I must
respectfully correct you guys: I have written millions of lines of AFL :-))
best
regards,
herman
For tips
on developing Real-Time Auto-Trading systems visit:
http://www.amibroker.org/userkb/
Sunday,
May 18, 2008, 5:51:29 PM, you wrote:
> Agreed - he seems to thrive in the AT stuff which
IMHO is much more
> complicated than OLE.
> d
>> -----Original Message-----
>> From: amibroker@xxxxxxxxxps.com
>> [mailto:amibroker@yahoogroups.com]
On Behalf Of Fred Tonetti
>> Sent: Sunday, May 18, 2008 5:42 PM
>> To: amibroker@xxxxxxxxxps.com
>> Subject: RE: [amibroker] Re: System
Performance Indicators
>> [was: Can someone fix this OLE code?]
>> Given the undoubtedly thousands of lines of
AFL he's written, I'm
>> surprised at Herman's
stubbornness with this . This level of scripting
>> is hardly rocket science
>>
>> ________________________________
>> From: amibroker@xxxxxxxxxps.com [mailto:amibroker@yahoogroups.com]
On
>> Behalf Of dingo
>> Sent: Sunday, May 18, 2008 5:07 PM
>> To: amibroker@xxxxxxxxxps.com
>> Subject: RE: [amibroker] Re: System
Performance Indicators [was: Can
>> someone fix this OLE code?]
>>
>> Keep reading - tj posts it later in this
thread.
>> d
>> > -----Original Message-----
>> > From: amibroker@xxxxxxxxxps.com
>> <mailto:amibroker%40yahoogroups.com>
>> > [mailto:amibroker@yahoogroups.com
>> <mailto:amibroker%40yahoogroups.com>
>> ] On Behalf Of brian_z111
>> > Sent: Sunday, May 18, 2008 5:03 PM
>> > To: amibroker@xxxxxxxxxps.com <mailto:amibroker%40yahoogroups.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
>> <mailto:amibroker%40yahoogroups.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%40yahoogroups.com>
>> [mailto:amibroker@yahoogroups.com
>> <mailto:amibroker%40yahoogroups.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
>> <mailto:amibroker%40yahoogroups.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
>> <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@yahoogroups.com
>> <mailto:amibroker%40yahoogroups.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/
>> <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%40yahoogroups.com>
>> [mailto:amibroker@yahoogroups.com
>> <mailto:amibroker%40yahoogroups.com> ]
>> > On Behalf
>> > > Of Herman
>> > >
>> > > Sent: Saturday, May 17, 2008 7:49
AM
>> > >
>> > > To: dingo
>> > >
>> > > Cc: amibroker@xxxxxxxxxps.com
>> <mailto:amibroker%40yahoogroups.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/
>> <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%40yahoogroups.com>
>> [mailto:amibroker@yahoogroups.com
>> <mailto:amibroker%40yahoogroups.com> ]
>> > On Behalf
>> > > Of Herman
>> > >
>> > > Sent: Saturday, May 17, 2008 7:40
AM
>> > >
>> > > To: dingo
>> > >
>> > > Cc: amibroker@xxxxxxxxxps.com
>> <mailto:amibroker%40yahoogroups.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/
>> <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%40yahoogroups.com>
>> [mailto:amibroker@yahoogroups.com
>> <mailto:amibroker%40yahoogroups.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
>> > >
>> >
>> >
>> >
>> > ------------------------------------
>> >
>> > 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/ <http://www.amibroker.com/devlog/>
>> >
>> > For other support material please check
also:
>> > http://www.amibroker.com/support.html
>> <http://www.amibroker.com/support.html>
>> > Yahoo! Groups Links
>> >
>> >
>> >
>> > 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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> ------------------------------------
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