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Wow, this thread has exploded. I am sorry I opened this can of worms and disappeared. I was away for a funeral the end of last week but will do my best to catch up on this thread today. Thanks to everyone who has contributed and made this such a great discussion. This kind of community is truly what makes AmiBroker a very special product.
bh.hicks
--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> Hi Angelo,
>
> I didn't find the link that relevant..... I don't think it got to the heart of the matter.
>
> I think it is a very complex issue and everyone has a different perception of the 'solution' i.e. the way they want to implement portfolio management.
>
> I think Howard's topic in Portfolio Construction goes a long way to defining the scope and also offers some hope for implementation (he is including the subject in his third book and it may include code and/or a mini application?)
>
> http://finance.groups.yahoo.com/group/amibroker/message/138075
>
> >snip< For the rest, I concur with most of what Paolo is saying (especially important to me are his two sentences above).... >snip<
>
> Refer to my response to Paolo's original comment.
>
> >snip<I'm sure there's some misunderstanding among the people in this thread, created because Internet is a wonderful mean to talk to people everywhere in the world but sometimes it's really impossible to reproduce the same efficacy on an eye-on-eye discussion.>snip<
>
> Of course, but still it is worth the effort and it is helping me to shape my 'trading philosophy" so thanks for your participation.... you know everything is talk, talk, talk while it is 'in the committee phase".
>
> >snip< Only?. this discussion has evolved on the possibility to get Tomasz think if it's possible/economically efficient for him to get a "built in solution" ?.. also because I know "low level CBT solutions" are not accessible to my present knowledge ?. and will not be in a not too distant future neither.>snip<
>
> It definitely will not be possible for him to implement something that satisfies everyone e.g. I think I will have to create my own private solution because my needs are to specific and I am too cranky to struggle with generic solutions that half meet my needs.
>
> You know I am happy to share my solutions if they are up to a reasonable standard and of interest to others but how many want to use my solutions e.g. 9000 people in the forum, a few hundred looked at my Vince.xls file and how many then read it carefully ... 20?
>
> I am not complaining, just pointing out the real world that Tomasz develops in ... even if I designed the perfect portfolio analyzer and gave the design to Tomasz for free could he or would he implement it for 20 people?
>
> At a guess I think Howard's discussion will lead towards a semi-official AB version of PortfolioManagement i.e. if any model has a chance for inclusion in AB it will be his.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "ang_60" <ima_cons@> wrote:
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Paolo Cavatore" <pcavatore@> wrote:
> > >
> > > the same logic used in portfolio backtesting should be used in >multi-systems portfolio backtesting.
> > >
> > >
> > >I should assign a proper positionsize of the equity line every time >I get a signal whatever system it comes from - for instance I can >always take a 2% position on every signal no matter if it comes from >system A or B if I'm not supposed to potentially get more than 50 >signals at the
> > >
> > >
> > >
> >
> > Hi all,
> >
> > here
> >
> > http://www.filedropper.com/loopformultisystemmultimarket
> >
> > you will find an almost- too-much simplified loop showing (*) how another software has been programmed in order to get to the target (well?. not at 100% but reasonably near?. I leave aside the details).
> >
> > Just translate "instrument" with tickers of a portfolio, and "unit size" with position sizing rules.
> >
> > For the rest, I concur with most of what Paolo is saying (especially important to me are his two sentences above).... I'm sure there's some misunderstanding among the people in this thread, created because Internet is a wonderful mean to talk to people everywhere in the world but sometimes it's really impossible to reproduce the same efficacy on an eye-on-eye discussion.
> >
> >
> > PS Thanks to Paul and Benoitek for your precious inputs. They have not been lost.
> > I've saved them on my PC and will be looking at their "ways to do" with great attention.
> > Only?. this discussion has evolved on the possibility to get Tomasz think if it's possible/economically efficient for him to get a "built in solution" ?.. also because I know "low level CBT solutions" are not accessible to my present knowledge ?. and will not be in a not too distant future neither.
> > If it's not possible for now?. never mind ?.. at the very least we have had a really interesting discussion and some worthwhile suggestions.
> >
> > Greetings,
> >
> > Angelo.
> >
> >
> > (*) This flow chart is publicly available on the web, even by non-purchasers of that product, so I'm confident I'm not violating any copyrights.
> >
>
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