Hi Erich -- I am still a little confused.
You are permitted to have different values for parameters for an indicator that is displayed in a chart and for an indicator that it being tested in a backtest. They Can agree and they May agree, but they are not Required to agree. Is this the confusion? Thanks, Howard On Tue, Jun 15, 2010 at 4:37 AM, erichrod1 <[email protected]>wrote: > > > 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] <amibroker%40yahoogroups.com>, 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><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 > > > > > > > > > > > > > >
