|
PureBytes Links
Trading Reference Links
|
Dex,
Let me see if I can get this discussion going for you. Here is my
understanding, although I'm sure that others have used the scan,
explore, backtest to do other things. Please weigh in here, everyone.
Scan ... Will take your defined selection , e.g. "filter" (On the
right margin of the AA window) and step through each security of
interest. It will calulate buys and sells, is used often to calculate
the addtoComposite function.
Explore ... is like "scan" in TC2000. Here you define in the code
window a different filter than the one above. Then over your defined
selection of issues, it will pull out the ones that match your
filter. Typical example:
filter = Volume > 200000 AND Close > 20;
Backtest ... Uses your code defined buy and sell (and short and
cover and stops, etc.) rules over a given time period and compiles
statistics on how well those buy and sell rules work. Gives reports
on the wins losses, etc. for the trading system.
The time period is set in the right margin of the AA window.
The list of securities to be looked at is also in the right margin of
the AA window.
What questions does the above raise for you?
Bill
--- In amibroker@xxxxxxxxxxxxxxx, "Dex_F <dexf@xxxx>" <dexf@xxxx>
wrote:
> As a new user, I'm trying to understand the distinction and
correct
> usage of Scan, Explore and Backtest in AA.
>
> As I understand the tutorial, a Scan generates buy and sell
signals.
> Is it fair to say that this is executed always over a specified
> number of days or can a Watchlist (family) of symbols be scanned
for
> one day's result, like gain ?
>
> As I understand it, the Explore function extends the Scan function
> with expanded user defined screening reports. Are both Scan and
> Explore executed for a single or multiple days ?
>
> Is it fair to characterize the Backtest function as usable only on
> multiple days never just a single day ?
>
> I'm just trying to understand when to use Scan or Explore ( or
> Backtest) on the various posted afl files. Can someone point me to
> somewhere in the manual where the 3 studies are directly compared,
> please ? And share when to use which ?
>
> Thanks,
>
> Dex
------------------------ Yahoo! Groups Sponsor ---------------------~-->
New Yahoo! Mail Plus. More flexibility. More control. More power.
Get POP access, more storage, more filters, and more.
http://us.click.yahoo.com/Hcb0iA/P.iFAA/46VHAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|