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Amibroker-AFL-Tools-0.03
River stage zero No dependents
++
/ Amibroker::AFL::Backtester

NAME

Amibroker::AFL::Backtester - Auto Backtester framework for ALL Stocks/Futures/Options/Spot/Commodities across ALL timeframe in Amibroker.

VERSION

Version 0.03

SYNOPSIS

    use Amibroker::AFL::Backtester;

        my $obj1 = Amibroker::AFL::Backtester->new( { 
                                                                dbpath => 'C:\TradingTools\Amibroker5.90.1\InOutData',
                                                                destination_path => 'C:\TradingTools',
                                                                source_path => 'C:\TradingTools',
                                                                timeframe => '5-minute',
                                                                symbol => 'NIFTY-I',
                                                                from => '12-05-2010',
                                                                to => '31-12-2014'
        } );
    $obj->start_backtester();

new() [constructor]

Minimum 7 mandatory parameters are required for the amibroker backtester to run.

    my $obj = Amibroker::AFL::Backtester->new( {
                                                        dbpath => 'amibroker_database_path',
                                                        destination_path => 'final_path_where_reports_will_be_dumped',
                                                        source_path => 'source_path_where_afls_are_present',
                                                        timeframe => 'timeframe',
                                                        symbol => 'symbol',
                                                        from => 'from_date',
                                                        to => 'to_date'
                                                });

Required Parameters

dbpath
        Amibroker database path
destination_path
        Amibroker destination_path is where finally the reports are dumped.
source_path
        Amibroker source_path is where the afls are present and the system needs to read them.
timeframe

You have to specifiy to which timeframe do you want to run the Backtester Default available timeframe with Amibroker. yearly quarterly monthly weekly daily day/night hourly 15-minute 5-minute 1-minute 3-minute 7-minute 10-minute 12-minute 20-minute

symbol

Accepts any symbols name as present in your amibroker database. CAUTION: Symbol names should exactly match the symbols present in your amibroker database, else this backtesting will fail.

from

From date

to

To date, either specify both from and to dates or none should be specified.

Optional Parameters

log_path

Path to the logs. If this parameter is not specified, then no logs will be stored. The logs will contain all the results of the amibroker run and the apx file that was sent to the engine, so it helps in verifying the parameters that were passed to the amibroker engine and the output results.

start_backtester()

        $obj->start_backtester();

Starts the backtester. It internally calls Amibroker::OLE::Interface to connect to Amibroker engine. Usually every run takes around 1 minute to 5 minute, depending on the size of your amibroker database.

AUTHOR

Babu Prasad HP, <bprasad@cpan.org>

BUGS

Please report any bugs or feature requests to bug-amibroker-afl-backtester at rt.cpan.org, or through the web interface at http://rt.cpan.org/NoAuth/ReportBug.html?Queue=Amibroker-AFL-Backtester. I will be notified, and then you'll automatically be notified of progress on your bug as I make changes.

SUPPORT

You can find documentation for this module with the perldoc command.

    perldoc Amibroker::AFL::Backtester

You can also look for information at:

ACKNOWLEDGEMENTS

Thanks to Mr.Pannag for helping me in developing this module.

LICENSE AND COPYRIGHT

Copyright 2015 Babu Prasad HP.

This program is free software; you can redistribute it and/or modify it under the terms of the the Artistic License (2.0). You may obtain a copy of the full license at:

http://www.perlfoundation.org/artistic_license_2_0

Any use, modification, and distribution of the Standard or Modified Versions is governed by this Artistic License. By using, modifying or distributing the Package, you accept this license. Do not use, modify, or distribute the Package, if you do not accept this license.

If your Modified Version has been derived from a Modified Version made by someone other than you, you are nevertheless required to ensure that your Modified Version complies with the requirements of this license.

This license does not grant you the right to use any trademark, service mark, tradename, or logo of the Copyright Holder.

This license includes the non-exclusive, worldwide, free-of-charge patent license to make, have made, use, offer to sell, sell, import and otherwise transfer the Package with respect to any patent claims licensable by the Copyright Holder that are necessarily infringed by the Package. If you institute patent litigation (including a cross-claim or counterclaim) against any party alleging that the Package constitutes direct or contributory patent infringement, then this Artistic License to you shall terminate on the date that such litigation is filed.

Disclaimer of Warranty: THE PACKAGE IS PROVIDED BY THE COPYRIGHT HOLDER AND CONTRIBUTORS "AS IS' AND WITHOUT ANY EXPRESS OR IMPLIED WARRANTIES. THE IMPLIED WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE, OR NON-INFRINGEMENT ARE DISCLAIMED TO THE EXTENT PERMITTED BY YOUR LOCAL LAW. UNLESS REQUIRED BY LAW, NO COPYRIGHT HOLDER OR CONTRIBUTOR WILL BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, OR CONSEQUENTIAL DAMAGES ARISING IN ANY WAY OUT OF THE USE OF THE PACKAGE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.