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Hi:
Is writing and reading .csv files by both AFL and the script language
a feasible and simple way to communicate?
With the advantage of also allowing us to write custom reports and
interface with any other program?
Ion
--- In amibroker@xxxxxxxxxxx, "AmiBroker Support" <support@xxxx>
wrote:
> 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
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