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I often get asked: "are my Analysis Settings" correct?
The analysis setting seems easy to understand but at times selecting the correct setting can be a nightmare. Most of these settings can be hardcoded into your strategy where others can't. I'll have attached an afl file to display which settings can & can't be programmed into a strategy.

Boiler Plate
The "Boiler Plate" attached is old but still relevant. All credit must go to "BruceR" for the original afl with additional thanks to [USER=47827]@trash[/USER] for additional comments & options. The purpose of this afl 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 Amibroker Analysis Backtest Settings.
2. Factors that are NOT in Settings
3. Factors that are in settings but can NOT be set programmatically

The bottom line
There is no way to guarantee in one place that all factors are accounted for. Theoretically, to cover all options, a combination of the "Analysis Settings" & "AFL Settings" should be used. At times Amibroker users are reluctant to fiddle with the original settings for the fear of messing it up.

But there is an alternative
Select as many settings as possible & code them into your strategy. The afl attached explains the settings that can "only" be set in the analysis settings. The Boiler Plate lists the settings that can & can't be programmed into the strategy.

For those who don't have Amibroker
All afl's can be viewed in Microsoft's "Note Pad" for those who don't have Amibroker. The list below can't be set "programmatically" set & should be carried out manually.

1. Pad and align
2. Reference symbol
3. Risk-free rate Sharpe
4. Risk-free rate UPI
5. Add artificial future bar
6. Limit trade size %
7. Disable trade size limit
8. Walk forward mode and data parameters
9. Optimization target

Skate.

<blockquote data-quote="Skate" data-source="post: 1145261" data-attributes="member: 57364">I often get asked: &quot;are my Analysis Settings&quot; correct?The analysis setting seems easy to understand but at times selecting the correct setting can be a nightmare. Most of these settings can be hardcoded into your strategy where others can&#039;t. I&#039;ll have attached an afl file to display which settings can &amp; can&#039;t be programmed into a strategy. Boiler PlateThe &quot;Boiler Plate&quot; attached is old but still relevant. All credit must go to &quot;BruceR&quot; for the original afl with additional thanks to [USER=47827]@trash[/USER] for additional comments &amp; options. The purpose of this afl file is to initialize all backtesting/optimization &quot;factors&quot; to a default value. It also serves as a &quot;reference check&quot; to make sure that all of the factors have been accounted for.These factors fall into 3 categories 1. Factors that are in the Amibroker Analysis Backtest Settings.2. Factors that are NOT in Settings3. Factors that are in settings but can NOT be set programmaticallyThe bottom lineThere is no way to guarantee in one place that all factors are accounted for. Theoretically, to cover all options, a combination of the &quot;Analysis Settings&quot; &amp; &quot;AFL Settings&quot; should be used. At times Amibroker users are reluctant to fiddle with the original settings for the fear of messing it up.But there is an alternative Select as many settings as possible &amp; code them into your strategy. The afl attached explains the settings that can &quot;only&quot; be set in the analysis settings. The Boiler Plate lists the settings that can &amp; can&#039;t be programmed into the strategy.For those who don&#039;t have AmibrokerAll afl&#039;s can be viewed in Microsoft&#039;s &quot;Note Pad&quot; for those who don&#039;t have Amibroker. The list below can&#039;t be set &quot;programmatically&quot; set &amp; should be carried out manually.1. Pad and align2. Reference symbol3. Risk-free rate Sharpe4. Risk-free rate UPI5. Add artificial future bar6. Limit trade size %7. Disable trade size limit8. Walk forward mode and data parameters9. Optimization targetSkate.</blockquote>

[QUOTE="Skate, post: 1145261, member: 57364"] [B]I often get asked: "are my Analysis Settings" correct?[/B] The analysis setting seems easy to understand but at times selecting the correct setting can be a nightmare. Most of these settings can be hardcoded into your strategy where others can't. I'll have attached an afl file to display which settings can & can't be programmed into a strategy. [B] Boiler Plate[/B] The "Boiler Plate" attached is old but still relevant. All credit must go to "BruceR" for the original afl with additional thanks to [USER=47827]@trash[/USER] for additional comments & options. The purpose of this afl 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. [B]These factors fall into 3 categories [/B] 1. Factors that are in the Amibroker Analysis Backtest Settings. 2. Factors that are NOT in Settings 3. Factors that are in settings but can NOT be set programmatically [B]The bottom line[/B] There is no way to guarantee in one place that all factors are accounted for. Theoretically, to cover all options, a combination of the "Analysis Settings" & "AFL Settings" should be used. At times Amibroker users are reluctant to fiddle with the original settings for the fear of messing it up. [B]But there is an alternative [/B] Select as many settings as possible & code them into your strategy. The afl attached explains the settings that can "only" be set in the analysis settings. The Boiler Plate lists the settings that can & can't be programmed into the strategy. [B]For those who don't have Amibroker[/B] All afl's can be viewed in Microsoft's "Note Pad" for those who don't have Amibroker. The list below can't be set "programmatically" set & should be carried out manually. 1. Pad and align 2. Reference symbol 3. Risk-free rate Sharpe 4. Risk-free rate UPI 5. Add artificial future bar 6. Limit trade size % 7. Disable trade size limit 8. Walk forward mode and data parameters 9. Optimization target Skate. [/QUOTE]

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