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John,
Thanks for your message. What I meant was that I have 5 non
correlated strategies and I want to scan real time multiple
markets/stocks for all these 5 strategies simultaniously. I want the
software to alert me if the criteria for any of these 5 strategies
are met and also to tell me which strategy and which direction (long
or short) criteria are being fulfilled and in which market/stock
(General electric or Gold).
So that I can place the order in the right market/stock in the right
direction for the right strategy.
Can Amibroker Professional do it?
Best regards
Rizwan
--- In amibroker@xxxxxxxxxxxxxxx, "john gibb" <jgibb1@xxxx> wrote:
> Without being sure of what you mean by 'multiple strategies
simultaniously,'
> the answer to both questions is 'Yes.'
>
> You would just use separate Alertif() statements for each strategy.
>
> HTH,
>
> -john
> ----- Original Message -----
> From: "rizwankherati" <rizwankherati@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, September 20, 2004 9:19 AM
> Subject: [amibroker] Re: Walk Forward testing
>
>
> John,
>
> Many thanks for your explanation it is helpful. Just one further
> clarification, you said "But you can have Amibroker, via the AlertIf
> () function for example, test data of any timeframe and tell you
when
> certain trade conditions are met."
>
> Does this mean that if i am subscribed to say esignal for live real
> time data, Amibroker would alert me if my strategy crteria are met?
>
> Can Ami broker scan the incoming real time tick data from esignal
> for multiple strategies simultaniously, and alert me telling which
> strategy's criteria are met?
>
> Best regards
>
> Rizwan
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "john gibb" <jgibb1@xxxx> wrote:
> > Hi Rizwan,
> >
> > I equate walk-forward testing to out-of-sample testing. You would
> first get
> > an idea of the performance of your system with an in-sample
> backtest where
> > you use a certain timeframe and, sometimes, a certain market (say
> 1990 to
> > 1995 and the Nasdaq). Then, when you are satisfied that your
system
> tests
> > adequately under those conditions, you subject it to a walk-
forward
> test
> > using a different timeframe and, sometimes, market(say 1996 to
2000
> and the
> > S&P 500).
> >
> > Regarding you second question, you need historic data to
> _backtest_. But you
> > can have Amibroker, via the AlertIf() function for example, test
> data of any
> > timeframe and tell you when certain trade conditions are met.
> >
> > HTH,
> >
> > -john
> >
> > PS: In general i find this google.com search syntax helpful:
> >
> > 'define term'
> >
> > So here one might try searching with something like:
> >
> > define "walk forward" testing
> >
> > with the quotes.
> >
> >
> > ----- Original Message -----
> > From: "rizwankherati" <rizwankherati@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Monday, September 20, 2004 3:14 AM
> > Subject: [amibroker] Walk Forward testing
> >
> >
> > During my search for the software, I am looking at various
softwares
> > and a term I encountered in their literature was walk forward
> > testing, What does it exactly mean? is it only a marketing gimick?
> > Are there any real benefits of doing it over the usual download
data
> > and test the strategy on it method?.
> >
> > Can Amibroker professional with a real time data feed test your
> > strategies in real time (sort of paper trading).
> >
> > Best regards
> >
> > Rizwan
> >
> >
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > Yahoo! Groups Links
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
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