Re: [amibroker] taking snapshots of equity curves during Optimization

[Tomasz Janeczko]

Hello,

Yes, the dimensions can be set from AA settings window.

Best regards,
Tomasz Janeczko
amibroker.com

On 2010-02-27 04:17, ta wrote:

Tomasz, is it possible to control the dimensions of charts (png files)? TIA

*From:* amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] *On Behalf Of *Tomasz Janeczko

*Sent:* Sunday, February 21, 2010 6:58 AM
*To:* amibroker@yahoogroups.com

*Subject:* Re: [amibroker] taking snapshots of equity curves during Optimization

Hello,

Wrong approach.

Instead use user-definable backtest / optimization charts that are available since version 5.26. It does everything you want without scripting and without need to worry about synchronization.

Excerpt from read me:

CHANGES FOR VERSION 5.26.0 (as compared to 5.25.0)
Implemented user-definable report charts

Now it is possible for the user to create any number of charts that will be automatically generated and included in the backtest report.

To add user-defined chart to the report, simply save your chart formula under "Report Charts" folder.

That's all.

Any formula present in the "Report Charts" folder will be executed after completion of the backtest using ~~~EQUITY as selected symbol.

The beta ships with 3 sample charts:
a) portfolio equity
b) underwater equity (drawdown)
c) profit table

The charts are displayed in alphabetical order (using file name as a chart name).

Best regards,
Tomasz Janeczko
amibroker.com

On 2010-02-21 15:06, wml67 wrote:

    Hi, I'm trying to take snapshots of resulting equity curves during
    Optimization.

    Here's a snippet of AA code:

    // ....

    MAlb = Optimize("MA lookback",15,5,30,5);

    // ....

    if (Status("action") == actionPortfolio)

     {

         bo = GetBacktesterObject();

         optPass = "MAlb" + MAlb;                                   //
    optPass is unique string, containing info on this optimizer pass

         StaticVarSetText("SVoptPass", optPass);

         bo.Backtest();

         oAB = CreateObject("Broker.Application");

         oAB.RefreshAll();

        // lots of processing, studying trades, creating custom
    metrics, etc

        //  .................

    }

    A snippet of code from the indicator I have running in the active
    window:

      optPass = StaticVarGetText("SVoptPass");

      Plot(Foreign("~~~Equity", "C"), " Equity");

      _N(Title =
    optPass);                                                           //
    title of the chart = static var set in AA code

      oAB = CreateObject("Broker.Application");

      oAW = oAB.ActiveWindow;

      rc = oAW.ExportImage(optPass + ".png", 800, 600);    // name of
    the file = static var set in AA code

    The idea is obvious: when the data is ready, AA code generates
    RefreshAll(), indicator code is thus invoked, it plots the curve
    and exports the image. The name of the file and the title on the
    chart should be equal.

    In fact this approach sorta works, but not entirely as expected.
    Firstly, most of the times filename and the chart title don't
    match, eg, filename is MAlb10 and the title of the chart is
    MAlb15. Sometimes one chart with the same title appears several
    times under different filenames. Some charts seem to be caught in
    mid-rendering or something, etc etc.

    Now I should say I tried all methods of invoking RefreshAll() and
    ExportImage() I know -- the one shown in the snippets above (for
    sheer simplicity), its modification using  CreateStaticObject,
    also tried this:

      OWSHShell = CreateObject( "WScript.Shell" );

      rc = OWSHShell.Run( "myscript.vbs", 4, False );

    , tried all possible combinations of these... The results varied a
    little, but unfortunately none was reliable. I moved the code
    around, tried moving ExportImage() part from indicator into AA
    code (very end of Status("action") == actionPortfolio block) --
    same stuff... I also had this wild thought: maybe indicator code
    is somehow being re-entered and enclosed it in the code below, but
    this didn't help either:

    if (NOT Nz(StaticVarGet("_snapshot_running")))

     {

      StaticVarSet("_snapshot_running", True);

     // main indicator code

      StaticVarSet("_snapshot_running ", False);

    }

    I came to the conclusion that most function calls are
    asynchronous, RefreshAll() is not guaranteed to be honored when
    it's issued, rendering is not guaranteed to be finished when the
    next line of code after Plot() is being executed and so forth.
    That's why AFL is so quick, I guess...

    Now, if only I had a way to suspend the AA code for a sec yielding
    processor time to other threads (like indicator), I could solve my
    problem... (Tomasz? Not all code is real-time!)  Synchronous
    version of Plot() would also help.

    Any ideas, anyone? It's a shame to be so close to the solution yet
    unable to reach it!!!

    Many thanks!