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[amibroker] Re: Tomasz - Quick AFL



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Tomasz,

If you are going to implement some form of this please consider 
adding the capability to automation in a way that one could select 
how much history prior to the optimization period to utilize in order 
to allow indicators to "settle" ...

Thanks, Fred

--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx> 
wrote:
>
> OK, I hear you :-)
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
>   ----- Original Message ----- 
>   From: dingo 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Friday, October 21, 2005 8:47 PM
>   Subject: RE: [amibroker] Tomasz - Quick AFL
> 
> 
>   I second that request!!
> 
>   d
> 
> 
> 
> --------------------------------------------------------------------
--------
>     From: amibroker@xxxxxxxxxxxxxxx 
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of bruce1r
>     Sent: Friday, October 21, 2005 12:21 PM
>     To: amibroker@xxxxxxxxxxxxxxx
>     Subject: [amibroker] Tomasz - Quick AFL
> 
> 
>     First, thanks again for adding the OLE charting properties and 
methods
>     to 4.73.  They work out great.
> 
>     Your previous response about Quick AFL in charting prompts me 
to ask
>     if you have considered employing it in AA methods.  Those who
>     backtest, scan, etc. would realize speed increases if the 
From/To
>     dates were utilized with a pad similar to what you described in
>     QuickAFL in charting.  AB is faster than anything else out 
there, but
>     alas, we always want more speed.  Have you ever considered 
this, or
>     perhaps it has issues - maybe in the RT area ?
> 
>     FYI at present, I utilize an artificial reference ticker that is
>     written out based on the From date minus 1 year through the end 
date
>     and then imported.  It was the best approach that I could come 
up
>     with, and it speeds up a number of AA applications.
> 
>     -- Bruce R.
> 
> 
> 
> 
> 
>     Please note that this group is for discussion between users 
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>     To get support from AmiBroker please send an e-mail directly to 
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