Hi Erich -- Thanks for the kind words about my books.
I am afraid I do not understand your question. Usually the backtest is made over a range of dates or bars. Can you express the rangebar range you want tested in dates or bars? You can export the results of a backtest or explore, including indicator values and Buy or Sell signals using AA's File > Explore menus. Does that do what you need? Thanks, Howard On Mon, Jun 14, 2010 at 8:17 AM, erichrod1 <erich...@interjato.com.br>wrote: > > > Hi Dr. Howard, > > I have your book and love it. It help me improve my backtests. > > Talking about how to read individual values in the portfolio-phase of the > backtest, I have a question: How to use this "custom objective function" to > take value IF TIMEFRAME IS RANGEBAR? I use this function in my tradesystem, > that buy and sell in range bar, but function results are timed... > > Is it possible change this function to do this? Basically, I need export > indicator value when my backtest says to buy or to sell. > > TIA, > > Erich Rodrigues > > --- In amibroker@yahoogroups.com <amibroker%40yahoogroups.com>, Howard B > <howardba...@...> wrote: > > > > Hi RZ -- > > > > My book "Quantitative Trading Systems" discusses objective functions in > > general, the importance of choosing one early in the system design > process, > > the metrics built-in to AmiBroker, the process of designing > multi-component > > custom objective functions, the custom backtest code necessary to > implement > > custom objective functions, and the use of objective functions in > > optimization and walk forward testing. > > > > The objective function incorporates the subjective aspects of trading > > systems. Proper choice of the objective function guarantees that trading > > systems that are highly ranked by the search process and chosen by the > walk > > forward process will be comfortable to trade. It would be difficult to > > overemphasize the importance that proper selection of objective function > > plays in trading system development. > > > > http://www.quantitativetradingsystems.com/ > > > > Thanks, > > Howard > > >
