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<FONT face=Arial color=#0000ff
size=2>Bruce,
<FONT face=Arial color=#0000ff
size=2>
I've
been reasonably busy developing AFL logic to handle pairs trading (in addition
to a heap of other activites). I, for one, would be delighted to see
what Dave Serbin has done. I look forward to your further comments on that
subject.
<FONT face=Arial color=#0000ff
size=2>
I'm
digesting the rest of your comprehensive post.
<BLOCKQUOTE
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<FONT face="Times New Roman"
size=2>-----Original Message-----From: bruce1r
[mailto:brucer@xxxxxxxxx]Sent: Sunday, April 13, 2003 5:38
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
Real World SystemsFred's eloquent post drew me
into this. I hope that you don't mind. We are both on the
FT-Talk board. Also please forgive the length of this post - I
thought that I'd throw a couple of things into one. Like all of you,
my interest is primarily in trading systems that I can use. I have
been using AB for a while, but haven't posted. I've developed some
tools that it is probably time to post.I agree with Fred.
Amibroker is missing a couple of pieces that the FT-Talk / Trade folks
have had for a while and were the catalyst for many of the systems
developed there. The tools allowed the development of many
innovative solutions. I thought I'd briefly mention two of them
-1. The FT world is very familiar with pair trading. This is
relatively easy to implement in AB. If I get permission from Dave
Serbin, I'll post a generalized pair trading system using his FUBAR
market timing signal translated to AB. One of my reasons for doing
the port was to use AB's facilities to examine how optimized the
parameters were. This can be done in AB by using the Optimize
feature to do a sensitivity analysis on the variables. I consider it
VERY useful.
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