[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: Additions to ABtool v0.0.5 beta



PureBytes Links

Trading Reference Links

Thanks for the confidence.

For folks that have done C++ or similar programming, concepts 
like "\n" are probably cake as are the fact that "," can't be added 
behind numbers in FileWriteNum statements and I know this is beta, 
but even for those that have done their share of programming in 
unrelated languages in the past there isn't enough info to keep this 
from initially being a semi-painful experience.  

--- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher" 
<chuck_rademacher@x> wrote:
> Fred,
> 
> I knew you were bright enough!
>   -----Original Message-----
>   From: Fred [mailto:fctonetti@x...]
>   Sent: Monday, May 05, 2003 8:20 PM
>   To: amibroker@xxxxxxxxxxxxxxx
>   Subject: [amibroker] Re: Additions to ABtool v0.0.5 beta
> 
> 
>   Forget it ... I trial and errored it until I found what I needed.
> 
>   --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
>   > 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
>   > >
>   > >
>   > >
>   > >
>   > >         Yahoo! Groups Sponsor
>   > >
>   > >
>   > >
>   > >   Send BUG REPORTS to bugs@xxxx
>   > >   Send SUGGESTIONS to suggest@xxxx
>   > >   -----------------------------------------
>   > >   Post AmiQuote-related messages ONLY to: 
amiquote@xxxxxxxxxxxxxxx
>   > >   (Web page: http://groups.yahoo.com/group/amiquote/messages/)
>   > >   --------------------------------------------
>   > >   Check group FAQ at:
>   > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>   > >
>   > >   Your use of Yahoo! Groups is subject to the Yahoo! Terms of
>   > Service.
> 
> 
>         Yahoo! Groups Sponsor
> 
> 
> 
>   Send BUG REPORTS to bugs@xxxx
>   Send SUGGESTIONS to suggest@xxxx
>   -----------------------------------------
>   Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
>   (Web page: http://groups.yahoo.com/group/amiquote/messages/)
>   --------------------------------------------
>   Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> 
>   Your use of Yahoo! Groups is subject to the Yahoo! Terms of 
Service.


------------------------ Yahoo! Groups Sponsor ---------------------~-->
Get A Free Psychic Reading!
Your Online Answer To Life's Important Questions.
http://us.click.yahoo.com/cjB9SD/od7FAA/uetFAA/GHeqlB/TM
---------------------------------------------------------------------~->

Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 

Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/