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Is this what you mean by "leap frogging" ?
Since I apparently am not bright enough after several attempts to
glean enough info out of the example in the zip to get it correct,
can someone take the example in the zip and show how one would create
comma delimited records in the file that contain Symbol (ticker),
Date, and closing price ?
Thanks in advance
--- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher"
<chuck_rademacher@x> wrote:
> UM...
>
> 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.
>
> All of these things were achievable before, but your DLL sure makes
it much
> more manageable.
> -----Original Message-----
> From: uenal.mutlu@xxxx [mailto:uenal.mutlu@x...]
> Sent: Monday, May 05, 2003 6:56 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Re: Additions to ABtool v0.0.5 beta
>
>
> 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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