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Great idea.
My preference would be to be able to generate future
quotes as predicted by time series forecast, the TSF
funstion in AB. One could also forecast using Linear
Regression.
Some thing like this would be so valuable for testing
forecasting systems.
nand
--- In amibroker@xxxxxxxxxxxxxxx, uenal.mutlu@xxxx wrote:
> I've written a small windows EXE (named "ABtool", 60 KB, using
OLE/COM
> via C++) for AB which can do among other things the following IMHO
very
> interessting task: Adding artifical future quotes to the DB!
>
> By using this, one can simulate the future and filter all
> stocks where on the next day a cross (or whatever indicator
> signal one uses) occurs, regarded the calculated/given pricelevel
> will really be reached; so in that case the indicators will show
> their corrosponding future positions... So, this would be useful
> in early detection of specific situations (indicator values, trend
reversal,
> crossovers etc.)
>
> I just finished a very initial version of this. The idea is
interessting,
> but there is one problem: how should I let the user decide how to
> compute the future quote at best? Initially I thought the user
should
> give a percent value for all tickers and the future quote would be
> computed from the quote before that date plus or minus (depending
> on its sign) that percent value. But later I discovered that this
is not
> a good method, for example for stocks having only a minimal
volatility
> in price changes.
>
> I think one of the recently posted price volatility formulas
> should be taken, but then which one of them, and to what degree?.
> I would like to ask the group for ideas/comments for this
> and the idea itself.
>
> PS: currently it is thought only for EOD databases, and user can
> control on which group of stocks it should operate. The added future
> quotes can also be removed (usually it would be overwritten the
next
> day by the new real data).
>
> PS2: once it becomes release level, this 3rd party program will be
available
> for all registered AmiBroker users who are using a newer version
(version 4.x and up).
>
> PS3: I'm currently working also on a Missing Quotes (Holes)
Detection function
> of the same program. It creates a list of missing quotes in the DB.
I plan to extend
> this for also automatically downloading and importing of the
missing quotes,
> but this will take some more time.
>
> PS4: Other ideas/wishes to add to this tool program are welcome. It
is
> a normal windows program; its features would be invoked via usual
menu items.
> It itself can be added to the Tools menu of AB.
>
> UM
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