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Hi, Everyone
Any of you know how to run a batch session for backtesting? the
objective is to identify ticks in a portfolio which suit best to a
target trading system, I am running 5 or 6. so, one batch input, all
the ticks could get through every system one by one, after the
testing, I would be able to choose the combination of tick and system
which I want. I may also need a function to store the ticks in
corresponding category by pushing a bottom. Does Amibroker have this
capability? or is AFL capable of programming this type of
functionality and how?
currently, I have to use one system to test all the ticks one by one
in a portfolio, and go to the next system to repeat the same process
manually. some one may be confused why I am doing this,there is a
function to backtest a portfolio using file filter under automatic
analysis. the reason is simple, this backtest function is on
portfolio basis rather than symbol base, this may prohabit from
identifying a tick's characteristic which could be described by a
system. therefore, you won't be able to find the best combination of
tick and system using the current one.
I am ignoring the coefficiency among the stocks,as well as the idea
of portfolio diversification, which are fundamental things. this will
be the next thing to think about.
sorry for my poor English, hope I explained my idea clear enough,
otherwise, please shout to me.
Thank you in advance for your help.
Kindest Regards
Mingfeng
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