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[amibroker] Re: Additions to ABtool v0.0.5 beta



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Forget it ... I trial and errored it until I found what I needed.

--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> Is this what you mean by "leap frogging" ?
> 
> Since I apparently am not bright enough after several attempts to  
> glean enough info out of the example in the zip to get it correct, 
> can someone take the example in the zip and show how one would 
create 
> comma delimited records in the file that contain Symbol (ticker), 
> Date, and closing price ?
> 
> Thanks in advance
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher" 
> <chuck_rademacher@x> wrote:
> > UM...
> > 
> > You are quite correct.  You have provided the tool(s) to do the 
> job.  It is
> > up to the developer to take advantage of one or more of the tools 
> to suit
> > his or her needs.   A little bit of creativity is all that is 
> required.
> > 
> > All of these things were achievable before, but your DLL sure 
makes 
> it much
> > more manageable.
> >   -----Original Message-----
> >   From: uenal.mutlu@xxxx [mailto:uenal.mutlu@x...]
> >   Sent: Monday, May 05, 2003 6:56 PM
> >   To: amibroker@xxxxxxxxxxxxxxx
> >   Subject: Re: [amibroker] Re: Additions to ABtool v0.0.5 beta
> > 
> > 
> >   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@xxxx>
> >   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
> > 
> > 
> > 
> > 
> >         Yahoo! Groups Sponsor
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> > 
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