|
PureBytes Links
Trading Reference Links
|
In a word ... yes ...
But it's hardly that simple nor is it super simple to use. There is
a huge amount of power there including being able to write things
to / read things from files (relatively slow) and/or build tables in
memory (relatively fast) and then sort the columns in memory etc. I
don't have the full scope mentally yet but I think with careful use
it could be employed to build a self optimizing, portfolio backtester
with scoring & ranking which would also allow for all the other
pieces i.e. keeping one from being more than 100% invested, evenly
spreading $ or % oriented trades over more than one trading vehicle
etc. I also suspect that it could be used to do walk forward testing
of some particular system and trading vehicle i.e. optimize over some
period of time, trade for some period of time and continue. BUT I
also suspect from the little I've played with it that very little of
the code you write will look like anything else you've ever written.
If you are going to play with it I suggest you do some VERY simple
things forst like just create a file with couple of fields in it or
create a table, sort it and dump it to a csv file etc. before you
dive in to writing a full blown portfolio analyzer, tester,
optimizer, trade although is probably possible.
--- 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
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to
> http://docs.yahoo.com/info/terms/
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Make Money Online Auctions! Make $500.00 or We Will Give You Thirty Dollars for Trying!
http://us.click.yahoo.com/KXUxcA/fNtFAA/uetFAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|