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Chris, this is very helpful, thanks.
What are the rest of you guys doing? Surely Chris and I are not the only
ones actually doing trading with AB as opposed to constantly tinkering with
new BT ideas. :)
Sid
At 06:59 AM 11/8/2004 +0000, you wrote:
>It may seem like a lot do, but *each one has its own specific
>purpose*. I've found that if you don't you will get confused... like
>playing around with chart/backtest file - close quickly cause you have
>to go, then do a daily explore - you lose lots of imte later rumaging
>through a whole bunch of commented out code each time (for example
>using $50,000 for equity as oppose to Equity() - big difference
>whether you're backtesting or daily scanning)
>
>Again - this is only what I do, what works for you works for you.
>
>As for exploration, i find it much more useful than scanning for daily
>work. For example, my columns are:
>- Ticker
>- Date/Time
>- Buy (1/0)
>- Sell (1/0)
>- PositionScore
>- Today's High (to set limit buy order when buying)
>- Current Stop (to set in my excel trade log file, so that I can
>monitor positions easily)
>- PositionSize (# of shares, as you may see below - my code spits out
>position size/stop according to my 1% stop loss rule)
>- CashRequired (Basically how much cash i need to take position.
>Helpful in determining when I need to reduce my position - or which
>account to place trade in. IRA, regular brokerage etc. I don't trade
>on margin)
>
>I'm not sure about anyone else, but I'm really only working with those
>2-3 afl files regularly. Other afl code I have is mostly for play -
>i.e. testing new indicators, etc. And also, mistakes with your Daily
>code can become expensive.
>
>And if anyone else would like to share how they organize themselves,
>I'm sure we all can learn something new.
>
>Regards,
>- chris
>
>--- In amibroker@xxxxxxxxxxxxxxx, Sidney Kaiser <s9kaiser@xxxx> wrote:
> > Chris, thanks. This Explore version you use to find what to trade
> > tomorrow. Do you just have buy and sell columns with the logical 1s
>and 0s
> > from the B/S arrays from the backtest code and then sort to bring the
> > current sigs to the top and what else? A column of all the symbols,
>of course.
> > Is this what you are doing. It seems so awkward to have to take these
> > extra steps just to get the trading sigs....
> > Sid
>
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