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You can only automate AA from OUTSIDE of AA.
I.e. the script should be EXTERNAL JScript, not an AFL run
from AA befcause it will be
immediatelly overwritten in first iteration.
Best regards,
Tomasz
Janeczko
amibroker.com
----- Original Message -----
Sent: Friday, December 19, 2008 3:12
AM
Subject: [amibroker] Re: Automation to
load an AFL and run Portfolio Optimization
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@xxx>
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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