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Hi Tomasz!
Thank you for your answer to my question.
Additional questions:
Question 1:
I understand scanning is a special function of AmiBroker that will
apply a user written system at a certain date and report on the buy
and sell signals on the group of stocks. Is my understanding correct?
Question 2
Can a user written program in AFL also go through a user defined
group of stocks and produce a report or write stuff to a file for
each stock? For each bar?
If not, can a script do this? Can the script execute a user written
program in AFL and pass variables (such a stock ticker) to it? Can
the AFL user written program return variables to the script?
What I am ultimately trying to do is two things:
1. Simply calculate the values of various indicators or combinations
at various dates for a group of stocks and the returns of stocks in
the group various dates later, in order to send to Excel and figure
out which indicators have best predictive values how long into the
future, using correlations and significant tests on correlations.
I want to test this in Excel because I do not want at this stage the
complication of entry and exit rules or money management rules which
may confuse the results regarding the predictive value of the
indicators. This report is simple to do if you can loop and loop and
loop over both stocks and bars...., and if you can write variables to
a file (or to an exportable report).
2. Optimize a robust system over a group of stocks using the same
parameters, indicators and exit and entry rules for every stock in
the group. Then backtest the system on 4 or 5 other groups which I
have not used during development. This robust optimization also
requires loops over stocks, bars and variable parameters that will be
stepped through, as well as input output capabilities.
I am looking at every Technical Analysis program and have not found
any one with any of these two capablities. Somehow they do not like
loops.
I suspect that AmiBroker can do the job because of its scripting that
probably can do any number of loops that I may wish.
I looked at the AFL reference but did not find any looping constructs
in AFL such as GOTO, DO, WHILE or whatever nor any INPUT-OUTPUT
functions such as READ, WRITE, RETURN (var,...). Does it apply only
to one graph?
I also did not find any way that an AFL program can
communicate with a script. Can it?
Best regards
Ion
-- In amibroker@xxxxxxxxxxx, "Tomasz Janeczko" <tj@xxxx> wrote:
> Hello Ion,
>
> Thank you for your e-mail.
> It is possible to scan a user-defined group of stocks.
> Just use Stock->Assignments organizer to put your stocks
> into a group and then use Automatic analysis window
> (set Apply to: Filter (and set the filter to your group)).
> Note: scanning in unregistered version is limited to 5 stocks
> in one run.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
> ----- Original Message -----
> From: "Ion Georgiades" <ion_georgiades@xxxx>
> To: <amibroker@xxxxxxxxxxx>
> Sent: Thursday, December 07, 2000 02:05
> Subject: [amibroker] AFL
>
>
> > Hi:
> >
> > I am considering AmiBroker which I find very interesting.
> >
> > Can an AFL program loop (go through one by one) a user defined
list
> > of stocks
> > and produce a file or report, applying the same processing to
each
> > stock?
> >
> > Ion
> >
> >
> >
> >
> >
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