|
PureBytes Links
Trading Reference Links
|
Hermann,
very nice explanation of Osaka plugin, it is not absolutely obvious
to use and I hope your code will help me (and us).
stephane
> Here is my first attempt at using the OSAKA DLL to solve some of
the current
> problems discussed on the list. The OSAKA DLL turns out to be very
powerful
> and pretty fast too. Many thanks to Joe Osaka, for contributing
this nice
> DLL!
> I show only three functions to see what interest there is on the
list.
> Typical tasks that can be performed by the thre functions are:
> a.. save optimized parameters (numbers, not arrays) for
individual stocks
> during in-line optimizations, Typical parameters saved for each
stock might
> be a RSI Period, LongThreshold, ShortThreshold, ProfitStop and
StopLoss.
> b.. simulate Static variables that can be accessed while
performing
> various AA operations, simply save the parameters under a variable
name of
> your choice.
> c.. create/save Ranking related data for stocks, whatever you
like to have
> in a table for Excel analysis and recall.
> d.. dynamic Watchlists, i.e. enable stocks on the basis of their
being
> consituent in an Index. You could Explore all annual lists to built
a master
> table for all stocks ever traded in the index and save the start-
trading and
> stop trading dates for each stock. When backtesting you use this
data to
> enable trading the stock or not. To do this properly this must be
done using
> the PositionScore, perhaps set a very High scrore for Short
positions and a
> very Low score for Long positions to disable stocks. That way they
will be
> skipped but your portfolio keeps trading the same number of stocks.
> e.. You could probably use the functions to develop code to skip
> top-ranked stocks .... but i haven't tried it.
> There is no limit to the number of parameter-sets that can be
saved. To use
> the functions you must copy the ParameterTableInclude001.afl
program listed
> below to your Include Directory. The functions are designed for
ease of use,
> not for speed. For more complicated tasks and better speed you
should learn
> to call the OSAKA functions directly. To use multiple tables just
substitute
> other names for "ParamaterTable"
>
> 1) SaveParameters( "Name", Number1, Number2, Number3, Number4,
Number5 );
> This function saves 5 different parameters under one name in a
binary file
variable
> name, or a dynamically created name. If you set one or more numbers
to NULL
> then that particular number will not change in the table and the
previous
> value will remain valid. The length of the name is limited to 30
char.
>
> 2) P=GetParameters( "Name" );
> The function returns an array; the parameters are stored in
elements1-5. To
> use the variables under their original names you would use P1=O[1];
P2=P[2];
> P3=P[3]; P4=P[4]; and P5=P[5]; I reserved P[0] for other uses.
>
> 3) OutputParameterTable( Flag );
> Flag = 0 dumps the parameter table to the interpretation window
from an
> indicator or using the Equity button in the AA.
> Flag = 1 use the Explorer to display the table contents for the
stocks in
> the current Watchlist, does not list names not in the Watchlist.
> Flag = 2 creates a ParameterTable.csv file in the AmiBroker
directory for
> import into Excel.
>
> For a quick test:
>
> 1) Copy the Include file to your Include Directory and load the
code in your
> AA, select a Watch list, set a range, and Run the OldBacktester,
click
> Equity to run the formula as an Indicator to display the table in
your
> interpretation window. Note that the current stock, if it is not in
your
> Watchlist, is still included in your ParameterTable. I do almost
all my
> system/indicator development from the AA window but the functions
should
> work from anywhere in AmiBroker.
>
> 2) Run the Exporer on you Watchlist to display all variable save
for it's
> membership.
>
> 3) Run Excel and import the ParameterTable.csv file.
>
> have fun!
> herman
>
>
> --------------------------------------------------------------------
--------
> ----
>
>
> // Test program for the OSAKA parameter functions
> Buy=Sell=Short=Cover=0;
> Filter = Status("LastBarInRange"); // Or set n-Last-Quotations to 1
> #include <ParameterTableInclude001.afl>
>
> // Create some dummy data...
> T1=Status("StockNum");
> T2=LastValue(DateNum());
> T3=BarCount;
> T4=LastValue(Random());
> T5=12345;
>
> SaveParameters( Name(), T1, T2, T3, T4, T5 ); // Save 5
parameters under
> ticker
> SaveParameters( Name(), T1, Null, T3, Null, T5 );// Update only 3
of them
> SaveParameters( "Test1", 1,2,3,4,5); // Save an arbitrary
variable
> OutputParameterTable(1|2|4); // Review table in various
formats
> P=GetParameters( Name() ); // Read ticker parameters from
table
> T=GetParameters("Test1"); // Read arbitrary variable from
table
>
>
>
> --------------------------------------------------------------------
--------
> ----
>
>
> // ParameterTableInclude001.afl --- Copy this file to your
AmiBroker Include
> Directory
>
> osInitialize();
>
> function SaveParameters( Ticker, P1, P2,P3,P4,P5 )
> {
> global ParameterTable;
> local RowCount, TickerRow, Row, P1, P2, P3, P4, P5;
> ParameterTable = osTabCreate();
> {
> osTabAddColumn( "Symbol", 2, ParameterTable, 30 );
> osTabAddColumn( "P1", 1, ParameterTable );
> osTabAddColumn( "P2", 1, ParameterTable );
> osTabAddColumn( "P3", 1, ParameterTable );
> osTabAddColumn( "P4", 1, ParameterTable );
> osTabAddColumn( "P5", 1, ParameterTable );
> }
> RowCount = osTabGetRowCount( ParameterTable );
> TickerRow = -1;
> for( Row = 0; Row <= RowCount; Row++ )
> {
> if( Ticker == osTabGet( Row, 0, ParameterTable )) TickerRow
= Row;
> }
> if(TickerRow < 0)
> Row=RowCount;
> else
> Row = TickerRow;
> osTabSetString( Ticker, Row, 0, ParameterTable );
> if(Nz(P1,0)==P1) osTabSetNumber( P1, Row, 1, ParameterTable );
> if(Nz(P2,0)==P2) osTabSetNumber( P2, Row, 2, ParameterTable );
> if(Nz(P3,0)==P3) osTabSetNumber( P3, Row, 3, ParameterTable );
> if(Nz(P4,0)==P4) osTabSetNumber( P4, Row, 4, ParameterTable );
> if(Nz(P5,0)==P5) osTabSetNumber( P5, Row, 5, ParameterTable );
> osTabDelete( ParameterTable );
> }
>
> function OutputParameterTable( Destination )
> {
> local Row, RowCount, NOTable, Destination, OutPut;
> global ParameterTable;
> ParameterTable = osTabCreate();
> RowCount = osTabGetRowCount( ParameterTable );
> OutPut = "";
> if( Destination & 1 ) // To Interpretation window
> {
> for( Row = 0; Row < RowCount; Row++ )
> {
> OutPut = OutPut +
> osTabGet( Row, 0, ParameterTable )+", "+
> osTabGet( Row, 1, ParameterTable )+", "+
> osTabGet( Row, 2, ParameterTable )+", "+
> osTabGet( Row, 3, ParameterTable )+", "+
> osTabGet( Row, 4, ParameterTable )+", "+
> osTabGet( Row, 5, ParameterTable )+"\n";
> }
> }
>
> if( Destination & 2 ) // To Exploration Results window
> {
> SetOption("NoDefaultColumns",True);
> TickerRow = -1;
> for( Row = 0; Row < osTabGetRowCount( ParameterTable );
Row++ )
> if( Name() == osTabGet( Row, 0, ParameterTable ))
TickerRow = Row;
> if(TickerRow >= 0 )
> AddTextColumn(
> osTabGet( TickerRow, 0,
ParameterTable),"WLTicker",1.0);
> AddColumn(osTabGet( TickerRow, 1,
ParameterTable ),"Par1",1.4);
> AddColumn(osTabGet( TickerRow, 2,
ParameterTable ),"Par2",1.4);
> AddColumn(osTabGet( TickerRow, 3,
ParameterTable ),"Par3",1.4);
> AddColumn(osTabGet( TickerRow, 4,
ParameterTable ),"Par4",1.4);
> AddColumn(osTabGet( TickerRow, 5,
ParameterTable ),"Par5",1.4);
> }
>
> if(Destination & 4 ) // To csv file
> {
> osTabExport( "ParameterTable.csv", ",", ParameterTable);
> }
> return Output;
> }
>
> function GetParameters( Ticker )
> {
> local Row, RowCount, NOTable, Destination, OutPut, TickerRow;
> global ParameterTable;
> ParameterTable = osTabCreate();
> Parameter[0] = -1; // First Element is used to pass table status
> {
> ParameterArray = 0;
> RowCount = osTabGetRowCount( ParameterTable );
> for( Row = 0; Row < osTabGetRowCount( ParameterTable );
Row++ )
> if( Name() == osTabGet( Row, 0, ParameterTable ))
TickerRow = Row;
> ParameterArray[1] = osTabGet( TickerRow, 1 , ParameterTable );
> ParameterArray[2] = osTabGet( TickerRow, 2 , ParameterTable );
> ParameterArray[3] = osTabGet( TickerRow, 3 , ParameterTable );
> ParameterArray[4] = osTabGet( TickerRow, 4 , ParameterTable );
> ParameterArray[5] = osTabGet( TickerRow, 5 , ParameterTable );
> }
> return ParameterArray;
> }
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
Yahoo! Groups Links
To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|