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RE: [amibroker] Re: trading backtests in real life



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Hi Dave –

 

I agree with you.  AmiBroker is a
Great system development platform.  As we move our models from development
to trading, we (well, at least me) hope to continue to use AmiBroker to place
orders, manage trades, and manage portfolios.  I have posted some of my thoughts
on this topic and suggested to Tomasz that he include industrial strength
capabilities in these areas in some future version of AmiBroker for exactly the
reasons you state.   The alternative will be for us to develop our
system in AB, then translate them to run on some other platform to handle order
placement, etc.  (TradeStation?  Yuck!)  It’s not even
possible to translate some of the most powerful AB features, or easily port the
custom dlls.  

 

Tomasz has already hinted (again today in
a different post) that there will eventually be extensions to AB to handle
orders, trades, and portfolios.  If I thought that these extensions to AB
would never come and I would have to try to translate to another platform, my
enthusiasm for AB would drop considerably.

 

Howard

 



-----Original Message-----
From: Dave Merrill
[mailto:dmerrill@xxxxxxx] 
Sent: Tuesday, November 04, 2003
4:20 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Re:
trading backtests in real life

 



<span
>agreed, there
will be differences between paper trading this strategy and putting real money
on it. still, I thought it was another level of confirmation I'd try going
through. not something I've tried before.





 





<span
>but that doesn't
have anything to do with this actual question (:-). today's execution weirdness
could have happened in real life too; that LGF quote is what I saw everywhere,
not just in the paper account. I'm happy to let the trade go and live to trade
another day, but given the scored portfolio model, my AB backtest is now out of
sync with what actually "happened", and that's what i'm trying to
fix.





 





<span
>dave





<<<<SNIP>>>> 














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