How to best organize code for portfolio backtest?

AFL Programming
1

I would like to do some portfolio backtesting of many long and short "strategies" on different symbols/tickers.

I had a naive idea that I would just simply have each (for "strategy" and symbol) formula in separate file and then bring them all together with #include "path_to_file"; in one afl file where I would backtest them all...

Of course I do not know how to properly do this or perhaps is not even possible...

Details...

Let's have 4 "sub strategies" one short and one long for each "regime" (above/below long term moving average).

"Long - Uptrend.afl":

if (Name() == "SPY") {
	isAboveLongTermMovingAverage = C > MA(C, 200);

	rsiLongUptrend = RSIa(C, periods=4);

	Buy = isAboveLongTermMovingAverage AND (rsiLongUptrend < 5);
	BuyPrice = Close;
	Sell = (C > MA(C, 10)) OR (rsiLongUptrend > 50);
	SellPrice = Close;
}

"Long - Dwontrend.afl":

if (Name() == "SPY") {
	isBelowLongTermMovingAverage = C < MA(C, 200);

	rsiLongDowntrend = RSIa(C, periods=10);

	Buy = isBelowLongTermMovingAverage AND (rsiLongDowntrend < 5);
	BuyPrice = Close;
	Sell = (C > MA(C, 5)) OR (rsiLongUptrend > 50);
	SellPrice = Close;
}

"Short - Uptrend.afl":

if (Name() == "SPY") {
	isAboveLongTermMovingAverage = C > MA(C, 200);

	rsiShortUptrend = RSIa(C, periods=20);

	Short = isAboveLongTermMovingAverage AND (rsiShortUptrend > 95);
	ShortPrice = Close;
	Cover = (C < MA(C, 5)) OR (rsiShortUptrend < 50);
	CoverPrice = Close;
}

"Short - Downtrend.afl":

if (Name() == "SPY") {
	isBelowLongTermMovingAverage = C < MA(C, 200);

	rsiShortDowntrend = RSIa(C, periods=5);

	Short = isBelowLongTermMovingAverage AND (rsiShortUptrend > 80);
	ShortPrice = Close;
	Cover = (C < MA(C, 5)) OR (rsiShortUptrend < 50);
	CoverPrice = Close;
}

"Long - Short - Uptrend - Downtrend - Backtest.afl"

initialEquity = 100000;
maxOpenPositions = 1;
PositionSizePctOfEquity = 100/maxOpenPositions;
PositionSizeDollars = initialEquity/maxOpenPositions;

SetOption("AllowSameBarExit", False);
SetOption("MaxOpenPositions", maxOpenPositions);
setOption("holdminbars", 1);
SetOption("initialEquity", initialEquity);
SetPositionSize(100, spsPercentOfEquity);
SetTradeDelays( 0, 0, 0, 0 ); 

RoundLotSize = 1;

Buy = Sell = Short = Cover = 0;
BuyPrice = SellPrice = ShortPrice = CoverPrice = 0;

if (Name() == "SPY") {
	isAboveLongTermMovingAverage = C > MA(C, 200);
	isBelowLongTermMovingAverage = C < MA(C, 200);

	rsiLongUptrend = RSIa(C, periods=4);
	rsiLongDowntrend = RSIa(C, periods=10);
	rsiShortUptrend = RSIa(C, periods=20);
	rsiShortDowntrend = RSIa(C, periods=5);
	
	Buy = (isAboveLongTermMovingAverage AND (rsiLongUptrend < 5)) OR
		  (isBelowLongTermMovingAverage AND (rsiLongDowntrend < 5));
	BuyPrice = Close;
	Sell = (C > MA(C, 10)) OR (C > MA(C, 5)) OR (rsiLongUptrend > 50);
	SellPrice = Close;
	
	Short = (isAboveLongTermMovingAverage AND (rsiShortUptrend > 95)) OR
			(isBelowLongTermMovingAverage AND (rsiShortUptrend > 80));
	ShortPrice = Close;
	Cover = (C < MA(C, 5)) OR (rsiShortUptrend < 50);
	CoverPrice = Close;
}

"Long - Short - Uptrend - Downtrend - Backtest - naive.afl" (not working, of course):

initialEquity = 100000;
maxOpenPositions = 1;
PositionSizePctOfEquity = 100/maxOpenPositions;
PositionSizeDollars = initialEquity/maxOpenPositions;

SetOption("AllowSameBarExit", False);
SetOption("MaxOpenPositions", maxOpenPositions);
setOption("holdminbars", 1);
SetOption("initialEquity", initialEquity);
SetPositionSize(100, spsPercentOfEquity);
SetTradeDelays( 0, 0, 0, 0 ); 

RoundLotSize = 1;

Buy = Sell = Short = Cover = 0;
BuyPrice = SellPrice = ShortPrice = CoverPrice = 0;

#include "C:\\tmp\\Trading\\Amibroker\\Questions\\Long - Uptrend.afl";
#include "C:\\tmp\\Trading\\Amibroker\\Questions\\Long - Downtrend.afl";
#include "C:\\tmp\\Trading\\Amibroker\\Questions\\Short - Uptrend.afl";
#include "C:\\tmp\\Trading\\Amibroker\\Questions\\Short - Downtrend.afl";

I would like to have something as close as the last code sample. Because otherwise I need to make very diligent edit/additions/deletions to Buy, Sell, Short, Cover. How to do this in some more elegant, user friendly way?

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