Keep reading - tj posts it later in this thread.
d
> -----Original Message-----
> From: amibroker@xxxxxxxxxps.com
> [mailto:amibroker@xxxxxxxxxps.com]
On Behalf Of brian_z111
> Sent: Sunday, May 18, 2008 5:03 PM
> To: amibroker@xxxxxxxxxps.com
> Subject: [amibroker] Re: System Performance Indicators [was:
> Can someone fix this OLE code?]
>
> > You might want to revisit the equity curve that Fred did several
> years ago.
> > It has a lot of the computations in there.
>
> Can anyone give me a clue where to find that?
>
> brian_z
>
>
> --- In amibroker@xxxxxxxxxps.com,
"dingo" <dingo@xxx> wrote:
> >
> > You might want to revisit the equity curve that Fred did several
> years ago.
> > It has a lot of the computations in there.
> >
> > d
> >
> >
> > _____
> >
> > From: amibroker@xxxxxxxxxps.com
[mailto:amibroker@xxxxxxxxxps.com]
> On Behalf
> > Of Herman
> > Sent: Sunday, May 18, 2008 8:12 PM
> > To: Tomasz Janeczko
> > Subject: [amibroker] System Performance Indicators [was: Can
> someone fix
> > this OLE code?]
> >
> >
> >
> > Tomasz, I am neither a mathematician nor a professional programmer
> and I
> > really don't know how to convey this simple and obvious idea any
> better. If
> > this email doesn't get the idea across I'll let it be. If others
> understand
> > what I am talking about they can continue the discussion.
> >
> >
> >
> >
> > Indicators to display system performance are an effective and
> essential tool
> > in the design and evaluation of trading systems. Trading the equity
> is a
> > simple example, plotting DrawDowns is another.
> >
> >
> >
> >
> > Traditional Indicators are based on PRICE; System Performance
> Indicators are
> > based on EQUITY.
> >
> >
> >
> >
> > That SYSTEM PERFORMANCE INDICATORS are not offered as standard
> (build in)
> > indicators is simply a lack of imagination. To plot the UPI, number
> of
> > winning trades, trade profits, trade duration, or other system
> performance
> > statistic on a time scale simply makes a lot common sense. btw,
> Applying
> > these functions to price arrays can also give very interesting
> results.
> > Price and equity arrays are not that different.
> >
> >
> >
> >
> > Saying "If you really have to plot them" is like saying
"if you
> really have
> > to make money". The lack of System Performance Indicators is
simply
> a void
> > in technical analysis ready (LONG OVERDUE!) to be filled. To have
> to use the
> > CBT, export the data, import the data, etc. to create System
> Performance
> > Indicators is simply too much work; no one will do it. Most of us
> are here
> > to trade and not to learn new programming languages; OLE and CBT are
> > advanced tools for programmers. imo, System Performance Indicators
> should be
> > as readily available as the RSI() and CMO().
> >
> >
> >
> >
> > best regards,
> >
> > herman
> >
> >
> >
> >
> > Sunday, May 18, 2008, 4:17:49 AM, you wrote:
> >
> >
> >
> >
> >
> > >
> >
> > Hello,
> >
> >
> >
> > 1. Even if it works it is completely not supported and may to
> > problems/crashes etc. It is like driving all the time on reverse
> gear.
> >
> > Reverse gear is not designed to be used for 10 hours drive.
> >
> >
> >
> > 2. I see no reason to "plot" single numbers like UPI,
number of
> trades in
> > indicator. That would be just a bunch of flat lines.
> >
> > Also indicator should be lightweight. The indicator code should
> execute very
> > quickly because indicators are refreshed very often.
> >
> > You are (ab)using indicators for things not designed for them.
> Indicator
> > code is for indicators. Automatic analysis is for backtesting.
> Indicators
> > are not
> >
> > and should never be used that way.
> >
> >
> >
> > 3. If you really need to plot them
> >
> > - all stats are accessible from CUSTOM BACKTESTER, if you want
> to "plot"
> > them, use custom backtester,
> >
> > write them to TEXT File (using fopen/fputs/fclose) and from the
> indicator
> > you will be able to read them (using fopen/fgets/fclose)
> >
> >
> >
> > That's a proper way to do that.
> >
> >
> >
> > To repeat the same analogy - although you can drive on reverse gear
> for 100
> > miles, your cars is not designed to be used that way.
> >
> >
> >
> >
> > Best regards,
> >
> > Tomasz Janeczko
> >
> > amibroker.com
> >
> > ----- Original Message -----
> >
> > From: Herman
<mailto:psytek@...>
> >
> > To: Tomasz Janeczko <mailto:groups@...>
> >
> > Cc: amibroker@xxxxxxxxxps.com
> >
> > Sent: Saturday, May 17, 2008 2:28 PM
> >
> > Subject: Re: [amibroker] Can someone fix this OLE code?
> >
> >
> >
> >
> > OK Tomasz, but the code produces a nice BT report each time i click
> the
> > Trigger. Seemingly flawless. Seems only a tweak would be required
> to make it
> > work robust.
> >
> >
> >
> >
> > I am going through all this trouble just to be able to access the
> Backtester
> > stats from an indicator (I was going to extract the last value from
> the
> > report on bar-by-bar BTs!).
> >
> >
> >
> >
> > System analysis in the time domain is frustrated/impossible
because
> basic AB
> > users (non professional programmer) can't retrieve and plot the
> Backtester
> > stats, like UPI, %Winners, Number of trades, etc. Thus there is a
> big void
> > wrt system analysis - see my suggestion #1335 and support tag
> [#49377].
> >
> >
> >
> >
> > I wish that formulas for these functions were made public so that
> they can
> > be used in indicators. This Would open up a whole new world to
> evaluate,
> > analyze, and design trading systems. The single numbers in the AA
> give very
> > limited information. With all respect, please do not mention the
> CBT... that
> > solution is for less than 10% of users and I don't have enough days
> left to
> > learn all that stuff.
> >
> >
> >
> >
> > best regards,
> >
> > herman
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> > Saturday, May 17, 2008, 8:10:10 PM, you wrote:
> >
> >
> >
> >
> >
> > >
> >
> > But... the example in help
> >
> > a) works
> >
> > b) presents OUTSIDE ***JScript*** code
> >
> > http://www.amibroker.com/guide/objects.html
> >
> > c) does not contain
> >
> > AA.Analysis.RangeN (wrong line)
> >
> >
> >
> > Again I want to stress that out that Analysis COM object must not
> be used
> > form
> >
> > AFL level. The functionality is provided to control Automatic
> Analysis from
> > OUTSIDE
> >
> > of AmiBroker.
> >
> >
> >
> >
> > Best regards,
> >
> > Tomasz Janeczko
> >
> > amibroker.com
> >
> > ----- Original Message -----
> >
> > From: Herman
<mailto:psytek@...>
> >
> > To: dingo <mailto:amibroker@xxxxxxxxxps.com>
> >
> > Sent: Saturday, May 17, 2008 2:02 PM
> >
> > Subject: Re: [amibroker] Can someone fix this OLE code?
> >
> >
> >
> >
> > won't do. Actually 99% of this code was copied from the AB help.
> >
> >
> >
> >
> > h
> >
> >
> >
> >
> > For tips on developing Real-Time Auto-Trading systems visit:
> >
> > http://www.amibroker.org/userkb/
> >
> >
> >
> >
> > Saturday, May 17, 2008, 7:54:44 PM, you wrote:
> >
> >
> >
> >
> >
> > >
> >
> > ON the clearfilters() take off the () and try it.
> >
> >
> >
> > d
> >
> >
> >
> >
> >
> >
> >
> > _____
> >
> > From: amibroker@xxxxxxxxxps.com
[mailto:amibroker@xxxxxxxxxps.com]
> On Behalf
> > Of Herman
> >
> > Sent: Saturday, May 17, 2008 7:49 AM
> >
> > To: dingo
> >
> > Cc: amibroker@xxxxxxxxxps.com
> >
> > Subject: Re: [amibroker] Can someone fix this OLE code?
> >
> >
> >
> >
> > it runs fine except for the WLN and BRS changes i need.
> >
> >
> >
> >
> > h
> >
> >
> >
> >
> > For tips on developing Real-Time Auto-Trading systems visit:
> >
> > http://www.amibroker.org/userkb/
> >
> >
> >
> >
> > Saturday, May 17, 2008, 7:46:35 PM, you wrote:
> >
> >
> >
> >
> >
> > >
> >
> > Maybe AB won't let you run a backtest within an
indicator - time to
> ask TJ.
> >
> >
> >
> > d
> >
> >
> >
> >
> >
> >
> >
> > _____
> >
> > From: amibroker@xxxxxxxxxps.com
[mailto:amibroker@xxxxxxxxxps.com]
> On Behalf
> > Of Herman
> >
> > Sent: Saturday, May 17, 2008 7:40 AM
> >
> > To: dingo
> >
> > Cc: amibroker@xxxxxxxxxps.com
> >
> > Subject: Re: [amibroker] Can someone fix this OLE code?
> >
> >
> >
> >
> > Hi d, I tried that initially but No go.
> >
> >
> >
> >
> > thanks,
> >
> > herman
> >
> >
> >
> >
> > For tips on developing Real-Time Auto-Trading systems visit:
> >
> > http://www.amibroker.org/userkb/
> >
> >
> >
> >
> > Saturday, May 17, 2008, 7:35:20 PM, you wrote:
> >
> >
> >
> >
> >
> > >
> >
> > On the lines that give the error substitute a number constant for
> the
> > variable and see if it works. If it does then it looks to me like
> it thinks
> > the variables are arrays.
> >
> >
> >
> > d
> >
> >
> >
> >
> >
> >
> >
> > _____
> >
> > From: amibroker@xxxxxxxxxps.com
[mailto:amibroker@xxxxxxxxxps.com]
> On Behalf
> > Of Herman
> >
> > Sent: Saturday, May 17, 2008 7:01 AM
> >
> > To: AmiBroker User Group
> >
> > Subject: [amibroker] Can someone fix this OLE code?
> >
> >
> >
> >
> > Can someone help me fix the code below so that when triggered in an
> > Indicator, it:
> >
> >
> >
> >
> > 1) Backtest all tickers in watchlist WLN?
> >
> > 2) Use range of BRS bars
> >
> > 3) Output ONLY the one line BT Report?
> >
> >
> >
> >
> > Many thanks!!!!
> >
> > herman
> >
> >
> >
> >
> > if ( ParamTrigger( "Run Com BT", "BT" ) )
> >
> > {
> >
> > WLN = 0; // the watchlist to backtest
> >
> > BRS = 100; // Number bars to test
> >
> > AB = CreateObject( "Broker.Application" );
> >
> > AA = AB.Analysis;
> >
> > AA.LoadFormula( "C:\\Program
> > Files\\AmiBroker\\Formulas\\Systems\\Example.afl"
);
> >
> > AA.ClearFilters();
> >
> > AA.Filter( 0, "watchlist" ) = WLN; // This gives syntax
> error...
> >
> > AA.ApplyTo = 1;
> >
> > AA.RangeMode = 1;
> >
> > AA.Analysis.RangeN = BRS; // This gives syntax
> error...
> >
> > AA.Backtest();
> >
> > AA.Report( "" );
> >
> > }
> >
> >
> >
> >
> > No virus found in this incoming message.
> >
> > Checked by AVG.
> >
> > Version: 8.0.100 / Virus Database: 269.23.16/1448 - Release Date:
> 5/16/2008
> > 7:42 PM
> >
> >
> >
> > No virus found in this incoming message.
> >
> > Checked by AVG.
> >
> > Version: 8.0.100 / Virus Database: 269.23.16/1448 - Release Date:
> 5/16/2008
> > 7:42 PM
> >
> >
> >
> > No virus found in this incoming message.
> >
> > Checked by AVG.
> >
> > Version: 8.0.100 / Virus Database: 269.23.16/1448 - Release Date:
> 5/16/2008
> > 7:42 PM
> >
> >
> >
> >
> >
> >
> >
> >
> >
> > No virus found in this incoming message.
> > Checked by AVG.
> > Version: 8.0.100 / Virus Database: 269.23.20/1453 - Release Date:
> 5/18/2008
> > 9:31 AM
> >
>
>
>
> ------------------------------------
>
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>
> 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:
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>
>
>
> No virus found in this incoming message.
> Checked by AVG.
> Version: 8.0.100 / Virus Database: 269.23.20/1453 - Release
> Date: 5/18/2008 9:31 AM
>
