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check the archives under Batch backtesting.
----- Original Message -----
Sent: Wednesday, March 23, 2005 10:48
PM
Subject: [amibroker] Run Batch Session
for backtest
Hi, Everyone
Any of you know how to run a
batch session for backtesting? the
objective is to identify ticks in a
portfolio which suit best to a
target trading system, I am running 5 or 6.
so, one batch input, all
the ticks could get through every system one by
one, after the
testing, I would be able to choose the combination of
tick and system
which I want. I may also need a function to store the
ticks in
corresponding category by pushing a bottom. Does Amibroker have
this
capability? or is AFL capable of programming this type of
functionality and how?
currently, I have to use one system to test
all the ticks one by one
in a portfolio, and go to the next system to
repeat the same process
manually. some one may be confused why I am doing
this,there is a
function to backtest a portfolio using file filter under
automatic
analysis. the reason is simple, this backtest function is on
portfolio basis rather than symbol base, this may prohabit from
identifying a tick's characteristic which could be described by a
system. therefore, you won't be able to find the best combination of
tick and system using the current one.
I am ignoring the
coefficiency among the stocks,as well as the idea
of portfolio
diversification, which are fundamental things. this will
be the next thing
to think about.
sorry for my poor English, hope I explained my idea
clear enough,
otherwise, please shout to me.
Thank you in advance
for your help.
Kindest
Regards
Mingfeng
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 other support material please check also:
http://www.amibroker.com/support.html
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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 other support material please check also:
http://www.amibroker.com/support.html
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