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Herman,
I think I know where you are coming from. The difference between
using indicators vs scripts is that indicators continue to
recalculate ( or in this case backtest) as new data arrives.
One way to broker the impass with Tomasz is consider simple profolio
backtesting as an AFL function. Rather than using OLE, This option is
write a function similar to Equity() in which the symbols in a
watchlist is read and backtested.
I think this function could be done in AFL today using the various
functions already available. ie CategoryGetSymbol to get the symbols,
foreign to set foreign symbol, the equity() function to get rid of
excess signals etc. Of course, you have to do your own ositionscoring
and position sizing. Since Fred has done this before, may be he can
comment further or if he is generous enough, dig out his code and
post it again.
Essentially, this function can be called in your indicator afl. In
that way, you can have your pie and eat it as well. I'm sure if
Tomasz sees a use in it, he will incorporate in his list of functions
to do in the future.
What do you think?
Regards
Paul.
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