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



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Uenal,

I have a question regarding Table Sorting ... Is it possible to sort 
tables on multiple tables simultaneously with some of the columns 
being sorted in ascending sequence and others descending ?

If not please consider this to be an enhancement request.

Fred

PS This is a great add on ...

--- In amibroker@xxxxxxxxxxxxxxx, uenal.mutlu@xxxx wrote:
> Hi Fred,
> after FileWriteNum(...) simply use FileWriteStr(",", fh) to append 
> a comma to the data. And yes, line end is done using "\n".
> UM
> 
> ----- Original Message ----- 
> From: "Fred" <fctonetti@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, May 06, 2003 2:39 AM
> Subject: [amibroker] Re: Additions to ABtool v0.0.5 beta
> 
> 
> > 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


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