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Lionel,
In the AA window, use the 'Apply To' combo box in the upper right hand
corner of the window. With 'use filter' checked, you can then click on
'Define' and specify what set or subset of equities or funds you wish
to test against. The AFL engine will then expose only that group of
issues to your script.
Of course if you want Mutual Funds, then they must be present in your
AB database.
Phsst
--- In amibroker@xxxxxxxxxxxxxxx, "Lionel Issen" <lissen@xxxx> wrote:
> How do you set up a script to access the data base? In heads up, I may
> have missed it, but I did not see a reference to a database or list.
>
>
> Can you point me in the right direction to get information on VB and
> Java scripts ie how to write them how to connect them to the database
> etc?
>
> Bear in mind that the person asking questions does not know as much as
> you, that why the questions are asked.
>
> Lionel
>
>
>
>
> -----Original Message-----
> From: Fred [mailto:fctonetti@x...]
> Sent: Friday, June 06, 2003 11:02 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: HeadsUp backtest against Mutual Funds
>
>
> I'm not following you at all ...
>
> What question was it that you think I was asked ?
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Lionel Issen" <lissen@xxxx> wrote:
> > Fred:
> > Please don't reply like a grade school teacher who wants to make the
> > kids "think" (college profs are also very guilty of this).
> >
> > You were asked a question, please answer with enough detail so the
> > recipient can use it. Its most inappropriate to play mind games.
> >
> > Lionel
> >
> >
> >
> > -----Original Message-----
> > From: Fred [mailto:fctonetti@x...]
> > Sent: Friday, June 06, 2003 10:06 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: HeadsUp backtest against Mutual Funds
> >
> >
> > I wasn't asking for a hint ... I was trying to give you one ...
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
> > > > But I don't know how you tell anything running "portfolios" of
> > > stocks or mf's through AB without an extra tool ... hint, hint.<
> > >
> > > Then you haven't figured all the angles... think hard about it.
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> > > > But I don't know how you tell anything running "portfolios" of
> > stocks
> > > > or mf's through AB without an extra tool ... hint, hint.
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
> > > > > Fred got my curiosity up. I've never been inclined to
> backtest
> > > > against
> > > > > Mutual Funds before... so I did a HeadsUp test against my
> > Mutual
> > > > Fund
> > > > > Database. Same backtest period as the stock backtest.
> > > > >
> > > > > Results:
> > > > >
> > > > > LONG
> > > > > First Trade Jan 2 2003
> > > > > Last Trade Jun 5 2003
> > > > > Days in Test 154
> > > > >
> > > > > Trades
> > > > 21,582
> > > > > % Profitable 75.86%
> > > > > Net P/L
> > > > 2,276,658
> > > > > Rate of Annual Return 21.79%
> > > > >
> > > > > Avg Profit / Winner
> > 168
> > > > > Avg Days Held - Winners
> > > > 31
> > > > > Avg Loss / Loser 90
> > > > > Avg Days Held - Losers
> > > > 31
> > > > > Avg PositionSize 5,562
> > > > > Avg Market Exposure
> > 24,423,175
> > > > > Max Market Exposure
> > 58,055,140
> > > > > Initial Equity 500,000
> > > > > Lowest Account Value 499,768
> > > > > Maximum Account Value 2,776,659
> > > > > Ending Account Value 2,776,659
> > > > > Max DD as a % of Account Value 1.94%
> > > > >
> > > > > Just FWIW.
> > > > >
> > > > > Phsst
> >
> >
> >
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