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



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Chuck,

I was not asking for anything from the developer, just some simple 
examples of how you, a user, put a couple of pieces together since 
you are apparently already using it successfully.  I gotta admit I 
find it a tad strange that in one post you refer to leap frogging and 
the next you apparently want to say RTFM followed by another 
admitting that the manual doesn't have all it needs to and shouldn't 
at this stage.

--- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher" 
<chuck_rademacher@x> wrote:
> 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.
> 
> 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.
>   -----Original Message-----
>   From: Fred [mailto:fctonetti@x...]
>   Sent: Monday, May 05, 2003 8:39 PM
>   To: amibroker@xxxxxxxxxxxxxxx
>   Subject: [amibroker] Re: Additions to ABtool v0.0.5 beta
> 
> 
>   Thanks 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@x...]
>   >   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@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
>   >   > >
>   >   > >
>   >   > >
>   >   > >
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