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Patrick, very much appreciated.
I will have a look at the soonest.
paolo
--- In amibroker@xxxxxxxxxxxxxxx, "vlanschot" <vlanschot@xxx> wrote:
>
> 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@> 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
> > > >
> > >
> >
>
------------------------------------
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