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[amibroker] Re: PORTFOLIO TRADING module (AFL)



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Rik,

For example if you wanted to rank on something like NCAlpha or Chas's 
HeadsUp or anything else you can dream up you simply need to code it  
into a scoring function and run the explore.  It will do the rest and 
expects only that the Score function returns a "score" to measure 
securities against each other. The rest as it were are the account 
and trade reports showing when trades were taken, the equity curve 
etc.

Fred


--- In amibroker@xxxxxxxxxxxxxxx, "Rik Rasmussen" <hrasmussen@xxxx> 
wrote:
> I have not looked at this yet.
> 
> Can you tell me if the ranking uses any volume data?
> 
> If it does, this would be a problem for funds, which is what 
FastTrack folks
> tend to be interested in.
> 
> Rik Rasmussen
> Stock Analyzer mailing list moderator
> http://groups.yahoo.com/group/stockanalyzer/
> 
> > -----Original Message-----
> > From: Fred [mailto:fctonetti@x...]
> > Sent: Wednesday, June 04, 2003 12:20 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: A new beta test version of a new 
PORTFOLIO
> > TRADING module (AFL)
> >
> >
> > Ken,
> >
> > Some of the features I included are ones that although I'll never
> > use, I know that there are some like you who will.  This would 
apply
> > to most of the FasTrack/Trade folks as well.  I still have a to do
> > list of other features I'd like to add, but the project as it 
stands
> > I thought had enough in it to deliver and make it useable.  When I
> > get some time I'll post an example of how walk forward testing 
based
> > on equity feedback could be accomplished as I know this was one of
> > your hot buttons.
> >
> > Fred
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> 
wrote:
> > > Fred:  well, I have not tried it but I have read your doc file 
and
> > > looked at the main afl file and it seems like a work of great
> > importance
> > > and usefulness.  The coding looks like it was quite a challenge.
> > >
> > > Thanks for sharing with the group.
> > >
> > > Ken
> > >
> > > -----Original Message-----
> > > From: Fred [mailto:fctonetti@x...]
> > > Sent: Wednesday, June 04, 2003 10:08 AM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: [amibroker] A new beta test version of a new PORTFOLIO
> > TRADING
> > > module (AFL)
> > >
> > > To All,
> > >
> > > An Invitation to beta test a new Portfolio Scoring / Ranking /
> > > trading / Equity Curve Evaluation / Optimization module written 
in
> > > AFL w/the use of ABTool Plugin which has been posted in the 
files
> > > section as PT-0100.zip
> > >
> > > Please read the word documentation and see the accompanying 
Excel
> > > spreadsheets and Screen Captures contained in the zip.
> > >
> > > I suspect the FastTrack / Trade folks have some idea of how to
> > > utilize this.
> > >
> > > Although I have made every effort to thoroughly test the code 
there
> > > are undoubtedly combinations of things I've missed.  I will do 
my
> > > best to support what I have contributed but it will be on a as I
> > have
> > > time basis.
> > >
> > > Thanks,
> > >
> > > Fred
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, amibroker@xxxxxxxxxxxxxxx 
wrote:
> > > >
> > > > Hello,
> > > >
> > > > This email message is a notification to let you know that
> > > > a file has been uploaded to the Files area of the amibroker
> > > > group.
> > > >
> > > >   File        : /PT-0100.zip
> > > >   Uploaded by : fctonetti <fctonetti@xxxx>
> > > >   Description : A beta test of a PORTFOLIO TRADING module 
(AFL)
> > > >
> > > > You can access this file at the URL
> > > >
> > > > http://groups.yahoo.com/group/amibroker/files/PT-0100.zip
> > > >
> > > > To learn more about file sharing for your group, please visit
> > > >
> > > > http://help.yahoo.com/help/us/groups/files
> > > >
> > > > Regards,
> > > >
> > > > fctonetti <fctonetti@xxxx>
> > >
> > >
> > >
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> >


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