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----- Original -----
Sent: Saturday, March 26, 2005 12:07
PM
Subject: [amibroker] Re: Run Batch
Session for backtest
Hi, Anthony
please tell where to find the
archive.
Rgds
MF
--- In amibroker@xxxxxxxxxxxxxxx,
"Anthony Faragasso" <ajf1111@x...>
wrote:
> check the archives under Batch
backtesting.
> ----- Original Message -----
> From: gaomfen
> To: amibroker@xxxxxxxxxxxxxxx
> 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
>
>
>
>
>
>
>
>
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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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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
No virus found in this incoming message.
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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
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For other support material please check also:
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