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Fred, you wrote
> Will the addition of the TABLE related commands allow tables to
> be built in memory with symbol or stocknum along one access and
> datetime along the other and then filling the cells with scoring or
> ranking information for each member of the watchlist ?
yes, of course, because now we have loops, browsing thru all
stocks, file I/O, and finally tables incl. exporting them to CSV files.
So, I think all parts are already there; it's up to you what you're
going to do with these possibilities.
In private email I had explained you how my "portfolio"
backtester works: via AFL I compute a score and add
this to the results table. That table is exported and the
content analyzed on a daily basis to determine the stocks
to choose for that day. This then is added to the "portfolio"
of the tester, and the tester keeps track on how good or
bad the results look like.
I'll write a skelletton AFL code to demonstrate this (though
I'm afraid I'm not that knowledgeful (sp?) in this field than
you and others already are if one looks to the contributions
made in previous discussions).
But IMHO it must be done in two phases: the (unfiltered)
output of AB must be sorted and filtered by either an
external program or a second AFL script. "Unfiltered" because
of the necessary sorting/ranking of the calculated scores for
each stock for each day. And: the results (profit, MaxDD etc.)
must be computed by your own code, becaue ABs BT IMHO
can't be used for this. The result will usually be an autom.
generated CSV file for visual inspection in Excel.
Just a tip: if you put all the fields necessary from the stocks
database (ie. quotes) to ABs result table (for export) and also
do let AB do most of the calculations (indicators, scores etc.), then in the
next phases you no more need access to ABs DB or (re)calculate them etc...
UM
PS: I'm going to implement TableImport() to ABtool for
building such a table autom. from any external CSV file...
That way also the resulting table of Scan, Explore, Optimize,
and Backtest can be further analyzed programmatically in a script.
----- Original Message -----
From: "Fred" <fctonetti@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, May 05, 2003 10:30 PM
Subject: [amibroker] Re: Additions to ABtool v0.0.5 beta
> Uenal,
>
> Please reread my original email, you're answering questions I'm not
> asking as opposed to the ones I did ask.
>
> Best regards
>
> --- In amibroker@xxxxxxxxxxxxxxx, uenal.mutlu@xxxx wrote:
> > Hi Fred,
> > these routines are written in C++ and therefore they can of course
> > also be used in C++ (ie. a compiler). An interpreter is by design
> > slower; but also the cleverness of the methods/algorithms one
> > uses decides about the performance of an application. So if done
> > efficiently, then it will be fast. The alternative would be doing
> it in
> > a compiled language like C/C++ or Assembler :-) But that's much
> > harder than realizing it in an interpreter.
> > The faster your machine is the faster will be the code, so since
> > machines get much faster every quarter or so the performance
> > problem disappeares "naturally" if one can afford the
> > newest/fastest computing power.
> > BTW, I think it was Chuck who wrote that the ABtool had saved
> > him about 12 hours processing time.
> > It is advisable that before starting a big project better one
> should
> > do some speed benchmarks etc.
> > UM
> >
> >
> > ----- Original Message -----
> > From: "Fred" <fctonetti@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Monday, May 05, 2003 6:48 PM
> > Subject: [amibroker] Re: Additions to ABtool v0.0.5 beta
> >
> >
> > > Uenal,
> > >
> > > Will the addition of the TABLE related commands allow tables to
> be
> > > built in memory with symbol or stocknum along one access and
> datetime
> > > along the other and then filling the cells with scoring or
> ranking
> > > information for each member of the watchlist ?
> > >
> > > If this were the case this would allow for in memory scoring and
> > > ranking bar by bar which one could then sort and use a test for
> > > driving buy/sell signals.
> > >
> > > I assume this is not what can be done given how the AFL processor
> > > works and that in order to do what I am suggesting one would need
> to
> > > write the results out to a file in one pice of AFL and then read
> it
> > > back in another.
> > >
> > > I Look forward to your comments ...
> > >
> > > Fred
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