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Chuck,
I would very much appreciate it if you could post an example of how
to incorporate Uenal's ABTool into a scenario that,
1. Scores Stocks
2. Sorts the scores (Ranks Them)
3. Uses the results of the sorting/ranking to make buy/short etc
orders
4. Keeps one from being > 100% invested.
You can of course for the ranking criteria and buy/sell routines just
put in "your ranking routine goes here" and/or "your buy/sell
routines go here"
Would the above require two AFL's or just one ?
Thanks in advance, Fred
--- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher"
<chuck_rademacher@x> wrote:
> Fred...
>
> I'm working right along with UM's enhancements to ABTool. It
would be
> best, from a performance point of view, if all of the logic resided
in
> ABTool. One way or the other, we'll be able to do what you have
in mind.
> -----Original Message-----
> From: Fred [mailto:fctonetti@x...]
> Sent: Monday, May 05, 2003 2:19 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Additions to ABtool v0.0.5 beta
>
>
> I hear you but that doesn't answer my question and IMHO this
doesn't
> solve the whole issue of portfolio trading just some of the manual
> inconveniences or at least not without Chuck's piece of code to
keep
> one <= 100% invcested. Chuck ?
>
> --- In amibroker@xxxxxxxxxxxxxxx, "b519b" <b519b@xxxx> wrote:
> > --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> > > Uenal,
> > > I assume this is not what can be
> > > done given how the AFL processor
> > > works and that in order to do what
> > > I am suggesting one would need to
> > > write the results out to a file in
> > > one pice of AFL and then read it
> > > back in another.
> >
> > Even a 2 stage approach would be a very workable way to do
> portfolio
> > level testing with AB.
> >
> > It would be a dream come true for me. I have been wishing for
this
> > for some time now.
> >
> > b
>
>
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