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Thanks for the reply ... I had already figured this out by trial and
error and of course have already moved on to table building as that
obviously is where the action is assuming one has enough memory. By
the way just for my own edification how would routines like ABTool
handle the situation when memory got used up ? would it utilize disk
directly or is this sort of stuff handled by the windows swap file
or ?
--- In amibroker@xxxxxxxxxxxxxxx, uenal.mutlu@xxxx wrote:
> Hi Fred,
> after FileWriteNum(...) simply use FileWriteStr(",", fh) to append
> a comma to the data. And yes, line end is done using "\n".
> UM
>
> ----- Original Message -----
> From: "Fred" <fctonetti@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, May 06, 2003 2:39 AM
> 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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