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RE: [amibroker] Re: PORTFOLIO TRADING module (AFL)



PureBytes Links

Trading Reference Links

Thanks. I have installed ABtool and this PT. Will be checking it out.

Rik Rasmussen
Stock Analyzer mailing list moderator
http://groups.yahoo.com/group/stockanalyzer/

> -----Original Message-----
> From: Fred [mailto:fctonetti@xxxxxxxxx]
> Sent: Thursday, June 05, 2003 12:13 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: PORTFOLIO TRADING module (AFL)
> 
> 
> 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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