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[amibroker] Re: System Performance Indicators [was: Can someone fix this OLE code?]



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Pass around that peace pipe!

In a situation where we don't want to give away all of our trading 
secrets, we are all flat out and we are exchanging quick bites via a 
public messageboard then it isn't going to lead to extensive 'joint' 
development of new methods.

Also, all advanced traders are so specialised that they don't have 
anyone left to talk to.

Even if we went into a huddle I doubt if we could gain a lot from it 
because all the AB survivors are very single minded people.


Re SPI's:

I am calling it something else but yes, that is exactly what I am on 
about with root cause evaluation.
It does exactly what you are calling for very efficiently.
That is why I want the trade series as persistent arrays but I will 
take what is on offer, via Script and the CBT, and use that.


Re inline SPI's:


IMO you are over emphasising the locality where you want to apply 
SPI's.

In general we are obsessed with tbe BackTester/EquityCurves/Metrics 
and seeing them in that environment in the traditional format.
To me they are all math calcs that start with the trade, and the 
entry/exit date/time.
The only thing the BT does is the background bean counting, that I 
don't want to do myself, and the calculation, which I am happy to do 
for myself (it is more transparent and I have more confidence by 
having control over it).

Indicators can be a perfectly fine BT for those who want that.


Re Tomasz's example:

It is a new example, and, like all of his training templates, it 
opens the door to more possibilities for us i.e. those of us who are 
not up to speed with the CBT.
IMO more people could take advantage of the trade records, and create 
some brand new applications, if they were accessible as persistent 
arrays but I will take the CBT method which, while a bit harder, is 
way ahead of anything I could do elsewhere.

So Fred and Tomasz did their bit for the cause, it just wasn't the 
answer you wanted.

Re BT inline with indicators:

I am not sure what you mean by calling it in a ticker loop but I 
assume that if it can be done with plain old arrays then it would do 
the job for you.

FWIW I am not "Mr Code" but I will try to make a start later (I have 
to go and paint the picket fence first).
Probably by the time I get back someone else will have done ii for 
you.

Cheers,

brian_z 




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