REM GOTO TEST4 REM GOTO TEST5 REM GOTO TEST6 REM GOTO TEST7 REM GOTO TEST8 GOTO TEST9 :TEST1 DEL CM20180101.TXT MK RUNCMBACKTEST /STARTDATE:01-01-2018 /MAXPOSITIONS:3 /INITIALCASH:10000 /HOLDINGPERIOD:3 /TARGETBETA:1 /SESSIONFILE:CM20180101.TXT /USEBINBASEDPOSITIONSIZING:FALSE /USEBINBASEDPOSITIONSIZINGNUMBINS:4 GOTO DONE :TEST2 DEL CM20180101A.TXT MK RUNCMBACKTEST /STARTDATE:01-01-2018 /MAXPOSITIONS:3 /INITIALCASH:10000 /HOLDINGPERIOD:3 /TARGETBETA:1 /SESSIONFILE:CM20180101A.TXT /USEBINBASEDPOSITIONSIZING:FALSE /USEBINBASEDPOSITIONSIZINGNUMBINS:4 /USEBETACAPSANDFLOORS:TRUE /BETACAP:2.00 /BETAFLOOR:1.00 GOTO DONE: :TEST3 DEL CM20130101.TXT MK RUNCMBACKTEST /STARTDATE:01-01-2013 /MAXPOSITIONS:3 /INITIALCASH:10000 /HOLDINGPERIOD:3 /TARGETBETA:1 /SESSIONFILE:CM20130101.TXT /USEBINBASEDPOSITIONSIZING:FALSE /USEBINBASEDPOSITIONSIZINGNUMBINS:4 /USEBETACAPSANDFLOORS:FALSE /BETACAP:2.00 /BETAFLOOR:1.00 GOTO DONE: :TEST4 SET VERSION=01 SET USEMAXPOSITIONBUCKETWEIGHT=TRUE SET USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT=.65 SET USEOVEREXTENDEDINDICATOR=TRUE SET DAYS=10 SET VIOLATIONS=1 SET MARGINPERCENT=1.00 SET STARTDATE=10-31-2015 SET PATHSESSIONFILE=CM%STARTDATE%_OI_%DAYS%_%VIOLATIONS%_MPBW_65_USEOV%USEOVEREXTENDEDINDICATOR%_V%VERSION%.TXT DEL %PATHSESSIONFILE% MK RUNCMBACKTEST /USEMAXPOSITIONBUCKETWEIGHT:%USEMAXPOSITIONBUCKETWEIGHT% /USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT:%USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT% /STARTDATE:%STARTDATE% /MAXPOSITIONS:3 /INITIALCASH:10000 /HOLDINGPERIOD:3 /TARGETBETA:1 /SESSIONFILE:%PATHSESSIONFILE% /USEOVEREXTENDEDINDICATOR:%USEOVEREXTENDEDINDICATOR% /USEOVEREXTENDEDINDICATORDAYS:%DAYS% /USEOVEREXTENDEDINDICATORVIOLATIONTHRESHHOLD:%VIOLATIONS% /USEOVEREXTENDEDINDICATORMARGINPERCENT:%MARGINPERCENT% GOTO DONE: :TEST5 REM THIS TEST USED A 15% REWARD FOR A POSITIVE PREDICTION REM CNN TEST SET VERSION=02 SET USEMAXPOSITIONBUCKETWEIGHT=TRUE SET USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT=.65 SET USEOVEREXTENDEDINDICATOR=TRUE SET DAYS=10 SET VIOLATIONS=1 SET MARGINPERCENT=1.00 SET STARTDATE=10-31-2015 SET PATHSESSIONFILE=CM%STARTDATE%_OI_%DAYS%_%VIOLATIONS%_MPBW_65_USEOV%USEOVEREXTENDEDINDICATOR%_V%VERSION%.TXT DEL %PATHSESSIONFILE% MK RUNCMBACKTEST /USECNN:TRUE /USECNNDAYCOUNT:270 /USECNNHOST:127.0.0.1:5000 /USEMAXPOSITIONBUCKETWEIGHT:%USEMAXPOSITIONBUCKETWEIGHT% /USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT:%USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT% /STARTDATE:%STARTDATE% /MAXPOSITIONS:3 /INITIALCASH:10000 /HOLDINGPERIOD:3 /TARGETBETA:1 /SESSIONFILE:%PATHSESSIONFILE% /USEOVEREXTENDEDINDICATOR:%USEOVEREXTENDEDINDICATOR% /USEOVEREXTENDEDINDICATORDAYS:%DAYS% /USEOVEREXTENDEDINDICATORVIOLATIONTHRESHHOLD:%VIOLATIONS% /USEOVEREXTENDEDINDICATORMARGINPERCENT:%MARGINPERCENT% GOTO DONE: :TEST6 REM THIS TEST USED A 20% REWARD FOR A POSITIVE PREDICTION REM CNN TEST SET VERSION=03 SET USEMAXPOSITIONBUCKETWEIGHT=TRUE SET USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT=.65 SET USEOVEREXTENDEDINDICATOR=TRUE SET DAYS=10 SET VIOLATIONS=1 SET MARGINPERCENT=1.00 SET STARTDATE=10-31-2015 SET CNNREWARD=.20 SET PATHSESSIONFILE=CM%STARTDATE%_OI_%DAYS%_%VIOLATIONS%_MPBW_65_USEOV%USEOVEREXTENDEDINDICATOR%_V%VERSION%.TXT DEL %PATHSESSIONFILE% MK RUNCMBACKTEST /USECNN:TRUE /USECNNDAYCOUNT:270 /USECNNHOST:127.0.0.1:5000 /USECNNREWARDPERCENTDECIMAL:%CNNREWARD% /USEMAXPOSITIONBUCKETWEIGHT:%USEMAXPOSITIONBUCKETWEIGHT% /USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT:%USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT% /STARTDATE:%STARTDATE% /MAXPOSITIONS:3 /INITIALCASH:10000 /HOLDINGPERIOD:3 /TARGETBETA:1 /SESSIONFILE:%PATHSESSIONFILE% /USEOVEREXTENDEDINDICATOR:%USEOVEREXTENDEDINDICATOR% /USEOVEREXTENDEDINDICATORDAYS:%DAYS% /USEOVEREXTENDEDINDICATORVIOLATIONTHRESHHOLD:%VIOLATIONS% /USEOVEREXTENDEDINDICATORMARGINPERCENT:%MARGINPERCENT% GOTO DONE: :TEST7 REM THIS TEST USED A 25% REWARD FOR A POSITIVE PREDICTION REM CNN TEST SET VERSION=04 SET USEMAXPOSITIONBUCKETWEIGHT=TRUE SET USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT=.65 SET USEOVEREXTENDEDINDICATOR=TRUE SET DAYS=10 SET VIOLATIONS=1 SET MARGINPERCENT=1.00 SET STARTDATE=10-31-2015 SET CNNREWARD=.25 SET PATHSESSIONFILE=CM%STARTDATE%_OI_%DAYS%_%VIOLATIONS%_MPBW_65_USEOV%USEOVEREXTENDEDINDICATOR%_V%VERSION%.TXT DEL %PATHSESSIONFILE% MK RUNCMBACKTEST /USECNN:TRUE /USECNNDAYCOUNT:270 /USECNNHOST:127.0.0.1:5000 /USECNNREWARDPERCENTDECIMAL:%CNNREWARD% /USEMAXPOSITIONBUCKETWEIGHT:%USEMAXPOSITIONBUCKETWEIGHT% /USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT:%USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT% /STARTDATE:%STARTDATE% /MAXPOSITIONS:3 /INITIALCASH:10000 /HOLDINGPERIOD:3 /TARGETBETA:1 /SESSIONFILE:%PATHSESSIONFILE% /USEOVEREXTENDEDINDICATOR:%USEOVEREXTENDEDINDICATOR% /USEOVEREXTENDEDINDICATORDAYS:%DAYS% /USEOVEREXTENDEDINDICATORVIOLATIONTHRESHHOLD:%VIOLATIONS% /USEOVEREXTENDEDINDICATORMARGINPERCENT:%MARGINPERCENT% GOTO DONE: :TEST8 REM THIS TEST USED A 50% REWARD FOR A POSITIVE PREDICTION REM CNN TEST SET VERSION=05 SET USEMAXPOSITIONBUCKETWEIGHT=TRUE SET USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT=.65 SET USEOVEREXTENDEDINDICATOR=TRUE SET DAYS=10 SET VIOLATIONS=1 SET MARGINPERCENT=1.00 SET STARTDATE=10-31-2015 SET CNNREWARD=.50 SET PATHSESSIONFILE=CM%STARTDATE%_OI_%DAYS%_%VIOLATIONS%_MPBW_65_USEOV%USEOVEREXTENDEDINDICATOR%_V%VERSION%.TXT DEL %PATHSESSIONFILE% MK RUNCMBACKTEST /USECNN:TRUE /USECNNDAYCOUNT:270 /USECNNHOST:127.0.0.1:5000 /USECNNREWARDPERCENTDECIMAL:%CNNREWARD% /USEMAXPOSITIONBUCKETWEIGHT:%USEMAXPOSITIONBUCKETWEIGHT% /USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT:%USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT% /STARTDATE:%STARTDATE% /MAXPOSITIONS:3 /INITIALCASH:10000 /HOLDINGPERIOD:3 /TARGETBETA:1 /SESSIONFILE:%PATHSESSIONFILE% /USEOVEREXTENDEDINDICATOR:%USEOVEREXTENDEDINDICATOR% /USEOVEREXTENDEDINDICATORDAYS:%DAYS% /USEOVEREXTENDEDINDICATORVIOLATIONTHRESHHOLD:%VIOLATIONS% /USEOVEREXTENDEDINDICATORMARGINPERCENT:%MARGINPERCENT% GOTO DONE: :TEST9 REM THIS TEST USED A 75% REWARD FOR A POSITIVE PREDICTION REM CNN TEST SET VERSION=06 SET USEMAXPOSITIONBUCKETWEIGHT=TRUE SET USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT=.65 SET USEOVEREXTENDEDINDICATOR=TRUE SET DAYS=10 SET VIOLATIONS=1 SET MARGINPERCENT=1.00 SET STARTDATE=10-31-2015 SET CNNREWARD=.75 SET PATHSESSIONFILE=CM%STARTDATE%_OI_%DAYS%_%VIOLATIONS%_MPBW_65_USEOV%USEOVEREXTENDEDINDICATOR%_V%VERSION%.TXT DEL %PATHSESSIONFILE% MK RUNCMBACKTEST /USECNN:TRUE /USECNNDAYCOUNT:270 /USECNNHOST:127.0.0.1:5000 /USECNNREWARDPERCENTDECIMAL:%CNNREWARD% /USEMAXPOSITIONBUCKETWEIGHT:%USEMAXPOSITIONBUCKETWEIGHT% /USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT:%USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT% /STARTDATE:%STARTDATE% /MAXPOSITIONS:3 /INITIALCASH:10000 /HOLDINGPERIOD:3 /TARGETBETA:1 /SESSIONFILE:%PATHSESSIONFILE% /USEOVEREXTENDEDINDICATOR:%USEOVEREXTENDEDINDICATOR% /USEOVEREXTENDEDINDICATORDAYS:%DAYS% /USEOVEREXTENDEDINDICATORVIOLATIONTHRESHHOLD:%VIOLATIONS% /USEOVEREXTENDEDINDICATORMARGINPERCENT:%MARGINPERCENT% GOTO DONE: :DONE