|
PureBytes Links
Trading Reference Links
|
I think this could be done by AB. It would be an
intermediate/advanced level of programming - not for a newbie.
One of the difficult problems is you have to write a 2-dimensional
sort routine
Dimension 1
is the value of your ranking indicator for each ticker in the
WatchList. This is easy since AB supports x[1] = 1.2, x[2]=3.5 etc ie
- arrays of numbers. There are sort routines available here and the
AB website library.
Dimension 2
this is more difficult since AB does not support arrays of strings
like y[1] = "SPY", Y[2] = "DIA", etc so carrying the ticker symbol
along while you are sorting your ranking indicator value is more
difficult. I used the index number from "GetCategorySymbols(
categoryWatchlist, listnum ));" construct.
If you want to plot your results you have to construct this sorted
2-dim array for each day you want to plot (one plot for each ticker in
your Watchlist, of course) - another tricky programming task, but do-able.
I've got this to work for an arbitrary WatchList of arbitrary length -
but it wasn't easy. Maybe some other contributor has an easier method
to create a 2-dimensional numerical+text string sort???
Now once you have the paired list of each ticker in order by your
ranking indicator, you need to hand the top n symbols off to the back
tester along with your entry/exit rules. I haven't done this part but
I think it would be possible.
In summation - this is do-able, but difficult programming task.
ReefBreak
--- In amibroker@xxxxxxxxxxxxxxx, "love_carrot_cake" <michaelpub@xxx>
wrote:
>
> I have went through the tutorial and documentation but it's still not
> clear to me if Amibroker can do what I'm looking for. I would
> appreciate it greatly if someone could tell me if it can do it. It's
> quite simple really but I don't have experience with this sort of thing.
>
> My strategy that I want to backtest is this:
>
> each day I want to scan a watchlist of around 10-50 symbols
> the scan is for certain indicator criteria, for example macd recently
> crossed over, etc.
> I'd like to rank the results, for example by stoch or by volume
> I'd then like to buy the top x stocks (configurable of course)
> I'd like to configure the exact entry, exit, and stop
>
> I'd like to backtest this strategy over a long period and show the
> results.
>
> If Amibroker can do this I would like to invest the amount of time
> required to learn AFL and purchase the software. Thanks for your help.
>
------------------------------------
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/
|