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Hi, Anthony
please tell where to find the archive.
Rgds
MF
--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxxx>
wrote:
> check the archives under Batch backtesting.
> ----- Original Message -----
> From: gaomfen
> To: amibroker@xxxxxxxxxxxxxxx
> 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
>
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> Please note that this group is for discussion between users only.
>
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>
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