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I think the easiest is to run multiple instances of AB, one per system. am i missing something?
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Barry Scarborough
Sent: Monday, 18 August 2008 9:46 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: About Automatic Analysis
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
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