How to successfully retrieve “walk-forward” report programmatically

0 votes
asked Jun 18, 2017 in AFL Code Wizard by Parsons Hsu

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 .image

(If there is no picture , you can click link :

______________ My (failed) code for retrieving “walk-forward” report programmatically._______________________-

//Create Folder
posFolder = "C:\\DataExport";

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 ); 


1 Answer

0 votes
answered Jun 18, 2017 by admin (9,260 points)
You probably are overwriting same file multiple times. Using fopen( filename, "a" ) - in append mode, would give you possibility to see if that is the problem.

Note also that for AFL programming questions it is better to use
commented Jun 20, 2017 by Parsons
Hello Sir
It seems that you misunderstand what I talking about.
The problem is not
"overwriting same file multiple times. Using fopen( filename, "a" ) - in append mode"

In short, I just what to know that "How I can export WALK-FORWARDING REPORT " by AFL.  

TKS for your help =)