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



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I see 
the beta releases of ABTool and AmiBroker similar in that the developers in both 
cases are anxious to share their efforts with us at the earliest 
opportunity.   The downside to us is that every "i" hasn't been dotted 
and the documentation tends to lag.    To be critical of this 
method of software distribution, however, might mean that we don't see such 
software and/or enhancements until they 
are "finished".     I prefer to see things just as they 
are I'm sure many others here share that sentiment.   

<FONT face=Arial color=#0000ff 
size=2> 
While 
UM is busy fixing some minor bugs and adding new features, many of us are 
already making use of the software.   That's as close to heaven as I'm 
likely to get in my lifetime.
<BLOCKQUOTE 
>
  <FONT face="Times New Roman" 
  size=2>-----Original Message-----From: Fred 
  [mailto:fctonetti@xxxxxxxxx]Sent: Monday, May 05, 2003 8:39 
  PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re: 
  Additions to ABtool v0.0.5 betaThanks for the 
  confidence.For folks that have done C++ or similar programming, 
  concepts like "\n" are probably cake as are the fact that "," can't be 
  added behind numbers in FileWriteNum statements and I know this is beta, 
  but even for those that have done their share of programming in 
  unrelated languages in the past there isn't enough info to keep this 
  from initially being a semi-painful experience.  --- In 
  amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher" <chuck_rademacher@x> 
  wrote:> Fred,> > I knew you were bright 
  enough!>   -----Original Message----->   
  From: Fred [mailto:fctonetti@xxxx]>   Sent: Monday, May 05, 
  2003 8:20 PM>   To: 
  amibroker@xxxxxxxxxxxxxxx>   Subject: [amibroker] Re: 
  Additions to ABtool v0.0.5 beta> > >   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@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>   > >>   > 
  >>   > >>   > 
  >>   > 
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