Hi Mark, I can definitely see my system needing room to grow in the near future. I'll take a stab at AB's OLE/COM model and see what happens. I do program from time to time, so this is just another time-suck project for me.
Thanks for helping me get all my ducks in a row before I take another deep dive into my system. You saved me some good time. I'd pass you a pint of Guinness, but you probably live far from Seattle. Happy trading! Brian --- In [email protected], "Mark H" <[EMAIL PROTECTED]> wrote: > > Brian: > I am not familar with BatMan's capacity, so I can't comment on which one your should use. > However if you are comfortable with programming, I would recommend you look into writing your own script. > It would certainly be more flexible and have more room to grow in the future. > AB's OLE/COM model is documented in its document/manual. But for some reason it was not updated even in the lastest release. > You can get more up to date info in the releasenotes.html and readme.html. > > Mark H. > > ----- Original Message ----- > From: brpnw1 > To: [email protected] > Sent: Sunday, September 17, 2006 7:54 PM > Subject: [amibroker] Re: Select best system stocks automatically? > > > 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" <amibroker@> 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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