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dingo, I don't think it'll produce a neat output as
I had written it, no. I haven't done this type of thing in a while, but
when I did I recall running each test separately for each ticker and then
scrolling to the right to read the report.
Creating a .js script that would call each ticker
separately and then save the results to a .csv file is one possible
solution. I cannot figure out how to get Amibroker to scroll through the
list of stock tickers in a watchlist using the Stock object and then how to
rename the report.csv to ticker.csv below. Besides that, this should
work. (One note, a wild way to do this would be to have a separate ..tls
file for each stock and then have amiquote retrieve each .tls file in a
directory using Example 2 in http://www.amibroker..com/guide/objects.html ).
If someone wants to chime in here and help with these outstanding issues, that'd
be nice.
/********************Amibroker open to
database***********************/
AB = new
ActiveXObject("Broker.Application");
AB.LoadDatabase("C:\\Program
Files\\Amibroker\\Big");
AB.Visible = true;
/* retrieve automatic analysis object */
AA =
AB.Analysis;
/* here is where you'd call the ticker
name*/
/* load formula from external file */
AA.LoadFormula("Formulas\\Custom\\yourfilename.afl");
/* optional: load settings */
//
AA.LoadSettings("the_path_to_the_settings_file.abs");
/* set apply to and range */
AA.ApplyTo = 2; //
use current stock
AA.RangeMode = 1; // use all available quotes
AA.RangeN
= 1;
/* run explore and display report */
AA.Optimize(); //I cannot remember whether you put a 2 or something else in
here; recent beta docs say something about this, i
think
AA.Export("C:\\report.csv"); //you'd ideally change this name to
the ticker name
/********************Amibroker Save
Database***********************/
AB.SaveDatabase();
/********************Amibroker
Save Database (end)***********************/
AB.Quit();
----- Original Message -----
Sent: Thursday, July 10, 2008 12:23
PM
Subject: RE: [amibroker] Optimization of
basket of stocks at individual stock level - possible with Ami ?
Are you sure that the individually optimized params will
appear on the resultant report?
d
Elizabeth, the short answer is yes. It
requires that you call out parameters that are specific to the ticker for
each iteration the array processor goes through.
So, you'd do something like this for each
ticker:
if (Name()=="AAPL")
{
period= Optimize("period",53,5,100,8);
}
----- Original Message -----
Sent: Wednesday, July 09, 2008 11:45
PM
Subject: [amibroker] Optimization of
basket of stocks at individual stock level - possible with Ami ?
Hello All,
I would greatly appreciate if someone can tell me
wheather it is
possible to optimize a basket of stocks at individual
stock level using
Amibroker. ie. to get separate optimal parameters
for each stock in the
basket.
Thanks in
advance
Elizabeth
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