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Uenal,
Thanks for the explanation. That's what I suspected was that this
was at least a two step process.
--- In amibroker@xxxxxxxxxxxxxxx, uenal.mutlu@xxxx wrote:
> Fred, 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 the
> content analyzed on a daily basis to determine the stocks
> to choose for that day. This then is added to the "portfolio"
> of the tester, and the tester keeps track on how good or
> bad 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 an
> external program or a second AFL script. "Unfiltered" because
> of the necessary sorting/ranking of the calculated scores for
> each 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 stocks
> database (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...
> UM
>
> PS: 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@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, May 05, 2003 10:30 PM
> Subject: [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 ...
> > > >
> > > > Fred
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