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I'll take a stab at a few suggestions, given in-line...
--- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@xxx> wrote:
>
> Well, it's been about a month since I started working with AB and
I've
> had time to think about what features I think are missing from the
> application. Now, it may well be that they either exist and I've
> missed them, or that they are planned (I'm not yet able to see the
> list of features in the next couple of versions). But I was curious
> if others were interested in these areas:
>
> 1. Better Reporting: Looking at the current reports vs. what I have
> in, say, Tradersstudio or any other backtesting app, I'd love to
see:
> - More graphs - equity curve/drawdown with the option of showing a
> benchmark (buy and hold).
Create a new Chart, drag and drop the Portfolio indicator to the
chart, then select ~~~Equity from the symbols list. ~~~Equity will be
updated after each backtest to reflect the results of that run.
> - Yearly/Monthly/Daily breakdowns as separate sheets.
See the following article for code to give you a breakdown by
month/year
http://www.amibroker.com/kb/2007/10/11/low-level-gfx-example-
yearlymonthly-profit-chart/
> - Open trades
Change your AA settings to list all trades. After a backtest, the
open trades will all be listed at the bottom.
> - New trades (or "what I have to do tomorrow" - realizing this only
> works for EOD, delayed trading)
Write an exploration that generates whatever you want. For example; I
use Interactive Brokers for my trading. Every night I run an
exploration that generates all the trades for the next day in IB
basket order format. I just export the results as a .csv file and
load that file directly into IB as a new basket order. One click from
the IB basket and I'm finished for the night :)
> 2. Ability to tie a watchlist to a backtesting strategy. I can do
> this with BatMan, but it'd be great to have it built in.
Not sure what you mean by "tie a watchlist". But, from the AA window,
select the "use filter" option, then click on the "Define..." button
and select the desired watchlist. Your backtest will now be run only
against the contents of that watchlist.
> 3. A new watchlist command - "Numberofsymbolsinlist" - easy to
program
> yourself, but I'd love to just be able to reference it.
Program it once as a function, save it to its own file, #include that
file in any other script. Now it's built in :)
See http://www.amibroker.com/guide/a_userfunctions.html for how to
write your own functions.
See http://www.amibroker.com/guide/afl/afl_view.php?id=1 for #include.
> 4. Ability to batch Scans. I use scans to create custom indices
and I
> haven't figured out a way to update all of them at once - if anyone
> has any ideas, please let me know. Could I program that into a
single
> scan?
Not entirely sure what you're describing here. But if you're creating
composites from a scan, you can just use conditional logic to
regulate what gets added to each custom index and create them all in
one pass by running the scan once accross all symbols.
> 5. Ability to batch Backtests. I can do this with BatMan - it'd be
> great to have it natively.
You may be able to handle this by using a combination of static
variables and a simple counter Optimize parameter to conditionally
set the backtest settings programatically at each new counter value.
http://www.amibroker.com/guide/afl/afl_view.php?name=staticvarset
http://www.amibroker.com/guide/afl/afl_view.php?id=263
http://www.amibroker.com/guide/afl/afl_view.php?name=optimize
Mike
> Let me know if these are already available or if I'm missing an easy
> way to do these thing.
>
> Thanks!
>
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