The simplified code below runs without any syntax error. However,
instead of optimizing through all 100 steps, it only does a single step.
Any idea why doesn't it do all 100 steps, as coded in the Simple MA
Cross afl?:
//----------------------------------------------------------------------\
------
// 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;
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-------------------------------------------------
--- In [email protected], "ozzyapeman" <zoopf...@...> wrote:
>
> 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 );
>
