> Thanks Mike, > > I tried that and various other things, changed the ATCFlags for > Backtester,used actionBacktest, etc. No Go. > > thanks, > herman > > -----Original Message----- > From: [email protected] [mailto:[EMAIL PROTECTED] > Behalf Of Mike > Sent: July 24, 2008 2:28 PM > To: [email protected] > Subject: [amibroker] Re: How to save Metrics in Composites for > Individual BTs > > > Herman, > > If running the script using the Backtest on individual symbols (i.e. > not as portfolio), couldn't you just construct the name as part of > the script? > > Sorry that I haven't actually tried this out first (no AmiBroker on > this machine). But, I believe the script would only ever apply > to a > single ticker at a time. If so, it should work. > > Mike > > e.g. > > // Demo trading system > Short = Cover = 0; > Buy=Cross( MACD(), Signal() ); > Sell=Cross( Signal(), MACD() ); > > atcName = "~~~UI_"+Name(); // <-- Name of single ticker in use > > // Using the CBT to retrieve/save metrics > SetOption("UseCustomBacktestProc", True ); > if( Status("action") == actionPortfolio ) > { > bo = GetBacktesterObject(); > bo.PreProcess(); > MyHistStat1 = Null; > > for(bar=0; bar < BarCount; bar++) > { > bo.ProcessTradeSignals( bar ); > stats = bo.GetPerformanceStats( 0 ); > MyHistStat1[ bar ] = stats.GetValue("UlcerIndex"); // any metric > } > > bo.PostProcess(); > AddToComposite( MyHistStat1, atcName, "X", atcFlagEnableInPortfolio > | atcFlagDefaults ); // <-- Signals are all on single ticker at > a time > } > > PlotForeign(atcName, "UlcerIndex Historical", colorRed, > styleLine ); > > > --- In [email protected], "Herman" wrote: > > > > Some time ago Tomasz posted the code below (simplified) on the KB. > Would > > anyone know how to modify this code to save the metrics for > individually > > backtested tickers? Composites would be named like > "UI_"+Name(). I > want to > > run individual backtests over a watchlist and save ticker-specific > metrics > > in composites. The metrics would be read/used in another trading > system. > > > > many thanks for any help you can give! > > herman > > > > // Demo trading system > > Short = Cover = 0; > > Buy=Cross( MACD(), Signal() ); > > Sell=Cross( Signal(), MACD() ); > > > > // Using the CBT to retrieve/save metrics > > SetOption("UseCustomBacktestProc", True ); > > if( Status("action") == actionPortfolio ) > > { > > bo = GetBacktesterObject(); > > bo.PreProcess(); > > MyHistStat1 = Null; > > > > for(bar=0; bar < BarCount; bar++) > > { > > bo.ProcessTradeSignals( bar ); > > stats = bo.GetPerformanceStats( 0 ); > > MyHistStat1[ bar ] = stats.GetValue("UlcerIndex"); // any metric > can be > > retrieved > > } > > > > bo.PostProcess(); > > AddToComposite( MyHistStat1, "~~~UI_HISTORICAL", "X", > > atcFlagEnableInPortfolio | atcFlagDefaults ); > > } > > > > PlotForeign("~~~UI_HISTORICAL", "UlcerIndex Historical", colorRed, > > styleLine ); > > > > > > ------------------------------------ > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > Yahoo! Groups Links > > > > >
