Hoping someone can chime in here to let me know what I might be doing
wrong. I'm currently testing out some simple automation code. The
objective is to load an AFL and then run a portfolio optimization for a
specified date range.
I am using a simple MA crossover trading system for testing purposes. I
can of course optimize it manually in AA without any problem. But when I
try to run and control that optimization from a piece of automation
code, I get a whole range of syntax errors.
Below are the two *separate* AFL codes. I imagine the first AFL has some
errors in it that is preventing the actions from being carried out
properly. What am I missing or doing wrong? Any input much appreciated:
//----------------------------------------------------------------------\
------
// AUTOMATION CODE: Load an AFL and Run a Portfolio Optimization
//----------------------------------------------------------------------\
------
EnableScript("jscript");
<%
database = "C:\\Program Files\\Amibroker\\Data";
formula_1 = "C:\\Simple MA Cross.afl";
AB = new ActiveXObject( "Broker.Application" );
AB.LoadDatabase( database );
AA = AB.Analysis;
Stk = AB.Stocks
Doc = AB.Documents.Open( Stk.Ticker );
AA.LoadFormula( formula_1 ); // load formula from external
file
AA.ApplyTo = 1; // use current symbol
AA.RangeMode = 3; // use 'From' and 'To' dates
AA.RangeFromDate = "11/01/2005";
AA.RangeToDate = "12/31/2005";
AA.Optimize( 0 ); // run Optimize for the
portfolio, which is just one symbol
AA.Backtest();
%>
//---------END AUTOMATION
AFL-------------------------------------------------
//----------------------------------------------------------------------\
------
// Simple MA Cross: THIS IS A SEPARATE AFL SAVED AT: "C:\\Simple MA
Cross.afl"
//----------------------------------------------------------------------\
------
FastMALength = Optimize("FastMALength", 1, 1, 100, 1);
SlowMALength = 20;
//----------------------------------------------------------------------\
------
// BACKTESTER SETTINGS
//----------------------------------------------------------------------\
------
SetBarsRequired(10000, 0);
SetOption("AllowPositionShrinking", False);
SetOption("AllowSameBarExit", True);
SetOption("CommissionAmount", 3.00);
SetOption("CommissionMode", 3);
SetOption("FuturesMode", 1);
SetOption("InitialEquity", 100000);
SetOption("InterestRate",0);
SetOption("MaxOpenPositions", 1);
SetOption("MinPosValue", 0);
SetOption("MinShares", 1);
SetOption("PriceBoundChecking", False );
SetOption("ReverseSignalForcesExit", False);
SetOption("UsePrevBarEquityForPosSizing", True );
SetTradeDelays(0, 0, 0, 0);
SetPositionSize(1, spsShares);
TickSize = 0.0001; // The minimum price move of symbol for Forex
PointValue = 100000;
RoundLotSize = 1;
MarginDeposit = 2500;
BuyPrice = SellPrice = ShortPrice = CoverPrice = Close;
//----------------------------------------------------------------------\
--
// TRADING SYSTEM
//----------------------------------------------------------------------\
--
FastMA = MA( C, FastMALength );
SlowMA = MA( C, SlowMALength );
Buy = Cross( FastMA, SlowMA );
Sell = Cross( SlowMA, FastMA );
