RE: [amibroker] Optimization of basket of stocks at individual stock level - possible with Ami ?

["dingo" <dingo@xxxxxxxxxxx>]

I've already got a script to do the job. Just wanted to make sure you weren't sending someone off on  a wild goose chase.

 

d

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From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Chris DePuy
Sent: Thursday, July 10, 2008 4:14 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Optimization of basket of stocks at individual stock level - possible with Ami ?

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 -----

From: dingo

To: amibroker@xxxxxxxxxxxxxxx

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

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From: amibroker@xxxxxxxxxps.com [mailto:amibroker@yahoogroups.com] On Behalf Of Chris DePuy
Sent: Thursday, July 10, 2008 3:17 PM
To: amibroker@xxxxxxxxxps.com
Subject: Re: [amibroker] Optimization of basket of stocks at individual stock level - possible with Ami ?

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 -----

From: Elizabeth Kennedy

To: amibroker@xxxxxxxxxps.com

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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