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First of all, thanks for your prompt answer.
Let me say, that I totally agree with you regarding AB vs WL (that's
why i said in the previous mail that I'm changing to AB).
I also said in the previous email that the Custom backtester is very
well described in the users guide (In fact I have read all the
usersguide and the houston presentation as well, so the concept of the
cbt is understood), what I think it lacks is, more examples on how to
use it, so that users like me (not experienced programmers) could
learn how to use it.
For example, my positionsize is dependent on the number of open
positions, and I don't know how to calculate the number of open
positions. Should I use something like this?
for each bar do:
for( openpos = bo.GetFirstOpenPos(); openpos; openpos =
bo.GetNextOpenPos() )
{
// openpos variable now holds Trade object
numberofopenpos=numberofopenpos++;
and the number of open positions is stored in these variable.
What I want to say is that if there were more "general purpose
functions" usage exampes in the custom backtester knowledgebase, users
not so advanced, coud use it much more.
For example, the cbt guide mentions 3 levels of usage. I start with
the easiest level creating just using the stats object, but the only
way to start using more complicated stuff is to see examples, to get
ideas and to understand how things work.
Thanks again,
regards
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Hello,
>
> All position management functions are included already in the
> Custom Portfolio Backtester interface.
> Read this VERY carefully:
> http://www.amibroker.com/guide/a_custombacktest.html
>
> On every bar you have access to currently open position list (for
entire portfolio),
> each having all stats available. You can access system (porfolio)-level
> stats on bar-by-bar basis. You can even go through closed trade
> list also on every bar.
> The flexibility with custom backtester is ENDLESS.
>
> In fact AmiBroker Custom Backtester functions
> are WAY SUPERIOR to wealth-lab for one and foremost
> reason - they truly operate on PORTFOLIO-LEVEL.
>
> Regular WL position reporting function will report positions
> for SINGLE (current) security.
> To report all positions for all securities at bar-by-bar basis it
requires additional code wrestling
> that slows down to the crawl.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "pmxgs" <pmxgs@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, April 24, 2007 6:45 PM
> Subject: [amibroker] Re: sorry, but the variable (array) structure
and general nastiness of AFL makes
>
>
> >
> > In my opinion afl and it's array processing language are really
> > good and intuitive.
> > For me, that I'm not a programmer, the only thing that afl is
> > lacking is more built-in position management functions.
> > If you compare Amibroker and Wealth-Lab, the two programs that i know
> > best, Wealth-Lab has a lot of built-in position management functions
> > which are a great help, at least for me that I'm not a experienced
> > programmer.
> > I hope that these built-in will be implemented as the development
> > course of Amibroker .
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Ed Hoopes" <reefbreak_sd@> wrote:
> >>
> >> What you need to do is to create in your mind a model of how .afl
> >> works. This can be done by reading the documentation supplied with
> >> the software, and watching the tutorials on the website. Once
this is
> >> done it will be easy to create code to do the things you want.
> >>
> >> You might think how do I know? I'm in my mid 60s and have
> >> professionally (that is worked for W-2 income) programmed in:
> >>
> >> PDP-11 assembly language
> >> Fortran
> >> Cobol
> >> Datatrieve
> >> Forth (a TRULY nasty lang that uses Reverse Polish Notation)
> >> DCL
> >> JavaScript
> >> C
> >>
> >> AFL is neither exceptionally better or worse than any of the above.
> >>
> >> It is a specialty language for processing data in arrays, then
> >> plotting the results. It does a good job at what it was designed
to do.
> >>
> >> Reef-Break
> >>
> >>
> >> --- In amibroker@xxxxxxxxxxxxxxx, "Homar Simpson" <x77777x@> wrote:
> >> >
> >> > programming in Amibroker an unpleasant experiance every time I
> >> > attempt to do the simplest thing.
> >> >
> >> > Power without ease of use is useless.
> >> >
> >>
> >
> >
> >
> >
> > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
>
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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
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