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