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Re: [amibroker] Re: About Automatic Analysis



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Would it work to use multiple virtualized systems on the same physical  
machine?

Dennis

On Aug 18, 2008, at 10:47 AM, Barry Scarborough wrote:

> 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@xxxxxxxxxxxxxxx, "Paul Ho" <paul.tsho@xxx> wrote:
>>
>> 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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>
>


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