|
PureBytes Links
Trading Reference Links
|
My pleasure, Brian.
Re R, you simply choose your CRAN mirror, download the .exe (latest
version is 2.7.2), and run/install as any other Windows software on
local drive.
Re the DCOM server and C++ runtime exe: both are installers - you
should simply be able to run both programs and accept the defaults
during the install.
I have a look at the book you mentioned. I recommend also Scherer and
Martin's "Introduction to Modern Portfolio Optimization". Its S-Plus
code is R-compatable. I also like the book R Graphics by Paul Murrell.
Finally, you will notice that the code-editor in R is very simple. An
alternative, which I'm currently testing, is StatET, an Eclipse plug-
in for R:
http://www.walware.de/goto/statet
Keep us posted how you're getting on, and pls share any code you may
find useful to the group.
PS (Oh, and yes, I've taken the liberty to exclude words from Jung's
quote, although I did not alter the content otherwise. It remains,
afaik, one of his "unsourced" statements).
--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> Patrick,
>
> Forgot to ask.
>
> Re the downloads:
>
> At the /dcom/ site do I have to do anything?
> I understand the Rserver is referenced online or do I download and
> install as a virtual server on my local drive? (I have used a local
> apache server before).
>
> Where do I put the c++ runtime exe i.e. which directory?
>
> TIA
>
> brian_z
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@> wrote:
> >
> > Fantastic work Patrick.
> >
> > I ordered the "Optimal Portfolio Modeling" etc book by Philip
> > McDonnell, a couple of days before you posted, specifically
because
> > it contains examples of R functions etc - somewhere I could
start.
> >
> > I have to wait weeks to get it.
> >
> > This is like going from black and white to colour TV and your
> plugin
> > couldn't have come at a better time for me (I'm starting to climb
> the
> > mountain of portfolio modeling).
> >
> > I like the Carl Jung.... I think you changed a couple of words
> > though.
> >
> > Carl Jung is my world hero.
> >
> > Ralph Vince is my trading hero.
> >
> > Haven't got an AB hero yet but there are a couple of candidates.
> >
> > Thankyou for your big hearted generosity.
> >
> > brian_z
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "vlanschot" <vlanschot@> wrote:
> > >
> > > Hello,
> > >
> > > This mail is to inform you that I have just uploaded the zip-
file
> > > RPlugIn. It contains two files. The first is the file
> RMathAFL.dll,
> > > the RMath plug-in for AB. The second is the Word-document
R_Plug-
> > > in_Amibroker.doc, the accompanying manual. The manual briefly
> > > describes the functionality of the RMath plug-in for Amibroker
> > which
> > > I make freely available to all AB-users. Its purpose is to
allow
> > you,
> > > the AB-user, to efficiently interact with R, the open-source
and
> > > freeware statistical/ mathematical package based on the S-
> language
> > > (i.e. S-Plus). For more details on R , please visit the
official
> > > website: http://www.r-project.org/. Here you will also find
> manuals
> > > and other contributed papers on R. Specifically, see this web-
> page:
> > > http://www.stats.bris.ac.uk/R/.
> > >
> > > It is impossible to discuss the full scale of the R-
functionality
> > > that the plug-in makes available to the AB-user. It simply is
> > > massive, and even I have only explored a tiny bit of it.
Instead,
> > the
> > > manual will describe a small subjective selection of the
> > > possibilities available, with the aim to get you going. I have
no
> > > pretension that my examples are of any use to you. What I do
> hope,
> > > however, is that they can get you going, and that this plug-in
> will
> > > enhance your trading/analysis skills, like it has mine.
> > >
> > > The plug-in has been kindly developed by a programmer-friend
for
> > > which I am very grateful (and no, it is not Tomasz). There will
> be
> > NO
> > > technical support for it, and (in all likelihood) no upgrades,
if
> > > only because the functionality embedded is:
> > > - very extensive and flexible in terms of accessing R's core
> > > functionality (I would say almost unlimited, particularly if
you
> > > write your own R-functions separately in R, which subsequently
> can
> > > then be called from AFL);
> > > - unlikely to be (negatively) impacted by changes in R itself;
> > >
> > > In the manual you will read about my motivations to have this
> plug-
> > in
> > > developed, the main one being to thank, first and foremost,
> Tomasz
> > > Janeczko for developing AB into what it is has become: an
> industry-
> > > standard investment and trading platform. It has enabled me to
> > > transform my investment thinking into practical applications,
> > making
> > > some money along the way. Extended thanks go to the AB-
community
> in
> > > general. I am very grateful to the guidance, sample code, and
> other
> > > help (including support from Marcin) I have received over the
> past
> > > few years.
> > >
> > > PS
> > >
> >
>
------------------------------------
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/
|