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11-09-2012 11:18 AM #2
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Phân tích kỹ thuật - AmiBroker Code
Đây là loạt bài Amibroker Code về phần mềm phân tích kỹ thuật AmiBroker
Optimization Iteration Reload (OIR) for AmiBroker
One of the (few) notable hardships of using AmiBroker is the inability to view a single optimization iteration result in a backtest or on a chart without having to manually re-enter each of the (who knows how many ...) individual strategy parameters - once thru all of them to setup a backtest, then once thru all of them again to visualize on a chart, and then all of this all over again for every single optimization iteration you want to examine.
CodeForTraders is very pleased to offer our solution to this chore - Optimization Iteration Reload for AmiBroker.
What It Is
Optimization Iteration Reload for AmiBroker is an Excel VBA application, and a process for using it, that allows you to quickly browse optimization results and choose any iteration you wish for quick, "no typing required" reloading into the AA Window parameter set or your chart parameter set.
The only modification needed to your code is the addition of a #include line, which results in the loading of the product output.
How It Works
There are just a few steps involved:
Prep your strategy code by adding the #include line
After your optimization, do a File -> Export of the AA Window results to a .csv file
Open the .csv file in Excel, and highlight the parameters for your chosen iteration
Use Alt-F8 (or your own hotkey) to invoke Optimization Iteration Reload
Return to your chart and use the Parameter Dialog reset button, or
Return to the AA Window, use the Parameter Dialog reset button, and run a backtest
The whole process takes mere seconds.
What It Looks Like
Bim, Bam, Boom - you can now easily browse any iteration of any optimization, choosing it for generation of a complete backtest report with performance graphs - NO TYPING REQUIRED !
Take a look at how it's done:
http://www.screencast.com/t/ajppho5f
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