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Hi,
I'd like to use Amibroker to backtest strategies involving neural
networks (NN). The NN are evaluated by some other (self written)
programs and the results can be saved in any text or binary file format.
What would be the best way of getting those values into Amibroker?
I have thought of the following, maybe someone can point me into other
directions that I overlooked:
1. Write for each symbol a special text file in .csv format in which
each field is not a quotation, but the output of a NN. Name the file
eg n_SYMBOL, like n_INTC, n_MSFT, ...
Then the data can be accessed by the foreign() function.
Disadvantage: Need to reimport manually all those files when new NNs
have been created.
2. Add the NN output to a non used column in a normal text quotation
file, eg open interest for stocks.
Disadvantage: same as 1 plus have to reread all data when NN changes.
3. Read it via VBS in AFL
Disadvantage: much too slow
Any suggestions?
Thank you!
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