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RE: [amibroker] Re: About Automatic Analysis



PureBytes Links

Trading Reference Links

If you are using OLE / Automation for multiple instances of AB on the same box then you’ll need something like different userid’s for each instance so that the OLE / Automation commands from each script can specifically deal with each AB instance …

 


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Barry Scarborough
Sent: Monday, August 18, 2008 10:48 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: About Automatic Analysis

 

I think it is safer to run multiple instances of AB on separate
systems. I keep getting mixed or confusing results when I try to use
two instances on one system. I was trying to capture 5 second data
and run auto trading on the same system. I opened the auto trading
first and then the 5 second. The data in the 5 second instance gets
lost and I can't figure out why. I even tried to save it a few times
during the day. I run it all day and when I looked at it later it
isn't there. Well some of it is which is even more confusing, the
most recent part. I have the database set to 100,000 bars so I should
be able to capture about a month of data. Ain't working. So I started
collecting the 5 second data on another system. I will see how that
works. If using multiple instances on one system is supposed to work
then someone needs to define the parameters for doing so.

Barry

--- In amibroker@xxxxxxxxxps.com, "Paul Ho" <paul.tsho@x..> wrote:
>
> I think the easiest is to run multiple instances of AB, one per
system. am i
> missing something?
>
>
> _____
>
> From: amibroker@xxxxxxxxxps.com [mailto:amibroker@xxxxxxxxxps.com]
On Behalf
> Of Barry Scarborough
> Sent: Monday, 18 August 2008 9:46 PM
> To: amibroker@xxxxxxxxxps.com
> 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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