Thanks Mark! You gave me enough to start working in a new direction, which is exactly what I needed.
One thing I need to ask, though, is... I have been using Batman quite a bit, but the code you gave me appears to be another way of handling all the Batman functionality I've been using. It appears to be an alternative to Batman. Is this assumption correct? Or should I still be relying on Batman for certain aspects of my automated script handling? I'm not sure under what conditions I should be using one "tool" vs. the other. In general, I would like to simply use one "tool" (Batman vs. scripting), and not two (it's ultimately easier to keep track of what's going on in my code, and easier to teach other members of my investment team how to operate my trading systems). One other question... is there a document that exists, beyond the AB manual, that will give me access to additional documentation for automating my scripts using VB and/or Javascript? If so, where can I find such documentation? Thanks again for all the help! Brian --- In [email protected], "Mark H" <[EMAIL PROTECTED]> wrote: > > You can automate virtually anything with AB by using JScript/VBScript and AFL. > Something like this came in mind: > AA.LoadSettings("mysystem.abs"); // Report tab set to summary > AA.LoadFormula(...); > AA.BackTest(1); > AA.SortByColumn(....); // sort so that the top 20 stocks are at the beginning of the files > AA.Export("myresults.csv"); > AA.LoadSettings("original.abs"); // Report tab set to trade list > > Now you can write code to read the first 20 lines of "myresults.csv" and put them to a watchlist. > Then write code to Scan/Explore and send signals to IB TWS...... > > ----- Original Message ----- > From: brpnw1 > To: [email protected] > Sent: Saturday, September 16, 2006 4:10 PM > Subject: [amibroker] Re: Select best system stocks automatically? > > > Hi Mark, > > Looks promising! I have to leave for about 36 hours, but before I do > I want to clarify one thing... my goal is to automate this and add > this as a script that's part of a series of scripts that all work > together (using Batman). > > You mention the "Report" tab being set to "Summary." If you have a > quick answer, great... should I/can I alter this in my script and > then set it back to "trade list" for the other scripts? Not sure > what the full implications are for changing this tab, since I am > getting ready to walk out the door and the AB manual will take me > some time to read (if it even answers this question). > > Will work on this manana. > > Thanks in advance! > > Bman/Brian > > --- In [email protected], "Mark H" <amibroker@> wrote: > > > > Brian: > > > > That can be easily done with Automatic Analysis. Here are the > steps: > > 1. Load your formula > > 2. Use filter to include the tickers you are interested (you can > create a watchlist first) > > 3. In Settings/Report tab, choose results list shows "Summary". > > 4. Select the range you want > > 5. Click on the down arrow beside "Back Test" button and > choose "Individual Backtest". > > 6. Now you can see how the stocks would do under your system in > the results list. Sort them to choose top 20 based on your criteria. > > > > Hope this helps, > > > > - Mark H. > > > > ----- Original Message ----- > > From: brpnw1 > > To: [email protected] > > Sent: Saturday, September 16, 2006 11:17 AM > > Subject: [amibroker] Select best system stocks automatically? > > > > > > Hello fellow AB crew, > > > > I am looking for either search terms I can use to find previous > posts > > on this topic (please advise which terms to use) or an overview > of how > > to build the following in AFL... > > > > I want to identify which specific stocks/ticker symbols are > expected > > to perform best with my trading system. I would like to isolate > the > > best-performing 20 stocks that have historically generated the > best > > reults for my trading system. I only want to trade these stocks > with > > the given system. > > > > My understanding is that stocks that have performed best in the > very > > recent past have a better chance of performing well in the near- > term. > > This is based on a friend's robust trading system which is > working > > quite well. Therefore, I am interested in also selecting the > length of > > historical data that will be tested against the system for each > stock. > > > > Any ideas or code that you can throw at me to get me started? > > > > Thanks in advance, > > > > Brian, aka "Bman" > > > 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 other support material please check also: http://www.amibroker.com/support.html Yahoo! 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