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Hello Brian,
I agree that a user forum is not the optimal venue for a detailed
discussion. And, I do appreciate the ideas that people take the time
to put into writing.
I believe that there is much overlap in what we each are saying, and
what has been said by Tomasz and Fred earlier in the thread.
Specifically; That metrics can readily be produced on an individual
symbol basis without need of a backtester. This is an area that I
would have some interest in seeing developed.
Where it would appear that our views diverge is in the definition of
a system, and the utility of metrics derived without influence of
portfolio management.
If a signal generated for symbol A is only acted upon dependent upon
its relation to signals generated for symbols B, C, D. Then should
you be including that signal in your calculations for A? The answer
might differ for each of us.
Relational conditions such as these can only be resolved as a result
of a backtest. No amount of looping will be enough.
On the one hand, you could convincingly dismiss such relations as
portfolio management (e.g. PositionScore to fill a fixed number of
positions). I appreciate here the theoretical slant that you are
offering.
But, on the other, I believe that the point can be argued that rules
for dynamically taking only those trades displaying a desired trait
to a sufficient degree relative to the group (survival of the
fittest, sector rotation) *is* strategy, and extends beyond portfolio
management.
I can see how evaluating metrics on individual symbols, or evaluating
rules independent of relations could be useful as a screening tool,
design evolution, or for systems which trade a single symbol, to name
a few.
However, once live trading begins, on a watchlist of multiple
symbols, I believe that portfolio metrics might play an even larger
role. Not the least of which would be a metric which dictated that it
was time to stop trading, or to reoptimize going forward. In which
case, yes, your argument would be right on; at that point "you have
changed systems, full stop". To which I answer: By design!
Thanks for the input.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> Hello Mike,
>
> I introduced the forum to the concept of 'Root Cause Evaluation'
(RCE)
> sometime in the recent past.
>
> Given that it is only a formative (juvenile) idea at this stage,
that
> I have only discussed it, in the forum, in a cursory and piecemeal
> fashion and that people take time (repetition required) to
> acknowledge, let alone consider, new ideas it is no surprize that
> most members aren't getting it.
>
>
> The basic premise is that the possible spread of future equity
> outcomes, and hence metrics, can be estimated from the trade
series%
> and the time in trade.
>
> The trade series%, along with it's metrics, are the profile of the
> system (any system) whereas many of the things you mention
(position
> size/shrinking etc) are related to Portfolio Management.
>
> Irrespective of what is done at the Portfolio Management level the
> trade profile does not, and can not, change (if you use Portfolio
> feedback to change your system rules then you have changed systems,
> full stop).
>
> Since there are a myriad of possible Portfolio Management (PM)
rules,
> IMO, it can cause a good deal of confusion by integrating System
> Profile (SP) and PM in one step (which is what backtesters, buy
user
> demand, do).
>
> It can help clarify trading a lot if we sometimes just focus on the
> root causes.
>
> Also, if we are going to use SP, in tandem with PM, as an inline
> indicator then we might need to consider how to go about that in
> efficient ways (above and beyond what is available in 'canned'
> backtesters).
>
>
> Example of the premise:
>
> SystemA == predefined buy, sell, price rules etc;
> Trade 1 == buy at 100, sell at 110, buy/sell == 1.1 (growthfactor),
> number of bars in trade;//10% win
> bars out of trade;
> Trade 2 = buy at 123.71, sell at 120;//approx 3% loss
> bars in trade;
> etc;
>
> We can not change a System A rule without changing the system (for
> any reason) therefore the only (mathematically) possible data we
can
> acquire about the system is the tradeseries% and the bars in/bars
out
> for the trade (the values will vary from underlying to underlying
but
> not the available datapoints).
>
> Since the trade rules are fixed, the trade series is also fixed for
a
> fixed underlying (symbol) and time period.
>
> Logically all metrics can only be derived from these root, or core,
> metrics.
>
> Equity, or Portfolio, outcomes can vary depending on how much we
> stake on the system (but the system does not, and can not change
for
> any given underlying series).
>
> (Note that we can't control the underlying, only our system rules
and
> our staking).
>
>
>
>
>
> Example of Equity/PM outcome:
>
> From the above example the trade series is 1.10.0.97 (closed trades
> only).
>
> It could have bars out of trade in between - that doesn't affect
the
> Eq/PM outcome, only the % return relative to time (unless we take
> into consideration interest paid on idle money, margin etc which,
> once again is PM).
>
> So a hypothetical trade%series is 1,1,1.10,1,0.97,1.05 (as growth
> factor).
>
> If we consider Eq as unit 1 (standardised) the outcome is:
>
> Eq == 1 * growth factor (1,1,1.10,1.10,1.067,1.05)//sadly I think
> looping is required to produce an Eq curve???
>
> If we use fixed capital staking (say 100 InitialEq) we have:
>
> Eq == 100,100,110,110,106.70,112.03
>
> Note that the relativity of the staked Eq series, to the
standardised
> Eq series, doesn't change, so for the purpose of comparing system
> performance, on the fly (using RCE) we can do without the equity
> allocation and just use the standardized array if we choose to.
>
>
>
> If we mix and match our staking then we get different Eq/PM
outcomes:
>
> Staking == 100,no change,no change,add 100 to the stake,no
change,no
> change
> Eq == 100,100,110,210,203.70,213.88
>
> We end up in a much different Eq/PM place but the system itself
> hasn't changed (it is no better, or worse, than it was before).
>
>
> I believe that the premises of Root Cause Evaluation are sound.
>
> What I haven't done, in this thread, is:
>
> a) provide the code to produce the tradeseries% array
> b) allow for open, or concurrent, trades
> c) provide the code to record bars in/out of trade
> d) prove that all possible metrics can be derived from the core
> metrics
>
>
>
> In the context of Al/Hermans thread:
>
> - I am (they are) talking about inline performance metrics and not
a
> backtester (they are different things)
> - they didn't ask for an inline Portfolio Manager, only inline
> relative performance of a system (on the fly)
> - they haven't told us 100% of what they want to do and why
> (understandably)
> - since they are looking for a metric indicator there is no need to
> measure bars in/out of trade ( we can see that unfold, bar by bar
in
> the indicator). If they want that I assume it can be done but that
is
> personal choice
> - the code needn't become too unwieldy because it would be a
template
> that they would apply on a metric by metric basis (presumably they
> only want to watch one or two metrics at a time and not all of them)
> - it is not my idea, it is theirs. I am offering them some of my
> seminal ideas on RCA and it is up to them if and how they apply it
>
>
>
> Setting aside the proofs for the argument that all metrics can be
> derived from the root inputs and restricting the discussion to the
> code required for the tradeseries%.
>
>
> IMO the closed trade series, as % will do the job they want to do
> (providing they understand the mindset of RCA).
>
> I believe we can produce trade series arrays, given the system
rules.
>
> What I haven't done is produce an array trade series where we
record
> a second signal that occurs, for any symbol in our watchlist, while
> we already have an open signal for that symbol but I expect that
can
> be done as well.
>
> On top of that I haven't allowed for open trade values.
>
>
> IMO the slight error that these 'errors' introduce into their
metric
> won't have a significant affect on what they are doing but if they
> want to count all signals, and account for open trades they can
> (there is a trade off there because it will slow down their
> indicator).
>
> As I said before, the only real 'missing link' is how to get StDev,
> for a trade series, on the fly (although so far Herman and Al
haven't
> said they are interested in that - the idea to track trade series
SD
> is mine).
>
> I assume that iff I want to get the closed trade series array I can
> just go back to Freds code and use/copy/modify that, OR get
something
> else that is already around OR make up my own OR ask the forum for
> help OR ask support for help.
>
> I am confident it can be done, in fact I am inclined to think I
could
> do it myself and that is saying something.
>
> Are you suggesting it can't?
>
>
>
>
> Hope that opens up some new lines of thinking.
>
> I appreciate I haven't done everything, that I possibly can, to
> explain the concepts/practise but personal choice comes into
> application anyway and there are countless variations on the
> applications.
>
>
>
> BTW
>
> I like your work.
>
> Cheers,
>
> Brian_z
>
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> >
> > Brian,
> >
> > I believe that the crux of the issue is the part that you only
> > mentioned in passing:
> >
> > > "It doesn't allow for the instances where a new buy signal is
> > generated on an individual equity when we are already in a trade,
> OR
> > scaling in or out BUT it is only at the basic conceptual stage -
> > perhaps it lends itself to more sophisticated calcs if required."
> >
> > If I understand your post correctly, your premise hinges on the
> > ability to recognize trades using the following lines:
> >
> > > arrayAAA = if(no sell,1,trade%); //runs on symbol AAA
> > > arrayBBB = if(no sell,1,trade%);//run on symbol BBB
> >
> > Yet, the values to put in these arrays are the very values that
> > cannot be determined in the absence of a fullblown portfolio
> > backtest; One which takes into consideration such factors as
> account
> > balance, maximum number of positions, position scoring, position
> size
> > shrinking, redundent signals, scaling, custom signal cancelations
> in
> > CBT code, etc.
> >
> > This is why the distinction is being made between "doable"
> individual
> > symbol metrics vs. vastly more complex portfolio metrics.
> >
> > Mike
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@>
wrote:
> > >
> > > Anyone?
> > >
> > > Notwithstanding that Tomasz could do this stuff for us (if and
> when
> > > he comes back from his lovely holiday) it is fun to look at the
> > > concepts involved and figure how we can do it ourselves, with
> what
> > we
> > > have already.
> > >
> > > I haven't read the various code solutions closely but I have
been
> > > following along at a distance (all the way back to Fred's
earlier
> > > PerformanceMetric code).
> > > Although I havent had a need for it I assumed that this stuff
> could
> > > be done with array programming OR maybe a loop or two (on the
> fly -
> > > no need to run the backtester).
> > >
> > > My proposition is that all metrics can be derived from the
trade
> > > series (as %) and the time in trade i.e. the core metrics.
> > >
> > > So if the trade series % is stored in an array then the array
can
> > be
> > > used to produce the eq curve OR the metrics, on the fly, as
> > required.
> > >
> > > (I can't remember if this is what Fred did before - it was
pretty
> > > close to it - anyway - I think this is a slightly different
> concept
> > > applied to the same problem).
> > >
> > >
> > >
> > > Simplified Example (in pidgin pseudocode):
> > >
> > > - this basic example only gives the closed trade metrics
> > >
> > > - for ease of discussion I am mentally referencing EOD data bar
> by
> > bar
> > >
> > > - two symbols in a watchlist AAA, BBB
> > >
> > >
> > >
> > > buy = whatever;
> > > sell = whatever;
> > >
> > > sellvalue = etc;//code required
> > >
> > > trade% = sellvalue/buyvalue;//needs to be expressed as
> growthfactor
> > > i.e. 3% win == 1.03, 3%loss == 0.97 etc
> > >
> > > arrayAAA = if(no sell,1,trade%); //runs on symbol AAA
> > > arrayBBB = if(no sell,1,trade%);//run on symbol BBB
> > >
> > >
> > > We would end up with two arrays:
> > >
> > > arrayAAA == 1,1,1.10,1,1,1 etc//exited trade with 10% win on
bar 3
> > > arrayAAA == 1,1,1.07,1,1,1 etc//exited trade with 7% win on bar
3
> > >
> > >
> > >
> > > the above arrays can easily be used to produce other arrays
with
> > W/L
> > > ratios etc, including for any lookback (as per Tomasz's example
> b).
> > >
> > > To produce an eq curve (individual OR portfolio):
> > >
> > > combined trade% is the product of arrayAAA and arrayBBB
> > >
> > > arrayAAA == 1,1,1.10,1,1,1
> > > arrayAAA == 1,1,1.07,1,1,1
> > > combinedtrade%== 1,1,1.177,1,1,1//bar by bar product of above
two
> > > arrays
> > >
> > > EquityCurveArray = Initial Equity * combinedtrade%;
> > >
> > > example:
> > >
> > > InitialEquity = 100;
> > >
> > > 100 * 1 *1 * 1.177 * 1 * 1 * 1 ==
> > > EquityCurveArray == 100,100, 117.70,117.70,117.70,117.70 etc
> > >
> > > which is the same even if the two trades exit on separate bars.
> > >
> > > 100 *1.10 * 1.07 = 117.70;
> > >
> > > Note that the value of 1 is used to denote 'no trade' so it
> doesn't
> > > affect equity.
> > >
> > > All of the metrics required, on the fly, can be calculated
using
> > > lookback periods for the combinedtrade% array (it is like an
> array
> > > that is the carrier of the trade series) AND/OR calculating
> equity
> > on
> > > the fly AND the code already posted OR some new relatively
simple
> > > array code.
> > >
> > > The only thing we can't do is get a standard dev of the trade
> > series
> > > because we can't write them into an array without all of the no
> > > trades (like a static variable except a static array).
> > >
> > > If StDev of the trade series were could we calcuate every
single
> > > metric directly without the need for the eq curve?
> > >
> > > I think so but I haven't checked to be certain about it
> (certainly
> > > every worthwhile one because a lot of them are old rubbish).
> > >
> > > Time in trade is only needed if we want to work out percentage
> > gains
> > > relative to time?
> > >
> > > It doesn't allow for the instances where a new buy signal is
> > > generated on an individual equity when we are already in a
trade,
> > OR
> > > scaling in or out BUT it is only at the basic conceptual stage -
> > > perhaps it lends itself to more sophisticated calcs if required.
> > >
> > >
> > >
> > > BTW
> > >
> > > I don't think AB or Tomasz is dumb - only that the trading
> > community
> > > in general, IMO, is bizarrely obsessive about eq curve
> > > analysis/metrics.
> > >
> > >
> > > brian_z
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@>
> > > wrote:
> > > >
> > > > Hello,
> > > >
> > > > Yes, there are generally 3 different metrics "areas" in terms
> of
> > > computational complexity:
> > > >
> > > > a) metrics derived directly from Equity (CAR, Drawdowns, UPI,
> > > Sharpe, Std error, etc)
> > > > - they can be easily calculated directly from Equity data
> > > (~~~EQUITY) as shown in the
> > > > code that Fred posted below.
> > > > There is no computational difference between calculating them
> on
> > > portfolio or individual
> > > > symbol basis.
> > > >
> > > > b) metrics NOT derived from equity (number of winners,
> > winner/loser
> > > ratio, expectancy, etc)
> > > > - these metrics needs actual backtest to be performed to get
> the
> > > TRADE LIST and
> > > > perform calculations based on trade list.
> > > > Performing backtest on SINGLE security is done by Equity()
> > function
> > > and
> > > > single-security metric "indicators" are possible with the same
> > > > computational complexity as Equity() function has.
> > With "possible"
> > > I mean that I could implement that
> > > > if there is enough demand.
> > > >
> > > > c) same as b) BUT for Portfolio-level backtest. Again you
need
> a
> > > trade list to calculate them.
> > > > No matter which approach is used, full-blown portfolio
backtest
> > for
> > > specified "lookback period"
> > > > is required. It is too complex to be done on-the-fly in real
> > time.
> > > Hence proposed solution of using
> > > > CBI to generate stats and then refer to them using Foreign()
> > > function.
> > > >
> > > >
> > > > Best regards,
> > > > Tomasz Janeczko
> > > > amibroker.com
> > > > ----- Original Message -----
> > > > From: Fred Tonetti
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Sent: Tuesday, July 29, 2008 6:16 AM
> > > > Subject: RE: [amibroker] Re: How to save Metrics in
> Composites
> > > for Individual BTs
> > > >
> > > >
> > > > . and if you are wanting the performance metrics as arrays
> over
> > > some shorter length then the backtest period and you aren't
> wanting
> > > to do it in the CBI the while you're waiting for it to be
> available
> > > as a built in AFL function you can fill in the rest of this .
> Both
> > TJ
> > > in an earlier post and the DOC have the formulas for the rest
of
> > the
> > > performance metrics .
> > > >
> > > > MACDx = MACD(12, 26);
> > > >
> > > > MACDsig = Signal(12, 26, 9);
> > > >
> > > >
> > > >
> > > > Plot (MACDx, "MACD", colorRed);
> > > >
> > > > Plot (MACDsig, "Sig", colorWhite);
> > > >
> > > >
> > > >
> > > > Buy = Cross(MACDx, MACDsig);
> > > >
> > > > Sell = Cross(MACDsig, MACDx);
> > > >
> > > >
> > > >
> > > > function getMetric(Metric, Length)
> > > >
> > > > {
> > > >
> > > > Metric = StrToUpper(Metric);
> > > >
> > > > BIR = IIf(Status("BarInRange") > 0, 1, Null);
> > > >
> > > > CurEq = Foreign("~~~EQUITY", "C", 1);
> > > >
> > > > MaxEq = HHV(CurEq, Length);
> > > >
> > > > CurDD = IIf(CurEq < MaxEq, 100 * (MaxEq - CurEq) /
> > MaxEq,
> > > 0);
> > > >
> > > > MaxDD = HHV(CurDD, Length);
> > > >
> > > > SqrDD = CurDD ^ 2;
> > > >
> > > > SumDD = Sum(SqrDD, Length);
> > > >
> > > > UI = sqrt(SumDD / Length);
> > > >
> > > > if (Metric == "CDD")
> > > >
> > > > Value = CurDD;
> > > >
> > > > else if (Metric == "MDD")
> > > >
> > > > Value = MaxDD;
> > > >
> > > > else if (Metric == "UI")
> > > >
> > > > Value = UI;
> > > >
> > > > else
> > > >
> > > > Value = Null;
> > > >
> > > > return Value;
> > > >
> > > > }
> > > >
> > > >
> > > >
> > > > Plot(getMetric("UI", 20), "UI", colorYellow,
> > styleLeftAxisScale);
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > --------------------------------------------------------------
--
> --
> > --
> > > ----------
> > > >
> > > > From: amibroker@xxxxxxxxxxxxxxx
> > > [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Paul Ho
> > > > Sent: Monday, July 28, 2008 11:59 PM
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Subject: RE: [amibroker] Re: How to save Metrics in
> Composites
> > > for Individual BTs
> > > >
> > > >
> > > >
> > > > Herman
> > > > I really can't see the difficulty to achieve any of these,
> see
> > my
> > > reply
> > > > below.
> > > >
> > > > ________________________________
> > > >
> > > > From: amibroker@xxxxxxxxxxxxxxx
> > [mailto:amibroker@xxxxxxxxxxxxxxx]
> > > > On Behalf Of Herman
> > > > Sent: Tuesday, 29 July 2008 11:32 AM
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Subject: RE: [amibroker] Re: How to save Metrics in
> Composites
> > for
> > > > Individual BTs
> > > >
> > > >
> > > >
> > > > Hello Fred,
> > > >
> > > > Putting technical problems and limitations aside it is
clear
> to
> > me
> > > > that having access to period-based performance metrics is
> > > critical in
> > > > trading.
> > > >
> > > > [I don't see a lot of technical difficulty. See my previous
> > post
> > > on ONE way
> > > > to do this. There probably a few other ways to do it I can
> > think
> > > of.]
> > > >
> > > > Since the Equity curve is based on system performance it
> makes
> > > common sense
> > > > that performance metrics will lead on the Equity. Most
> > > performance metrics
> > > > can't be extracted from the equity curve; they are lost at
> that
> > > > summary-stage. For example, DrawDown is the result of
> advanced
> > > system
> > > > failure; it might very well have been possible to detect
the
> > > upcoming
> > > > failure (DD) by looking at some very basic metrics. Simply
> > > looking at the
> > > > number of winning trades or profit/trade, might have
alerted
> > us.
> > > Using more
> > > > sophisticated metrics, like a period based UPI Indicator,
we
> > > might have seen
> > > > a very clear and gradual system failure. All this is
> especialy
> > > true for
> > > > faster trading systems where metrics become very smooth
> > > indicators.
> > > >
> > > > To look at metrics for the entire duration of the backtest
> may
> > > come
> > > > in handy during development however during real trading it
is
> > > useless. It is
> > > > simply due to a reluctance to break with tradition (a
problem
> > for
> > > most
> > > > traders) that we don't have period-based performance
> indicators
> > > today. They
> > > > are long overdue. Sure, they they are 'doable' in
AmiBroker,
> > but
> > > how many
> > > > users would be able to write such code? In my opinion not
> more
> > > that 1%. To
> > > > develop systems efficiently we need basic afl tools; no one
> > wants
> > > to spend
> > > > two months learning OLE only to find out that it doesn't
fill
> > the
> > > > requirement or is to complicated for the user. Same for the
> > CBT,
> > > who wants
> > > > to spend two months learning it just to test and idea that
> may
> > or
> > > may not
> > > > work? Time is precious...we want to trade, not become
> > professional
> > > > programmers.
> > > >
> > > > [firstly it doesn't take 2 months, probably wont even be 2
> > weeks.
> > > Secondly
> > > > it doesn't have to involve OLE as far as I can gather,
though
> > OLE
> > > is clearly
> > > > useful in other area that I am finding out for myself.
> Thirdly,
> > > trading is a
> > > > lifetime persue, not a five minute flash in the pan. While
> only
> > > Tomasz will
> > > > know fully, I suspect, do what you say as a "simple"
function
> > > outside CBT
> > > > would involve storing heaps of unnecessary data, Who is
then
> > > paying for the
> > > > penalty of that?. Inside CBT its relatively simple to
create.
> > But
> > > you will
> > > > still need to learn CBT. By the way, Is there any other
> > software
> > > out there
> > > > that can do this sort of things. And in AB it is readily
> > > available, with
> > > > just a few lines. What is the problem?]
> > > >
> > > >
> > > > A few common applications for metric indicators are:
> > > >
> > > > 1) When trading a number of different systems one wants to
> know
> > > > early when a system starts to fail. How else can one make a
> > > timely switch?
> > > > Just like you may want to trade funds with a rotational
> system
> > > you want to
> > > > rotate the trading systems themselves.
> > > > 2) It is very common for trading systems to fade in and out
of
> > > > performance. To detect when a trading system fails and to
> > switch
> > > to another
> > > > system requires, again, monitoring system performance
> metrics.
> > > imo, There is
> > > > just no other way around it.
> > > > 3) And of course we want to know when a ticker loses its
> > character
> > > > and stops working. Here again performance metrics might be
> the
> > > best way to
> > > > detect ticker failure.
> > > >
> > > > A function like getPerformanceMetric ( MetricName,
> > LookBackPeriod)
> > > > would find wide application. Most people think right away
of
> > > portfolio
> > > > trading however performance metrics should be calculated
for
> > > individual
> > > > stocks, they will lose their meaning if derived from
> portfolio
> > > results.
> > > >
> > > > I am not saying that it is easy to design such indicators,
> > perhaps
> > > > it is extremely difficult. But that doesn't remove the need
> for
> > > them.
> > > >
> > > > Just my two cents worth :-)
> > > > Best regards,
> > > > herman
> > > >
> > > > [a lot of what you have asked for can be readily derived
from
> > the
> > > equity
> > > > curve, without even going through CBT, while the rest is a
> just
> > a
> > > few lines
> > > > in CBT, plus a function or two outside. Recently I helped
> > > somebody code the
> > > > UI for individual stocks, 5 lines of AFL, that's all. I
just
> > > wonder if this
> > > > is a mountain, or a mole hill]
> > > >
> > > > -----Original Message-----
> > > > From: amibroker@xxxxxxxxxxxxxxx
> > > > [mailto:amibroker@xxxxxxxxxxxxxxx]On Behalf Of Fred Tonetti
> > > > Sent: July 28, 2008 12:44 PM
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Subject: [SPAM]RE: [amibroker] Re: How to save Metrics in
> > > > Composites for Individual BTs
> > > >
> > > >
> > > >
> > > > Al,
> > > >
> > > > What you are looking for in AB is I believe
> > > > a little more difficult then or at least as time consuming
as
> > you
> > > think it
> > > > is .
> > > >
> > > > Share ? . Code ?
> > > >
> > > > LOL . I thought I did in that post .
> > > >
> > > > Ok . Kidding aside . Assuming that
> > > >
> > > > - AB is running
> > > >
> > > > - AA has the AFL you want to run ( This doesn't
> > > > mean the formula editor as the FE and AA aren't coupled )
> > > >
> > > > - AA Settings for ApplyTo / Range etc are as you
> > > > want then
> > > >
> > > > This VBS code would run a BackTest and
> > > > export the Trade List to a File
> > > >
> > > > Dim oAB
> > > >
> > > > Dim oAA
> > > >
> > > > Set oAB = CreateObject("Broker.Application")
> > > >
> > > > Set oAA = oAB.Analysis
> > > >
> > > > oAA.Backtest(0)
> > > >
> > > > oAA.Export("Dummy.csv")
> > > >
> > > > The code above should be saved in a .vbs
> > > > filetype ( name of your choosing ) and then simply double
> > > clicking it will
> > > > produce the file.
> > > >
> > > > This could easily be changed to running an
> > > > optimize which will produce all the performance metrics in
> the
> > AA
> > > results
> > > > which could then be exported by changing .
> > > >
> > > > oAA.Backtest(0)
> > > >
> > > > to .
> > > >
> > > > oAA.Optimize(0)
> > > >
> > > > Ideally the optimize above would be a one
> > > > step optimize if you will just to produce the performance
> > metrics
> > > related to
> > > > the backtest .
> > > >
> > > > With a little more work i.e. a loop to set
> > > > the beginning and ending dates one could get performance
> > metrics
> > > externally
> > > > for whatever lookback length one wanted one after the
other .
> > > >
> > > >
> > > > ________________________________
> > > >
> > > > From: amibroker@xxxxxxxxxxxxxxx
> > > > [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Al Venosa`
> > > > Sent: Monday, July 28, 2008 12:17 PM
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Subject: Re: [amibroker] Re: How to save Metrics in
> > > > Composites for Individual BTs
> > > >
> > > > Dear TJ and Fred:
> > > >
> > > > Thank you for these suggestions. However, what I am asking
> > > > for is a simple AFL function in which we can specify the
> > lookback
> > > period for
> > > > the metric in question, nothing more. To observe the
> > difference,
> > > you can
> > > > simply substitute an MA() for the required function, as
shown
> > > below. When
> > > > you view the graph, you will see, I think, what I am
talking
> > > about.
> > > >
> > > > Plot(C,"",1,128);
> > > > Plot(MA(C,50),"FixedLookBack",colorRed,1); // the requested
> > > > solution
> > > > Plot(MA(C,BarIndex()),"ExistingNow",colorBlue,1); // TJ's
> > > > and Fred's solution.
> > > >
> > > > I believe what TJ has suggested, if I am interpreting it
> > > > correctly, is that I would be running a backtest for each
bar
> > in
> > > a loop,
> > > > which would be complex and very slow. Maybe I'm asking the
> same
> > > thing. If
> > > > so, tell me, and I'll desist. An alternative solution is to
> use
> > > the Walk
> > > > Forward Individual Backtester to implement a system that
uses
> > > performance
> > > > metrics as position score.
> > > >
> > > > BTW, Fred, are you willing to share the complete working
> > > > code for your 2-line export?
> > > >
> > > > Thank you.
> > > >
> > > > Al V.
> > > >
> > > > On 7/28/08, Tomasz Janeczko
> > > > <groups@ <mailto:groups@> > wrote:
> > > >
> > > > Hello,
> > > >
> > > > It is doable with custom backtester and not
> > > > so complicated.
> > > >
> > > > As described in detail here:
> > > >
> > > > http://www.amibroker.com/guide/a_custommetrics.html
> > > > <http://www.amibroker.com/guide/a_custommetrics.html>
> > > >
> > > > You have direct access to ANY backtest
> > > > performance metric using
> > > >
> > > > GetPerformanceStats() function of backtester object.
> > > >
> > > > There is no obstacle in calling it every bar
> > > > and storing the result in the array if you wish.
> > > >
> > > > Let say you want UPI as array.
> > > >
> > > > // your trading system here
> > > > Buy = ...
> > > >
> > > > Sell = ...
> > > >
> > > > SetCustomBacktestProc("");
> > > >
> > > > /* Now custom-backtest procedure follows */
> > > >
> > > > if( Status("action") == actionPortfolio )
> > > > {
> > > > UPI = 0;
> > > > bo = GetBacktesterObject();
> > > >
> > > > bo.PreProcess();
> > > >
> > > > for( bar = 0; bar < BarCount; bar++ )
> > > > {
> > > > bo.ProcessTradeSignals( bar );
> > > >
> > > > st = bo.GetPerformanceStats(0); // get stats for all
> > > > trades
> > > >
> > > > UPI[ bar ] = st.GetValue("UlcerPerformanceIndex");
> > > > }
> > > >
> > > > bo.PostProcess();
> > > >
> > > > AddToComposite( UPI, "~~~UPI", "X", atcFlagDefaults |
> > > > atcFlagEnableInPortfolio );
> > > > }
> > > >
> > > > Now ~~~UPI ticker will contain bar-by-bar
> > > > values of Ulcer Performance Index.
> > > >
> > > > As for "specifying lookback period" it is
> > > > doable by creating Xth composites (and X backtests) each
> > > containing values
> > > > for specified
> > > >
> > > > lookback period.
> > > >
> > > > As for Equity() - this is SINGLE security
> > > > (OLD) backtest. It has no comparision to portfolio level
> > backtest
> > > that
> > > >
> > > > must go through entire portfolio. The complexity of
> > > > portfolio backtest is Nth times the single security backtest
> > > >
> > > > where N is number of symbols in portfolio. Therefore it is
> > > > not feasible to be calculated on-the-fly in real time like
> > > >
> > > > single-security backtest (i.e. Equity()).
> > > >
> > > >
> > > > Best regards,
> > > > Tomasz Janeczko
> > > > amibroker.com
> > > >
> > > > ----- Original Message -----
> > > >
> > > > From: Al Venosa` <mailto:avcinci@>
> > > >
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > <mailto:amibroker@xxxxxxxxxxxxxxx>
> > > >
> > > > Sent: Monday, July 28, 2008
> > > > 1:02 AM
> > > >
> > > > Subject: Re: [amibroker] Re: How to save Metrics in
> > > > Composites for Individual BTs
> > > >
> > > > Thanks, Fred, but I haven't
> > > > a clue how to do OLE/Automation, and I wonder how many AB
> users
> > > out there
> > > > really do. That's why I was calling for a simple, non-
> painful,
> > > easy-to-use
> > > > AFL function that would do this for the non-
> techie/programmer,
> > > and if it
> > > > existed, AB would be the only trading software out there
that
> > > would be able
> > > > to do this. I bet It would be a profit bonanza for TJ.
> > > >
> > > > Al V.
> > > >
> > > > On 7/27/08, Fred Tonetti
> > > > <ftonetti@ <mailto:ftonetti@> > wrote:
> > > >
> > > > I agree that this would be nice to have as directly
> > > > as you have laid out .
> > > >
> > > > However, while somewhat
> > > > painful, one can with Equity() and a list of trades
calculate
> > all
> > > the
> > > > performance metrics as of any given bar or if you prefer as
> > > arrays of values
> > > > .
> > > >
> > > > This could be fully
> > > > automated with OLE/Automation
> > > >
> > > >
> > > > ________________________________
> > > >
> > > > From:
> > > > amibroker@xxxxxxxxxxxxxxx <mailto:amibroker@xxxxxxxxxxxxxxx>
> > > > [mailto:amibroker@xxxxxxxxxxxxxxx
> > > <mailto:amibroker@xxxxxxxxxxxxxxx> ] On
> > > > Behalf Of Al Venosa
> > > > Sent: Sunday, July 27, 2008 11:29 AM
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > <mailto:amibroker@xxxxxxxxxxxxxxx>
> > > > Subject: [amibroker] Re: How to save Metrics in
> > > > Composites for Individual BTs
> > > >
> > > > Having read this interesting
> > > > thread begun last week, I'd like to
> > > > continue it with a follow-on question/comment that I
> > > > think, if TJ were
> > > > to implement it, would make Amibroker infinitely
> > > > more useful to the
> > > > actual trader. It would be awesome if we could have
> > > > simple-to-use AFL
> > > > functions that read AFL backtest metrics directly.
> > > > Adding a lookback
> > > > period would make them immensely more useful as
> > > > indicators. What I am
> > > > suggesting is to have a function like:
> > > >
> > > > getEquityMetric ( MetricName,LookBackPeriod);
> > > >
> > > > The example code provided by TJ gives us only the
> > > > cumulative value of
> > > > each metric. What I'm suggesting is to go beyond
> > > > this one cumulative
> > > > output number and create metric arrays with a
> > > > specified lookback
> > > > period. Then, when we plot these metrics in an
> > > > indicator, we can
> > > > visually look for correlations with price charts.
> > > > For example, one
> > > > could plot winning trades/month and see if they
> > > > change with trend. Or
> > > > one could look at AverageWin or UPI and see how that
> > > > changes with
> > > > trend. These are all correlations that are best
> > > > analyzed visually (in
> > > > an Indicator) but can ONLY be analyzed if we have
> > > > access to these
> > > > metrics for variable lookback periods.
> > > >
> > > > Another use for these functions would be as a
> > > > positionscore in a
> > > > trading system. What better way is there to select
> > > > tickers/systems to
> > > > trade than the actual performance of those tickers
> > > > or systems? The
> > > > procedure may require a preliminary scan/exploration
> > > > to create metric-
> > > > composites that can be read by the trading system
> > > > and used as a
> > > > positionscore. Critical here is that the metric can
> > > > be read for any
> > > > specified lookback period, i.e. 10 bars, 100 bars,
> > > > etc. So the
> > > > function must have a period argument, which is the
> > > > most important
> > > > factor. We already have equity(). Why not expand
> > > > this with the other
> > > > backtest metrics?
> > > >
> > > > Undoubtedly, all this can be implemented using the
> > > > custom backtester,
> > > > but this solution probably excludes >95% of all
> > > > AmiBroker users.
> > > >
> > > > TJ, would this be possible to implement?
> > > >
> > > > Al Venosa
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx
> > > > <mailto:amibroker%40yahoogroups.com> , "Herman" <psytek@>
> wrote:
> > > > >
> > > > > Thank you TJ :-) you saved the day once more !
> > > > >
> > > > > Great stuff.
> > > > >
> > > > > If someone is wondering why I wanted this
> > > > program... You can design
> > > > trading
> > > > > systems and use performance metric arrays as
> > > > powerful Indicators. It
> > > > is
> > > > > somewhat similar to trading the equity curve.
> > > > Price arrays can have
> > > > > qualities that can make your trading systems fail
> > > > but that are
> > > > undetectable
> > > > > with traditional indicators.
> > > > >
> > > > > However, you can design small trading systems that
> > > > target specific
> > > > price
> > > > > characteristics, like patterns, trends,
> > > > volatility, cycles, etc.
> > > > Using the
> > > > > code below gives you statistical information about
> > > > these
> > > > characteristics in
> > > > > a form that can be plotted, and be used in other
> > > > trading systems.
> > > > >
> > > > > Thanks everyone for your help!
> > > > > have a great trading day!
> > > > > herman
> > > > >
> > > > > // Demo trading system
> > > > > Short = Cover = 0;
> > > > > Buy = Cross( MACD(), Signal() );
> > > > > Sell = Cross( Signal(), MACD() );
> > > > > // Using the CBT to retrieve/save metrics
> > > > > if( Status("action") == actionBacktest )
> > > > StaticVarSetText( "Symbol",
> > > > > Name() );
> > > > > SetOption( "UseCustomBacktestProc", True );
> > > > > if ( Status( "action" ) == actionPortfolio )
> > > > > {
> > > > > bo = GetBacktesterObject();
> > > > > bo.PreProcess();
> > > > > MyHistStat1 = Null;
> > > > > for ( bar = 0; bar < BarCount; bar++ )
> > > > > {
> > > > > bo.ProcessTradeSignals( bar );
> > > > > stats = bo.GetPerformanceStats( 0 );
> > > > > MyHistStat1[ bar ] = stats.GetValue( "UlcerIndex"
> > > > ); // any metric
> > > > can be
> > > > > retrieved
> > > > > }
> > > > > bo.PostProcess();
> > > > > AddToComposite( MyHistStat1, "~~~UI_" +
> > > > StaticVarGetText
> > > > ( "Symbol" ), "X",
> > > > > atcFlagEnableInPortfolio | atcFlagDefaults );
> > > > > }
> > > > > PlotForeign( "~~~UI_"+Name(), "UlcerIndex
> > > > Historical", colorRed,
> > > > > styleLine );
> > > > >
> > > > > -----Original Message-----
> > > > > From: amibroker@xxxxxxxxxxxxxxx
> > > > <mailto:amibroker%40yahoogroups.com>
> > > [mailto:amibroker@xxxxxxxxxxxxxxx
> > > > <mailto:amibroker%40yahoogroups.com> ]On
> > > > Behalf
> > > > > Of Tomasz Janeczko
> > > > > Sent: July 25, 2008 5:49 AM
> > > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > <mailto:amibroker%40yahoogroups.com>
> > > > > Subject: [SPAM]Re: [SPAM]Re: [amibroker] How to
> > > > save Metrics in
> > > > Composites
> > > > > for Individual BTs
> > > > >
> > > > >
> > > > > Herman,
> > > > >
> > > > > You forgot the CORRECTION I mentioned:
> > > > >
> > > > > StaticVarSetText( "Symbol", Name() ); must NOT be
> > > > called
> > > > unconditionally,
> > > > > but THIS way:
> > > > >
> > > > >
> > > >
> > >
> >
>
=====================================================================
> > > > > if( Status("action") == actionBacktest )
> > > > StaticVarSetText( "Symbol",
> > > > > Name() );
> > > > >
> > > >
==============================================================
> > > > >
> > > > > Best regards,
> > > > > Tomasz Janeczko
> > > > > amibroker.com
> > > > > ----- Original Message -----
> > > > > From: Herman
> > > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > <mailto:amibroker%40yahoogroups.com>
> > > > > Sent: Friday, July 25, 2008 11:36 AM
> > > > > Subject: RE: [SPAM]Re: [amibroker] How to save
> > > > Metrics in Composites
> > > > for
> > > > > Individual BTs
> > > > >
> > > > >
> > > > > Still NO GO.
> > > > > I am loading the code in the AA, select a
> > > > watchlist, run an
> > > > Individual
> > > > > backtest, and Refresh the WorkSpace. I get the BT
> > > > report with
> > > > individual
> > > > > results. I get two Composites in my Composites
> > > > Group. One is named
> > > > > ~~~EQUITY, the other ~~~UI_~~~EQUITY. The first
> > > > makes sense but the
> > > > second
> > > > > indicates that the StaticVar does not return the
> > > > ticker name.
> > > > >
> > > > > >> It appears that in this code the function
> > > > Name() returns
> > > > "~~~EQUITY" and
> > > > > does not return the name for the ticker being
> > > > tested, it behaves as
> > > > if the
> > > > > ~~~EQUITY composite is the ticker being tested.
> > > > > Can anyone confirm this?
> > > > >
> > > > > Thanks again!
> > > > > Herman
> > > > >
> > > > > // Demo trading system
> > > > > Short = Cover = 0;
> > > > > Buy = Cross( MACD(), Signal() );
> > > > > Sell = Cross( Signal(), MACD() );
> > > > > // Using the CBT to retrieve/save metrics
> > > > > StaticVarSetText( "Symbol", Name() );
> > > > > SetOption( "UseCustomBacktestProc", True );
> > > > > if ( Status( "action" ) == actionPortfolio )
> > > > > {
> > > > > bo = GetBacktesterObject();
> > > > > bo.PreProcess();
> > > > > MyHistStat1 = Null;
> > > > > for ( bar = 0; bar < BarCount; bar++ )
> > > > > {
> > > > > bo.ProcessTradeSignals( bar );
> > > > > stats = bo.GetPerformanceStats( 0 );
> > > > > MyHistStat1[ bar ] = stats.GetValue( "UlcerIndex"
> > > > ); // any metric
> > > > can be
> > > > > retrieved
> > > > > }
> > > > > bo.PostProcess();
> > > > > AddToComposite( MyHistStat1, "~~~UI_" +
> > > > StaticVarGetText
> > > > ( "Symbol" ), "X",
> > > > > atcFlagEnableInPortfolio | atcFlagDefaults );
> > > > > }
> > > > > PlotForeign( "~~~UI_"+Name(), "UlcerIndex
> > > > Historical", colorRed,
> > > > > styleLine );
> > > > >
> > > > >
> > > > >
> > > > >
> > > > > -----Original Message-----
> > > > > From: amibroker@xxxxxxxxxxxxxxx
> > > > <mailto:amibroker%40yahoogroups.com>
> > > [mailto:amibroker@xxxxxxxxxxxxxxx
> > > > <mailto:amibroker%40yahoogroups.com> ]On
> > > > Behalf
> > > > > Of Tomasz Janeczko
> > > > > Sent: July 25, 2008 4:08 AM
> > > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > <mailto:amibroker%40yahoogroups.com>
> > > > > Subject: [SPAM]Re: [amibroker] How to save Metrics
> > > > in Composites for
> > > > > Individual BTs
> > > > >
> > > > >
> > > > > It will work OK.
> > > > > Individual backtest *is* portfolio backtest but
> > > > just portfolio
> > > > consisting of
> > > > > one symbol at a time.
> > > > >
> > > > > Note that one should select "Individual Backtest"
> > > > (not "OLD"
> > > > backtest) from
> > > > > AA->Backtest drop down.
> > > > >
> > > > > One correction though
> > > > > StaticVarSetText( "Symbol", Name() );
> > > > >
> > > > > should be called only when NOT in portfolio mode
> > > > >
> > > > > so
> > > > >
> > > > > if( Status("action") == actionBacktest )
> > > > StaticVarSetText( "Symbol",
> > > > > Name() );
> > > > >
> > > > > // Demo trading system
> > > > > Short = Cover = 0;
> > > > > Buy = Cross( MACD(), Signal() );
> > > > > Sell = Cross( Signal(), MACD() );
> > > > >
> > > > > // Using the CBT to retrieve/save metrics
> > > > > SetOption( "UseCustomBacktestProc", True );
> > > > > if ( Status( "action" ) == actionPortfolio )
> > > > > {
> > > > > bo = GetBacktesterObject();
> > > > > bo.PreProcess();
> > > > > MyHistStat1 = Null;
> > > > > for ( bar = 0; bar < BarCount; bar++ )
> > > > > {
> > > > > bo.ProcessTradeSignals( bar );
> > > > > stats = bo.GetPerformanceStats( 0 );
> > > > > MyHistStat1[ bar ] = stats.GetValue( "UlcerIndex"
> > > > ); // any metric
> > > > can be
> > > > > retrieved
> > > > > }
> > > > > bo.PostProcess();
> > > > > AddToComposite( MyHistStat1, "~~~UI_" +
> > > > StaticVarGetText( "Symbol" )
> > > > +
> > > > > "_HISTORICAL", "X", atcFlagEnableInPortfolio |
> > > > atcFlagDefaults );
> > > > > }
> > > > >
> > > > > ----- Original Message -----
> > > > > From: Paul Ho
> > > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > <mailto:amibroker%40yahoogroups.com>
> > > > > Sent: Friday, July 25, 2008 4:45 AM
> > > > > Subject: RE: [amibroker] How to save Metrics in
> > > > Composites for
> > > > Individual
> > > > > BTs
> > > > >
> > > > >
> > > > > First of all. You use Status{"action") ==
> > > > actionPortfolio,
> > > > individual
> > > > > backtest wont go through there.
> > > > >
> > > > >
> > > > >
> > > > > From: amibroker@xxxxxxxxxxxxxxx
> > > > <mailto:amibroker%40yahoogroups.com>
> > > [mailto:amibroker@xxxxxxxxxxxxxxx
> > > > <mailto:amibroker%40yahoogroups.com> ]
> > > > On Behalf
> > > > > Of Herman
> > > > > Sent: Friday, 25 July 2008 9:31 AM
> > > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > <mailto:amibroker%40yahoogroups.com>
> > > > > Subject: Re: [amibroker] How to save Metrics in
> > > > Composites for
> > > > Individual
> > > > > BTs
> > > > >
> > > > >
> > > > > Thank you Tomasz, but this code still does not
> > > > work. I changed the
> > > > StaticVar
> > > > > to the Text type.
> > > > >
> > > > > Can you help some more ... ? or does anyone else
> > > > see the problem?
> > > > >
> > > > > TIA,
> > > > > Herman
> > > > >
> > > > > StaticVarSetText( "Symbol", Name() );
> > > > > // Demo trading system
> > > > > Short = Cover = 0;
> > > > > Buy = Cross( MACD(), Signal() );
> > > > > Sell = Cross( Signal(), MACD() );
> > > > >
> > > > > // Using the CBT to retrieve/save metrics
> > > > > SetOption( "UseCustomBacktestProc", True );
> > > > > if ( Status( "action" ) == actionPortfolio )
> > > > > {
> > > > > bo = GetBacktesterObject();
> > > > > bo.PreProcess();
> > > > > MyHistStat1 = Null;
> > > > > for ( bar = 0; bar < BarCount; bar++ )
> > > > > {
> > > > > bo.ProcessTradeSignals( bar );
> > > > > stats = bo.GetPerformanceStats( 0 );
> > > > > MyHistStat1[ bar ] = stats.GetValue( "UlcerIndex"
> > > > ); // any metric
> > > > can be
> > > > > retrieved
> > > > > }
> > > > > bo.PostProcess();
> > > > > AddToComposite( MyHistStat1, "~~~UI_" +
> > > > StaticVarGetText( "Symbol" )
> > > > +
> > > > > "_HISTORICAL", "X", atcFlagEnableInPortfolio |
> > > > atcFlagDefaults );
> > > > > }
> > > > > PlotForeign( "~~~UI_HISTORICAL", "UlcerIndex
> > > > Historical", colorRed,
> > > > > styleLine );
> > > > >
> > > > > -----Original Message-----
> > > > > From: amibroker@xxxxxxxxxxxxxxx
> > > > <mailto:amibroker%40yahoogroups.com>
> > > [mailto:amibroker@xxxxxxxxxxxxxxx
> > > > <mailto:amibroker%40yahoogroups.com> ]On
> > > > Behalf
> > > > > Of Tomasz Janeczko
> > > > > Sent: July 24, 2008 3:00 PM
> > > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > <mailto:amibroker%40yahoogroups.com>
> > > > > Subject: [SPAM]Re: [amibroker] How to save Metrics
> > > > in Composites for
> > > > > Individual BTs
> > > > >
> > > > >
> > > > > The same code. The only distinction is that you
> > > > need to run
> > > > INDIVIDUAL
> > > > > backtest
> > > > > and use Static variable to save name
> > > > >
> > > > > StaticVarSet Text ("Symbol", Name() );
> > > > > // Demo trading system
> > > > > Short = Cover = 0;
> > > > > Buy=Cross( MACD(), Signal() );
> > > > > Sell=Cross( Signal(), MACD() );
> > > > >
> > > > > // Using the CBT to retrieve/save metrics
> > > > > SetOption("UseCustomBacktestProc", True );
> > > > > if( Status("action") == actionPortfolio )
> > > > > {
> > > > > bo = GetBacktesterObject();
> > > > > bo.PreProcess();
> > > > > MyHistStat1 = Null;
> > > > >
> > > > > for(bar=0; bar < BarCount; bar++)
> > > > > {
> > > > > bo.ProcessTradeSignals( bar );
> > > > > stats = bo.GetPerformanceStats( 0 );
> > > > > MyHistStat1[ bar ] = stats.GetValue("UlcerIndex");
> > > > // any metric
> > > > can be
> > > > > retrieved
> > > > > }
> > > > >
> > > > > bo.PostProcess();
> > > > > AddToComposite( MyHistStat1, "~~~UI_" +
> > > > StaticVarGet Text
> > > > ("Symbol") +
> > > > > "_HISTORICAL", "X", atcFlagEnableInPortfolio |
> > > > atcFlagDefaults );
> > > > > }
> > > > >
> > > > > PlotForeign("~~~UI_HISTORICAL", "UlcerIndex
> > > > Historical", colorRed,
> > > > > styleLine );
> > > > >
> > > >
> > > >
> > > > ________________________________
> > > >
> > > > I am using the free version
> > > > of SPAMfighter for private users.
> > > > It has removed 512 spam emails to date.
> > > > Paying users do not have this message in their
> > > > emails.
> > > > Try SPAMfighter <http://www.spamfighter.com/len>
> > > > for free now!
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > ________________________________
> > > >
> > > > I am using the free version of SPAMfighter for private
> > > > users.
> > > > It has removed 512 spam emails to date.
> > > > Paying users do not have this message in their emails.
> > > > Try SPAMfighter <http://www.spamfighter.com/len> for free
> > > > now!
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > --------------------------------------------------------------
--
> --
> > --
> > > ----------
> > > > I am using the free version of SPAMfighter for private
users.
> > > > It has removed 513 spam emails to date.
> > > > Paying users do not have this message in their emails.
> > > > Try SPAMfighter for free now!
> > > >
> > >
> >
>
------------------------------------
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