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Hello,
You are correct. This mode will be (much) slower but the option to turn this off will be available
to retain AFL original speed.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "b519b" <b519b@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, July 13, 2002 10:32 PM
Subject: [amibroker] Re: TJ, Dynamic Portfolio capabilities
> 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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> >
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