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[amibroker] Re: ABtool v0.0.5 beta - What is this t hing?



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  Fred i use it as a tool to confirm if my ranking formula is 
profitable.

  If i get 20 buy signals on a day , which ticker do i select,
 
  so i test different ranking formulas, with my buy and sell 
conditions,from the ami exploration and then test if it was  
profitable in excel.

  If the results were good i will then know which ticker to select 
from my exploration, for the next days trade, if multiple buys had 
occured,
 by choosing the ticker with the highest ranking value.

  If i trade more than 1 ticker, i would also select the second 
highest ranking.
    
      
   I have had profit results much higher than  $1000,000,000,  in 1 
sheet, but 
 i dont expect to get this result in real life as i would not be able 
to place that amount in 1 trade.

   
 So if i see a result as above, i would assume that the highest rank  
of my buy and sell conditions,would be a good choice for the next 
trade signal.  

Peter.
      





--- In amibroker@xxxxxxxxxxxxxxx, "amiabilityy" <amiabilityy@xxxx> 
wrote:
> Hi fred,
> 
>   It still needs some work,
>    
>   At the moment it it only contains 
> 
> START DATE	END DATE	FINAL EQUITY	PER OF WINTRADES
> 	MAXLOSSTRADE	MAXWINTRADE
> 
> 
>   The data is only the data from an exploration, so it does not 
> contain the data of e.g.
>  if there a are 200 different tickers in the sheet it would not 
have 
> the whole history of all these 200 tickers, 
>   It only contains the data of the buy day and sell day,( the data 
> needed to calculate the profits, the rank data, buy and sell dates).
> The buy and sell data of a completed trade of a ticker, from the 
ami 
> exploration is in 1 row.
> 
> wouldnt the draw down be able to be worked out from the profit and 
> loss results, as it is testing multiple tickers which is basically 
> like testing 1 ticker.  
>   
>   
> 
> 2) The overlapping dates is handled correctly,
> 
>   the buy date is sorted first in descending order, and the rank 
> value 
> is the second sort order, so if 20  different tickers  buydates 
fall 
> on the same day ,then the ticker on the day with the highest 
ranking  
> will be the first selection. 
> The rank is in ascending order.
> 
> 
> the highest rank is kept in sheet 1, 
>  the next ticker to be kept on sheet 1 will need a buydate that is 
> greater than the previous sell date.
>   
> 
>  So The the rank value will be used as the first choice if there 
are 
> more than 1 ticker with the same buydate.
>   Then by comparing the buy date to the previous rows sell date,
>    If the buy date is less than or equal to the previous tickers 
sell 
> date , it will be placed on a new sheet.
> 
>   The first sheet now contains no overlapping dates. 
>  
>     This is repeated for the other sheets. 
>   
> 
>  I would need to add code to control the amount traded.
>  At the moment it compounds, but will stop trading, when the equity 
> of the last trade  was around $1000.00
>   I was also thinking of using a percentage of the volume*close of 
> the previous day as a maximum value to trade if the equity was > 
than 
> that value.  
> 
> 
> 
> Peter.
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> > A few statements and / or questions with regards to DYNAPORT.
> > 
> > 1.  Does it have available to it all price history of what ever 
the 
> > trades were without which DrawDowns can NOT be calculated.
> > 
> > 2.  Does it properly handle overlapping trades ?
> > 
> > 3.  How does i keep one from being > 100% invested ?
> > 
> > etc. etc. ...
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "amiabilityy" 
<amiabilityy@xxxx> 
> > wrote:
> > >   Ken 
> > >  if you have excel , try the DYNAPORT.ZIP file i uploaded.
> > > 
> > > 
> > >   Peter.
> > > 
> > > 
> > > 
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> 
> wrote:
> > > > Fred: does your message mean that a "system" that buys and 
> sells 
> > > say,
> > > > the top ranked stock when a buy signal is issued (the Buy 
logic 
> > > being
> > > > different than the score logic).....that such a system can be 
> > > BACKTESTED
> > > > using this ABTool?  Is that what you are saying?
> > > > 
> > > > Ken
> > > > 
> > > > -----Original Message-----
> > > > From: Fred [mailto:fctonetti@x...] 
> > > > Sent: Monday, May 05, 2003 9:17 PM
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Subject: [amibroker] Re: ABtool v0.0.5 beta - What is this t 
> hing?
> > > > 
> > > > nand,
> > > > 
> > > > From my limited knowledge and experience ABTool appears to 
> allow 
> > > > writing to a file almost anything anyone could want which 
could 
> > be 
> > > > used for example to "score" an entire WatchList bar by bar as 
> to 
> > > the 
> > > > liklihood of some particular symbol being a better buy at 
some 
> > bar 
> > > > then another over the entire lenght of their history.  This 
> file 
> > > > could then be sorted and "ranked" if you will and used as the 
> > > driving 
> > > > force for trading or testing a portfolio trading system.  
> > > > Additionally there are new table functions in the latest 
> release 
> > > > which again from my limited knowledge would although they 
would 
> > be 
> > > > faster because they are in memory as opposed to writing to 
disk 
> > > they  
> > > > may also be limited in scope to dealing with the current 
stock 
> as 
> > > > opposed to the entire watchlist.  I hope this limited 
> description 
> > > > helps somewhat.
> > > > 
> > > > Best Regards, Fred
> > > > 
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "nkis22" <nkishor@xxxx> 
wrote:
> > > > > Can someone please tell me what is this ABTool and
> > > > > what does it do? 
> > > > > 
> > > > > thanks
> > > > > nand
> > > > 
> > > > 
> > > > 
> > > > Send BUG REPORTS to bugs@xxxx
> > > > Send SUGGESTIONS to suggest@xxxx
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