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Is there a script equivalent to WindowsScriptHost for people using
other OS i.e. would that be a reason for me to steer away from AB on
a Mac?
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> There is an AFL function for SINGLE SECURITY backtest - Equity.
> But there won't be single AFL function for portfolio backtest
simply because
> the portfolio backtest is way too lenghty and complex process that
would be otherwise
> abused (when implemented) by placing it in indicators that are
supposed to execute BELOW 1 second.
> It is BAD BAD BAD idea to put portfolio backtest in indicator as
indicators as part of the GUI
> need to be refreshed with EVERY ZOOM, every resize, every ticker
change, every selection change.
> Running portfolio backtest every time that happens is simply CRAZY.
>
> As to what Fred did in the past was OLE-DRIVEN anyway (involved
external OLE control)
> it did NOT run from indicator, it DID NOT run fast, it DID NOT
produce any indicator other than
> equity chart that is exactly the same as current one.
>
> Now the SAME can be achieved by 2 (TWO) lines of script:
>
> AB = new ActiveXObject("Broker.Application");
> AB.Analysis.Backtest(0);
>
> but 10+ times faster. Plus now you have custom backtester where you
can export
> ANY metric and PLOT IT IF YOU WANT !!!!
> =================================
>
> The entire HYSTERIA about NOT writing script is ridiculous.
> What's the deal about writing two lines, saving the text file
with .JS extension
> and double clicking it?
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Paul Ho" <paultsho@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, May 19, 2008 4:50 AM
> Subject: [amibroker] Re: System Performance Indicators [was: Can
someone fix this OLE code?]
>
>
> > Herman,
> > I think I know where you are coming from. The difference between
> > using indicators vs scripts is that indicators continue to
> > recalculate ( or in this case backtest) as new data arrives.
> >
> > One way to broker the impass with Tomasz is consider simple
profolio
> > backtesting as an AFL function. Rather than using OLE, This
option is
> > write a function similar to Equity() in which the symbols in a
> > watchlist is read and backtested.
> >
> > I think this function could be done in AFL today using the
various
> > functions already available. ie CategoryGetSymbol to get the
symbols,
> > foreign to set foreign symbol, the equity() function to get rid
of
> > excess signals etc. Of course, you have to do your own
ositionscoring
> > and position sizing. Since Fred has done this before, may be he
can
> > comment further or if he is generous enough, dig out his code and
> > post it again.
> >
> > Essentially, this function can be called in your indicator afl.
In
> > that way, you can have your pie and eat it as well. I'm sure if
> > Tomasz sees a use in it, he will incorporate in his list of
functions
> > to do in the future.
> >
> > What do you think?
> > Regards
> > Paul.
> >
> >
> >
> > ------------------------------------
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> > Yahoo! Groups Links
> >
> >
> >
>
------------------------------------
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