Run backtest exclusively from AFL specifying watchlist

AFL Programming
,
1

Hi everyone,

Sorry if this is covered elsewhere, but I'm trying run a backtest against a specific watchlist exclusively from AFL without interaction with the gui then automatically output the trade list to a CSV file. I have multiple systems running everyday where I would like to compare the actual results (from IB) with those from the backtest at the end of the day versus every system. Each system has a watch list with that days symbols, so I have to be able to run the backtest against a specific watchlist. What do you think is the best way to do this? Using a custom backtester? Or OLE automation?

Thanks in advance for any help!!!

Best,
Finith

2

Instead of using just formula, store your Analysis project using File->Save as .APX (Analysis project). It contains BOTH formula AND ALL THE SETTINGS, including watch list selected.

You load APX and run it. Everything is setup and don't need to worry about watch list. Works from both OLE and Batch.

1 Like
3

Ahhhh makes sense - thanks! Then you can just modify the xml file to control everything with the backtest right?

4

Yes, you can write XML if you wish.