Dear all:
Is there anyone ever successfully retrieve “walk-forward” report programmatically?
After reading manuals, I come up with the following code intending to retrieve “walk-forward” report programmatically.
However, I keep getting regular back-test report. Any advice?
Since I need to get many “walk-forward” reports for different commodities, I cannot do it manually.
Thanks in advance.
A sample “walk-forward” report attached as follow .
(If there is no picture , you can click link : http://imgur.com/b03lCaW)
______________ My (failed) code for retrieving “walk-forward” report programmatically._______________________-
//Create Folder
posFolder = "C:\\DataExport";
fmkdir(posFolder);
bo = GetBacktesterObject();
bo.Backtest(); // Run backtests
st = bo.GetPerformanceStats(0);
filename = posFolder+"\\PosData_"+StrFormat("%6.0f_%6.0f",Now(3)+1900*10000,Now(4))+".csv";
fh = fopen( filename, "w");
qs = StrFormat( "%g, %g, %g\n",st.GetValue("NetProfit") ,st.GetValue("Maxsystemdrawdown"),st.GetValue("NetProfitPercent") );
fputs( qs, fh );
fclose( fh );
____________________________________________________________________________________________