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Hi Arthur,
I spoke briefly to TJ about this a while ago, and mentioned to
him that MS 8.0 does this now. He said he does not really like this type of
testing (leads to curve fitting), but said that he might add it if it became
necessary. I would respectfully suggest that anyone who would like to see this
capability in AB make their wishes known. If TJ knows enough people want to
use it, he might see fit move it up the priority list. Meanwhile, I am
putting the finishing touches on a DLL that will do this for a number
of the basic built-in indicators using either reversal or OB/OS
backtesting. It works in explorer, ib, scan etc. I will need a couple of weeks
to finish it up, and will post it then.
Steve
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Arthur
Sawilejskij
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, March 19, 2003 6:26
PM
Subject: RE: [amibroker] Multiple-symbol
optimization
That's all very well, but it seems to me that the
original post is not one in isolation - and I am surprised that there has not
been a more concerted effort to automate this process - after all, it's a
logical step from optimizing for one stock to optimizing a list of
stock.I've been wondering about the same thing for some time now and
have checked the massage archive - and there is nothing that a novice could
use to get him under way.To say you have to do it manually if you
don't have extensive programming experience I think defeats the purported ease
of use claims made in relation to Amibroker.This issue has arisen a
few times over the years and it's obviously of significance to many users and
has never really been addressed - either in the program or by a
script.In my frustration - I was just about to go looking for a
program to record macros/keystrokes to get the job done - with is a pretty
roundabout way of getting a simple job
dine.Arthur
<FONT face=tahoma color=#0000ff
size=2>If you have a programming background then you can build a vbScript or
a Jscript to automate Amibroker to do what you describe. You can take the
code presented in this post:<FONT
face=tahoma color=#0000ff size=2> <FONT
size=3><A
href="">http://groups.yahoo.com/group/amibroker/message/30065<FONT
size=3><FONT face=tahoma color=#0000ff
size=2> <FONT face=tahoma
color=#0000ff size=2>and change it to do optimizations rather than back
tests and to read in a file containing the symbols you want to optimize
rather than a directory of files. If you don t have a programming
background then you ll have to it manually.<FONT
size=3><FONT face=tahoma color=#0000ff
size=2> <FONT face=tahoma
color=#0000ff size=2>d<FONT face=tahoma
color=#0000ff size=2> <FONT
face=tahoma color=#0000ff size=2> <FONT
size=3><FONT face=tahoma color=#0000ff
size=2> <FONT face=tahoma
size=2>-----Original Message-----From: Antonio Marra [<A
href=""
eudora="autourl">mailto:ant.marra65@xxxxxx] Sent: Wednesday,
March 19, 2003 10:44 AMTo:
amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Multiple-symbol
optimization<FONT
face="Times New Roman, Times" size=3> <FONT
face="Courier New, Courier" size=2>Hi,<FONT
face="Courier New, Courier" size=2>I have a basket of
preferred stocks and I want to optimize these stocks one<FONT
face="Courier New, Courier" size=2>by one.<FONT
face="Courier New, Courier" size=2>But if I choose to run a
multiple-symbol optimization and after optimization<FONT
face="Courier New, Courier" size=2>was done, Amibroker
reports a cumulative results grouped by optimization's<FONT
face="Courier New, Courier" size=2>variables.<FONT
face="Courier New, Courier" size=2>Just in order to speed up
the optimization process on single symbols, is it<FONT
face="Courier New, Courier" size=2>possible to run a
multiple-symbol optimization on several stocks to optimize<FONT
face="Courier New, Courier" size=2>them one by one?<FONT
face="Courier New, Courier" size=2>Could someone tell me
how?Was this
argument already discussed?<FONT face="Courier New, Courier"
size=2>Did someone already realize a routine to reach this
goal?Best
Regards<FONT face="Courier New, Courier"
size=2>Antonio<FONT face="Courier New, Courier"
size=2><FONT
face="Courier New, Courier" size=2>Send BUG REPORTS to
bugs@xxxxxxxxxxxxx<FONT face="Courier New, Courier"
size=2>Send SUGGESTIONS to suggest@xxxxxxxxxxxxx<FONT
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