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Hello,
>From: <b519b@xxxx>
> 1. Will the above work? Will all the calculations slow Amibroker down
> too much? I hope to do back tests from 1985 to the present so there
> will be a LOT of calcuations (200 stocks * 250 days/year * 15 years).
> And the study will involve many back tests with various entry/exit
> strategies. If there is a significant lag due to calculations, I'll
> feel it.
This will work if only you fix the syntax to something like that (this is
shorter and faster):
High = Max( High, Foreign("TICKER", "H" ) );
Low = Min( Low, Foreign("TICKER", "L" ) );
Yes, putting 100 such lines will slow down AmiBroker back testing
significantly.
Much better solution is to create a composite ticker as described
in the newest issue of the newsletter so these calculations are performed
only once, and then you can use artificial NAS100 ticker as any other symbol
in your database making backtest very fast.
> 2. Some back testing will use strategies that call for buying the QQQ
> at the Open price, but will this data be available? The above code
> has the Open data replaced with that of the foreign stocks. Is there
> a way to re-set the Open data array back to the QQQ for backtested?
Just don't replace original Open array.
> 3. Several indicator stocks will need to be replaced over the 15 year
> test period. For example, IWOV only goes back a few years. Is it
> possible to tell Amibroker to use one stock for 1985 to 1990, and
> replace it with another for 1991-1998, and replace that one with yet
> another from 1999-present when building an indicator?
It is much easier to do so using scripting, because then you have
full access to the entire database of all quotations.
> 4. The more I think about the above problems, the more I wonder if
> the simplest approach would be do use a hugh Excel spreadsheet. It
> could construct the indicator by crunching all the numbers for the
> individual stocks. Substitution stocks could be inserted manually.
> Once completed, Excel could produce an ASCII file holding
> the indicator data. This indicator (and indicator file) could then be
> given a stock-like name (I like NNNI since this ticker is not used by
> any stock at present) brought in just like the IXIC call in post
> 3775.
This is also possible solution and if you are familiar with Excel more
than with AmiBroker this may be easier for you than playing with
scripting.
Best regards,
Tomasz Janeczko
------------------------------------------------
AmiBroker - the comprehensive share manager
http://www.amibroker.com
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