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Are you particularly looking to run the first script from AmiBroker?
Since the whole thing is intended to just be a batch starter, you can
just write it as a vanilla JScript file and run it directly from the
command line.
Just rename it to have a .js file extension (e.g. runami.js) then run
it from the command line using:
wscript runami.js
That being said. There are a few issues with your original post.
1. It's not clear what you are trying to do with the Stocks object and
your usage of Document. I'm assuming that you are just trying to set
the active document as shown in my sample below.
2. Generally you either want to Optimize, or to Backtest. Not clear
why you are trying to do both.
The following .ps file works, runs all 100 optimizations. Your sample
probably does to, but then immediately clobbers the result with a
single backtest!
Mike
database = "C:\\Program Files\\Amibroker\\Data";
formula_1 = "C:\\Simple MA Cross.afl";
AB = new ActiveXObject( "Broker.Application" );
AA = AB.Analysis;
AB.LoadDatabase( database );
AB.ActiveDocument.Name = "^DJI"; // Set ^DJI as active
document
AA.LoadFormula( formula_1 ); // load formula from
external file
AA.ApplyTo = 1; // use current symbol
AA.RangeMode = 3; // use 'From' and 'To' dates
AA.RangeFromDate = "11/01/2005";
AA.RangeToDate = "12/31/2005";
AA.Optimize( 0 ); // run Optimize for the
portfolio, which is just one symbol
--- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@xxx> wrote:
>
> To add to my confusion, sometimes the below code does produce syntax
> errors when applied. Other times it runs smoothly (albeit with a
> single optimization step). I'm not doing anything different, so I
have
> no idea why it fluctuates.
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@> wrote:
> >
> > The simplified code below runs without any syntax error. However,
> > instead of optimizing through all 100 steps, it only does a single
step.
> > Any idea why doesn't it do all 100 steps, as coded in the Simple
MA
> > Cross afl?:
> >
> >
> >
> //------------------------------------------------------------------
----\
> > ------
> > // AUTOMATION CODE: Load an AFL and Run a Portfolio Optimization
> >
> //------------------------------------------------------------------
----\
> > ------
> >
> > EnableScript("jscript");
> > <%
> >
> > database = "C:\\Program Files\\Amibroker\\Data";
> > formula_1 = "C:\\Simple MA Cross.afl";
> >
> > AB = new ActiveXObject( "Broker.Application" );
> > AB.LoadDatabase( database );
> > AA = AB.Analysis;
> >
> > AA.LoadFormula( formula_1 ); // load formula from
external
> > file
> >
> > AA.ApplyTo = 1; // use current symbol
> > AA.RangeMode = 3; // use 'From' and 'To'
dates
> > AA.RangeFromDate = "11/01/2005";
> > AA.RangeToDate = "12/31/2005";
> > AA.Optimize( 0 ); // run Optimize for the
> > portfolio, which is just one symbol
> > //AA.Backtest();
> >
> > %>
> > //---------END AUTOMATION
> > AFL-------------------------------------------------
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@> wrote:
> > >
> > > Hoping someone can chime in here to let me know what I might be
doing
> > > wrong. I'm currently testing out some simple automation code.
The
> > > objective is to load an AFL and then run a portfolio
optimization for
> > a
> > > specified date range.
> > >
> > > I am using a simple MA crossover trading system for testing
purposes.
> > I
> > > can of course optimize it manually in AA without any problem.
But when
> > I
> > > try to run and control that optimization from a piece of
automation
> > > code, I get a whole range of syntax errors.
> > >
> > > Below are the two *separate* AFL codes. I imagine the first AFL
has
> > some
> > > errors in it that is preventing the actions from being carried
out
> > > properly. What am I missing or doing wrong? Any input much
> > appreciated:
> > >
> > >
> >
> //------------------------------------------------------------------
----\
> > \
> > > ------
> > > // AUTOMATION CODE: Load an AFL and Run a Portfolio Optimization
> > >
> >
> //------------------------------------------------------------------
----\
> > \
> > > ------
> > >
> > > EnableScript("jscript");
> > > <%
> > >
> > > database = "C:\\Program Files\\Amibroker\\Data";
> > > formula_1 = "C:\\Simple MA Cross.afl";
> > >
> > > AB = new ActiveXObject( "Broker.Application" );
> > > AB.LoadDatabase( database );
> > > AA = AB.Analysis;
> > > Stk = AB.Stocks
> > > Doc = AB.Documents.Open( Stk.Ticker );
> > >
> > > AA.LoadFormula( formula_1 ); // load formula from
> > external
> > > file
> > >
> > > AA.ApplyTo = 1; // use current symbol
> > > AA.RangeMode = 3; // use 'From' and 'To'
dates
> > > AA.RangeFromDate = "11/01/2005";
> > > AA.RangeToDate = "12/31/2005";
> > > AA.Optimize( 0 ); // run Optimize for
the
> > > portfolio, which is just one symbol
> > > AA.Backtest();
> > >
> > > %>
> > > //---------END AUTOMATION
> > > AFL-------------------------------------------------
> > >
> > >
> > >
> > >
> > >
> > >
> >
> //------------------------------------------------------------------
----\
> > \
> > > ------
> > > // Simple MA Cross: THIS IS A SEPARATE AFL SAVED AT: "C:\\Simple
MA
> > > Cross.afl"
> > >
> >
> //------------------------------------------------------------------
----\
> > \
> > > ------
> > >
> > >
> > > FastMALength = Optimize("FastMALength", 1, 1, 100,
1);
> > > SlowMALength = 20;
> > >
> > >
> >
> //------------------------------------------------------------------
----\
> > \
> > > ------
> > > // BACKTESTER SETTINGS
> > >
> >
> //------------------------------------------------------------------
----\
> > \
> > > ------
> > >
> > > SetBarsRequired(10000, 0);
> > > SetOption("AllowPositionShrinking", False);
> > > SetOption("AllowSameBarExit", True);
> > > SetOption("CommissionAmount", 3.00);
> > > SetOption("CommissionMode", 3);
> > > SetOption("FuturesMode", 1);
> > > SetOption("InitialEquity", 100000);
> > > SetOption("InterestRate",0);
> > > SetOption("MaxOpenPositions", 1);
> > > SetOption("MinPosValue", 0);
> > > SetOption("MinShares", 1);
> > > SetOption("PriceBoundChecking", False );
> > > SetOption("ReverseSignalForcesExit", False);
> > > SetOption("UsePrevBarEquityForPosSizing", True );
> > > SetTradeDelays(0, 0, 0, 0);
> > > SetPositionSize(1, spsShares);
> > > TickSize = 0.0001; // The minimum price move of symbol
for
> > Forex
> > > PointValue = 100000;
> > > RoundLotSize = 1;
> > > MarginDeposit = 2500;
> > > BuyPrice = SellPrice = ShortPrice = CoverPrice = Close;
> > >
> > >
> >
> //------------------------------------------------------------------
----\
> > \
> > > --
> > > // TRADING SYSTEM
> > >
> >
> //------------------------------------------------------------------
----\
> > \
> > > --
> > >
> > > FastMA = MA( C, FastMALength );
> > > SlowMA = MA( C, SlowMALength );
> > > Buy = Cross( FastMA, SlowMA );
> > > Sell = Cross( SlowMA, FastMA );
> > >
> >
>
------------------------------------
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