the question I would like to ask is: How do you keep track (or an overview) of all your systems backtest performances?
I am new to AmiBroker but not to system development in general. I am developing system after system and there are at least a few hundrets of them now. Some seem to be promsing and some not but after a view weeks I think: "There was an promising approach a view weeks ago, which one was it?" Or: "Have I already tried this parameter combination?". Sometimes I feel like doing the same work again and again I already did a view weeks or months ago.
I know this is not an AmiBroker specific question. But the more systems I develop, it becomes more and more difficult to keep an overview of what I have already tried and tested.
How do you keep track of the backtest performances of all your different systems? Manually? Using a spreadsheet and pivot tables? Or maybe a specific Database like an "Experiment Tracking Software"?
I would like to store all backtest performance parameters (like CAR, RAR, Exposure, CAR/MDD, ...) of all my AmiBroker AFL systems into a database to compare new and old systems against each other. Maybe by an csv upload into a database?
I would like to track which indicator I used for a specific system, so I can check if I already evaluated this indicator or combination of indicators later. This may be entered manually into the database.
I would like to store my AFL code together with my results like in a Repository. This part is optional but would help to keep AFL system code and corresponding results together.
All backtest reports are stored in backtest report explorer with key statistics per each explorer line (each line displays separate report). Via double click on a line from within report explorer you open the corresponding full report.
Applied AFL and used parameters as well as analysis settings are stored in full backtest report (see below picture). Best way is to use hardcoded parameters not Param* function ones in your BT AFL.
There can be open multiple instances of Report Explorer. And reports are stored in real time so while Report Explorer is open report list will update if new backtest has finished. Also there can be saved separate report lists in that explorer via File - Save As.. menu option (for storage).
Since by default the reports are saved by AFL name you can give different name to report (even if it is same AFL) by adding SetFormulaName() function to your AFL and editing name before backest (e.g. if same AFL uses different settings for new backtest).
SetFormulaName("Super Duper System");
So in upper example if AFL name was Test123.afl it would not store report by AFL name "Test123" but by name "Super Duper System" given in Test123.afl. Note: SetFormulaName does not change AFL name. It just gives BT report name (visible in report explorer and in BT report).
Further naming examples
And of course Report folder of path C:\Program Files\AmiBroker\Reports
can be backed up and stored elsewhere also.
