|
PureBytes Links
Trading Reference Links
|
Hello Hal,
From: <A title=infoads@xxxx
href="">Hal Brehe
<BLOCKQUOTE
>
To: <A title=amibroker@xxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, October 26, 2001 5:39
PM
Subject: Re: [amibroker] Re: Ticker
Sample Selector, HELP!
<FONT
face=Tahoma>
Hi Thomasz, Good Point. Thanks.I assume this
means that AFL is NOT useful in reducing the effective number of tickers,as I
had suggested?
No, I think it IS useful.
You can run a preliminary scan and put the
tickers from the result list to a watch list (right mouse button menu in AA
window).
Then you can run your optimization on thewatch
list (use Filter button in AA window for this ).
The formula depends on what stocks you are
interested in.
You may perform a simple scan to get onlythe
tickers that have high liquidity:
Buy = <FONT
face="Courier New" color=#0000ff>Cum<FONT face="Courier New"
color=#000000>(1<FONT
face="Courier New" color=#000000>) == <FONT face="Courier New"
color=#0000ff>LastValue(
Cum<FONT face="Courier New"
color=#000000>(1<FONT
face="Courier New" color=#000000>) ) AND <FONT face="Courier New"
color=#0000ff>Highest(
MA<FONT face="Courier New"
color=#000000>( Volume, <FONT face="Courier New"
color=#ff00ff>5 ) ) >
30000000<FONT
face="Courier New" color=#000000>;
I simply don't know what are your criterias to
help you more.
Best regards,Tomasz
Janeczko===============AmiBroker - the comprehensive share
manager.<FONT
size=2>http://www.amibroker.com
At 12:45 PM 10/26/01 +0200, you wrote:
<BLOCKQUOTE
>
Hal,Try to narrow the range of
optimization (increase Min and decrease Max value) -you will get less
steps and quicker execution.Best regards,Tomasz
Janeczkoamibroker.com----- Original Message ----- From:
"DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>To:
<amibroker@xxxxxxxxxxxxxxx>Sent: 26 October, 2001
07:43Subject: [amibroker] Re: Ticker Sample Selector,
HELP!Hi Hal,Is it possible to give us the parameters and the
formulaof your Optimization ?Best RegardsDimitris
Tsokakis--- In amibroker@xxxx, Hal Brehe <infoads@xxxx>
wrote:> Hi Dimitris,> > I'm using your Relative Slope
system, and I thank you for this wonderful > gift to the
group.> > Everything is working well with the system, except
that my NYSE database is > too large to be practical to use with
the Optimization feature. This is > because the total continuous
optimization time is approximately 72 hours or > 3, 24 hour
days. With the Optimization system requiring 4851 tries, at the
> approximate half way mark, the actual optimization time is 90
> seconds/ticker, and the time between starts at 8 seconds &
getting longer > (this latter time is the time between the end
and beginning of the next > run). I assume it is AB finding the
next "try" information). This timing > was done on a 900MHz P4, a
subset of the total record set accomplished by > making a "scan"
for upper and lower price limits which were stored as a > WATCH
LIST (around 2300 tickers), and maximum data record length of 3-1/4
> years.> > It is obvious to me that the total time
requirement for the Optimization > run is around 72 hours, or
three continuous days.> > In thinking over what would help, I
believe that a ticker reduction scheme > would be an asset. That
is to say, make a preliminary "SCAN" to reduce the > number of
tickers. Make a "Watch List" of the result, and make the >
Optimization run on the Watch List. It might be some scheme to eliminate
"1 > out of X" tickers or possibly be made "random" rather than
sequential. I donno!> > Could you, or anyone else
interested, get me started in developing this > type of
routine?> > Any assistance would be greatly
appreciated.> > Regards,> >
Hal Your use of Yahoo! Groups is subject to <A
href=""
eudora="autourl">http://docs.yahoo.com/info/terms/
------------------------ Yahoo! Groups Sponsor
---------------------~-->Pinpoint the right security solution for
your company- Learn how to add 128- bit encryption and to authenticate your
web site with VeriSign's FREE guide!<A
href=""
eudora="autourl">http://us.click.yahoo.com/yQix2C/33_CAA/yigFAA/dkFolB/TM---------------------------------------------------------------------~-> Your
use of Yahoo! Groups is subject to <A
href=""
eudora="autourl">http://docs.yahoo.com/info/terms/
Your
use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
|