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Hello,
It is not available as of now, but of course planned.
If you look at the READ ME file accompanying beta you will see
the following list:
Things NOT IMPLEMENTED yet in new portfolio backtester, to be done soon
a.. built-in stops in scoring/ranking mode. (stops in regular mode work already)
b.. futures support (point value, margin deposit, ticksize)
c.. calculation of interest earnings
d.. pyramiding
e.. intra-bar detailed timing
f.. OLE interface
g.. more statistics (RRR, Sharpe ratio, Ulcer index, etc...)
h.. optimization
i.. etc...
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Dave Merrill" <dmerrill@xxxxxxx>
To: "AmiBroker" <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, October 01, 2003 2:58 PM
Subject: [amibroker] portfolio mode optimization
> is it possible to use portfolio mode when optimizing? if not yet, is that a
> planned feature?
>
> Dave Merrill
>
>
>
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-----------------------------------------
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