Howard,
I would love to have access to OS trade list and stats too. I was going through
the customized backtest doc, I might be able to achieve what I was hoping to do
-- manipulating the parameter from optimization in WF backtest, but it's very
difficult to implement. Thanks for all your
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?
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
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
Thanks Keith. It looks promising. I'll look into that.
Best,
Ade
--- In amibroker@yahoogroups.com, 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.
Howard,
Thank you for put the pseudo code together. It will be much easier to show what
I meant. Please see in the code.
///
// ConditionSwitch.afl
//
// Determine the current condition
//
// Use whatever foreign series and indicators you need
// to set Condition
Hi Ade --
It looks like you want the trade list and statistics from all of the
out-of-sample runs from a walk forward test. Is this correct? If so,
several of us have been asking to have this functionality provided as a
feature of AmiBroker.
Thanks,
Howard
On Fri, Aug 20, 2010 at 2:37 PM,
