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Amibroker FAQ

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Here's the post from the mailing list. It was in regards to same bar exit but generally it's best to remove exrem from backtest code. You'll need it for your indicator code though.

http://www.mail-archive.com/amibroker@yahoogroups.com/msg23130.html

Generally speaking you don't need to use ExRem at all, because the backtester handles signals even if there are redundant ones.
Click to expand...
I'm not sure if it's causing issues with the TT code but it's good practice not to use it unless necessary as I've seen problems occur with some code.

I notice there's no positionscore in the code? It's a good idea to set positionscore to random if you're going to do some monte carlo runs or to assign some way of ranking entry signals if there are more entries than capital available on a particular day.
 
captain black said:
The Amibroker backtest report includes both closed and open trades so it's not an issue.

I'd also remove the exrem statements from the backtest version as the backtester handles trade processing and it's incorrect to use exrem in a backtest. TJ has posted about this issue, I'll see if I can dig it up.
Click to expand...

Thanks Capt.
I removed the exrem but left the binary flip
OK I will look at position score. Its a learning experience for me so thank you for bring that up

Were my other backtest settings ok?


Results are better

Annual Return 18.71%
Max Sys DD 37%
61 Trade 3.77% Win
Exp 85.04%

Thank you
 
art27 said:
Thanks Capt.
I removed the exrem but left the binary flip
OK I will look at position score. Its a learning experience for me so thank you for bring that up

Were my other backtest settings ok?


Results are better

Annual Return 18.71%
Max Sys DD 37%
61 Trade 3.77% Win
Exp 85.04%

Thank you
Click to expand...

Sorry, only time for a quick look.

Couple of points.

I would allow for positionsize shrinking. This type of system often has an initial drawdown which means funds may not be available for an extra full position size but would still be worthwhile having all your capital fully invested. Test it and see if there's any affect.

Also set positionsize to previous bar equity. If you're buying today, you can't know the current bar equity until the close of today.

Personally I set bar delay to 1 and buy at tomorrows open.
 
Thanks Capt

"Personally I set bar delay to 1 and buy at tomorrows open"

Thats what Im doing here too. Buy & Sell on open the following day. Do I still have to set positionsize to previous bar equity.
 
art27 said:
Thanks Capt

"Personally I set bar delay to 1 and buy at tomorrows open"

Thats what Im doing here too. Buy & Sell on open the following day. Do I still have to set positionsize to previous bar equity.
Click to expand...

I calculate my position sizing from closing equity the day before so I have that option set to true in my formulas.

Here's how it's calculated:

Use previous bar equity for position sizing
Affects how percent of current equity position sizing is performed.
Unchecked (default value) means: use current (intraday) equity to perform position sizing, checked means: use previous bar closing equity to perform position sizing.
Click to expand...
http://www.amibroker.com/guide/w_settings.html
 
art27 said:
I added this to the afl.

SetOption("UsePrevBarEquityForPosSizing", True ); // Use last known bar of position sizing
Click to expand...

Another tip if you're going to be doing a lot of playing around with system code in Amibroker is to create a few system "templates" for different types of systems containing all your "setoption" fields, various types of stops, positionscore settings etc. and save them in your "include" folder with suitable names eg. trend_following_system_template, long_and_short_template etc.

http://www.amibroker.com/guide/afl/SetOption.html

Then it's just a matter of coding up the basic buy/sell/short/cover variables and using "include" to point to the relevant system settings template. (not to be confused with amibroker chart templates)

I think there's a system template in the AFL library that Kaveman set up a while ago too.

Do you have a copy of the Monte Carlo spreadsheet for amibroker? It's a handy tool too.

http://finance.groups.yahoo.com/group/amibroker/files/MonteCarlo PortfolioBacktester/
 
art27 said:
Limit trade size to % of entry bar volume is set at 10
Click to expand...

10% is too high for this IMO. Buying 10% of the entire day's volume at the open would quite likely change the opening price. I've got this set to 5, however I suspect that may even be too much. What are other people's thoughts on the best value for this setting?
 
art27 said:
Can someone please confirm that these are correct and if possible run a backtest for me on the asx200 for the following formula for the above dates to confirm my results
Click to expand...

I ran a backtest on the code and settings you provided in that post. I got a result very similar to yours. My system had 63 winning trades while yours had 61. Maybe my database needs a clean up.

I PDF'ed the stats and trade history for the backtest if you want to compare.
View attachment Post 1497 - Trade list.pdf View attachment Post 1497 - Stats.pdf
 
Some really great advice there. Thanks so much for all the help. Its really appreciated.

Thanks LoneWolf for running a backtest. I think I may almost have it right then.


"Limit trade size to % of entry bar volume is set at 10"
Thanks Alterego. Ive changed that setting to 5

Capt Black
Lots of helpful things here. The templates idea will save a lot of time and makes good sense.

Was this the system Template?
Code: 
_SECTION_BEGIN("AFL Example");
/*
This is an attempt to provide a basic trading system AFL. The system is purely imaginary
 AND NOT provided as one that would make money. This is just to provide a guide to learners
 on the common components of writing AFL.

 Prepared by Graham Kavanagh 12 Aug 2005
 AB Write http://e-wire.net.au/~eb_kavan/ab_write.htm

When you copy/paste ensure the existing continuous lines have not been wrapped. This wrapping
 can create error signals when you try to use the code. Click on the check afl button in the
 editor before trying to apply or scan.
 I have used slash-asterisk /*  */ /* for my comments to get around the problem of wrapping,
 which could happen if you used double slash //

I hope this helps the beginners in creating AFL code

*/

/*firstly some basics common*/
SetBarsRequired(10000,10000); /* this ensures that the charts include all bars AND NOT just those on screen */
SetFormulaName("Sample System"); /*name it for backtest report identification */
SetTradeDelays( 1, 1, 1, 1 ); /* delay entry/exit by one bar */
SetOption( "initialequity", 100000 ); /* starting capital */
PositionSize = -10; /* trade size will be 10% of available equty */
SetOption( "MaxOpenPositions", 6 ); /* I don't want to comit more than 60% of Equity at any one time */
SetOption( "PriceBoundChecking", 1 ); /* trade only within the chart bar's price range */
SetOption( "CommissionMode", 2 ); /* set commissions AND costs as $ per trade */
SetOption( "CommissionAmount", 32.95 ); /* commissions AND cost */
SetOption( "UsePrevBarEquityForPosSizing", 1 ); /*set the use of last bars equity for trade size*/
PositionScore = 100/C; /*Set the order for which stock trades when get mulitple signals in one bar in backtesting */

//Trade system
/*
Buy when exp mov avg crosses and the high is highest for 50 bars
Sell when exp mov avg crosses back
Cross is first variable moves to above the second variable
*/

LongPer = Param("Long Period", 50, 30, 100, 5 ); /* select periods with parameter window */
ShortPer = Param("Short Period", 5, 3, 10, 1 ); 

LongMA = EMA( C, LongPer );
ShortMA = EMA( C, ShortPer );
LastHigh = HHV( H, LongPer );

Buy = Cross( ShortMA, LongMA ) AND H > Ref( LastHigh, -1 );
/* ref,-1 is used for the high to have todays high greater than the previous 50 bar high.
   To just use H==LastHigh couold mean a previous high was equal to current high */
Sell = Cross( LongMA, ShortMA );
/* exrem is one method to remove surplus strade signals*/
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);


/* Now for exploration results. 
   Will restrict results of exploration to when the Buy AND Sell signals occur 
   You can use Filter=1; to display every bar result */

Filter = Buy OR Sell;
AddTextColumn( FullName(), "Company Name" );
AddColumn( Buy, "Buy", 1 );
AddColumn( Sell, "Sell", 1 );
AddColumn( C, "Close", 1.3 );
AddColumn( H, "High", 1.3 );
AddColumn( LastHigh, "HHV", 1.3 );
AddColumn( LongMA, "Long MA", 1,3 );
AddColumn( ShortMA, "Short MA", 1,3 );


/* Now to show this on a chart */
/* I use WriteVal to limit the values to the wanted number of decimal places,
   seeing a value of 5 decimal places can be frustrating.
   I have included additional information in the plot title sections to add some
   information to the title block */

GraphXSpace = 10; /* create empty space of 10% top and bottom of chart */

Plot( C, " Close Price", colorGrey50, styleBar );
Plot( LongMA, " EMA(C,"+WriteVal(LongPer,1)+")", colorRed, styleLine|styleNoRescale );
Plot( ShortMA, " EMA(C,"+WriteVal(ShortPer,1)+")", colorGreen, styleLine|styleNoRescale );
Plot( Ref(Lasthigh,-1), " HHV(H,"+WriteVal(LongPer,1)+")", colorBlue, styleNoLine|styleDots|styleNoRescale );

/* styleNoRescale in the plots stops the added plots from compressing the original bar chart to the middle of the pane */

PlotShapes( shapeUpArrow*Buy, colorGreen, 0, L, -10 );
PlotShapes( shapeDownArrow*Sell, colorRed, 0, H, -10 );

Title = " {{NAME}} {{DATE}} {{INTERVAL}} "+_DEFAULT_NAME()+" Chart values : {{VALUES}} ";
/* _DEFAULT_NAME() shows the section name or, if not present, the file name
the items in {{}} are short cuts for the title block. It can be done long hand

Title = Name() +" "+ Date() +" "+ "{{INTERVAL}}"+_DEFAULT_NAME()+" Chart values : " + 
" Close Price = " + C + 
" EMA(C,"+WriteVal(LongPer,1)+") = "+WriteVal(LongMA,1.3) + 
" EMA(C,"+WriteVal(ShortPer,1)+") = "+WriteVal(ShortMA,1.3) + 
" HHV(H,"+WriteVal(LongPer,1)+") = "+WriteVal(Ref(LastHigh,-1),1.3) ;

 */

_SECTION_END();

These are the setoptions I have on my chart

//Backtester settings


SetOption("InitialEquity", 100000 );
SetOption("MaxOpenPositions", 20 );
PositionSize = -5;
SetOption("CommissionMode",0);
//Use Commissions Table in Backtester. Min $15 per trade or 0.1% whichever is the larger.

SetOption("UsePrevBarEquityForPosSizing", True );
SetOption ( "InterestRate", 0 );
SetOption("ActivateStopsImmediately", False);
SetOption("AllowPositionShrinking", False);
SetOption("AllowSameBarExit",False);
SetOption("FuturesMode",False);
SetOption("AccountMargin", 100);
RoundLotSize = 1;
 
Im not sure what this means

SetOption( "PriceBoundChecking", 1 ); /* trade only within the chart bar's price range */

And Im looking into this as suggested

PositionScore = 100/C;
 
art27 said:
Im not sure what this means
SetOption( "PriceBoundChecking", 1 ); /* trade only within the chart bar's price range */
Click to expand...

It's possible to write some code that accesses prices outside the high-low of the bar. Set the Priceboundchecking option to 1 (True) means that any trade prices can only occur within the high-low range of the bar.

An example of where you may want to access prices outside the bar is if you include slippage in your buy or sell price calculations and the addition or subtraction of slippage would access a price outside the high-low range. In that case you'd set priceboundchecking to 0 (False)
 
art27 said:
Im not sure what this means

SetOption( "PriceBoundChecking", 1 ); /* trade only within the chart bar's price range */
Click to expand...

...as the commentary describes, this will prevent AB from buying at a price that is higher than the day's high, or lower than the day's low. If you use "buyprice" without this, you might find AB will buy/sell at prices that are not possible.
 
This is a SetOption template by Bruce Robinson and it can be found at amibrokeru.com (Amibroker University).

Code: 
//--------------------------------------------------------------------------------------------------
//
//  BoilerPlate - Version 2
//              - BruceR 
//              - updated - 10/1/08 - cleanup and added more comments
//
//  The purpose of this include file is to initialize all backtesting/optimization "factors"
//  to a default value.  It also serves as a reference check to make sure that all of the
//  factors have been accounted for.
//
//  These factors fall into 3 categories -
//
//       1.  Factors that are in the AA Backtester Settings
//       2.  Factors that are NOT in Settings
//       3.  Factors that in Settings but can NOT be set programmatically
//
//  SO, the bottom line is that there is not a way to guarantee in one place that all 
//  factors are accounted for.  Theoretically, to cover all options, a Settings file AND
//  AFL settings should be used.
//
//  Experience has also shown that users are reluctant to utilize a distributed Settings file.  
//  The best trade-off seems to be to set as many as possible programmatically, and to check 
//  the ones that can only be set in settings.
//
//--------------------------------------------------------------------------------------------------

//  Initialize the trading parameters

	//EnableRotationalTrading();

	BuyPrice = SellPrice = ShortPrice = CoverPrice = Open;

	SetTradeDelays( 1, 1, 1, 1 );

	//SetFormulaName( "TEST" );

	SetOption(	"InitialEquity",						1000	);
	SetOption(	"MinShares", 							0.0001	);
	SetOption(	"MinPosValue",						0		);
	SetOption(	"FuturesMode", 						False	);
	SetOption(	"AllowPositionShrinking", 			True	);
	SetOption(	"ActivateStopsImmediately",			False	);
	SetOption(	"ReverseSignalForcesExit", 			True	);
	SetOption(	"AllowSameBarExit",					True	);
	SetOption(	"CommissionMode", 					2		);
	SetOption(	"CommissionAmount", 					0		);
	SetOption(	"InterestRate", 						0		);
	SetOption(	"MarginRequirement", 				100		);
	SetOption(	"PortfolioReportMode",				0		);
	SetOption(	"MaxOpenPositions", 					1		);
	SetOption(	"WorstRankHeld", 						1		);						// Not in settings
	SetOption(	"PriceBoundChecking",				False	);						// Not in settings
	SetOption(	"UsePrevBarEquityForPosSizing",	True	);
	SetOption(	"UseCustomBacktestProc",			False	);
	SetOption(	"DisableRuinStop",			    	False	);						// Not in settings
	SetOption(	"EveryBarNullCheck",					False	);	    				// Not in settings
	SetOption(	"HoldMinBars",						0		);						// Not in settings
	SetOption(	"HoldMinDays",						0		);						// Not in settings
	SetOption(	"EarlyExitBars",						0		);						// Not in settings
	SetOption(	"EarlyExitDays",						0		);						// Not in settings
	SetOption(	"EarlyExitFee",						0		);						// Not in settings
	SetOption(	"SeparateLongShortRank",			False	);						// Not in settings
	SetOption(	"MaxOpenLong",						0		);						// Not in settings
	SetOption(	"MaxOpenShort",						0		);						// Not in settings

	MaxPos			= 100 * 100 / GetOption("MarginRequirement");
	PositionSize 	= -MaxPos / GetOption("MaxOpenPositions");

	RoundLotSize 	= 0;  		// 0 for Funds, 100 for Stocks
	TickSize		= 0;  		// 0 for no min. size
	MarginDeposit	= 0;
	PointValue		= 1;		// For futures
	
	ExitAtTradePrice 	= 0;
	ExitAtStop			= 1;
	ExitNextBar		= 2;
	ReEntryDelay		= 0;

	ApplyStop( stopTypeLoss, stopModeDisable, 0, ExitAtTradePrice, ReEntryDelay );
	ApplyStop( stopTypeProfit, 	stopModeDisable, 0, ExitAtTradePrice, ReEntryDelay );
	ApplyStop( stopTypeTrailing, stopModeDisable, 0, ExitAtTradePrice, ReEntryDelay );
	ApplyStop( stopTypeNBar, stopModeDisable, 0, ExitAtTradePrice, ReEntryDelay );

	//  THE FOLLOWING CANNOT BE SET PROGRAMMATICALLY AND SHOULD BE CHECKED

	//  Pad and align
	//  Reference symbol
	//  Risk-free rate Sharpe
	//  Risk-free rate UPI
	//  Add artificial future bar
	//  Limit trade size %
	//  Disable trade size limit
	//  Walk forward mode and data parameters
	//  Optimization target

//--------------------------------------------------------------------------------------------------
//  ALL CUSTOM SETTING SHOULD BE DONE AFTER THIS
 
One addition

you can load the backtest settings using OLE (but this method opens old AA).

Code: 
/* create AB object */
AB = new ActiveXObject("Broker.Application");

/* retrieve automatic analysis object */
AA = AB.Analysis;

/* load formula from external file */
AA.LoadFormula("C:\\Program Files\\AmiBroker\\Formulas\\Custom\\yourAFl.afl");

/* optional: load settings */
AA.LoadSettings("C:\\Program Files\\AmiBroker\\AASettings.abs");



Regarding new AA

Don't know if backtester settings are saved in .apx file too

Code: 
AB = new ActiveXObject( "Broker.Application" ); // creates AmiBroker object

try 
{ 
    NewA = AB.AnalysisDocs.Open( "C:\\analysis1.apx" ); // opens previously saved analysis project file 
    // NewA represents the instance of New Analysis document/window 

    if ( NewA ) 
    { 
         NewA.Run( 2 ); // starts analysis (asynchronous - returns immediatelly
      // (0-scan, 1- exploration, 2- portfolio backtest, 3- Individual Backtest, 4- optimization, 5- Individual Optimization (not supported yet), 6-walk forward)

         while ( NewA.IsBusy ) WScript.Sleep( 500 ); // check IsBusy every 0.5 second 

         NewA.Export( "test.html" ); // export result list to HTML file

         WScript.echo( "Completed" ); 

         //NewA.Close(); // close new Analysis 
     } 
} 
catch ( err ) 
{ 
     WScript.echo( "Exception: " + err.message ); // display error that may occur
}
 
captain black said:
Nice find :)
Thanks for posting it here.
Click to expand...

I have modified it a bit, added additional options and comments. Feel free to add or fix

Code: 
//--------------------------------------------------------------------------------------------------
//
//  BoilerPlate - Version 3
//              - BruceR 
//              - updated - 10/1/08 - cleanup and added more comments
//              - updated by trash - May 2012 - added additional comments and options
//
//  The purpose of this include file is to initialize all backtesting/optimization "factors"
//  to a default value.  It also serves as a reference check to make sure that all of the
//  factors have been accounted for.
//
//  These factors fall into 3 categories -
//
//       1.  Factors that are in the AA Backtester Settings
//       2.  Factors that are NOT in Settings
//       3.  Factors that in Settings but can NOT be set programmatically
//
//  SO, the bottom line is that there is not a way to guarantee in one place that all 
//  factors are accounted for.  Theoretically, to cover all options, a Settings file AND
//  AFL settings should be used.
//
//  Experience has also shown that users are reluctant to utilize a distributed Settings file.  
//  The best trade-off seems to be to set as many as possible programmatically, and to check 
//  the ones that can only be set in settings.
//
//--------------------------------------------------------------------------------------------------

//  Initialize the trading parameters

	//EnableRotationalTrading();

	BuyPrice = SellPrice = ShortPrice = CoverPrice = Open;

	SetTradeDelays( 1, 1, 1, 1 );	// SetTradeDelays( buydelay, selldelay, shortdelay, coverdelay ) 
	/* applies the following     
	Buy   = Ref( Buy, -buydelay );
	Sell  = Ref( Sell, -selldelay );
	Short = Ref( Short, -shortdelay );
	Cover = Ref( Cover, -coverdelay ); */

	//SetBarsRequired(sbrAll, sbrAll); // set number of previous and future bars needed, sbrAll turns OFF quickAFL and uses all bars

	//SetFormulaName( "TEST" );		// Allows to programatically change the name of the formula that is displayed in the backtest result explorer. 


	//:::::::::::::::::::::::::::::::::::::::::::: Backtest Mode Selection :::::::::::::::::::::::::::::::::::::::::::::::::::
	// default, as in 4.90, regular, signal-based backtest, redundant signals are removed 
	//SetBacktestMode( backtestRegular ); 

	// signal-based backtest, redundant (raw) signals are NOT removed, only one position per symbol allowed 
	//SetBacktestMode( backtestRegularRaw ); 

	// signal-based backtest, redundant (raw) signals are NOT removed,
	// MULTIPLE positions per symbol will be open if BUY/SHORT signal is "true" for more than one bar and there are free funds
	// Sell/Cover exit all open positions on given symbol, Scale-In/Out work on all open positions of given symbol at once.
	//SetBacktestMode( backtestRegularRawMulti ); 
	
	// rotational trading mode - equivalent of EnableRotationalTrading() call 
	//SetBacktestMode( backtestRotational ); 
	//:::::::::::::::::::::::::::::::::::::::::::: Backtest Mode Selection :::::::::::::::::::::::::::::::::::::::::::::::::::


	SetOption(	"InitialEquity",						10000	);
	//Setoption("AccountMargin",					100		);	// 100 = no margin for shares; 50 = for 50% margin 
																	// NOT the same as MarginDeposit for futures.

	SetOption(	"MinShares", 							0.0001	);	// defines minimal shares to be bought
	SetOption(	"MinPosValue",						0		);
	SetOption(	"FuturesMode", 						False	);	// False for Shares, True for FX or for Futures of course
	SetOption(	"AllowPositionShrinking", 			True	);	// in case there is not enough cash set to True
	SetOption(	"ActivateStopsImmediately",			False	);	// True if you enter at Open. False if you enter at Close
	SetOption(	"ReverseSignalForcesExit", 			True	);	// True for stop and reverse systems
	SetOption(	"AllowSameBarExit",					True	);
	SetOption(	"CommissionMode", 					2		);	// overrides SETTINGS, 0 = Commision Table; 1 = percent; 2 = $ per trade; 3 = $ per share/contract
	SetOption(	"CommissionAmount", 					0		); 
	SetOption(	"InterestRate", 						0		);
	SetOption(	"MarginRequirement", 				100		);  

	//Reports, (deactivate reports generation during optimization, 
	//if you don't wanna have generated reports for every optimization process because it slows it down quite a bit!) 
	SetOption("GenerateReport",						0		);	// force generation of full report, slow 
																	// ( 0 ) suppress generation of report 
																	// ( 1 ) force generation of full report 
																	// ( 2 ) only one-line report is generated (in results.rlst file) 
	SetOption(	"PortfolioReportMode",				0		); // 0-Trade list, 1- Detailed Log, 2- Summary, 3- No output
	//SetOption("ExtraColumnsLocation",			14 		); // define column where you wanna have custom backtester columns in AA being located

	SetOption(	"MaxOpenPositions", 					1		);	// Must be used with PositionSize.                                                         
                                                         	// only works for Portfolio level testing with > 1 symbol

	SetOption(	"WorstRankHeld", 						1		);	// Not in settings
	SetOption(	"PriceBoundChecking",				False	);	// Not in settings, set to False if you wanna include slippage/spreads into backtesting 
                                                         	// because trading prices would go outside H-L range of the bar - then you can disable automatic adjustment for trading prices by setting to False. 
	
	SetOption(	"UsePrevBarEquityForPosSizing",	True	);	// set to False if you wanna use current equity for Pos Sizing
	SetOption(	"UseCustomBacktestProc",			False	);	// allows to turn on/off custom backtest procedure
	SetOption(	"DisableRuinStop",			    	False	);	// Not in settings
	SetOption(	"EveryBarNullCheck",					False	);	// Not in settings
	SetOption(	"HoldMinBars",						0		);	// Not in settings disables exits for this number of bars
	SetOption(	"HoldMinDays",						0		);	// Not in settings disables exits for this number of days
	SetOption(	"EarlyExitBars",						0		);	// Not in settings
	SetOption(	"EarlyExitDays",						0		);	// Not in settings
	SetOption(	"EarlyExitFee",						0		);	// Not in settings
	SetOption(	"SeparateLongShortRank",			False	);	// Not in settings
	SetOption(	"MaxOpenLong",						0		);	// Not in settings
	SetOption(	"MaxOpenShort",						0		);	// Not in settings

	MaxPos			= 100 * 100 / GetOption("MarginRequirement");
	//PositionSize 	= -MaxPos / GetOption("MaxOpenPositions");
	SetPositionSize( MaxPos / GetOption("MaxOpenPositions"), spsPercentOfEquity);
	/*
	spsValue (=1) - dollar value of size (as in previous versions) 
	spsPercentOfEquity (=2) - size expressed as percent of portfolio-level Equity (size must be from ..100 (for regular accounts) OR .1000 for margin accounts) 
	spsShares (=4) - size expressed in shares/contracts (size must be > 0 ) 
	spsPercentOfPosition (=3) - size expressed as percent of currently Open position (for SCALING IN AND SCALING OUT ONLY) 
	spsNoChange (=0) - don't change previously set size for given bar 

	New SetPositionSize function automatically encodes new methods of expressing position size into old "positionsize" variable as follows: 

	values below -2000 encode share count, 
	values between -2000 and -1000 encode % of current position 
	values between -1000 and 0 encode % of portfolio equity 
	values above 0 encode dollar value 

	Although it is possible to assign these values directly to old-style PositionSize variable, new code should use SetPositionSize function for clarity. 
	*/

	RoundLotSize 	= 0;  		// As per help files use 1 for shares and futures, or use fractions ( =0 ) for mutual funds.
								// Per symbol information setting overrides global values in SETTINGS GUI
								// AFL overrides SETTINGS.
								// 1 is needed for shares to ensure we do not buy fractional shares.
								// if we want to buy shares in parcels of multiples of 10, set this 10.
								// if we want to buy shares in multiples of 100, we set this 100 and so on.
								// if we set this 0 (zero) backtester will buy fractions of shares.

	TickSize		= 0;  		// 0 for no min. size
								// TickSize is a special case. Settings can be made Globally (in SETTINGS) or per symbol, but do not override 
								// the BuyPrice or SellPrice arrays. Mainly of use therefore in conjunction with Applystops to make sure 
								// entries and exits take place at allowed true prices and not fictitious calculated levels. If we do not use 
								// Applystops, we should not need to specify TickSize.
								// TickSize and Forex is a another special case

	MarginDeposit	= 0;
	PointValue		= 1;		// For futures & Forex
	
	ExitAtTradePrice 	= 0;
	ExitAtStop			= 1;
	ExitNextBar		= 2;
	ReEntryDelay		= 0;

	ApplyStop( stopTypeLoss, stopModeDisable, 0, ExitAtTradePrice, ReEntryDelay );
	ApplyStop( stopTypeProfit, 	stopModeDisable, 0, ExitAtTradePrice, ReEntryDelay );
	ApplyStop( stopTypeTrailing, stopModeDisable, 0, ExitAtTradePrice, ReEntryDelay );
	ApplyStop( stopTypeNBar, stopModeDisable, 0, ExitAtTradePrice, ReEntryDelay );

	//  THE FOLLOWING CANNOT BE SET PROGRAMMATICALLY AND SHOULD BE CHECKED

	//  Pad and align
	//  Reference symbol
	//  Risk-free rate Sharpe
	//  Risk-free rate UPI
	//  Add artificial future bar
	//  Limit trade size %
	//  Disable trade size limit
	//  Walk forward mode and data parameters
	//  Optimization target

//--------------------------------------------------------------------------------------------------
//  ALL CUSTOM SETTING SHOULD BE DONE AFTER THIS
//--------------------------------------------------------------------------------------------------
 
Thanks trash, good work :)

I occasionally have thoughts of starting an Amibroker resource thread as a place to post code, links, documents etc.

One day :)
 
captain black said:
Thanks trash, good work :)

I occasionally have thoughts of starting an Amibroker resource thread as a place to post code, links, documents etc.

One day :)
Click to expand...

No problem

BTW the line //EnableRotationalTrading(); of my modified version can be deleted because it's obsolete. New one is SetBacktestMode( backtestRotational ) and is included in backtest mode selection of the same code.
 

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