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]ps.com,
"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]ps.com
> 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]ps.com,
"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]ps.com
> > 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"
>
>
>
