[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: [amibroker] An Automation/Backtesting Challenge



PureBytes Links

Trading Reference Links

Herman, Have you looked at Batman?
I think Batman is at least suitable for (1).
2. I really dont know what you mean?
I'm willing to give you a hand if I can understand what you';re trying to do. and you can help me with auto-trading code if I ever want to get into it in the future.
send me a private email if you want, and please describe step by step what you're doing right now, and also let me know how soon you want this done.
/Paul.
 


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Herman
Sent: Monday, 4 August 2008 10:20 PM
To: AmiBroker User Group
Subject: [amibroker] An Automation/Backtesting Challenge

I have an EOD day procedure that is Tedious/Error-prone to operate. I would like to automate this system but do not want to take time away from my primary project to study OLE/CBT. I also would like to Backtest this system, if possible.


If you can help me then perhaps I can return the favor by writing some afl for you. Consider it bartering. Publicly or privately.


1) THE DAILY TRADING PROCEDURE:


The AFL is working, I am using it, I only need high level OLE automation code that I can call from the AB Tool's menu. For example:


DailyProcedure()

{

Initialize( initAFLFile )                          // This afl could be included in the first exploration

Explore( ExploreAFL1, Startdate, Enddate )         // Other options are set, and data/WL is saved, in afl

BackTest( SysAFL1, StartDate, Enddate )            // Other options are set, and data/WL is saved, in afl

BackTest( SysAFL2, StartDate, Enddate )            // Backtests use CBT to collect/save a number of performance metrics

BackTest( SysAFL3, StartDate, Enddate )

BackTest( SysAFL4, StartDate, Enddate )

...

Explore( ExploreAFL2, StartDate, Enddate )         // This step sorts and populate the final trading WLs with n tickers from each system.

}


It would seem that only two OLE functions are required. The idea is that i can call these functions in any order.

I take care of exports, Watchlist maintenance, and settings in my afl code.

As always, if/when this gets implemented, some other requirements may show up and follow-up support me be needed.


2) BACKTESTING


This would involve calling the above procedure bar by bar to create daily trading lists. This step may involve the WalkForward Backtester that calls the OLE, and/or CBT. I have no idea if this is possible and where to start with this.


Any help or suggestions would be appreciated,

herman

__._,_.___

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




Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___