optimizationbatch.js.afl

一个更精度的平滑涵数, 可用于股票交易系统.用于Amibroker 平台

//------------------------------------------------------------------------------
//
//  Formula Name:    OptimizationBatch.js
//  Author/Uploader: Rick Charon 
//  E-mail:          [e-mail]
//  Date/Time Added: 2004-08-11 17:47:19
//  Origin:          
//  Keywords:        Optimization, JavaScript
//  Level:           medium
//  Flags:           showemail,function
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=377
//  Details URL:     http://www.amibroker.com/library/detail.php?id=377
//
//------------------------------------------------------------------------------
//
//  This is a JavaScript that batchs up Optimizations on a list of stocks. (You
//  provide the optimization routine in the call to LoadFormula). The
//  optimization will be run on each stock in the watch list and results saved
//  to a csv file.
//
//------------------------------------------------------------------------------

/*		     -***-   c:\data\Scripts\OptimizationBatch.js  -***-
 * * Mon Aug 09 00:19:06 2004 rpc - 
 * This is a JavaScript that batchs up Optimizations on a list of stocks. (You provide the optimization routine
 * in the call to LoadFormula).
 * The optimization will be run on each instrument in the watch list and results saved to a csv file.
 *
 * The following variables need to be set (you'll probably want to set others as well):
 * listNum - The number of the watch list that contains the instruments you want to do all the optimizations on.
 * tempListNum - an empty watch list that will be used by this routine.
 * optimizationRoutine - your optimization routine.
 * exportDirectory - directory to save the exported-from-Amibroker optimization reports.
 * AASettingsFile - path to settings file.
 */

listNum = 0;
tempListNum = 31;
optimizationRoutine = "c:\\data\\AmiBroker\\indicators\\PercentChangeRatios1.afl";
exportDirectory = "c:\\data\\AmiBroker\\entryexit\\optimized081004\\";
AASettingsFile = "c:\\data\\AmiBroker\\entryexit\\Optimize1.ABS";

AB = new ActiveXObject("Broker.Application");
AA = AB.Analysis;
AA.LoadFormula(optimizationRoutine);
AA.LoadSettings(AASettingsFile);
AA.ClearFilters(); 
AA.Filter( 0, "watchlist" ) = tempListNum;
AA.ApplyTo = 2; // use filters
AA.RangeMode = 2; // use RangeN last days.
RangeN = 180;  // 180 days.

stocksArray = AB.Stocks.GetTickerList(0).split(",");

nb1 = 0;
nb1 = nb1 |= 1 << listNum;

// Get all the stocks in the watch list 
for(i = 0; i <  AB.Stocks.Count; i++) {
  if(AB.Stocks.Item(stocksArray[i]).WatchListBits & nb1) {
    AB.Stocks.Item(stocksArray[i]).WatchListBits |= 1 << tempListNum;
    AA.Optimize();
    AA.Export(exportDirectory + AB.Stocks.Item(stocksArray[i]).Ticker + ".csv");
    AB.Stocks.Item(stocksArray[i]).WatchListBits ^= 1 << tempListNum;
  }
}