|
PureBytes Links
Trading Reference Links
|
Hi,
Hope some one can confirm my understanding given below.
Best regards
Rizwan
--- In amibroker@xxxxxxxxxxxxxxx, "rizwankherati"
<rizwankherati@xxxx> wrote:
> 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
------------------------ Yahoo! Groups Sponsor --------------------~-->
$9.95 domain names from Yahoo!. Register anything.
http://us.click.yahoo.com/J8kdrA/y20IAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
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
<*> 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/
|