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Hello,
What can I say? I haven't conducted extensive coverage
of different products but I belive that AFL is the fastest interpreted
T/A formula language available.
Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com
----- Original Message -----
From: <MLRobb@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, July 23, 2001 7:46 PM
Subject: [amibroker] Re: Backtesting reports
> TJ,
>
> It looks a lot like Ensign software language, which is described as a
> form of Delphi, from Pascal (?).
>
> Does that mean it is going to be lacking the speed of AFL?
>
> M.R.
>
>
> --- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> > Hi,
> >
> > I just wonder if they are using Innerfuse Pascal script
> (http://www.carlo-kok.com/projects.php?project=3).
> > It a freeware that comes with the Delphi source and it is pretty
> easy to add the functions for trading systems & drawing.
> >
> >
> > Best regards,
> > Tomasz Janeczko
> > ----- Original Message -----
> > From: wavemechanic
> > To: amibroker@xxxx
> > Sent: 23 July, 2001 12:42
> > Subject: Re: [amibroker] Backtesting reports
> >
> >
> > Tomasz:
> >
> > Their script language is quite powerful for trading systems and
> drawing. One can do quite a bit with the freebie.
> >
> > Bill
> > ----- Original Message -----
> > From: Tomasz Janeczko
> > To: amibroker@xxxx
> > Sent: Monday, July 23, 2001 3:13 AM
> > Subject: Re: [amibroker] Backtesting reports
> >
> >
> > Hi,
> >
> > Thanks. Haven't noticed that there is a desktop version!
> > Glad to see that they charge $300 :-)
> >
> > Best regards,
> > Tomasz Janeczko
> > ----- Original Message -----
> > From: wavemechanic
> > To: amibroker@xxxx
> > Sent: 23 July, 2001 01:12
> > Subject: Re: [amibroker] Backtesting reports
> >
> >
> > Tomasz:
> >
> > Look again. The full desktop system is not free.
> >
> > Bill
> > ----- Original Message -----
> > From: Tomasz Janeczko
> > To: amibroker@xxxx
> > Sent: Sunday, July 22, 2001 5:21 PM
> > Subject: Re: [amibroker] Backtesting reports
> >
> >
> > Hi,
> >
> > WealthLab is nice. I am curious how long will they be free.
> > I found some interesting ideas there...
> >
> > Best regards,
> > Tomasz Janeczko
> > ===============
> > AmiBroker - the comprehensive share manager.
> > http://www.amibroker.com
> >
> > ----- Original Message -----
> > From: wavemechanic
> > To: amibroker@xxxx
> > Sent: Saturday, July 21, 2001 10:24 PM
> > Subject: Re: [amibroker] Backtesting reports
> >
> >
> > Tomasz:
> >
> > How about entry to lowest trough = trade drawdown
> >
> > Did you notice the script functions listed on the Wealth-
> Lab site? Is that where AB is headed?
> >
> > Bill
> > ----- Original Message -----
> > From: Tomasz Janeczko
> > To: amibroker@xxxx
> > Sent: Saturday, July 21, 2001 4:20 PM
> > Subject: Re: [amibroker] Backtesting reports
> >
> >
> > Hello,
> >
> > Thank you for the information.
> > BTW, here is a definition of Max. Intraday drawdown
> from wealthlab:
> > "Max IntraDay Drawdown
> > This value represents the greatest peak to trough
> distance in your equity curve. Beware of Systems that have a high
> Drawdown value."
> >
> > This is exactly what I meant in my previous e-
> mail: "greatest peak to trough distance".
> >
> > Now: how should we call entry to lowest trough distance
> ( a drawdown measure already present in AmiBroker) ??
> >
> > Best regards,
> > Tomasz Janeczko
> > ===============
> > AmiBroker - the comprehensive share manager.
> > http://www.amibroker.com
> >
> >
> > ----- Original Message -----
> > From: wavemechanic
> > To: amibroker@xxxx
> > Sent: Saturday, July 21, 2001 9:18 PM
> > Subject: Re: [amibroker] Backtesting reports
> >
> >
> > Tomasz:
> >
> > Since you will have maximum drawdown, I suggest
> including Risk-Adjusted Return (RAR). This is a standard system
> evaluation metric that divides a risk measurement by the annualized
> rate of return. You could use maximum drawdown as the risk
> measurement, but other measures (volatility, standard deviation,
> etc.) would also work.
> >
> > The following link lists the system evaluation
> parameters used by Wealth-Lab:
> >
> > http://www.wealth-lab.com/cgi-
> bin/WealthLab.DLL/getpage?page=$imOverview.htm
> >
> > Bill
> >
> > ----- Original Message -----
> > From: Tomasz Janeczko
> > To: amibroker@xxxx
> > Sent: Saturday, July 21, 2001 12:00 PM
> > Subject: [amibroker] Backtesting reports
> >
> >
> > Hello,
> >
> > I would like to ask you:
> > What additional back-testing statistics would you
> like to see in AmiBroker?
> >
> > Please give me your suggestions with the
> description.
> >
> > For version 3.64 already included are:
> >
> > - Annual system percentage profit
> > - Annual B&H percentage profit
> >
> > - Maximum drawback calculated from maximum equity
> value
> > to the minimum equity value
> > (BTW: How to name this one? I have no idea)
> > (note this is different from current max.
> drawback calculation which
> > computes max. equity dip from the trade entry)
> >
> > - Bars out of market
> >
> > I have got already some of your earlier suggestions
> > but anyone has something more?
> >
> > Best regards,
> > Tomasz Janeczko
> > ===============
> > AmiBroker - the comprehensive share manager.
> > http://www.amibroker.com
> >
> >
> >
> >
> >
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