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Hi Brian,
Thanks for the responses, here are some more thoughts too.
> Personally I don't find the quirky aspects of AB so annoying as the fact that often I don't know about them in advance .... it is the hours I spend finding out that something doesn't work as expected and then have to work around it that hurts, not the fact that AB isn't perfect.
Yup I think you've hit this one on the nail!
> On the other hand I started to read a little bit about the R language and I was stunned to find that IMO it outperforms AB, as a time series analytical tool, by miles (admittedly that could be a naive mistake on my part ... later I will evaluate further).
For pure numerical analysis, R is definitely one of the top programs, especially with its large user base and many user-developed add-ins. And its price (free) can't be beat! But it falls pretty short in analyzing a complete trading strategy.
> I don't always agree with the design philosphy and I don't believe that the trading objectives that Tomasz has chosen to incorporate in AB are effective in trading for a living or that the chosen implementation always meets the trading objectives efficiently either.
>
>
> > That being said, I agree it would help greatly if some additional >features were included in the Amibroker platform and AFL language,
>
> Like what?
I've submitted some input on the suggested features page as well as in correspondences with AB support, mostly regarding RT trading features. To save you the hassle of looking it up, the few things changes I'd like to see (let me know if it would help your trading):
1. More precise time intervals. The impreciseness of time intervals hinders analysis of RT trading. AB handles >5s data fine, but this is 2009 and I would think that most RT traders are getting data on at most a 1s interval, not to mention sub-1s data (even if aggregated) in the milliseconds that many of us get, and right now there is no true tick-level analysis support, just workarounds and legacy functions that support limited tick-level analysis. Esp evident in these last few months, some of the largest moves happen within a single 5s interval, and it would help to have more granularity in analysis.
2. We still only have OHLCV arrays. What about bid/ask arrays for RT trading? (yes I know strategies can utilize the bid/ask - but this data is not saved within AB, preventing ease of use for analysis) Not everybody is trading just the index e-minis with mostly negligible spread. What about commodities futures? metals? There are some instruments out there with larger spreads and money to be made as a result, so frequently it is simply not enough to use a midpoint or last value.
3. Multi-instrument spreads. Similar to (1). AB doesn't currently recognize multiple-instrument 'spreads' as a single coherent trade (i.e. Buy 1 ES, Short 2 NQ), and in the absence of bid-ask array support as well as sub-5s analysis, it is difficult to utilize AB to analyze spread trades.
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