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

[amibroker] Re: Run Batch Session for backtest



PureBytes Links

Trading Reference Links


Thank you so much Anthony, this is really a huge archive!!


--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxxx> 
wrote:
> http://www.amibroker.com/listarchive.html
>   ----- Original  ----- 
>   From: gaomfen 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Saturday, March 26, 2005 12:07 PM
>   Subject: [amibroker] Re: Run Batch Session for backtest
> 
> 
> 
>   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
>   > 
>   > 
>   > 
>   > 
>   > 
>   > 
>   > 
>   > 
>   > 
>   > 
>   > 
>   > 
>   > 
>   > 
>   > 
>   > 
>   > 
>   > 
>   > 
>   > 
>   > 
>   > 
>   > 
>   > 
>   > 
>   > 
>   > 
>   > 
>   > 
>   >   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
>   > 
>   > 
>   > 
>   > 
>   >         Yahoo! Groups Sponsor 
>   >               ADVERTISEMENT
>   >              
>   >        
>   >        
>   > 
>   > 
>   > ----------------------------------------------------------------
----
>   ----------
>   >   Yahoo! Groups Links
>   > 
>   >     a.. To visit your group on the web, go to:
>   >     http://groups.yahoo.com/group/amibroker/
>   >       
>   >     b.. To unsubscribe from this group, send an email to:
>   >     amibroker-unsubscribe@xxxxxxxxxxxxxxx
>   >       
>   >     c.. Your use of Yahoo! Groups is subject to the Yahoo! 
Terms of 
>   Service. 
>   > 
>   > 
>   > 
>   > 
>   > ----------------------------------------------------------------
----
>   ----------
>   > 
>   > 
>   >   No virus found in this incoming message.
>   >   Checked by AVG Anti-Virus.
>   >   Version: 7.0.308 / Virus Database: 266.7.4 - Release Date: 
>   3/18/2005
>   > 
>   > No virus found in this outgoing message.
>   > Checked by AVG Anti-Virus.
>   > Version: 7.0.308 / Virus Database: 266.8.1 - Release Date: 
3/23/2005
> 
> 
> 
> 
> 
>   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
> 
> 
> 
> 
>         Yahoo! Groups Sponsor 
>               ADVERTISEMENT
>              
>        
>        
> 
> 
> --------------------------------------------------------------------
----------
>   Yahoo! Groups Links
> 
>     a.. To visit your group on the web, go to:
>     http://groups.yahoo.com/group/amibroker/
>       
>     b.. To unsubscribe from this group, send an email to:
>     amibroker-unsubscribe@xxxxxxxxxxxxxxx
>       
>     c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of 
Service. 
> 
> 
> 
> 
> --------------------------------------------------------------------
----------
> 
> 
>   No virus found in this incoming message.
>   Checked by AVG Anti-Virus.
>   Version: 7.0.308 / Virus Database: 266.8.1 - Release Date: 
3/23/2005
> 
> No virus found in this outgoing message.
> Checked by AVG Anti-Virus.
> Version: 7.0.308 / Virus Database: 266.8.1 - Release Date: 3/23/2005





------------------------ 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
--------------------------------------------------------------------~-> 

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

 
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/