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<FONT face=Arial color=#0000ff
size=2>UM...
<FONT face=Arial color=#0000ff
size=2>
You
are quite correct. You have provided the tool(s) to do the job. It
is up to the developer to take advantage of one or more of the tools to
suit his or her needs. A little bit of creativity is all
that is required.
<FONT face=Arial color=#0000ff
size=2>
All of
these things were achievable before, but your DLL sure makes it much more
manageable.
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: uenal.mutlu@xxxxxxxxxxx
[mailto:uenal.mutlu@xxxxxxxxxxx]Sent: Monday, May 05, 2003 6:56
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Re: Additions to ABtool v0.0.5 betaFred, you
wrote> Will the addition of the TABLE related commands allow tables
to > be built in memory with symbol or stocknum along one access and
> datetime along the other and then filling the cells with scoring or
> ranking information for each member of the watchlist
?yes, of course, because now we have loops, browsing thru all
stocks, file I/O, and finally tables incl. exporting them to CSV files.
So, I think all parts are already there; it's up to you what you're
going to do with these possibilities.In private email I had
explained you how my "portfolio" backtester works: via AFL I compute a
score and add this to the results table. That table is exported and
thecontent analyzed on a daily basis to determine the stocksto choose
for that day. This then is added to the "portfolio"of the tester, and the
tester keeps track on how good orbad the results look like. I'll
write a skelletton AFL code to demonstrate this (though I'm afraid I'm not
that knowledgeful (sp?) in this field than you and others already are if
one looks to the contributions made in previous discussions).But
IMHO it must be done in two phases: the (unfiltered) output of AB must be
sorted and filtered by either anexternal program or a second AFL script.
"Unfiltered" becauseof the necessary sorting/ranking of the calculated
scores foreach stock for each day. And: the results (profit, MaxDD
etc.)must be computed by your own code, becaue ABs BT IMHO can't be
used for this. The result will usually be an autom. generated CSV file for
visual inspection in Excel.Just a tip: if you put all the fields necessary
from the stocksdatabase (ie. quotes) to ABs result table (for export) and
also do let AB do most of the calculations (indicators, scores etc.), then
in the next phases you no more need access to ABs DB or (re)calculate them
etc...UMPS: I'm going to implement TableImport() to ABtool for
building such a table autom. from any external CSV file...That way
also the resulting table of Scan, Explore, Optimize,and Backtest can be
further analyzed programmatically in a script.----- Original
Message ----- From: "Fred" <fctonetti@xxxxxxxxx>To:
<amibroker@xxxxxxxxxxxxxxx>Sent: Monday, May 05, 2003 10:30
PMSubject: [amibroker] Re: Additions to ABtool v0.0.5 beta>
Uenal,> > Please reread my original email, you're answering
questions I'm not > asking as opposed to the ones I did ask.>
> Best regards> > --- In amibroker@xxxxxxxxxxxxxxx,
uenal.mutlu@xxxx wrote:> > Hi Fred,> > these routines are
written in C++ and therefore they can of course > > also be used in
C++ (ie. a compiler). An interpreter is by design > > slower; but
also the cleverness of the methods/algorithms one > > uses decides
about the performance of an application. So if done> > efficiently,
then it will be fast. The alternative would be doing > it in>
> a compiled language like C/C++ or Assembler :-) But that's much>
> harder than realizing it in an interpreter.> > The faster your
machine is the faster will be the code, so since> > machines get
much faster every quarter or so the performance > > problem
disappeares "naturally" if one can afford the > > newest/fastest
computing power.> > BTW, I think it was Chuck who wrote that the
ABtool had saved > > him about 12 hours processing time.>
> It is advisable that before starting a big project better one >
should > > do some speed benchmarks etc.> > UM>
> > > > > ----- Original Message ----- > >
From: "Fred" <fctonetti@xxxx>> > To:
<amibroker@xxxxxxxxxxxxxxx>> > Sent: Monday, May 05, 2003 6:48
PM> > Subject: [amibroker] Re: Additions to ABtool v0.0.5
beta> > > > > > > Uenal,> > >
> > > Will the addition of the TABLE related commands allow
tables to > be > > > built in memory with symbol or
stocknum along one access and > datetime > > > along the
other and then filling the cells with scoring or > ranking >
> > information for each member of the watchlist ?> > >
> > > If this were the case this would allow for in memory
scoring and > > > ranking bar by bar which one could then sort
and use a test for > > > driving buy/sell signals.> >
> > > > 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.> > > > > > I Look forward to your
comments ...> > > > > >
FredSend
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