RE: [amibroker] Need some pointers and how to approach this problem

Wed, 29 Mar 2006 21:12:31 -0800

O Thanks. I think I understand what this script is doing.
Does this qualify as a Scan or Exploration script. Which means that during the explore/scan operation the script is applied individually to All the symbols in the database to arrive at the total list of trades for the simulation.
 
This could be rather large rnumber of stocks may be in the 7000s right?
 
Thanks for the pointer. I think this would be a good start. I do need to figure out how to filter the total stock space to make it faster though, I guess.
 
Thx,
Sarvi 

From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Paul Ho
Sent: Wednesday, March 29, 2006 4:58 PM
To: [email protected]
Subject: RE: [amibroker] Need some pointers and how to approach this problem

 
www.purebytes.com/archives/amibroker/2004/msg01637.html
http://www.purebytes.com/archives/amibroker/2004/msg01642.html
From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Shanmugham, Saravanan
Sent: Thursday, 30 March 2006 2:50 AM
To: [email protected]
Subject: RE: [amibroker] Need some pointers and how to approach this problem

Thanks for responding Paul.
 
Which Library Section are u refering to. Can you point me to it.
The AFL Library on the Amibroker website and the files section of the yahoo groups does not seem to contain a "playback" file.
 
Sarvi

From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Paul Ho
Sent: Tuesday, March 28, 2006 11:18 PM
To: [email protected]
Subject: RE: [amibroker] Need some pointers and how to approach this problem

look for a file called playback in the library section

From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Shanmugham, Saravanan
Sent: Wednesday, 29 March 2006 5:20 PM
To: [email protected]
Subject: [amibroker] Need some pointers and how to approach this problem

 
 
I have a list of daily dated historical file.
Each dated file contains a list of symbols to buy on that day.
 
I want to  use this list of files in amibroker to simulate how different portfolio scenarios and trading intervals  would have performed, say if we had followed it on daily, weekly or mothly basis and starting on different dates.  I know how to write AFL Plugins, Data Plugins as well OLE automation scripts. All the AFL systems and formulae I have looked at deal with one or more selected stocks on which you apply the system to decide when to buy and sell. My problem, is I have specific list of symbols to buy on each day. What I need is to make sure that I buy the symbols on the list and sell the symbols not on that list. And simulate this portfolio in different time intervals. 
 
Has anyone done anything similar.
 
Can some one point me to the closest example I can look at and start with.
 
Thx,
Sarvi
-----------------------------------------------------------------------------------
Sarvi Shanmugham
Technical Leader
Cisco Systems Inc.
Phone: 408-902-3875
 

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