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Hi BG,
As I said, not really. And I have difficulty expressing myself in French,
especially if it is beyond finding the train station or ordering food. <VBG>
The Filter will work or any AA code you run -- Backtest, Optimize,
Exploration or Scan; real time or end of day.
Appreciez, , mon ami!
Peace and Justice --- Patrick
----- Original Message -----
From: "BG" <bg693@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, May 19, 2006 2:28 AM
Subject: [amibroker] Re: RT trading system with multiple securities
Bonjour,
Je ne sais pas si Patrick parle fran&heh;ais, moi oui :)
En revanche, j'ai du mal &tatweel; m'exprimer en anglais.
Je cherche &tatweel; appliquer un syst&waw;me de trading temps r&alefmaks;&alefmaks;l &tatweel; un groupe de
valeurs.
Il me semblait que les filtres ne permettaient que de travailler en
simulation. Je vais v&alefmaks;rifier si &heh;a r&alefmaks;pond &tatweel; mon besoin.
BG
--- In amibroker@xxxxxxxxxxxxxxx, "Pierre LEGRIS" <legris-pira@xxx> wrote:
>
> Hi Patrick,
>
> Do you speak French ?
> ----- Original Message -----
> From: NW Trader
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Thursday, May 18, 2006 5:53 PM
> Subject: Re: [amibroker] RT trading system with multiple securities
>
>
> Hi BG
>
> Use Filter, select the watchlist.
>
> Peace and Justice --- Patrick
>
>
>
>
> ----- Original Message -----
> From: BG
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Thursday, May 18, 2006 7:06 AM
> Subject: [amibroker] RT trading system with multiple securities
>
>
> Hello,
> Is it possible to apply a RT trading system to, say, a watchlist ?
> I have tried :
>
> i = 0 ;
> StockName = StrExtract(List, i) ;
> while (StockName != "") {
> SetForeign(StockName, False, True) ;
>
> (Here : process for each security)
>
> RestorePriceArrays() ;
> i = i + 1 ;
> StockName = StrExtract(List, i) ;
> }
>
> Not appreciated by AB...
>
> Thanks,
>
>
>
>
>
>
> 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:
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>
>
>
>
>
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