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This depends I guess on what you want to do in AB ...
Personally I find VBS ( Not in AFL ) used to automate functions in
AB/AA works quite well and is more than quick enough.
If you are interested in the kinds of things that could be done then
review the doc in PSO.zip in the files section. I would think the
kinds of things you'd want to do with NN's would be similar to what
PSO does as it has NN capabilities as well assuming one can write AFL
to take advantage of them.
--- In amibroker@xxxxxxxxxxxxxxx, "nemo4242" <nemo4242@xxxx> wrote:
>
> Hi,
>
> I'd like to use Amibroker to backtest strategies involving neural
> networks (NN). The NN are evaluated by some other (self written)
> programs and the results can be saved in any text or binary file
format.
> What would be the best way of getting those values into Amibroker?
>
> I have thought of the following, maybe someone can point me into
other
> directions that I overlooked:
>
> 1. Write for each symbol a special text file in .csv format in which
> each field is not a quotation, but the output of a NN. Name the file
> eg n_SYMBOL, like n_INTC, n_MSFT, ...
> Then the data can be accessed by the foreign() function.
> Disadvantage: Need to reimport manually all those files when new NNs
> have been created.
>
> 2. Add the NN output to a non used column in a normal text quotation
> file, eg open interest for stocks.
> Disadvantage: same as 1 plus have to reread all data when NN
changes.
>
> 3. Read it via VBS in AFL
> Disadvantage: much too slow
>
> Any suggestions?
>
> Thank you!
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