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Hello,
All examples apply to single-stock systems as well. No change is needed
as individual backtest is simply portfolio backtest with 1 symbol in the portfolio.
(Of course new features work only with new backtester, the old one is left untouched
since 4.40)
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Herman van den Bergen" <psytek@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, January 24, 2005 6:59 PM
Subject: RE: [amibroker] Newsletter 1/2005
>
> Great NewsLetter Tomasz,
>
> For sure i have to study these new developments more but i have one question
> at this time: all examples refer to PortFolio testing.... Is there any
> difference for single stock applications? Any precautions to take or
> settings to change?
>
> In Rt I mostly work with single stocks...also, before progressing to
> portfolio systems I usually make the systems work on single stocks...
>
> many thanks,
> herman.
>
>
>
> -----Original Message-----
> From: Tomasz Janeczko [mailto:amibroker@xxxxxx]
> Sent: Monday, January 24, 2005 11:00 AM
> To: amibroker@xxxxxxxxxxxxxxx; amibroker-beta@xxxxxxxxxxxxxxx
> Subject: [amibroker] Newsletter 1/2005
>
>
>
> 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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>
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> 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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