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You
may have to give me an example, but I can't think of anything you would want
to do in Excel (for stocks) that you can't do in AFL. I realise
that is a rather bold statement, so tell me what you want to
do.
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If you
do it in Excel, you can only do it for a point in time. You might,
for instance, find all the stocks that meet some criteria TODAY.
They might not have met that criteria five years ago. In fact, they
might not have been trading five years ago. Other stocks may have
met that criteria then, but they don't trade today, etc. This is why
I have one watchlist for all stocks and let my AFL decide which ones are
tradable on any given day. My system might only be interested in 20
stocks in January, 1989. But, those will surely be a different
basket of stocks than my AFL will like in April, 2001.
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Unless
you want to have a watchlist for every three-month period, or similar, I don't
see how one watchlist of stocks you might select today can be used to backtest a
system prior to a few months ago.
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: hmab1
[mailto:hossamb@xxxxxxxxxxxx]Sent: Thursday, July 17, 2003 10:27
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
Random selection of stocks (was "brown paper
bag")Chuck,I'm not sure if *whatever*
anyone does to create a watchlist can become part of the AFL code.
There are ways of selecting a watchlist that requires some number
crunching in Excel. As a general example, taking the results of a
backtest and, for each ticker, taking one of the stats( columns) and
multiplying it by something and also summing or averaging another stat for
each trade for that ticker, etc. Can that kind of thing be done in
AFL & possibly using some AB add-ons.Maybe I just don't have
enough of a grasp on some of AB's plug-ins such as ABtool, PT,
etc.HB--- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher"
<chuck_rademacher@x> wrote:> I wasn't going to reply to
Yuki's comment about "looking for things that> work across a random
selection of stocks is a waste of time", but Fred has> sort of got
me motivated to do so.> > I understand why Yuki made the
statement, but I prefer to do the filtering> process (that she is
manually doing) within my trading system. Yuki, what>
makes you select certain stocks for trading? You don't need to
answer that> question, but I feel that whatever anyone does to
create a watchlist can> become part of the AFL code. By
doing it as part of the trading system,> stocks will come into and
go out of the list, without my intervention, for> backtesting and
for trading forward. When a stock no longer has that>
"look" that I like, it will just disappear from my list of orders to
place.> > Just my three cents.> > >
> > -----Original Message-----> From: Fred
[mailto:fctonetti@xxxx]> Sent: Thursday, July 17, 2003 10:20 AM>
To: amibroker@xxxxxxxxxxxxxxx> Subject: [amibroker] Re: Please send
unmarked bills, in a brown paper bag,> to: ...> >
> I'm not sure I agree with the statement that "looking for
things that> work across a random selection of stocks
is a waste of time".> > Part of the process that
makes this viable i.e. reduces random> selection to
specific tradables can of course be a scoring/ranking>
ranking.> > When properly applied this too
works.> > --- In amibroker@xxxxxxxxxxxxxxx, Yuki
Taga <yukitaga@xxxx> wrote:> > Hi
Fred,> >> > Thursday, July 17,
2003, 12:16:45 PM, you wrote:> >>
> F> If we had a system and it was only good enough to trade the
S&P> > F> wouldn't that be sufficient whether
that was in the form of> > F> EMini's, Options,
ETF's or what have you ? Does any particular>
> F> system have to work across a basket of whatever to be
viable ?> >> > Absolutely, it
is not necessary. I am making hay, lots of hay,> >
trading the same 5 stocks over and over according to a system.
They> > have made money with this system as far back
as I can test. They> > continue to make
money. Other stocks break even with the system.
I> > don't know why. I don't really care
either. I will continue to> > trade the 5.
Someday they may stop working. On the other hand,>
they> > may not, as I can't find a significant time
frame where they> haven't.> > But if
they do, I'll look around for something else that works.>
>> > Looking for something that works across a
"random basket of stocks"> > is A) a waste of time
in my opinion, because B) it makes you Pope of> >
The Universal Church of Holy Grailism, which kicked me out years
ago> > for heresy. ^^_^^>
>> > Yuki> >
> Yahoo! Groups
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