[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Re: AmiBroker Abilities



PureBytes Links

Trading Reference Links

to get dates on the X-axis just select it via tck box
if IB window boxes are at bottom below the code
if new betas it is in Parameters window for the chart

MAE and MFE, sorry know nothing about them

the remainder is a matter of programming the required information, if
still not possible simply put in a request for new features, and when
it gets to the top of queue it should be included.


On Sun, 30 Jan 2005 22:37:15 -0000, the_short_fox
<amiteh@xxxxxxxxxxxxxxxxx> wrote:
> 
> 
> Hi Graham et al,
> 
> Thanks for your reply.
> 
> I have just downloaded the trial version and backtested an algorithm
> I found (just to get an initial impression). Unfortunately (I hope I
> am wrong) there are NECESSARY features I couldn't find when viewing
> the backtesting report:
> 
> 1) The ability to see MFE/MAE for the entire tested portfolio.
> 2) An equity chart displaying also the TIME on the X Axis (with
> CLEAR DATES on the X Axis) plotted WITH Number of Trades
> (positions). When backtesting a whole portfolio, I'd like to know,
> in each&every time, how many positions were held as a function of
> time.
> 3) When backtesting through long time-frames, I'd be interested to
> see, NUMERICALLY, the RETURN (profit/loss) for EVERY
> day/week/month/year over the entire backtesting period.
> 
> Am I missing something?
> 
> Additionally, is there currently a way to export the equity chart
> data to a CSV file in order to "arrange" it in Excel?
> 
> I'm interested to buy AmiBroker and would be happy to know if/when
> these necessary features will be implemented (unless I'm missing
> something).
> Finally, if I'm interested only in EOD backtesting, which version
> would be the most suitable?
> 
> I'm looking forward to hear from you. Best,
> 
> Amit E.
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> > yes
> >
> > 
> > On Sun, 30 Jan 2005 15:32:30 +0530, Amit E. <amiteh@xxxx> wrote:
> > >
> > >
> > > Hi All,
> > >
> > > I'm interested to buy AmiBroker, am impressed from the broad
> activity in the Yahoo board.
> > >
> > > Does AmiBroker allow the user to do the following (in
> backtesting):
> > >
> > > (1)     Use risk-based money management settings, as a
> percentage of (current) equity. For instance, I'd like to RISK 1% of
> equity on a single position (i.e, the distance from my entry point 
> to my stop-loss would reflect a 1% loss of equity â€" so AmiBroker
> has to calculate the position-size according to this percentage
> risk) ?
> > >
> > > (2)     Backtest a basket of equities (i.e, the whole S&P 500
> list)?
> > >
> > > (3)     Backtest a basket of futures ?
> > >
> > > I may add that all these backtesting are intended to run on
> daily (EOD) data. May you share your opinion on the flexibility of
> AmiBroker's language?  I am experienced in Pascal.
> > >
> > > Thanks in advance for any reply. I'm looking forward to read
> your opinion.
> > >
> > > Amit.
> > >
> > > 
> > > 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
> > >
> > >
> > >
> > >
> > >
> >
> > 
> > --
> > Cheers
> > Graham
> > http://e-wire.net.au/~eb_kavan/
> 
> 
> 
> 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
> 
> 
> 
> 
> 


-- 
Cheers
Graham
http://e-wire.net.au/~eb_kavan/


------------------------ Yahoo! Groups Sponsor --------------------~--> 
What would our lives be like without music, dance, and theater?
Donate or volunteer in the arts today at Network for Good!
http://us.click.yahoo.com/Tcy2bD/SOnJAA/cosFAA/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/