Hi, In fact it is little confuse and I didn't explain very well.
I use only range of BARS, in chart and backtest. To improve my TS I´d like to know, for example, CCI value (in range of bars) when my TS buy or sell (in range of bars). This CCI value will be same that I see in range of bars chart. If I use explorer to do this, I choose range in bars (like I define in preferences, intraday, in Custom N-tick chart settings), but indicator results (value) are in range of dates... Amibroker buy or sell based in CCI value create from range of bars, right, but give me value from range of dates... After that, I tried to use backtest and a custom function to generate indicator value, but didn't work, trade system works very well in range of bars, but indicator value is always in range of date, different of value in chart, that is in range of bars also. I don't know if is possible. Thank you for your response, Erich Rodrigues --- In [email protected], Howard B <howardba...@...> wrote: > > 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...@...>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 [email protected] <amibroker%40yahoogroups.com>, Howard B > > <howardbandy@> 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 > > > > > > >
