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Steve,
Thanks for that Steve - much appreciate the feedback.
I trade options in OZ using a watchlist of 20 of the most liquid
stock.
Some of them are very volatile and others less so - and they can't be
traded the same way.
Well, they can - but I noticed when I first began using AB that some
systems performed poorly when using generic settings but immensely
profitable and tradable when optimized to take account of their
volatility.
Now - I admit that I have a slow machine - 300 MHz - but even with a fast
system - it is a pain to sit here run individual stock through
optimizations.
Automating the process lets you spend more time actually doing things
than sitting here watching the progress bar slowly proceeding along it's
seemingly interminable journey.
Arthur
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
----- Original Message -----
From: Arthur
Sawilejskij
To:
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
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:
http://groups.yahoo.com/group/amibroker/message/30065
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.
d
-----Original Message-----
From: Antonio Marra [mailto:ant.marra65@xxxxxx]
Sent: Wednesday, March 19, 2003 10:44 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Multiple-symbol optimization
Hi,
I have a basket of preferred stocks and I want to optimize these stocks one
by one.
But if I choose to run a multiple-symbol optimization and after optimization
was done, Amibroker reports a cumulative results grouped by optimization's
variables.
Just in order to speed up the optimization process on single symbols, is it
possible to run a multiple-symbol optimization on several stocks to optimize
them one by one?
Could someone tell me how?
Was this argument already discussed?
Did someone already realize a routine to reach this goal?
Best Regards
Antonio
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Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
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/)
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Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
Yahoo! Groups Sponsor
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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/)
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Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
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Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
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