|
Title: Re: [amibroker] Re: About Automatic Analysis
Hello Barry,
I know he is talking about the backtester but, imo, AA executions are too far apart for real time trading. It is too bad that we need sophisticated com objects to call AA operations. Using com objects is, for the non-programmer, a real time/spirit killer. You can execute multiple systems with one call using OLE (I am working on this now); of course they execute in sequence. Not sure how this would work if you launched multiple instances of AB/com objects. These are areas the non-programmer probably wants to stay away from.
In an indicator you execute your formula as quotes arrive, or at a max timed refresh interval of 1 sec. Everything is simple: you can see what is happening. I also use the bar-Playback to log trades and calculate profits and think it is a great tool. I may output to file and DebugView. It is a simple, albeit slow, solution for accomplishing tasks that would require sophisticated programming techniques (OLE,CBT,...) otherwise. Btw
If you run four different formulas, in dfferent panes, or windows using Timed refresh, you can run different trading systems. Of course there are complications in keeping your trades apart - but that is common for the AA as well. Most AA operations can be mimicked in an indicator using the equity(). To know exactly what is required we would need to know more about the system.
best regards,
herman
Monday, August 18, 2008, 7:46:13 AM, you wrote:
> Herman he is talking about automatic analysis. How can you run more
> than one formula at a time? AA defines the formula that is being
> tested.
> You can test more than one system at a time by "forward testing". I
> put my formula in a specially designed bar replay indicator that will
> keep track of the number of positions/shares and the price when the
> trade is made. I run BarReplay and feed 5 second data into the
> formula. It tells where the trade is made, the conditions of all the
> indicators at the trade, whatever the designer wants to track, and
> the price at the trade. I calculate the gain as each trade is closed.
> I post all of that in the interpretation window. Then you can click
> on each formula and see what the stats are. I also dump this data
> into _Trace so that I can go back later and focus in on a specific
> area using DebugView when it doesn't trade as expected. Tracing more
> than one formula is a pain and I typically use this for debug only.
> If you want to check longer periods you can capture hour or 15 minute
> data and feed that into a EOD chart or weekly chart to see what is
> going on in them. The shorter the period you feed into your formula
> the more accurate the results. Let your imagination run away and you
> can test/tweak almost anything this way.
> IMO that is more accurate than back testing since you are tracking
> the almost true performance of the system. Anyway, that is how I
> handle multiple formula analysis at a time.
> Barry
> ------------------------------------
> 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
> Yahoo! Groups Links
> <*> To visit your group on the web, go to:
> http://groups.yahoo.com/group/amibroker/
> <*> Your email settings:
> Individual Email | Traditional
> <*> To change settings online go to:
> http://groups.yahoo.com/group/amibroker/join
> (Yahoo! ID required)
> <*> To change settings via email:
> mailto:amibroker-digest@xxxxxxxxxxxxxxx
> mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
> <*> To unsubscribe from this group, send an email to:
> amibroker-unsubscribe@xxxxxxxxxxxxxxx
> <*> Your use of Yahoo! Groups is subject to:
> http://docs.yahoo.com/info/terms/
__._,_.___
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
![]()
__,_._,___
|