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Tomasz,
I understand it will be a major overhaul of the backtest engine. I
look forward to using it when it comes.
I also expect it might slow the backtester down to a degree.
Therefore I hope it can be an option that can be turned off to get
the fastest speed possible for running optimizations.
Hope your vacation was refreshing. Hope you also take a few
afternoons off to enjoy the Polish sun this summer.
b
--- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> Richard,
>
> 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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