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Hello,
A new beta version (4.43.1) of AmiBroker has just been
released.
It is available for registered users only from the members
area at:
<FONT
size=2>http://www.amibroker.com/members/bin/ab4431beta.exe
and
<FONT
size=2>http://www.amibroker.net/members/bin/ab4431beta.exe
If you forgot your user name / password to the members
area
you can use automatic reminder service at: <A
href=""><FONT
size=2>http://www.amibroker.com/login.html
To discuss this beta please join amibroker-beta mailing
list:
<FONT
size=2>http://www.egroups.com/messages/amibroker-beta/
CHANGES FOR VERSION 4.43.1 (as compared to
4.43.0)
backtester generates now error message when someone attempts
to use buy/sell/short/cover signals in rotational
mode
CHANGES FOR VERSION 4.43.0 (as compared to 4.42.0)
Portfolio-level Optimization added
in regular backtest mode now it is possible to specify the score of the
symbol (on bar-by-bar basis) via PositionScore variable. In this mode the
score is used only at trade ENTRY to decide which securities should be traded
in case when there are more simultaneous entry signals than max. allowable
positions or available funds. AmiBroker will 'prefer' securities with higher
absolute value of the score. If PositionScore is not used then it is assumed
to be 1 for all securities.
NOTE: regular mode must be used for all your backtesting except the cases
when you want rotational-trading (fund switching). Only regular mode uses
buy/sell/short/cover signals.
rotational-trading mode must now be turned on by calling new
EnableRotationalTrading() function at the top of your
formula.
AA / Settings / Portfolio:1. Max. Traded renamed to more meaningfull
"Max. Open Positions" - defines the maximum number of positions (trades) that
can be open simultaneously (at any time)2. Max. Ranked renamed to more
meaningfull "Worst Rank Held" (rotational trading mode only) - must be equal
or greater than max. open positions, if it is greater than Max. open positions
then once a position is taken in a security it will not be exited until the
ranking of that security drops below "Worst Rank
Held"
"Allow same day exit (single bar trade)" now affects Portfolio test
too.
SetOption() calls affect Portfolio backtest now
added:SetOption("MaxOpenPositions")
SetOption("WorstRankHeld")SetOption("MinShares")
fixed Avg Profit/Loss figures in "all trades" section of portfolio
report
added average PERCENT profit/loss figures
internal accuracy of calculations of LinearReg, LinRegSlope,
LinRegIntercept, StdErr, TSF raised from 32 bit floating point to 64 bit
floating point
fix: rotational trading mode does not enter position when score is
999999
fixed column setup in AA
other minor fixes
as a temporary solution for people using Rx new version now uses
HTMLView2.exe (that is shipped with the beta) to display the portfolio
report.
Best regards,Tomasz
Janeczkoamibroker.com
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