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Re: [amibroker] Enhancement Request - "Playback" Function



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Nigel,
 
That's a nice bit of code.  Thank you very much.
 
I had my head on backasswards when I was trying to code the thing, 
thinking I had to somehow read the file once, then process the 
Watchlist.  Your solution of simply opening/reading/closing the file 
each time a member of the Watchlist is processed is straightforward, 
and a technique I'll remember.  And you even use the same coding 
convention I do with respect to "{"   :-).
 
Looks like I don't need to submit a formal enhancement request to 
Tomasz after all.
 
Thanks again...
                        ...Don Upton

--- In amibroker@xxxxxxxxxxxxxxx, Nigel Rowe <rho@xxxx> wrote:
> -----BEGIN PGP SIGNED MESSAGE-----
> Hash: SHA1
> 
> Greetings Don,
> 	I was in the mood for a bit of a challenge, so....
> 
> // Inspired by a request for a 'playback' feature from Don Upton
> // 
> // Simplified example, long only and the file format is spec'd for 
ease of 
> // implimentation.
> //
> // Input file is comma seperated text. 
> // Fields are:
> //	0.	Symbol		-- without quotes
> //	1.	Entry date	-- in datenum() format.  ie xmas day 
2003 is 1031225
> //	2.	Entry price 
> //	3.	Exit date	-- datenum() format, or blank for no 
exit
> //	4.	Exit Price
> 
> Buy = False;
> Sell = False;
> BuyPrice = Close;
> SellPrice = Close;
> 
> function DateToBar(dn)
> {
> 	return LastValue(ValueWhen(DateNum()==dn, BarIndex()));
> }
> 
> f = fopen("playback.txt", "r");
> while( f && (! feof(f)) ) {
> 	Line = fgets(f);
> 	sym = StrExtract(Line, 0);
> 	if( sym == Name() ) {
> 		endt = StrExtract(Line,1);
> 		enpr = StrExtract(Line,2);
> 		exdt = StrExtract(Line,3);
> 		expr = StrExtract(Line,4);
> 		bar = DateToBar(StrToNum(endt));
> 		if( bar ) {
> 			Buy[bar] = True;
> 			BuyPrice[bar] = StrToNum(enpr);
> 			if( exdt != "" ) {
> 				bar = DateToBar(StrToNum(exdt));
> 				Sell[bar] = True;
> 				SellPrice[bar] = StrToNum(expr);
> 			}
> 		}
> 	}
> }
> if(f) fclose(f);
> 
> 
> I'll leave you to modify it to get exactly what you want.
> 
> 	Nigel
> 
> 
> On Fri, 23 Jan 2004 22:51, Don Upton wrote:
> > I'd like to suggest an enhancement to Amibroker.  Judging from 
recent
> > messages, I believe others might be interested, too.  If so, 
maybe we can
> > get Tomasz in the discussion.
> >
> > I would like to see another function (like Scan and Backtest) in 
AA.  I'll
> > call it Playback for now.  Playback would essentially be a 
Backtest, but
> > instead of invoking an AFL script, it would prompt for the name 
of a
> > comma-delimited file in which each record would represent a 
trade.  Each
> > record might have the following fields:
> >
> > 1) Ticker Symbol
> > 2) Type Trade (Long or Short)
> > 3) Entry Date
> > 4) Exit Date - null if trade still open
> > 5) Shares
> > 6) Position Entry Price (Buy or Short price, depending on type 
trade) -
> > Optional
> > 7) Position Exit Price (Sell or Cover price, depending on type 
trade; null
> > if trade still open) - Optional
> > 8) Commission on Entry - Optional
> > 9) Commission on Exit - Optional
> >
> > The optional fields above would default to the values in 
AA/Settings if not
> > specified.  The date range used for report statistics could be 
calculated
> > based on the earliest trade open and last trade close (or current 
date if
> > there are open trades).  (Or should the date range be based on 
the setting
> > in the AA window, as Backtest currently works ?)
> >
> > A Playback function would make it much easier to do "manual" -type
> > backtesting, as well as track actual trades...
> >
> > ...Don Upton
> >
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