Re: [amibroker] Newsletter 1/2005

["Tomasz Janeczko" <amibroker@xxxxxx>]

Al,

 

Thank you very much. I am glad you like it.

Best regards,
Tomasz Janeczko
amibroker.com

----- Original Message -----

From: Al Venosa

To: amibroker@xxxxxxxxxxxxxxx

Sent: Monday, January 24, 2005 6:31 PM

Subject: Re: [amibroker] Newsletter 1/2005

Wow, TJ!! Thanks so much for the detailed coding example of expectancy. The Tharp R-multiple concept is the one I'm most interested in, although the second example serves a good purpose, too. I haven't had a chance to test or even study your code yet, since I'm at work, but I will soon. This is really great. This will now allow the user to optimize on expectancy, something that I have been dreaming of for a long time. Thanks again for hearing us, Tomasz. I'm sure the folks at Tharp's forum will be very interested in this new object-oriented development in AB, allowing scaling-in and scaling-out and generating custom backtest/optimization metrics. AB was already at the top of all trading software, but it is now unsurpassed and unsurpassable by anyone. Great job.

Al Venosa

Tomasz Janeczko wrote:

Hello,

A new issue of the AmiBroker Tips newsletter, featuring
"Introducing New Portfolio Backtester Programming Interface, 
Part 1: How to add user-defined metrics to backtest/optimization report" article

is available now at:

http://www.amibroker.com/newsletter/01-2005.html


Best regards,
Tomasz Janeczko
amibroker.com


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