Uhg!
Still can't get this to do this.... (Have tried many variations of the below,
these are the last setting just trying to get something to disk...)
I have set (Automatic Analysis window):
Settings -> General:
Apply to: 'use filter' -> Watchlist 'test01' (contains two symbols)
Settings -> Report:
Results list shows: 'Detailed log'
Checked -> Generate detailed reports for each symbol in individual backtest
(slow)
Checked -> Include trade list in the report
Settings -> Old:
Checked -> Overall summary
Checked -> Settings
Checked -> Per-Symbol summary
Checked -> Ind. out of market pos.
Trade list: -> 'Trade list with prices and pos. size
Drawdown -> '...(worst case)'
Code:
SetOption("GenerateReport", 1 ); // force generation of full report
SetBacktestMode( backtestRegularRawMulti );
OptimizerSetEngine("cmae");
SetOption( "PortfolioReportMode", 0 );
Clicking:
Optimize -> Old (v4.4) Optimizer
And I get no reports generated at all. And worse, once it finishes it greys
out the Automatic Analysis window's "Reports" button. Even though there are
other old reports.
# # # #
Anyone know what specific switch/code setting I'm missing to have each symbol
optimize separately and write the optimization report for each symbol to disk?
If I have to code it myself through fputs() , can someone link to an existing
.afl program?
Thanks All,
Michael
Addition (yeah, I'm getting desperate):
Oddly this produces two (backtest) reports (one for each individual symbol in
test01);
Clicking:
Back Test -> Old (v4.4) Optimizer
###
So, have I inadvertently found a bug w/ "Optimize -> Old (v4.4) Optimizer"?
--- In [email protected], "Mike" <sfclimb...@...> wrote:
>
> You do not need any scripting to do that. Just select a watchlist in the AA
> window then click on the arrow of the Optimize button to choose the old
> backtester (backtests each symbol one by one, generating unique reports along
> the way).
>
> Mike
>
> --- In [email protected], "michaels_musings" <michaels_musings@>
> wrote:
> >
> > Hi All,
> >
> > I'm trying to automate a set of single symbol optimizations. I want each
> > symbol to be optimized separately (e.g. not as a portfolio).
> >
> > I'm thinking the "run_production.py" from pete@ from the Files area, that
> > uses python to run every .afl file in a directory should work. But, I'm
> > stuck on how to programmatically tell the optimizer which individual symbol
> > I desire run within each .afl code file. (Obviously you can go change the
> > selected stock in AB, but that sorta kills off the automation part ;) Is
> > there a SetOption I'm not understanding?
> >
> > Anyone know a link to someone who's written up how to do something similar?
> >
> > Is there a way to do this within AB without resorting to something external?
> >
> > Thanks,
> > Michael
> >
> > Snipit from run_production.py:
> > # Script modified and ported to Python from TJ's sample in the
> > documentation by pete@
> > # File revision: $Revision: 205 $
> > import os
> > from datetime import date
> > from win32com.client import Dispatch
> >
> > # START MODIFY TO FIT YOUR SETUP
> > AFLFolder = "C:\\Program Files
> > (x86)\\AmiBroker\\Formulas\\Custom\\Strategies\\_Production"
> > ResultFolder =
> > "C:\\Home\\Peter\\Documents\\Work\\Trading\\AmiBroker\\_Production"
> > # END MODIFY TO FIT YOUR SETUP
> >
>
