Michael, Sorry, I believe that I have mislead you. I suspect that I was thinking about individual backtests, as opposed to individual optimizations.
Mike --- In [email protected], "michaels_musings" <michaels_musi...@...> wrote: > > 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" <sfclimbers@> 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 > > > > > >
