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A few statements and / or questions with regards to DYNAPORT.
1. Does it have available to it all price history of what ever the
trades were without which DrawDowns can NOT be calculated.
2. Does it properly handle overlapping trades ?
3. How does i keep one from being > 100% invested ?
etc. etc. ...
--- In amibroker@xxxxxxxxxxxxxxx, "amiabilityy" <amiabilityy@xxxx>
wrote:
> Ken
> if you have excel , try the DYNAPORT.ZIP file i uploaded.
>
>
> Peter.
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> wrote:
> > Fred: does your message mean that a "system" that buys and sells
> say,
> > the top ranked stock when a buy signal is issued (the Buy logic
> being
> > different than the score logic).....that such a system can be
> BACKTESTED
> > using this ABTool? Is that what you are saying?
> >
> > Ken
> >
> > -----Original Message-----
> > From: Fred [mailto:fctonetti@x...]
> > Sent: Monday, May 05, 2003 9:17 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: ABtool v0.0.5 beta - What is this t hing?
> >
> > nand,
> >
> > From my limited knowledge and experience ABTool appears to allow
> > writing to a file almost anything anyone could want which could
be
> > used for example to "score" an entire WatchList bar by bar as to
> the
> > liklihood of some particular symbol being a better buy at some
bar
> > then another over the entire lenght of their history. This file
> > could then be sorted and "ranked" if you will and used as the
> driving
> > force for trading or testing a portfolio trading system.
> > Additionally there are new table functions in the latest release
> > which again from my limited knowledge would although they would
be
> > faster because they are in memory as opposed to writing to disk
> they
> > may also be limited in scope to dealing with the current stock as
> > opposed to the entire watchlist. I hope this limited description
> > helps somewhat.
> >
> > Best Regards, Fred
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "nkis22" <nkishor@xxxx> wrote:
> > > Can someone please tell me what is this ABTool and
> > > what does it do?
> > >
> > > thanks
> > > nand
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
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