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<FONT face=Arial color=#0000ff
size=2>Fred,
<FONT face=Arial color=#0000ff
size=2>
I knew
you were bright enough!
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: Fred
[mailto:fctonetti@xxxxxxxxx]Sent: Monday, May 05, 2003 8:20
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
Additions to ABtool v0.0.5 betaForget 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@xxxx]>
> 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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