|
PureBytes Links
Trading Reference Links
|
Hi Ion and all,
> 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?
Scanning and system tests are available from Automatic Analysis window
(Menu Analysis->Automatic analysis)
> 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?
Yes, you can write the formula
(for example simple MACD system: buy = cross( macd(), 0 ); sell = cross( 0, macd() ); )
and test it on all stocks or user-defined group of stocks.
Test could include all bars, date range or defined number of most recent quotes
The report will be generated with detailed statistics (Report button in Automatic analysis window)
So in fact looping thru all stocks is built-in in Automatic Analysis window.
(This is superior to Metastock which can test system only on stock-by-stock basis)
> 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?
AFL and scripting are currently independent.
AFL is intended for writing trading systems, indicators and commentaries
Scripts are for performing database management tasks.
> 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.
You can do this right now. AmiBroker generates detailed statistics itself,
no need to have Excel. But for Excel - an export of trade list to the CSV file will be available
in the next version.
> 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.
Optimization is planned for future releases of AmiBroker.
> 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?
Currently no, but I have some ideas to build the bridge between
scripting and AFL. This would result in extremely powerful combination
not available in any competitive product (AFAIK).
Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com
|