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Dave
I am not sure if Chuck wrote the convert.exe program or
not.
But any external program will take several mouse clicks to
get the data ready for TradeSim, so refining your script is
the right path to take.
My knowledge of scripting is very limited so I can not be
any help on that.
All the best.
b
--- dpweir <dpweir@xxxxxxxxxx> wrote:
> 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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>
>
>
>
>
>
>
>
>
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