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There is an AFL function for SINGLE SECURITY backtest - Equity.
But there won't be single AFL function for portfolio backtest simply because
the portfolio backtest is way too lenghty and complex process that would be otherwise
abused (when implemented) by placing it in indicators that are supposed to execute BELOW 1 second.
It is BAD BAD BAD idea to put portfolio backtest in indicator as indicators as part of the GUI
need to be refreshed with EVERY ZOOM, every resize, every ticker change, every selection change.
Running portfolio backtest every time that happens is simply CRAZY.
As to what Fred did in the past was OLE-DRIVEN anyway (involved external OLE control)
it did NOT run from indicator, it DID NOT run fast, it DID NOT produce any indicator other than
equity chart that is exactly the same as current one.
Now the SAME can be achieved by 2 (TWO) lines of script:
AB = new ActiveXObject("Broker.Application");
AB.Analysis.Backtest(0);
but 10+ times faster. Plus now you have custom backtester where you can export
ANY metric and PLOT IT IF YOU WANT !!!!
=================================
The entire HYSTERIA about NOT writing script is ridiculous.
What's the deal about writing two lines, saving the text file with .JS extension
and double clicking it?
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Paul Ho" <paultsho@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, May 19, 2008 4:50 AM
Subject: [amibroker] Re: System Performance Indicators [was: Can someone fix this OLE code?]
> 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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> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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>
>
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