Thanks Keith. It looks promising. I'll look into that. Best, Ade
--- In [email protected], Keith McCombs <kmcco...@...> wrote: > > Ade -- > If you decide that you do need to use CBT, this is, IMHO, the best > document available on the subject. > http://www.amibroker.org/userkb/2008/03/16/amibroker-custom-backtester-interface-2/ > > -- Keith > > On 8/20/2010 08:50, Howard B wrote: > > > > Hi Ade -- > > > > I may be misunderstanding, but I don't see that CBT will be involved. > > I'm thinking something like this may work -- all in pseudo-afl code. > > > > /////////////////////// > > // ConditionSwitch.afl > > // > > // Determine the current condition > > // > > // Use whatever foreign series and indicators you need > > // to set Condition to an integer value > > // Condition = xxxx; > > // > > // Use the switch statement to set the parameter values > > Switch (Condition) > > { > > Case 1: > > V1 = xxx; > > V2 = xxx; > > Break; > > Case 2: > > V1 = yyy; > > V2 = yyy; > > Break; > > } > > // Proceed with your trading system > > // using values of V1 and V2 that depend on broad conditions. > > Buy = something related to V1 and V2; > > Sell = ; > > > > ///////////////////// > > > > Or do you have something else in mind? > > > > Thanks, > > Howard > > > > > > On Fri, Au > > g 20, 2010 at 12:37 AM, adexie <ade...@... > > <mailto:ade...@...>> wrote: > > > > thanks Howard for your suggestion. I guess the difficult part for > > me is how to code it up. I found this online, > > > > http://www.amibroker.com/kb/2008/05/19/historical-portfolio-backtest-metrics/ > > but it's not very comprehensive on custom backtest. Do you know of > > any other documentation on this topic? > > > > Thanks very much. And btw, big fan of your trading system book! > > > > Ade > > > > > > --- In [email protected] > > <mailto:amibroker%40yahoogroups.com>, Howard B <howardbandy@> > > wrote: > > > > > > Hi Ade -- > > > > > > You might add logic code to your afl that identifies the > > category of market > > > condition, then sets the parameters the way you want them for that > > > condition, and then continues on with the optimization. > > > > > > Perhaps using the Switch statement. > > > > > > Thanks, > > > Howard > > > > > > On Thu, Aug 19, 2010 at 9:20 AM, adexie <adexie@> wrote: > > > > > > > > > > > > > > > Greetings all, > > > > > > > > I was wondering if anyone knows whether it is possible to do > > customized > > > > walk forward backtesting with afl code? So I have control over > > what > > > > parameter from IS to use in OS. For example, each time after a IS > > > > optimization, i would like to modify the parameter from the > > optimization > > > > based on current market condition and then use that in OS, > > Instead of > > > > directly use the best parameter in the OS test. > > > > > > > > Any input is greatly appreciated. > > > > > > > > Best, > > > > Ade > > > > > > > > > > > > > > > > > > > > > >
