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Hi,
I want to facilitate testing of various trading rules with a test
harness similar to this from Active Trader/Wealth-Lab:
http://www2.wealth-lab.com/activetrader/ActiveTrader.htm
(I can do without the GUI and I realize I have to convert
WealthScript trading-rule code to AFL.)
I couldn't find any direct approximations of such a test harness in
the AFL library, although Dave Merrill's Auto-Optimization Framework
is a step in the right direction.
And Sid Kaiser's CSD suggested trading-system framework probably
contains most of components I am interested in which are:
Main Test Harness modules:
1. Watchlist to Test
2. Timeframe to Test
3. Remaining AA Settings
4. Entry rules
5. Exit rules
6. Performance rules
Bonus modules:
1. Optimization
2. Filter and AddColumns for Exploration
3. Plot/PlotShape statements for IB
Does anyone have any AFL, OLE automation scripts, etc. that
approximate any or all of this that they would be willing to share?
thanks
-john
> And AmiBroker is better than WLab in almost every area not
mentioning
> lower price.
>
> Some of the limitations of WLab:
> - does not refresh indicators in real time (it refreshes only after
bar is completed)
> - is not able to handle large databases - not able to import few
years of intraday history
> - have to purchase costly ($100) special add-ons for features that
are built-in
> in AmiBroker (see composites)
> - has no handling of categories sectors/industries
> - more than 10x slower than AmiBroker
> - no N-tick charts
> - has limited coverage of free eod data sources (only Yahoo)
> - no features like interpretation/commentary
> - no real time quote window (level-I display)
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
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