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Hello everybody,
first of all I have to thank Dingo for the Custom Backtester doc
collection, I found it priceless.
I am working on a fairly complex intraday system requiring a lot of
processing (eg deciding if we should enter a trade requires scanning
all previous open trades), I would like to shorten the backtesting
time by precomputing a number of metrics and storing them somewhere.
(note: AB is the FASTEST commercial sw I've found for this)
I thought of using AddComposite and then referring to the newly
created indexes (one per symbol) via Foreign. That seems viable, but
would make the final AFL rather complex/unflexible.
I thought it would have been nice to scan each symbol first, one at a
time, adding my metrics to the symbol itself, and then run/backtest
the actual system, referring to those new fields in the code
Problems/Questions
1-is there a way to add custom fields (in addition to OHLCVI) to a
symbol and persistently (value is stored in DB, AddComposite way)
populate them? I'm afraid not (hope this could be a feature one day)
2-is there a way in AFL to change unused fields (eg Interest rate)
and store the new value in DB
3-if 1 and 2 are negative, can you think of a way to refer dinamically
to a foreign series (eg. if I'm processing MSFT I would refer to
MSFT_A if processing INTC I would refer INTC_A and so on)
Thanks,
neuro
--
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