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Hi B, I think you may be referring to my post. Is this the convert.exe
which is available in the files section ?
If so, yes I am impressed with this however it requires a few extra clicking
which I would like to avoid (especially if you run as many tests as I do)
and does not include an initialstop functionaity used for position sizing.
I am attempting to directly create the required format from afl after
running a backest, and include the initialstop functionality.
As you can see from my code, I have got 95% of it worked out, but require
technical help on a few points to complete it. This exercise may also help
provide another example of the new PBI, which will add too the current
available documentation.
Regards
Dave
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of b
Sent: Saturday, 17 September 2005 12:31 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Amibroker trade conversion for Tradesim
Two years ago Chuck Rademacher wrote a program in Delphi to
convert AB trade data for use in TradeSim. See post 38207.
I do not know if Chuck still checks the Amibroker
discussion boards, so you might do best to email him
directly.
b
--- mmqp <mmqp@xxxxxxxxx> wrote:
> I have specifically compared DominantCycle formula from
> 3rd party
> "indicator.dll" and Ehlers Dominant Cycle Period from AB
> library. I
> tried the formula on several stocks; some results are 4
> times
> different; the minimum difference I have seen is twice.
> The dominant
> cycle from "sbDC" in indicator.dll is always seems to be
> lower than
> the one from the library. Hopefully Stephane Carrasset
> (indicator.dll) can give some insight.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian"
> <ara1@xxxx> wrote:
> > the differences can come from various causes:
> >
> > Filter Algorith used
> > Number of data points used ... takes about 200 bars for
> plot to stabilze
> > The general composition of program. Not sure what
> exactly you are
> comaring,
> > but there are many variations Ehlers has proposed ...
> so you can see
> what
> > appears to be random results.
> >
> > Can't say one is better ... or worse than other ...
> >
> > Important fact is that data is in reasonable cycle mode
> only 15% to
> 20% of
> > the time ... EHlers states that fact someplace....
> >
> > So caution must be used when looking at cycle analysis
> >
> > ----- Original Message -----
> > From: "mmqp" <mmqp@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Thursday, September 15, 2005 10:22 AM
> > Subject: [amibroker] Ehlers DC: 3rd Party DLL vs. code
> in Library.
> >
> >
> > > Hello all,
> > >
> > > I have down loaded both version and comparing the
> result. They are
> > > grossly difference. Has anyone seen this? Any
> explaination is
> > > appreciated.
> > >
> > >
> > >
> > >
> > >
> > >
> > > 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
> > >
> > >
> > >
> > >
> > >
> > >
>
>
>
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