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----- Original Message -----
Sent: Wednesday, March 23, 2005 10:48
PM
Subject: [amibroker] Run Batch Session
for backtest
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
Please
note that this group is for discussion between users only.
To get
support from AmiBroker please send an e-mail directly to SUPPORT {at}
amibroker.com
For other support material please check also: http://www.amibroker.com/support.html
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Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
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