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Re: TJ: Dynamic Portfolio capabilities? was TJ - Plug-in capabilities?



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Hi, Tomasz, 
I can read we are many users to hope this enhancement

stephane

> Yes I plan to support by the end of this year this but please 
understand that this is complete overhaul
> of the backtester.
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message ----- 
> From: Richard Alford 
> To: amibroker@xxxx 
> Sent: Saturday, July 13, 2002 3:13 PM
> Subject: [amibroker] TJ: Dynamic Portfolio capabilities? was TJ -
Plug-in capabilities?
> 
> 
> This is an important and widely held desire, to be able to 
backtest "dynamic portfolios", i.e. portfolios which select from the 
sub-universe based on criteria and then update periodically or as 
necessary based upon criteria.
> 
> This has been mentioned in the past, and I thought Tomasz has 
replied in the affirmative although I could be wrong about the 
latter.
> 
> Please comment Tomasz, and hopefully in the affirmative. What 
are your plans for Dynamic Portfolios?
> 
> Cordially,
> 
> Richard
> ----- Original Message ----- 
> From: Steve Dugas 
> To: amibroker@xxxx 
> Sent: Saturday, July 13, 2002 7:34 AM
> Subject: [amibroker] TJ - Plug-in capabilities?
> 
> 
> Hi TJ,
> 
> Hope you had a very nice vacation. Welcome back!
> 
> My employer will pay for me to take classes, so I am thinking 
about signing up for a class in object-oriented programming. I just 
have a couple of questions regarding what types of testing it would 
be possible to do in AB with scripts/plug-ins. What I would like to 
do is this:
> 
> On the 1st day of the backtest period, test all stocks in list 
for my buy signals, evaluate the ones that pass and buy the one that 
best meets my criteria. Later, when I get a sell signal, sell that 
stock and buy a (probably) different one using the same test 
procedure as before. So, for example, over a 2 year period, my test 
would consist of buying and selling maybe 10 or 20 different stocks, 
using the same system. My questions are:
> 
> 1. Using a script or plug-in, would it be possible to do this 
now in AB?
> 
> 2. If not, any plans to add this capability in the future?
> 
> 3. If not possible now, could I instead write a stand-
alone .exe which would access the AB database directly via Object 
Model or some other method and do this? In this case, I guess I 
would not actually be using AB itself, just its database. The idea 
would be to do this type of multi-stock testing and get the results 
by creating my own report. Thank you very much for any help or 
advice!
> 
> Best Wishes,
> 
> Steve
> 
> 
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