Hello, since this subject is about AB features, could you please tell me if it is planned to include another optimization method besides "brute force", for those cases where there are many optimization variables?
thanks --- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > Hello, > > 1. Yes I understand. Having them as a part of HTML report is actually planned, but can't give you date yet. > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message ----- > From: "droskill" <[EMAIL PROTECTED]> > To: <[email protected]> > Sent: Friday, April 18, 2008 10:58 PM > Subject: [amibroker] Re: AB Features > > > > Tomasz - thanks for the reply - here's my thoughts: > > > > 1. I was talking about adding the reports/charts to the current report > > feature (as accessed from AA). From my point of view, I don't want to > > be constantly switching layouts to see this kind of stuff. But you're > > right - you can achieve probably all of it via the current functionality. > > > > 2. Excellent suggestion. > > > > 3. That gets a list of all symbols - but then I have to iterate > > through the list to get the count. > > > > 4. That's a great suggestion - I really like the include idea to keep > > them separate. > > > > Thanks! > > > > --- In [email protected], "Tomasz Janeczko" <groups@> wrote: > >> > >> Hello, > >> > >> 1. You can have ANY chart you imagine. Why don't you just create a > > layout / template > >> that contains all necessary portfolio charts. There can be as many > > customized > >> equity charts as 16 per sheet and there are upto 60 sheets. > > Contrary to "other" > >> platforms that are closed and hard coded, AmiBroker equity curve > > chart is fully programmable > >> and gives maximum flexibility. > >> a) Equity curve is included, there are many customized equity charts > >> floating on this list (including log equity and such) > >> - the "built-in" equity chart is just an example - you can replace > > it with anything of your > >> own design. > >> b) Drawdown - just turn it ON from the parameters window > >> c) Yearly/Monthly break down - available see: > >> > > http://www.amibroker.com/kb/2007/10/11/low-level-gfx-example- yearlymonthly-profit-chart/ > >> > >> d) Open trades are listed already at the end of the trade list, > >> if you want custom stats based on open positions - the custom > >> backtester allows that > >> > >> 2. How about adding > >> Exclude = NOT InWatchListName("...name of watch list..."); > >> > >> 3. CategoryGetSymbols functions gives the list of symbols in watch list > >> http://www.amibroker.com/guide/afl/afl_view.php? categorygetsymbols > >> > >> 4. Put everything in single formula - all add to composites into one > > formula, > >> examples are included here: > > http://www.amibroker.net/3rdparty/IntroToAtc.pdf > >> > >> You can also use master formula with serval > >> #include commands if you want to keep your originals separate > >> > >> 5. You can do this via OLE interface/script or as you said using > > Batman (that actually uses AmiBroker OLE). > >> > >> Best regards, > >> Tomasz Janeczko > >> amibroker.com > >> ----- Original Message ----- > >> From: "droskill" <droskill@> > >> To: <[email protected]> > >> Sent: Friday, April 18, 2008 10:26 PM > >> Subject: [amibroker] AB Features > >> > >> > >> > Well, it's been about a month since I started working with AB and I've > >> > had time to think about what features I think are missing from the > >> > application. Now, it may well be that they either exist and I've > >> > missed them, or that they are planned (I'm not yet able to see the > >> > list of features in the next couple of versions). But I was curious > >> > if others were interested in these areas: > >> > > >> > 1. Better Reporting: Looking at the current reports vs. what I have > >> > in, say, Tradersstudio or any other backtesting app, I'd love to see: > >> > - More graphs - equity curve/drawdown with the option of showing a > >> > benchmark (buy and hold). > >> > - Yearly/Monthly/Daily breakdowns as separate sheets. > >> > - Open trades > >> > - New trades (or "what I have to do tomorrow" - realizing this only > >> > works for EOD, delayed trading) > >> > > >> > 2. Ability to tie a watchlist to a backtesting strategy. I can do > >> > this with BatMan, but it'd be great to have it built in. > >> > > >> > 3. A new watchlist command - "Numberofsymbolsinlist" - easy to program > >> > yourself, but I'd love to just be able to reference it. > >> > > >> > 4. Ability to batch Scans. I use scans to create custom indices and I > >> > haven't figured out a way to update all of them at once - if anyone > >> > has any ideas, please let me know. Could I program that into a single > >> > scan? > >> > > >> > 5. Ability to batch Backtests. I can do this with BatMan - it'd be > >> > great to have it natively. > >> > > >> > Let me know if these are already available or if I'm missing an easy > >> > way to do these thing. > >> > > >> > Thanks! > >> > > >> > > >> > ------------------------------------ > >> > > >> > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > >> > http://www.amibroker.com/devlog/ > >> > > >> > For other support material please check also: > >> > http://www.amibroker.com/support.html > >> > Yahoo! Groups Links > >> > > >> > > >> > > >> > > > > > > > > ------------------------------------ > > > > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > http://www.amibroker.com/devlog/ > > > > For other support material please check also: > > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > > > > > >
