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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.
>
>
>
>
>
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