[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Portfolio Management -- my vote.



PureBytes Links

Trading Reference Links

Like Al, Dimitris and others, I see portfolio testing as being much 
more helpful.

--- In amibroker@xxxxxxxxxxxxxxx, "Al Venosa" <advenosa@xxxx> wrote:
> I wholeheartedly agree with Jerome. Portfolio backtesting and 
pyramiding, in my opinion, are much more important that introducing 
more indicators, dynamic or not. I sure hope this new task, if 
adopted, does not distract or slow down Tomasz from developing what 
I think lots more people wish to have as part of the AB engine. My 
opinion, FWIW.
> 
> Al Venosa
> 
>   ----- Original Message ----- 
>   From: Silvarius 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Thursday, April 17, 2003 4:12 PM
>   Subject: RE: [amibroker] The request for "variable" period 
functions
> 
> 
>   I second Dimitris in his Opinion. Portfolio backtesting 
enhancement is much more critical IMHO.
> 
>   Best regards, Jérôme ULRICH
>     -----Message d'origine-----
>     De : DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
>     Envoyé : jeudi 17 avril 2003 21:41
>     À : amibroker@xxxxxxxxxxxxxxx
>     Objet : [amibroker] The request for "variable" period functions
> 
> 
>     Everybody asks for variable period possibilities, as if AFL is 
poor 
>     in this logic.
>     Let us take a closer look :
>     Variable Period smoothing functions:
>     MA, DEMA, TEMA do accept variable period.
>     The remaining EMA can accept through EMA(ARRAY,PER)==AMA
(ARRAY,2/
>     (PER+1))
>     Is there any other type of smoothing used in your formulas ???
>     RSI works through RSIA, CCI works through CCIA
>     MACD through above described EMA.
>     What is next?
>     How about StochK and StochD with variable per ?
>     Perhaps you do not know that you can do it NOW in pure AFL !!
>     The HHV and LLV functions work fine with variable period.
>     per=10+cum(1)%20;
>     StochKa=MA(100*(C-LLV(L,per))/(HHV(H,per)-LLV(L,per)),3);
>     StochDa=MA(MA(100*(C-LLV(L,per))/(HHV(H,per)-LLV(L,per)),3),3);
>     Is ther any other function you would like to see with variable 
>     period ?
>     Search first the definition and then see if it already exists 
in your 
>     AFL potential.
>     It is better to know the definition of a Stochastic, before 
asking 
>     fast software upgrades-enhanchments.
>     In my opinion, the lack of definition will always confuse the 
user, 
>     with fixed or variable period.
>     Dimitris Tsokakis 
> 
> 
> 
>     Send BUG REPORTS to bugs@xxxx
>     Send SUGGESTIONS to suggest@xxxx
>     -----------------------------------------
>     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 the Yahoo! Terms of 
Service. 
> 
> 
>         Yahoo! Groups Sponsor 
>        
>        
> 
>   Send BUG REPORTS to bugs@xxxx
>   Send SUGGESTIONS to suggest@xxxx
>   -----------------------------------------
>   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 the Yahoo! Terms of 
Service.


------------------------ Yahoo! Groups Sponsor ---------------------~-->
Get a FREE REFINANCE QUOTE - click here!
http://us.click.yahoo.com/2CXtTB/ca0FAA/i5gGAA/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/