Home > Tools of the Trade > Trading Software > quantshare vs amibroker

quantshare vs amibroker

  1. which one is better?
     
  2. ok, I have amibroker and now tried quantshare, quantshare is better, way more features for the same low price. Multi-system, montecarlo and a lot more.
     
  3. You can do Monte Carlo simulations in AmiBroker.

    Another possibility is to export the trade results and import them to i.e. free tool Equity Monaco.

    Multi-System? What do you mean? Trading/backtesting/optimizing multiple systems? Possible in AmiBroker.
     
  4. What's the price of quantshare? I don't see it listed on their site. Kinda odd.
     
  5. That's because it's priceless.

    And to try it out you need to give them your email address. You don't have to do it when trying Amibroker. At least that was the case last time I did it.
     
  6. it costs $250
     
  7. sorry but amibroker sucks when it comes to that, its possible and its a pain in the ass too
     
  8. Sorry, but actually it is rather simple. But for some people even simplicity is a pain. ;)
     
  9. there are too many wannabes in this forum trying to prove something instead of focusing on their bottom line

    if you want to test many systems and indicators like I do daily its a pain in the ass, since both softwares are about the same price why would you go with amibroker??

    same goes for the stupid custom backtesting in amibroker, in quantshare its 10x easier, they have a free trial why dont you do that and tells us about it?
     
  10. write about the stupid multi-system backtesting and monte carlo with amibroker so people can learn how simple it is.
     
  11. Since you asked me personally about why ...

    Why would I wanna use quantshare for Monte Carlo if Neoticker's EquityMonaco has been available free to use for years and easily being callable from within AmiBroker. One of many possibilities.

    [​IMG]
     
  12. Multi system backtesting, ..., ... in AmiBroker is of similar easiness. So if that is painful then I like painful stuff. To be honest I don't care whether it is painful to you because I was just replying to your first post that implied that MC and multi system whatever (you were not clear about what was even meant specifically) would not be doable. Again I suggest some anger management.
     
  13. Good point about that. There is never enough of that on trading forums. I am familiar with Amibroker because I could easily get a free trial. And it's for unlimited time with some features limited.

    I don't like the marketing practices of quantshare, though they may have a good product. If they want me to take a free trial why do they want my email address? That's not really free, that comes with strings attached.
     

  14. Thanks for sharing! Have any other videos for AmiBroker?

    Are there other plugins your recommend?
     
  15. Well, I have tried QS once and it didn't have some essential features like detaching charts. Also you have to open too many windows for doing different stuff. In AB the complete analysis features are done via one window that you can open multiple times of course and detach also. Of course there are also quite a few other windows (attachable/detachable) in AB but IMO it is ergonomically better solved than in QS. Also I didn't like that Quantshare seems to phone to different servers but maybe I'm misinterpreting. But besides that QS is a good software as you said. Overall it seems QS want to copy AB. Is there any better compliment to Tomasz? I'm not a developer myself BTW, so am not affiliated to any vendor out there. But I'm programming for my own private trading related stuff and other things.
     
  16. No, I'm no Martin Scorsese. ;) But lame jokes aside there are a few videos on their website. What tutorial(?) video(s) are you looking for?

    Not sure what kind of plug-ins you are looking for. But there is any plugin you have in mind possible since AB provides a free SDK (software development kit). There is also a 3rd party SDK called .NET for AmiBroker available.
     
  17. I actually did not say so. I don't know this software, so simply don't know how good it is and I am not saying it's bad but only that I don't like their marketing practices which means that they will not have me as a customer.
     
  18. You seem to be rather dismissive of what is a very good piece of work. I mean Amibroker. You may actually discourage others from using quantshare.

    Don't be like that dick -

    http://tradingloonies.wordpress.com/2013/08/09/harald-steinhaus-and-the-orwellian-memory-hole/

    who was running smear jobs on his competitors until he got exposed and his reputation is now in the toilet.

    Denigrating your competitors is the lowest form of self-promotion and it says more about you than your competitor.
     
  19. Does quantshare support Interactive Brokers and eSignal as real-time data sources?

    Thanks. I'd like to at least know that before coughing up an e-mail address.
     
  20. eSignal, no.
    As for IAB, you should ask QS support themselves. But when I tested it this year IAB connection was still in beta status. It seems the whole platform is not quite optimized in regards to stability yet because I got quite a few "Quantshare encountered a problem. Do you want to send an error report". The concept is pretty similar to AmiBroker (even formula functions and keywords have same or similar names) but with one difference that AB is very stable and without "phoning home" feature. But I also repeat that QS is a good software overall.
     
  21. That's a very good point. I wanted to comment along those lines too, but you did it sooner.

    I am an Amibroker fan, don't know anything about the other software, so will not comment on it.
     
  22. If software is calling home then they can keep it. Who knows what they're sending home (next?), your systems?

    AB has served me well after ditching Tradestation 2000i many years ago. Even the beta versions are stable - have never had an issue unlike Interactive Brokers' TWS. IB's programmers seem to be out of control since they appear to have a need to "improve" their software every month while often breaking something in the process.
     
  23. Can anyone explain how to do multi-system backtesting in amibroker for same symbol? I can't figure that out.
     
  24. One option is to open up multiple (new-) analysis tabs (see the "+" button right of a tab) and each one backtesting a different strategy if that is what you are after.

    In the picture below the strategies are not saved as project. If you save each one as project file (all individual settings of a specific analysis are saved) then the tab names will show the name of the project instead of Analysis 1, Analysis 2, ....

    http://imageshack.us/a/img199/3274/4mft.png
     
  25. Thanks but this is equivalent to running multiple software instances. It will not combine the results like multicharts and tradestation do. I want to use amibroker because I find its charting attractive but I want to be able to load several independent systems on a chart and see the combined performance. Can I do that? I was never able to figure out how this can be done in amibroker. Either it cannot or it is very complicated. But I want to be clear that I like that software.
     
  26. I have Amibroker and Quantshare.

    From a non programmers perspective,I find the QSanguage and AFL to be about the same.The biggest difference for me is QuantShare appeals to the discretionary trader who employs fundamentals and can access various fundamental data sources with historical data.

    I may be 100 percent wrong,but it appears that QS is developed by a trader/programmer while Amibroker is a programmers fine piece of work.

    Unfortuantely,I can not comment on the more advanced tools in QS as they are beyond my scope,i.e Neural networks.genetic optimisations etc..

    At the end of the day,I give QS the nod over Ami,but that is due to my orientation as a derivative/discretionary trader who employs systems as a tool
     
  27. Good info, thanks. Useful to me as I am increasing my discretionary exposure to the markets.
     
  28. You can, AFAIK. Can't comment about complexity as it is relative. For some people this is more complex than that and vice versa.
     
  29. Sorry, but in AB you can employ fundamentals too and also can access data from various fundamental data sources (macro economic data or company's fundamental data).

    Yes, you are 100 percent wrong. The AB developer made his software for his own trading multiple years ago and made it public because of being asked by friends. But I don't even fully understand what your sentence is about. I have not seen anything in QS that can not be done in AB. The last time I tested QS (version 2.9 I think) it had real-time data access only in its beta version for example. And as mentioned the biggest problem I had with QS was its instability (continuous error reporting). Don't know about current state.
     
  30. You have backtested strategies and systems with historical fundamental data in Amibroker,or can you screen latest quarterly/annual data??

    You haven't looked very closely at QS

    I have no dog in his fight as I have both products,but it is a silly statement that you haven't seen anything that QS can do that Ami cant.

    So Amibroker is all things to all people??

    It an excellent product with a different orientation than QS



     
  31. I am just a trader who finds amibroker is not going anywhere. I love its speed though.
     
  32. I would clarify what you said..

    Amibroker has a particular orientation,and it excels at that. There is a large enough universe of customers who desire what Ami offers,and in fact,would like further development in that area.

    I am not computer savvy enough to know if advanced programmers can do all that Master Brain claims Ami can.I only know that there are features in QS that Ami does not appear to offer,and for my style of trading it works best for me. I also know that I seriously underutilize the advanced capabilities of QS.I couldn't begin to compare which program offers more advanced firepower.

    Maybe MasterBrain is correct and Ami can do anything,ASSUMING you are an advanced programmer. I doubt it,but its possible.

    So to say Ami is going nowhere is an unfair and inaccurate statement,Just as Masterbrains "Ami can do everything QS does".

    traders should test both programs and decid which one works best for them
     
  33. Oh well, it seems I have to repeat myself. First of all I don't care what software you wanna use. I was just commenting to your claim that you can not retrieve fundamental data with AB. Why should I confirm that is is not possible while in reality it is possible?

    I'm a long-term AB user. I know for a fact that you can import fundamental data (macro or company fundamentals) into AB very easily from various sources via plugin or via ASCII. And yes if you want to screen (do you mean to chart or output as table result list? Define "to screen" http://www.thefreedictionary.com/screen) then yes you can do both. You can chart fundamental data, explore and you can backtest on fundamental data.

    In regards to "to screen" ... is this http://img809.imageshack.us/img809/2659/kmzr.png fundamental data for different symbols or is it not? It is just a few of more data you can retrieve. Or if you wanna chart macro economic data ... why not http://img13.imageshack.us/img13/333/pk5b.gif

    And yes, for my needs so far I have not seen anything that can not be done in AB. It is pretty much open architecture. Maybe there is something that can not be done. Sure there is, but haven't explored it yet. Fact is it's getting continuously improved by T.J for years.

    But tell me, first you say you are discretionary trader. Now all of the sudden you are talking about backtesting systems.
     
  34. Tell me one thing, creating own systems for (automated) trading and having an edge is done in a blink of an eye and doesn't require any knowledge? Earning money from the stock/future/... markets is as easily done as doing a wee-wee every morning?

    It seems some people live in a dreamland who just click a few fancy buttons to make the honey arriving. I wanna see that planet with my own eyes.
     
  35. I have seen many AB users ask for the ability to download HISTORICAL fundamental data,not CURRENT into Amibroker.I haven't seen a response where there was an easy solution.

    Just to be clear,I am not talking about yahoo data,so I would appreciate the source of your fundamental data.


    As for discretionary traders and implementing backtesting/systems,thats a silly question.Ill answer your question with a question and ll assume you familiar with John Hollinger or Billy Beane??


    What does advanced statistical metrics have to do with building a roster in baseball or basketball??




     
  36. You have no flow,you have no edge,and I sincerely doubt Ami provides any edge over quant hedge funds technology..


    Secondly,like most Amibroker users,you are in the system/automated trading niche which requires advanced programming skills. Ami is great for that,but is not all things to all traders,and if it is,you best be an expert programmer..

    You do realize that not everyone cares to or wants to be mean reversion/stat arb/automated trader.If you think there is edge in that,knock ourself out and I am sure Amibroker will suit you just fine.

    Again,if you are a very capable programmer or want to spend countless hours becoming one,then I agree with you..

    If not,there are far better "prebuilt" options out there..









     
  37. I wrote about "various sources" but not "one source". You didn't mention any detailed sources by name also. And you didn't mention any type of fundamentals. Why should I?

    What I have or don't have is out of your reach (of knowledge). Silly comment. As for what Ami provides in regards to quant hedge fund tech ... neither does QS. So another silly point in regards to the thread title.


    I didn 't mention anything about me being an system/auto-trader. Where did I say that? You claim too much without any knowledge. I was wondering because first you mentioned being a fundamental discretionary trader (and not being a computer savvy, well, here we go again talking about knowledge) but then mentioning backtesting all of the sudden. My point was that if you want to take a step into the field of system trading then you need to have (full) knowledge and need to be a very good programmer too. Using prebuilt stuff and not knowing what it is about and what it is doing is a joke.

    BTW as everyone knows there are no silly questions. And I don't watch/play Baseball/Basketball. Silly sport.
     
  38. you haven't mentioned one HISTORICAL fundamental data source that works with Amibroker..On the QS website it is in big bold letters, part of the program and very easy and very powerful.Of couse you know this as you tested the program..

    Yeah right,I am quite sure what you do on Amibroker is out of my reach,but I can assure you it wasn't when I was the head trader of equity derivatives/emerging market equity derivatives at a major IB.Give me a @#^&ing break

    Interestingly,I have read the very same arrogant comments on the Ami board that you spout regarding other programs being a toy or a joke.Perhaps you have an agenda and there is a reason of your 15 posts,13 of them has appeared on this thread??

    P.S. baseball/basketball are 2 sports,not 1










     
  39. I mentioned the way of using plugins or ASCII import. Well, and there is Yahoo, as you mentioned. I don't read QS website because it is full of javascript. And I don't activate javascript. You can't even do a simple search without activating javascript.

    And I'm the president of of the world.

    Huh? Who are you talking about? And where did I spout arrogant comments here about QS being a joke and a toy. Are you totally going crazy now because of having no arguments anymore? Is this becoming kindergarten now? Again you claim too much without any knowledge. One silly comment after another. Only silly people do so. I have 13 posts here because you don't seem to understand my first reply to your claim about fundamental data. And if you want to imply me being affiliated to AB then we have a big problem. Seeing your uprising rage and cursing makes me wonder whether it is you having an agenda or even being that other guy Gueco... now that we are at implying.

    Oh, now you are a teacher of English language also. Silly. Talking about having no arguments. Let's talk in my language (not Polish). Wait, we have a probable knowledge problem again.
     
  40. Buying prebuilt system (codes) for $60, $100,... or using prebuilt system codes being part of a software installation is like having hundreds of holy grails in you hand making millions of bucks but are rather not jokes. Yeah, right.
     
  41. I just did a search on the AB board and I have not found any posts about joke or toy in my own posts there (and I'm very sure you don't know who I am there).

    Then I have searched posts of AB or T.J. and I haven't found a post where anything was listed mentioning "joke" or "toy" in regards to other vendors.

    So I don't know what kind of jokes you are making up here.
     
  42. Again,I own both Amibroker and QS.They are both very good programs.You claimed Ami can do everything QS can do after spending 5 minutes with it.

    You are wrong,and that's the end of the discussion
     
  43. Again you do stupid claims like "5 minutes with it". How pathetic are you? Are you working for NSA with a camera in my face? No, you aren't. Fact! Yes, Ami can do what QS can do (not talking about unimportant stuff). Yes, both are good, but Ami is better (IMO) because of being more stable for example. Yes, end of pointless discussion.
     
  44. I also own both programs. Amibroker could be improved.
     
  45. I have two separate systems in Amibroker, system A does mean-reversion and system B does momentum trades. They are uncorrelated.

    I was never able to figure out how to combine the backtests of these two system in Amibroker without writing extra code. This is not the case in Tradestation or Multicharts. You may just label the entry and exit signals and then add the two system to the same chart window to get a combined backtest.

    If anyone knows how this can be done in Amibroker without writing code I would appreciate. Just think of the case when one has 20 or more systems. Writing code to combine them is not the way to go. Like I said before I like Amibroker but I have not figured out how to do simple operations that are readily available in other platforms without wasting extra time.
     
  46. Unfortnately I cant help but this is my point.If I were
    You I would contact Ami support and pay them to do it.

     
  47. Why paying for something that is available in other platforms? This is my point. I like Amibroker but I am constrained by this difficulty. I hope they will add this feature, it should not be that hard for them.
     
  48. Sergio , I fully agree with you and that is the very reason I bought QuantShare.



     
  49. You just need to duplicate your ticker and to run a backtest on the portfolio like this:

    if (name() == ticker_meanreversion)
    {your mean reversion system here}

    if (name() == ticker_momentum)
    {your momentum system here}

    Of course you can do that with 20 systems if you need.
     
  50. In addition to that, creating multiple clones of a ticker just takes milliseconds using AddToComposite. Don't forget tilde at the start of the composite name. I have forgotten it once also and AB corrected me later. It is mentioned in the manual also but I had put aside my glasses. ;)

    Code:
    CloneNameAdd = "_Clone";
    watchlist = 10; // choose watchlist to move created symbols to
    group = 255; // alternative group (instead of group 253) to move created symbols to
    market = 255; // alternative market (instead of market 253) to move created symbols to
    nm = Name();
    
    // 1. In Analysis choose "Apply to: Current", "Range: All quotes", 
    // choose "Periodicity" in backtester settings and then click "Scan" to clone symbol(s)
    // As for giving a composite name don't forget starting with tilde!
    if ( Status( "action" ) == actionScan )
    {    
        atcmode = atcFlagDefaults;
    
        for ( i = 1; i < 11; i++ )//number of clones -> 10
        {
            indexname = "~" + nm + CloneNameAdd + i;
    
            AddToComposite( Open, indexname, "O", atcmode );
            AddToComposite( High, indexname, "H", atcmode );
            AddToComposite( Low, indexname, "L", atcmode );
            AddToComposite( Close, indexname, "C", atcmode );
            AddToComposite( Volume, indexname, "V", atcmode );
            AddToComposite( OI, indexname, "I", atcmode );
        }
    }
    
    // 2. in Analysis keep previous settings and then click "Explore"
    if( Status( "action" ) == actionExplore )
    {
        List = CategoryGetSymbols( categoryMarket, 253 );
    
        for ( k = 0; ( symbol = StrExtract( List, k ) ) != ""; k++ )
        {
            if ( StrFind( symbol, nm + CloneNameAdd ) )
            {
                CategoryAddSymbol( symbol, categoryWatchlist, watchlist );// choose watchlist number            
                CategoryAddSymbol( symbol, categoryGroup, group );
                CategoryAddSymbol( symbol, categoryMarket, market );
            }
        }
    }
    
    Buy = 0;
    NumColumns = 1;
    Filter = Status( "lastbarinrange" );
    SetOption( "RefreshWhenCompleted", True );
    
    So according to above example code if your original ticker would be XXX then the ten clones would look as follows

    ~XXX_Clone1
    ~XXX_Clone2
    ~XXX_Clone3
    .
    .
    .

    Then you move the number of clones to a watchlist (if having 5 systems then you move 5 clones to a watchlist and use portfolio mode as mentioned by Joman and Apply to>Filter>Include>Watchlist number).
     
  51. Thank you guys, I will try those but still I think this capability should be available without extra coding.
     
  52. Hi Sergio
    In one milion years I could not code what Master Brain did, nor would it be a prudent use of my time attempting to do so.The important thing is
    Amibroker is capable of doing so.QS can do it also, but is not built in and takes programming skills beyond my ability.I defer to the devlopers or programmers for these tasks.

    Imo QS has far more built in trader friendly tools but there will always be some feature that one desired that need custom programming.I know of no program that has my full with list.



     
  53. Hi Masterbrain,

    Thanks for posting the info regarding Monte Carlo testing. find this very helpful, especially the gif file - http://www.elitetrader.com/vb/showthread.php?t=276245&page=2 from this thread.

    Would you be able to give a little more info on the process of Monte Carlo testing? Do you need specific code in your formula?

    Thanks

    Mike
     
  54. How good is QS integration with IBKR?

    I can't seem to get Amibroker to work with ibcontroller for execution just went open source. Did they give up? it should be at the core of their development efforts.
     
  55. Good it be easier if Amibroker had an option to attach systems to each symbol like it is done in Tradestaion and run a portfolio backtest with them? I am talking about a portfolio on systems on a single symbol. What about the same with all the symbols in a watch list?
     
  56. Can you please explain the problem you are having?
     
  57. I can get quotes along with backfills of data. However when I bring up the Place Order window,. the broker isn't listed. I pull the dropdown to select broker and it is empty. At the bottom pf the place order window it says that broker window is not installed/available. I click on the button with arrows to install the interface and I get:

    " You need to install broker trading interface for this to work."

    I am using the version provided by the Amibroker website. Thanks.
     
  58. You need to install the IBController!
     
  59. I did. That's how I got quotes and backfills,
     
  60. You get quotes and backfill from the IB plugin of AmiBroker! AB's IB controller is a trading interface for manual/auto trading and it also retrieves infos from TWS. You are talking about two different things. IBcontroller is working fine. And FYI it is open source not because they gave up as you claimed but is offered by AB for transparency and to offer us users trading possibilities with brokers other than IB. If you have problems then go to their support instead of talking clueless BS.
     
  61. In addition to that IBcontroller is independent from AB. You can use IQFeed, esignal or any other data feed and still send orders to IB. So quotes and backfill on chart or in analysis window have got nothing to do with IBController.
     
  62. The interface provided by Amibroker is IBcontroller 1.3.8. It is the same thing. The quotes and backfill functionality was not available until I installed the IBController.

    http://www.amibroker.com/at/index.html
     
  63. Solution was copy Ibroker,exe and broker.xml to to /programs if you run 64 bit. Ibcontroller only installs to /programs(x86) by default.
     
  64. What are you talking about? The IB plugin in the plugins folder and the IBcontroller are absolutely not the same thing.
     
  65. It could be 2 different things

    or

    it could be that your talking about what IBcontroller has become since it became open-sourced. I am not digging thru devlogs to find out,

    Take your meds, crazy.
     
  66. You wrote that IBcontroller does backfill quotes to the database. Absolute BS. And AFAIK, IBcontroller has not changed since it is still 1.38 as it was before offering it with the source codes. So what has an offered source code got to do with a current compiled version 1.38 compared to a compiled version 1.38 without source code of before? It is one and the same just with additional source code. And it still doesn't backfill quotes to the DB. It is the IB plugin that gets quotes and backfills historical data. And IB plugin doesn't need IBcontroller to get quotes and to backfill quotes. But keep up with spraying BS. If you don't (wanna) believe me than contact their support channel.

    Meds? I guess you have an advantage here since you know more about those ones than me in comparison to what you know about IBcontroller and the IB plugin which is zero.
     
  67. Well, how can my direct observation of what the program actually added, after I personally installed it, compare to your all-knowingness?
     
  68. What is your observation? That it only backfills price quotes to the database if IBcontroller is installed? That's ridiculous. I'm using IB every day. And if I choose the IB plugin in the data base settings then the obvious one will happen. I'll get quotes and backfill from IB then. If you wanna tell me that you use a different plugin then it is you but not me who should take some meds because if I remove IBcontroller then AB still gets quotes and does backfill. Why is it doing that? Because IBcontroller has got nothing to do with it since it is a trading interface but not a quote backfilling application. Remove IBcontroller completely and you will agree.

    Do you even understand what I'm talking about when talking about IB plugin and IBcontroller? You probably still think both are the same. No, they are still not the same and never ever have been the same ones as long as I have used AB the past few years! They are bot independent from each other.
     
  69. Here is a support response confirming that receiving quotes data and IBcontroller module are two kind of things. The question was related to trading with IB by not using IB's data feed but instead using IQfeed.
    And of course IBcontroller needs to be placed in AB's installation directory that is actually used but not on the moon.</br></br> BTW if you use the demo version of AB then it does not save data and settings.
     
  70. Makes sense. I don't remember configuring the interface before I installed the controller and only had the native database.

    File -Database Settings is global to the whole app.

    File - Recent Database has nothing to do with plug-ins which were already built into the app.

    I get it. I'll take MY meds. Thanks.
     
  71. Database settings is database independent. One database can have different database settings then another one or both can have same database settings. It depends on what you have set.

    So why would Recent databases have nothing to do with data plugins? I don't get what you mean there. Med alert for you and me?

    In File - Database settings you set the settings of a current database or a newly created data base. Then you save that database. And if you close AB then settings get auto-saved anyway (default setting). Same applies if you create a new database from current one. So if you set the same or different data-source in a new database (created from File - New - Database) then I don't understand why you would mean that a previous one would not have a set streaming source set anymore all of the sudden just because it is a previous one/closed one "now". If you open a previous database from File - Recent Databases then it will have the same database settings that were set before when that recent database was active the last time. And if you wanna set different database settings in whatever active database then just modify them since they are modifiable anytime (if a database is active). No need to create a new database just because you wanna set different database settings.
     
  72. How do we call Equity Monaco from Amibroker?
     
  73. In AmiBroker help search for "User interface customization" and "Customize tools window " to add tools and custom buttons+pic etc.

    To export PL for Equity Monaco add this sample code part to your existing one.

    Code:
    // set output folder of file
    folder = "C:\\Program Files\\AmiBroker\\EquityMonaco\\";
    filename = StrFormat( "AB_ProfitLossData_%07.0f_%06.0f.txt", Now( 3 ), Now( 4 ) );
    destination = folder + filename;
    
    // custom backtest procedure
    SetCustomBacktestProc( "" );
    if ( Status( "action" ) == actionPortfolio )
    {     
        bo = GetBacktesterObject();
        bo.Backtest();
        
        //Creates export folder
        fmkdir( Folder );  
        
        fh = fopen( destination, "w" );  
        for ( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() )
        { // iterate through closed trades
            getprofit = trade.GetProfit();
            StrFmt = StrFormat( "%g\n", getprofit );
            fputs( StrFmt, fh );
        } 
        fclose( fh );
    }
     
  74. Thanks a lot. That did it. Is there a way to get the out of sample summary report as a one file?
     
  75. In the report explorer after each walk forward test there's a report of type PS showing up. That one is the out of sample summary report. Now what do you want to get as one file? The trade list? There are example AFLs in the official AB user forum which programmatically export the OOS trade list to csv. Alternatively in most recent beta cycle AB have included an option in report explorer that lets you export each report category to table for example if you want to directly copy and paste into Excel for example. See changes for version 5.86 http://www.amibroker.com/devlog/2014/10/31/amibroker-5-89-0-beta-released/ Besides each report category is available as html file by default.
     
  76. This one is better

    Code:
    // export PL to file
    // set output folder of file
    folder = "C:\\Program Files\\AmiBroker\\EquityMonaco\\";
    filename = StrFormat( "AB_ProfitLossData_20%06.0f_%06.0f.txt", Now( 3 ) - 1000000, Now( 4 ) );
    destination = folder + filename;
    
    // custom backtest procedure
    SetCustomBacktestProc( "" );
    if ( Status( "action" ) == actionPortfolio )
    {
        //Creates export folder
        if ( Status( "stocknum" ) == 0 )
            fmkdir( Folder );
    
        bo = GetBacktesterObject(); 
        bo.Backtest();
    
        String = "";  
        for ( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() )
        {   // iterate through closed trades
            getprofit = trade.GetProfit();
            String += StrFormat( "%g\n", getprofit );
        }
    
        fh = fopen( destination, "w" );  
        if ( fh )
        {
            fputs( String, fh );
            fclose( fh );
        }
        else Error( "ERROR: file can not be opened" );
    }
     
  77. No
    No no, I wasn't clear earlier. Not the OOS file of AmiBroker report. What I want to accomplish is to export the PnL file(The ones that we get after the custom backtest procedure provided by you) as a single file for all of the walk-forwards just like we get the trades list in the OOS report. So that I can use this PnL file in Equity Monaco. What I did up until now is go to the trades of OOS and export them to excel and then copy the PnL to a text file. Now I'm wondering if there's a way to combine PnL of all walk-forwards and export that file as a single text file for Equity Monaco.
     
  78. Yes, you can. As I have mentioned above there are example AFLs in the AB forum.
     
  79. Thanks a lot. Appreciate it.