|
PureBytes Links
Trading Reference Links
|
Nice work Fred,
I had to wait to get it from Purebytes so I haven't had time to check
it for mistakes ;-)
Thanks for looking after the 'old fella'.
It is a great study piece for AFL learners.
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, Fred Tonetti <ftonetti@xxx> wrote:
>
> The attached includes UI, UPI and some others .
>
>
>
> _____
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of Herman
> Sent: Wednesday, May 21, 2008 4:39 AM
> To: Fred Tonetti
> Subject: Re: [amibroker] Re: System Performance Indicators [was:
Can someone
> fix this OLE code?]
>
>
>
> Thank you Fred, you have been very helpful. Thanks to Tomasz and
you I must
> admit that this thread produced some real good ideas/stuff.
>
>
>
> And, yes, I'd love to have the other metrics like UI/UPI, etc. I'll
be
> peeking at you Equity() chart to see what I can steal from there.
And then
> there are custom formulas to rate equity curves as well. I feel
like making
> a single function that returns any metric either by number (for
> optimization) or by name. We could post that on the UKB and invite
people to
> contribute other metrics.
>
>
>
> herman
>
>
>
>
>
>
>
>
>
>
>
> For tips on developing Real-Time Auto-Trading systems visit:
>
> http://www.amibroke <http://www.amibroker.org/userkb/> r.org/userkb/
>
>
>
> Tuesday, May 20, 2008, 11:48:57 AM, you wrote:
>
>
>
>
> >
>
> Nothing other than as I stated if the criteria meets the objective
then an
> Equity() based indicator fills the bill .
>
>
>
> See the attached . I haven't calculated all the performance metrics
but this
> satisfies the proof of concept to get both equity curve and trade
based
> performance metrics as of any given bar . The rest is grunt work to
fill in
> the missing metrics as per the page TJ pointed at.
>
>
>
> You can run the AFL as a backtest or as an optimize to see the AB
calculated
> metrics and/or you can plot the indicator which show arrows along
the equity
> curve and put the calculated metrics in the title.
>
>
>
> When I have time I'll finish the rest if you haven't done so
already.
>
>
>
> _____
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of Herman
>
> Sent: Tuesday, May 20, 2008 5:11 PM
>
> To: Fred Tonetti
>
> Subject: Re: [amibroker] Re: System Performance Indicators [was:
Can someone
> fix this OLE code?]
>
>
>
>
> Yes to all your questions.
>
>
>
> what do you have in mind?
>
>
>
> herman
>
>
>
>
>
> For tips on developing Real-Time Auto-Trading systems visit:
>
> http://www.amibroke <http://www.amibroker.org/userkb/> r.org/userkb/
> <http://www.amibroker.org/userkb/>
>
>
>
> Tuesday, May 20, 2008, 3:54:46 AM, you wrote:
>
>
>
>
> >
>
> Herman,
>
>
>
> I don't think I fully understood what you were originally after
which,
> correct me if I'm wrong, are the performance metrics as of any
given bar
> from a system that .
>
>
>
> - Trades one security at a time
>
> - Is either long, short or in cash
>
> - When invested is 100% invested or at least is
PositionSize %
> invested .
>
>
>
> If that is the case then you can get what you need from an
indicator using
> Equity() or Equity(1)
>
>
>
> Is this the case ?
>
>
>
> _____
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of Herman
>
> Sent: Tuesday, May 20, 2008 3:28 PM
>
> To: Fred Tonetti
>
> Subject: Re: [amibroker] Re: System Performance Indicators [was:
Can someone
> fix this OLE code?]
>
>
>
>
> Thanks Brian and Fred for your input and help!
>
>
>
> I need some time to consider the new possibilities.
>
>
>
> best regards,
>
> herman
>
>
>
>
>
> For tips on developing Real-Time Auto-Trading systems visit:
>
> http://www.amibroke <http://www.amibroker.org/userkb/> r.org/userkb/
> <http://www.amibroker.org/userkb/>
>
>
>
> Tuesday, May 20, 2008, 2:41:13 AM, you wrote:
>
>
>
>
> >
>
> It shouldn't . especially for you .
>
>
>
> I wrote the script in VBScript as it's my personal preference for a
variety
> of reasons . It could just as easily have been written in JScript
which I
> think you have some more comfort with already as I thought you had
already
> used this internally in some of your AFL and the syntax is at least
in some
> ways closer to that of AFL.
>
>
>
> Here's a link to a .CHM doc for writing scripts if you're
interested .
>
>
>
> http://www.microsof
> <http://www.microsoft.com/downloads/details.aspx?FamilyId=01592C48-
207D-4BE1
> -8A76-1C4099D7BBB9&displaylang=en> t.com/downloads/
> <http://www.microsoft.com/downloads/details.aspx?FamilyId=01592C48-
207D-4BE1
> -8A76-1C4099D7BBB9&displaylang=en> details.aspx?
> <http://www.microsoft.com/downloads/details.aspx?FamilyId=01592C48-
207D-4BE1
> -8A76-1C4099D7BBB9&displaylang=en> FamilyId=
> <http://www.microsoft.com/downloads/details.aspx?FamilyId=01592C48-
207D-4BE1
> -8A76-1C4099D7BBB9&displaylang=en> 01592C48-
> <http://www.microsoft.com/downloads/details.aspx?FamilyId=01592C48-
207D-4BE1
> -8A76-1C4099D7BBB9&displaylang=en> 207D-4BE1-
> <http://www.microsoft.com/downloads/details.aspx?FamilyId=01592C48-
207D-4BE1
> -8A76-1C4099D7BBB9&displaylang=en> 8A76-1C4099D7BBB
> <http://www.microsoft.com/downloads/details.aspx?FamilyId=01592C48-
207D-4BE1
> -8A76-1C4099D7BBB9&displaylang=en> 9
> <http://www.microsoft.com/downloads/details.aspx?FamilyId=01592C48-
207D-4BE1
> -8A76-1C4099D7BBB9&displaylang=en> &displaylang=en
> <http://www.microsoft.com/downloads/details.aspx?FamilyId=01592C48-
207D-4BE1
> -8A76-1C4099D7BBB9&displaylang=en>
>
>
>
> Beyond this I or someone else will help when needed .
>
>
>
> For the moment plus feel free to ask me to enhance the existing
script in
> whatever direction you'd like me to .
>
>
>
> Attached is an updated version which will take as optional
arguments .
>
>
>
> RunType=x Where x = BACKTEST ( Default ) or OPTIMIZE
>
> Times=n Where n = Number of times to perform the
operation
> (Default = 1)
>
> Refresh=n Where n = Number of seconds can be any number or
decimal
> i.e. 10 or 1.5 or 0.125 etc Default ( 0.25 )
>
> ShowAA=n Where n = OLE / Automation value regarding the AA
Window
> i.e. 0 = Don't Show, 1 = Show ( Default ) Other values in AB Doc
>
>
>
> None of the above arguments are case sensitive. The default values
are at
> the top of the script. Feel free to change them.
>
>
>
> _____
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of Herman
>
> Sent: Tuesday, May 20, 2008 2:16 PM
>
> To: Fred Tonetti
>
> Subject: Re: [amibroker] Re: System Performance Indicators [was:
Can someone
> fix this OLE code?]
>
>
>
>
> thanks for the additional information.
>
>
>
> I would like to use performance metrics for the Position Score...
>
>
>
> I am right now playing with the CBT... and your auto run code. Its
a whole
> new ball game for me. Normally writing AFL i can see progress
without a
> learning curve... this stuff requires me to do a lot of background
> reading... and i am bound to come accross yet unknown stumbling
blocks. Not
> sure yet which way i will go, i might just bite the bullet and do
it with
> plain afl, at least i will know exactly how everything works. To
reach that
> comfort-state with OLE and CBT will take months.
>
>
>
> best regards,
>
> herman
>
>
>
>
>
>
>
> For tips on developing Real-Time Auto-Trading systems visit:
>
> http://www.amibroke <http://www.amibroker.org/userkb/> r.org/userkb/
> <http://www.amibroker.org/userkb/>
>
>
>
> Tuesday, May 20, 2008, 2:09:04 AM, you wrote:
>
>
>
>
> >
>
> At the moment the script will take as one of its command line
arguments
>
>
>
> Refresh=n
>
>
>
> Where n = the number of seconds.
>
>
>
> This is multiplied by 1000 by the script and used to drive the
WScript Sleep
> command which by definition is in terms of milliseconds.
>
>
>
> The default is 0 which tells it to run continuously which would
pretty well
> soak up a single core.
>
>
>
> One could however put in a value of say 0.25 or whatever to make it
at least
> somewhat intermittent.
>
>
>
> I didn't have any trouble getting it to run 10+ times in a second in
> continuous mode when I opted NOT to show the resulting AA Window
but as I
> said this will pretty well soak up a single core.
>
>
>
> Involving the Custom Backtester would I think take longer
>
>
>
> Running a script like this and having it perform a Backtest so that
one
> could get Performance Metric values for each bar is okay for the
purpose of
> finding something that works for ones system .
>
>
>
> However, a one iteration optimize will run significantly faster if
one is
> only interested in performance metrics as of the last bar and this
also
> obviates the need for the custom backtester as all AB performance
metrics
> are returned to the AA window which can be exported by the script
and then
> used however one wants programmatically. I would think this would
suffice
> for a production system where one would only typically be
interested in
> those metrics as of the current or just closed bar.
>
>
>
> _____
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of brian_z111
>
> Sent: Monday, May 19, 2008 11:41 PM
>
> To: amibroker@xxxxxxxxxxxxxxx
>
> Subject: [amibroker] Re: System Performance Indicators [was: Can
someone fix
> this OLE code?]
>
>
>
>
> Fred,
>
>
>
> I assume from your "N millisecond" comment you don't see much of a
>
> time penalty with running AA, to get some metrics, via a script?
>
>
>
> brian_z
>
>
>
> --- In amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com
> <mailto:amibroker%40yahoogroups.com> , Fred Tonetti <ftonetti@>
wrote:
>
> >
>
> > In regards to your
>
> >
>
> >
>
> >
>
> > 2) . I assume you mean performance metrics . My question is WHAT
or
>
> WHICH
>
> > performance metrics. My understanding of Equity() is that it
>
> basically
>
> > creates an equity curve not a Trade List and as such can be
>
> evaluated for
>
> > any equity curve only related performance metric but not for any
>
> trade list
>
> > related metric. If my understanding is correct then is what you
>
> are after
>
> > in terms of performance metrics fall within those guidelines ? If
>
> so then
>
> > you can get at what you want to with simple AFL following your
>
> Equity()
>
> > statement without the need to explicitly use the backtester
whether
>
> from a
>
> > script or anywhere else. However, if this is not the case then I
>
> don't see
>
> > how you get the information you need without having to explicitly
>
> use the
>
> > backtester.
>
> >
>
> >
>
> >
>
> > _____
>
> >
>
> > From: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com
> <mailto:amibroker%40yahoogroups.com> [mailto:amibroker@xxxxxxxxx
> <mailto:amibroker%40yahoogroups.com> ps.com
> <mailto:amibroker%40yahoogroups.com> ]
>
> On Behalf
>
> > Of Herman
>
> > Sent: Tuesday, May 20, 2008 9:22 AM
>
> > To: Fred Tonetti
>
> > Cc: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com
> <mailto:amibroker%40yahoogroups.com>
>
> > Subject: Re: [amibroker] Re: System Performance Indicators [was:
>
> Can someone
>
> > fix this OLE code?]
>
> >
>
> >
>
> >
>
> > Thank you Fred, yes I looked at it, and I appreciate your
solution.
>
> However
>
> > it is not as easy and i need to digest the new possibilities.
>
> >
>
> >
>
> >
>
> > Can your OLE code be called/controlled from an Alert() instead of
>
> the tools
>
> > menu?
>
> >
>
> >
>
> >
>
> > Here is a partial sequence of operations that the code in my
>
> indicator
>
> > performs (on EOD data for now):
>
> >
>
> >
>
> >
>
> > 1) screen/filter ~8000 tickers
>
> >
>
> > 2) Calculate several parameters for each of the ~1000 ticker
found
>
> >
>
> > 3) sort/filter tickers based on parameters calculated above
>
> >
>
> > 4) runs Equity() on each of the 1000 tickers and calc. several
>
> Perf.Metrics
>
> >
>
> > 5) Sort/filter the results by Perf.Metrics.
>
> >
>
> > 6) runs another Equity() (different param) on each of the tickers
>
> produced
>
> > above and produce new Perf.Metrics
>
> >
>
> > 7) Sort/filter the above results
>
> >
>
> > 8) take the top n tickers and pass them to the AutoTrading module.
>
> >
>
> >
>
> >
>
> > For research and system development/optimization the number of
>
> times each
>
> > step is called may vary and each steps may have their own set of
>
> User Input.
>
> > While we can perform these actions manually using the AA/Excel
(our
>
> current
>
> > method) I am aiming for full automation to allow auto
optimization.
>
> I am
>
> > making good progress, however having a simple function call to
>
> retrieve
>
> > performance metrics would simplify things, save me a bunch of
time,
>
> and add
>
> > versatility. The final step will be to tighten up the filters and
>
> optimize
>
> > code for speed.
>
> >
>
> >
>
> >
>
> > Best regards,
>
> >
>
> > herman
>
> >
>
> >
>
> >
>
> >
>
> >
>
> > For tips on developing Real-Time Auto-Trading systems visit:
>
> >
>
> > http://www.amibroke <http://www.amibroke
> <http://www.amibroker.org/userkb/> r.org/userkb/
> <http://www.amibroker.org/userkb/> > r.org/userkb/
>
> >
>
> >
>
> >
>
> > Monday, May 19, 2008, 8:21:46 PM, you wrote:
>
> >
>
> >
>
> >
>
> >
>
> > >
>
> >
>
> > Re bouncing emails . No problem .
>
> >
>
> >
>
> >
>
> > Re control of AA processes . Actually there are LOTS of ways to
>
> control them
>
> > . However, did you at least look at the simple script I posted
that
>
> would
>
> > run the loaded AFL in AA ( Backtest ) every n milliseconds ?
>
> >
>
> >
>
> >
>
> > If this really fails to meet the need that's fine but I'd at
least
>
> like to
>
> > know that you looked at the posts I put up for this and spent at
>
> least a
>
> > minute or two evaluating them.
>
> >
>
> >
>
> >
>
> > _____
>
> >
>
> > From: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com
> <mailto:amibroker%40yahoogroups.com> [mailto:amibroker@xxxxxxxxx
> <mailto:amibroker%40yahoogroups.com> ps.com
> <mailto:amibroker%40yahoogroups.com> ]
>
> On Behalf
>
> > Of Herman
>
> >
>
> > Sent: Tuesday, May 20, 2008 8:15 AM
>
> >
>
> > To: Fred Tonetti
>
> >
>
> > Subject: Re: [amibroker] Re: System Performance Indicators [was:
>
> Can someone
>
> > fix this OLE code?]
>
> >
>
> >
>
> >
>
> >
>
> > Fred, I have to work from an Indicator window to get Real-Time
>
> response wrt
>
> > process monitoring/display/reporting, user interfacing, GFX,
>
> AutoTrading,
>
> > etc. To distribute my actions over multiple modules, like BT,
Port
>
> BT,
>
> > Explore, Optimize, Scan, and Indicators complicates matters too
>
> much. That
>
> > is only possible for fixed procedures. The AA modules are like
>
> black boxes,
>
> > once you start a process there is no way to monitor and/or
control
>
> the
>
> > process. The AA reports static results, AFAIK, without external
>
> programming
>
> > there is nothing you can use in your RT calculations. I cannot
use
>
> the
>
> > Run-Every option.
>
> >
>
> >
>
> >
>
> > btw Fred, my personal emails that went out to you earlier came
back
>
> > (bounced) today - I am on the road and have a problem with my
ISP.
>
> Sorry.
>
> >
>
> >
>
> >
>
> > Best Regards,
>
> >
>
> > herman
>
> >
>
> >
>
> >
>
> > For tips on developing Real-Time Auto-Trading systems visit:
>
> >
>
> > http://www.amibroke <http://www.amibroke
> <http://www.amibroker.org/userkb/> r.org/userkb/
> <http://www.amibroker.org/userkb/> > r.org/userkb/
>
> > <http://www.amibroke <http://www.amibroker.org/userkb/>
r.org/userkb/
> <http://www.amibroker.org/userkb/> >
>
> >
>
> >
>
> >
>
> > Monday, May 19, 2008, 7:24:09 PM, you wrote:
>
> >
>
> >
>
> >
>
> >
>
> > >
>
> >
>
> > Herman,
>
> >
>
> >
>
> >
>
> > Just so I understand. what's the problem having to run AA ?
>
> >
>
> >
>
> >
>
> > _____
>
> >
>
> > From: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com
> <mailto:amibroker%40yahoogroups.com> [mailto:amibroker@xxxxxxxxx
> <mailto:amibroker%40yahoogroups.com> ps.com
> <mailto:amibroker%40yahoogroups.com> ]
>
> On Behalf
>
> > Of Herman
>
> >
>
> > Sent: Tuesday, May 20, 2008 6:49 AM
>
> >
>
> > To: brian_z111
>
> >
>
> > Cc: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com
> <mailto:amibroker%40yahoogroups.com>
>
> >
>
> > Subject: Re: [amibroker] Re: System Performance Indicators [was:
>
> Can someone
>
> > fix this OLE code?]
>
> >
>
> >
>
> >
>
> >
>
> > OK, at the risk of dragging this on :-) my disappointment was due
>
> to:
>
> >
>
> >
>
> >
>
> > 1) The inability of experienced users to look beyond traditional
>
> TA. imo,
>
> > System Performance Indicators (SPI), that is what my initial OLE
>
> code was
>
> > working towards, should be part of all system design. SPIs should
>
> not be
>
> > separated from traditional indicators and only be used for static
>
> reporting.
>
> > They should be used dynamically and integrated into system
design.
>
> Today we
>
> > have plenty of computer power to do so. This would introduce an
>
> entirely new
>
> > category (AFAIK) of indicators and, especially if they are
provided
>
> with
>
> > arguments like period and input arrays, they may prove to be
>
> extremely
>
> > useful. Tomasz' new code will allow users to play with this idea.
>
> >
>
> >
>
> >
>
> > 2) Some people knowingly underestimating the amount of work
>
> required to
>
> > provide a general solution, and/or to learn OLE, CBT, GFX, etc.
>
> Spending
>
> > time learning new tools takes away from system development and
can
>
> set the
>
> > average part-time user back a year or more - and prevent him/her
>
> from ever
>
> > excelling in any area. It is far more expedient to just learn,
use,
>
> and know
>
> > well, a single language (AFL). Diversification requires you to
>
> divided your
>
> > time (and mental resources) over several areas. Remember that
after
>
> age
>
> > forty your mind starts to lose its edge :-) if you deny this you
>
> may be in
>
> > for a surprise.
>
> >
>
> >
>
> >
>
> > But no hard feelings: I still love everyone :-)
>
> >
>
> >
>
> >
>
> > Tomasz' solution is very elegant, and it is a very nice
>
> > demonstration/introduction to using the CBT. I love it and I
thank
>
> him for
>
> > it. However regretfully it does not solve my problem; it does not
>
> allow me
>
> > to access equity-derived performance metrics, in arrays, from an
>
> indicator
>
> > window without running the AA. I need in-line calculated values
>
> that are
>
> > refreshed as the chart is refreshed and that can be called from
>
> inside a
>
> > ticker-loop.
>
> >
>
> >
>
> >
>
> > Best regards,
>
> >
>
> > herman
>
> >
>
> >
>
> >
>
> >
>
> >
>
> >
>
> >
>
> > For tips on developing Real-Time Auto-Trading systems visit:
>
> >
>
> > http://www.amibroke <http://www.amibroke
> <http://www.amibroker.org/userkb/> r.org/userkb/
> <http://www.amibroker.org/userkb/> > r.org/userkb/
>
> > <http://www.amibroke <http://www.amibroker.org/userkb/>
r.org/userkb/
> <http://www.amibroker.org/userkb/> >
>
> >
>
> >
>
> >
>
> > Monday, May 19, 2008, 5:43:28 PM, you wrote:
>
> >
>
> >
>
> >
>
> > > There wasn't any frustration in it for me.
>
> >
>
> >
>
> >
>
> > > I was disappointed that Herman was disappointed.
>
> >
>
> >
>
> >
>
> > > My general point is that it is quite hard to communicate via
>
> boards
>
> >
>
> > > like this, especially if the subject is complex or has nuances
to
>
> it.
>
> >
>
> > > An undertone of miscommunication is the norm and we should
allow
>
> for
>
> >
>
> > > that.
>
> >
>
> >
>
> >
>
> > > Half the time I haven't got a clue what you are talking about
but
>
> put
>
> >
>
> > > me down for a copy of the book.
>
> >
>
> >
>
> >
>
> > > Before AB I used Metastock.
>
> >
>
> > > I couldn't get the backtester to do what I wanted it to do so I
>
> ended
>
> >
>
> > > up using their explorer as a pseudo backtester.
>
> >
>
> > > The fact is that in many respects it worked quite well.
>
> >
>
> > > That is how I know that it would be relatively easy to use the
AB
>
> >
>
> > > indicator panes as a 'visual' backtester without the need for
>
> >
>
> > > complicated code.
>
> >
>
> >
>
> >
>
> > > The actual sticking point, which is why I left MS, is that the
>
> >
>
> > > metrics were cumulative metrics (at least the way I did it
>
> anyway) so
>
> >
>
> > > I couldn't get individual trades, as a series, to do
>
> distributions or
>
> >
>
> > > account for wild outliers etc.
>
> >
>
> >
>
> >
>
> > > The other challenge in MS was actually modelling the trades
>
> because
>
> >
>
> > > their program didn't have the levels of customisation I needed
>
> for my
>
> >
>
> > > entries and exists.
>
> >
>
> >
>
> >
>
> > > Other than that it worked fine and if I could have done those
>
> things
>
> >
>
> > > I would probably still be there now, not knowing any better.
>
> >
>
> >
>
> >
>
> > > Of course now that I am at AB I am happy that the program is
>
> bigger
>
> >
>
> > > than me. It was rather scary, to me, that a person with my
>
> background
>
> >
>
> > > and experience outgrew MS in under a year.
>
> >
>
> >
>
> >
>
> > > I don't see how anyone can complain because Tomasz has given us
>
> the
>
> >
>
> > > CBT, OLE methods etc but at the same time I have my own
>
> preferences
>
> >
>
> > > for and I don't mind sticking up for them.
>
> >
>
> >
>
> >
>
> > > brian_z
>
> >
>
> >
>
> >
>
> >
>
> >
>
> >
>
> >
>
> >
>
> >
>
> >
>
> >
>
> > > --- In amibroker@xxxxxxxxx <mailto:amibroker@xxxxxxxxx
> <mailto:amibroker%40yahoogroups.com> ps.com
> <mailto:amibroker%40yahoogroups.com> >
>
> ps.com
>
> > <mailto:amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com
> <mailto:amibroker%40yahoogroups.com> > , Dennis Brown <see3d@>
wrote:
>
> >
>
> >
>
> >
>
> > >> Brian,
>
> >
>
> >
>
> >
>
> > >> As frustrating as threads like this can turn out for most
>
> involved,
>
> >
>
> > > I
>
> >
>
> > >> really like to see this type of discussion online. We can all
>
> >
>
> > > learn a
>
> >
>
> > >> lot through thrashing out our conceptions and misconceptions --
>
> >
>
> > > though
>
> >
>
> > >> it might be better on a smaller forum with a narrow set of
>
> >
>
> > > interests.
>
> >
>
> > >> I am keenly aware that this list has thousands of readers,
most
>
> of
>
> >
>
> > >> which are still working towards a basic understanding of
AB/AFL.
>
> >
>
> >
>
> >
>
> > >> I have gotten into "trouble" in the past by posting to make a
>
> >
>
> > > general
>
> >
>
> > >> point, and obliquely mentioning some thing or principle that I
>
> am
>
> >
>
> > >> working on. I mentioned them without details, because I didn't
>
> >
>
> > > want
>
> >
>
> > >> to encourage a discussion about them. They were only meant as
>
> an
>
> >
>
> > >> example of why I was motivated to post.
>
> >
>
> >
>
> >
>
> > >> Laughably, sometimes I find that the thing I was not trying to
>
> make
>
> >
>
> > > an
>
> >
>
> > >> issue becomes a target instead of the real issue I was trying
>
> to
>
> >
>
> > >> address. Sometimes I learn something valuable in the exchange
>
> >
>
> > > anyway,
>
> >
>
> > >> and sometimes it is just a distraction.
>
> >
>
> >
>
> >
>
> > >> There were a lot of apples being thrown and oranges being
>
> thrown
>
> >
>
> > >> back. I am glad you found one of the fruits to your liking.
>
> >
>
> >
>
> >
>
> > >> I am happy with my BT approach and my reasons for it. The
>
> >
>
> > > discussions
>
> >
>
> > >> here, though valuable for general understanding, will not
change
>
> >
>
> > > my
>
> >
>
> > >> approach to indicator mode single equity backtesting which is
>
> the
>
> >
>
> > >> backbone of my day-trading platform. I would not expect
someone
>
> >
>
> > > to
>
> >
>
> > >> understand what I am doing without a lot of screenshots and
>
> >
>
> > >> explanations, which would take too much time for a casual post
>
> on
>
> >
>
> > >> someone's else's thread.
>
> >
>
> >
>
> >
>
> > >> BR,
>
> >
>
> > >> Dennis
>
> >
>
> >
>
> >
>
> > >> On May 19, 2008, at 4:02 AM, brian_z111 wrote:
>
> >
>
> >
>
> >
>
> > >> > No disrespect but when guys like you and Dennis, who are
>
> working
>
> >
>
> > > in
>
> >
>
> > >> > specialist areas, post you can't expect us to pick up your
>
> train
>
> >
>
> > > of
>
> >
>
> > >> > thought with only partial explanations (if you had given me a
>
> >
>
> > >> > screenshot of a spreadsheet mockup and mini-tutorial I could
>
> have
>
> >
>
> > >> > bought in to your search a lot easier).
>
> >
>
> > >> >
>
> >
>
> > >> > By the same token I think you misunderstood the value of
what
>
> I
>
> >
>
> > > was
>
> >
>
> > >> > talking about (maybe for the same reasons although I have
>
> talked
>
> >
>
> > >> > about it before).
>
> >
>
> > >> >
>
> >
>
> > >> > First I am talking about something more generic that has
added
>
> >
>
> > > value
>
> >
>
> > >> > if pursued (I only gave the starting point).
>
> >
>
> > >> > It leads on to inline MoneyManagement and plotting trade
series
>
> >
>
> > >> > frequencies etc.
>
> >
>
> > >> >
>
> >
>
> > >> > Second, from my point of view, I don't understand why you
>
> would
>
> >
>
> > > want
>
> >
>
> > >> > to have indicators as backtesters BUT if you do want that
then
>
> you
>
> >
>
> > >> > can have it without new functions (if I understand you
>
> correctly
>
> >
>
> > > but
>
> >
>
> > >> > I am saying that under the assumption that you agree with
>
> Dennis's
>
> >
>
> > >> > defintion of an inline BT).
>
> >
>
> > >> >
>
> >
>
> > >> > By my proposition if you know the trade% and you know the
time
>
> in
>
> >
>
> > >> > trade you can calculate any equtiy metric OR moneymanagement
>
> >
>
> > > outcome
>
> >
>
> > >> > you want. Since, for individual stocks, you do have that
then
>
> it
>
> >
>
> > >> > should be do-able without megacode.
>
> >
>
> > >> >
>
> >
>
> > >> > (Keep in mind that I might not fully understand your needs
and
>
> >
>
> > > that
>
> >
>
> > >> > we are live i.e. speculating - if it looks like I am making
a
>
> >
>
> > > mistake
>
> >
>
> > >> > I will throw in my hand).
>
> >
>
> > >> >
>
> >
>
> > >> > Also, I appreciate Fred's/Tomnasz's answers because, while I
>
> think
>
> >
>
> > >> > that another approch offers far more long term value, they
>
> taught
>
> >
>
> > > me
>
> >
>
> > >> > something and it is something I can use right now (I have a
>
> >
>
> > > policy to
>
> >
>
> > >> > get on with it with what I have OR do it myself i.e. code or
>
> >
>
> > > plugins
>
> >
>
> > >> > which for me is all about pragmatism. I am only sidetracking
a
>
> >
>
> > > little
>
> >
>
> > >> > bit here and there to give Tomasz my two cents as I have too
>
> much
>
> >
>
> > > to
>
> >
>
> > >> > do to make a career of it).
>
> >
>
> > >> >
>
> >
>
> > >> > As I said, no disrespect.
>
> >
>
> > >> >
>
> >
>
> > >> > I think the topic is worth my honest input.
>
> >
>
> > >> >
>
> >
>
> > >> > brian_z
>
> >
>
> > >> >
>
> >
>
> > >> >
>
> >
>
> > >> >
>
> >
>
> > >> >
>
> >
>
> > >> >
>
> >
>
> > >> >
>
> >
>
> > >> > --- In amibroker@xxxxxxxxx <mailto:amibroker@xxxxxxxxx
> <mailto:amibroker%40yahoogroups.com> ps.com
> <mailto:amibroker%40yahoogroups.com> >
>
> ps.com
>
> > <mailto:amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com
> <mailto:amibroker%40yahoogroups.com> > , Dennis Brown <see3d@>
wrote:
>
> >
>
> > >> >>
>
> >
>
> > >> >> Herman,
>
> >
>
> > >> >>
>
> >
>
> > >> >> Actually, your needs and my needs are closely aligned in
this
>
> >
>
> > >> > regard:
>
> >
>
> > >> >> The need for a high speed BT on a single ticker in an
>
> indicator
>
> >
>
> > >> > that
>
> >
>
> > >> >> refreshes on each new tick (more than 1 per second).
>
> >
>
> > >> >>
>
> >
>
> > >> >> If I had these functions as built-in, I might not have
needed
>
> to
>
> >
>
> > >> > write
>
> >
>
> > >> >> my own AFL version.
>
> >
>
> > >> >>
>
> >
>
> > >> >> However, since it can be done in AFL, we should not rule
out
>
> the
>
> >
>
> > >> >> #include option as a first viable choice.
>
> >
>
> > >> >>
>
> >
>
> > >> >> I doubt that what I have written so far qualifies as a
useful
>
> >
>
> > >> > general
>
> >
>
> > >> >> purpose solution for others, but it is more like 100 lines
>
> than
>
> >
>
> > >> > 1000
>
> >
>
> > >> >> lines of AFL.
>
> >
>
> > >> >> However, if I had a good #include to start with, I would
>
> likely
>
> >
>
> > >> > have
>
> >
>
> > >> >> used it as a base to work from, only adding my unique needs
>
> to
>
> >
>
> > > it.
>
> >
>
> > >> >>
>
> >
>
> > >> >> I am still debugging my last rewrite of my equity function,
>
> but I
>
> >
>
> > >> > am
>
> >
>
> > >> >> willing to share what I have privately with a good AFL
coder
>
> who
>
> >
>
> > >> > can
>
> >
>
> > >> >> make something more general purpose to share with all.
>
> >
>
> > >> >>
>
> >
>
> > >> >> Best regards,
>
> >
>
> > >> >> Dennis
>
> >
>
> > >> >>
>
> >
>
> > >> >> On May 19, 2008, at 11:23 AM, Herman wrote:
>
> >
>
> > >> >>
>
> >
>
> > >> >>> Hello Paul,
>
> >
>
> > >> >>>
>
> >
>
> > >> >>> you are absolutely correct, it ought to be as simple as
>
> running
>
> >
>
> > >> > this
>
> >
>
> > >> >>> code in an Indicator:
>
> >
>
> > >> >>>
>
> >
>
> > >> >>> ....systems code...
>
> >
>
> > >> >>>
>
> >
>
> > >> >>> E = Equity(1); // This function would be
>
> >
>
> > >> > called
>
> >
>
> > >> >>> once only
>
> >
>
> > >> >>> NP = NetProfit(E); // New AFL functions that
>
> >
>
> > >> > return
>
> >
>
> > >> >>> ARRAYs based on the equity Array
>
> >
>
> > >> >>> NPP = NetPercentProfit(E)
>
> >
>
> > >> >>> CA = CAR(E)
>
> >
>
> > >> >>> RA = RAR(E)
>
> >
>
> > >> >>> MaxTradeDD = ... and so on for all performance metrics.
>
> >
>
> > >> >>>
>
> >
>
> > >> >>> ... second level of systems code using the above metrics
for
>
> >
>
> > >> > system
>
> >
>
> > >> >>> analysis, signal generation, position scoring, position
>
> sizing,
>
> >
>
> > >> >>> etc. ...
>
> >
>
> > >> >>>
>
> >
>
> > >> >>> The so called solutions discussed in this thread either do
>
> not
>
> >
>
> > >> >>> provide the above arrays for use in auto-refreshing
>
> indicators,
>
> >
>
> > >> > or
>
> >
>
> > >> >>> require a thousand lines of code written by a professional
>
> >
>
> > >> > programmer.
>
> >
>
> > >> >>>
>
> >
>
> > >> >>> best regards,
>
> >
>
> > >> >>> herman
>
> >
>
> > >> >>>
>
> >
>
> > >> >>>
>
> >
>
> > >> >>>
>
> >
>
> > >> >>> For tips on developing Real-Time Auto-Trading systems
visit:
>
> >
>
> > >> >>> http://www.amibroke <http://www.amibroke
> <http://www.amibroker.org/userkb/> r.org/userkb/
> <http://www.amibroker.org/userkb/> >
>
> r.org/userkb/
>
> > <http://www.amibroke <http://www.amibroker.org/userkb/>
r.org/userkb/
> <http://www.amibroker.org/userkb/> >
>
> >
>
> > >> >>>
>
> >
>
> > >> >>> Sunday, May 18, 2008, 10:50:31 PM, you wrote:
>
> >
>
> > >> >>>
>
> >
>
> > >> >>>> 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.
>
> >
>
> > >> >>>
>
> >
>
> > >> >>>
>
> >
>
> > >> >>>
>
> >
>
> > >> >>>> ------------------------------------
>
> >
>
> > >> >>>
>
> >
>
> > >> >>>> 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.amibroke <http://www.amibroke
> <http://www.amibroker.com/devlog/> r.com/devlog/
> <http://www.amibroker.com/devlog/> >
>
> r.com/devlog/
>
> > <http://www.amibroke <http://www.amibroker.com/devlog/>
r.com/devlog/
> <http://www.amibroker.com/devlog/> >
>
> >
>
> > >> >>>
>
> >
>
> > >> >>>> For other support material please check also:
>
> >
>
> > >> >>>> http://www.amibroke <http://www.amibroke
> <http://www.amibroker.com/support.html> r.com/support.
> <http://www.amibroker.com/support.html> html
> <http://www.amibroker.com/support.html> >
>
> > r.com/support. <http://www.amibroke
> <http://www.amibroker.com/support.html> r.com/support.
> <http://www.amibroker.com/support.html> html
> <http://www.amibroker.com/support.html> > html
>
> > <http://www.amibroke <http://www.amibroker.com/support.html>
> r.com/support. <http://www.amibroker.com/support.html> html
> <http://www.amibroker.com/support.html> >
>
> >
>
> > >> >>>> Yahoo! Groups Links
>
> >
>
> > >> >>>
>
> >
>
> > >> >>>
>
> >
>
> > >> >>>
>
> >
>
> > >> >>>
>
> >
>
> > >> >>
>
> >
>
> > >> >
>
> >
>
> > >> >
>
> >
>
> > >> >
>
> >
>
> > >> > ------------------------------------
>
> >
>
> > >> >
>
> >
>
> > >> > 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.amibroke <http://www.amibroke
> <http://www.amibroker.com/devlog/> r.com/devlog/
> <http://www.amibroker.com/devlog/> >
>
> r.com/devlog/
>
> > <http://www.amibroke <http://www.amibroker.com/devlog/>
r.com/devlog/
> <http://www.amibroker.com/devlog/> >
>
> >
>
> > >> >
>
> >
>
> > >> > For other support material please check also:
>
> >
>
> > >> > http://www.amibroke <http://www.amibroke
> <http://www.amibroker.com/support.html> r.com/support.
> <http://www.amibroker.com/support.html> html
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> > > ------------------------------------
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>
> > > Please note that this group is for discussion between users
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> >
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> > > Yahoo! Groups Links
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> >
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> > > http://groups. <http://groups.
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> yahoo.com/
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>
> > > http://docs. <http://docs. <http://docs.yahoo.com/info/terms/>
> yahoo.com/ <http://docs.yahoo.com/info/terms/> info/terms/
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>
> >
>
> >
>
> >
>
> >
>
> >
>
> >
>
> >
>
> > _____
>
> >
>
> > I am using the free version of SPAMfighter for private users.
>
> >
>
> > It has removed 456 spam emails to date.
>
> >
>
> > Paying users do not have this message in their emails.
>
> >
>
> > Try SPAMfighter <http://www.spamfigh
<http://www.spamfighter.com/len>
> ter.com/len <http://www.spamfighter.com/len> > for free now!
>
> >
>
> >
>
> >
>
> >
>
> >
>
> >
>
> >
>
> > _____
>
> >
>
> > I am using the free version of SPAMfighter for private users.
>
> >
>
> > It has removed 456 spam emails to date.
>
> >
>
> > Paying users do not have this message in their emails.
>
> >
>
> > Try SPAMfighter <http://www.spamfigh
<http://www.spamfighter.com/len>
> ter.com/len <http://www.spamfighter.com/len> > for free now!
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> >
>
> >
>
> >
>
> >
>
> >
>
> >
>
> > _____
>
> >
>
> > I am using the free version of SPAMfighter for private users.
>
> > It has removed 456 spam emails to date.
>
> > Paying users do not have this message in their emails.
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> > Try SPAMfighter <http://www.spamfigh
<http://www.spamfighter.com/len>
> ter.com/len <http://www.spamfighter.com/len> > for free now!
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>
>
>
> _____
>
> I am using the free version of SPAMfighter for private users.
>
> It has removed 456 spam emails to date.
>
> Paying users do not have this message in their emails.
>
> Try SPAMfighter <http://www.spamfighter.com/len> for free now!
>
>
>
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> _____
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> I am using the free version of SPAMfighter for private users.
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> It has removed 456 spam emails to date.
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> Paying users do not have this message in their emails.
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> Try SPAMfighter <http://www.spamfighter.com/len> for free now!
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> _____
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> I am using the free version of SPAMfighter for private users.
>
> It has removed 456 spam emails to date.
>
> Paying users do not have this message in their emails.
>
> Try SPAMfighter <http://www.spamfighter.com/len> for free now!
>
>
>
>
>
>
>
> _____
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> I am using the free version of SPAMfighter for private users.
>
> It has removed 456 spam emails to date.
>
> Paying users do not have this message in their emails.
>
> Try SPAMfighter <http://www.spamfighter.com/len> for free now!
>
>
>
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>
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> _____
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> I am using the free version of SPAMfighter for private users.
> It has removed 456 spam emails to date.
> Paying users do not have this message in their emails.
> Try SPAMfighter <http://www.spamfighter.com/len> for free now!
>
------------------------------------
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/
For other support material please check also:
http://www.amibroker.com/support.html
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