Given the undoubtedly thousands of lines of AFL he's written, I'm surprised at Herman's stubbornness with this . This level of scripting is hardly rocket science
_____ From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of dingo Sent: Sunday, May 18, 2008 5:07 PM To: [email protected] Subject: RE: [amibroker] Re: System Performance Indicators [was: Can someone fix this OLE code?] Keep reading - tj posts it later in this thread. d > -----Original Message----- > From: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com > [mailto:[EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com] On Behalf Of brian_z111 > Sent: Sunday, May 18, 2008 5:03 PM > To: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com > Subject: [amibroker] Re: System Performance Indicators [was: > Can someone fix this OLE code?] > > > You might want to revisit the equity curve that Fred did several > years ago. > > It has a lot of the computations in there. > > Can anyone give me a clue where to find that? > > brian_z > > > --- In [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com, "dingo" <[EMAIL PROTECTED]> wrote: > > > > You might want to revisit the equity curve that Fred did several > years ago. > > It has a lot of the computations in there. > > > > d > > > > > > _____ > > > > From: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com [mailto:[EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com] > On Behalf > > Of Herman > > Sent: Sunday, May 18, 2008 8:12 PM > > To: Tomasz Janeczko > > Subject: [amibroker] System Performance Indicators [was: Can > someone fix > > this OLE code?] > > > > > > > > Tomasz, I am neither a mathematician nor a professional programmer > and I > > really don't know how to convey this simple and obvious idea any > better. If > > this email doesn't get the idea across I'll let it be. If others > understand > > what I am talking about they can continue the discussion. > > > > > > > > > > Indicators to display system performance are an effective and > essential tool > > in the design and evaluation of trading systems. Trading the equity > is a > > simple example, plotting DrawDowns is another. > > > > > > > > > > Traditional Indicators are based on PRICE; System Performance > Indicators are > > based on EQUITY. > > > > > > > > > > That SYSTEM PERFORMANCE INDICATORS are not offered as standard > (build in) > > indicators is simply a lack of imagination. To plot the UPI, number > of > > winning trades, trade profits, trade duration, or other system > performance > > statistic on a time scale simply makes a lot common sense. btw, > Applying > > these functions to price arrays can also give very interesting > results. > > Price and equity arrays are not that different. > > > > > > > > > > Saying "If you really have to plot them" is like saying "if you > really have > > to make money". The lack of System Performance Indicators is simply > a void > > in technical analysis ready (LONG OVERDUE!) to be filled. To have > to use the > > CBT, export the data, import the data, etc. to create System > Performance > > Indicators is simply too much work; no one will do it. Most of us > are here > > to trade and not to learn new programming languages; OLE and CBT are > > advanced tools for programmers. imo, System Performance Indicators > should be > > as readily available as the RSI() and CMO(). > > > > > > > > > > best regards, > > > > herman > > > > > > > > > > Sunday, May 18, 2008, 4:17:49 AM, you wrote: > > > > > > > > > > > > > > > > > Hello, > > > > > > > > 1. Even if it works it is completely not supported and may to > > problems/crashes etc. It is like driving all the time on reverse > gear. > > > > Reverse gear is not designed to be used for 10 hours drive. > > > > > > > > 2. I see no reason to "plot" single numbers like UPI, number of > trades in > > indicator. That would be just a bunch of flat lines. > > > > Also indicator should be lightweight. The indicator code should > execute very > > quickly because indicators are refreshed very often. > > > > You are (ab)using indicators for things not designed for them. > Indicator > > code is for indicators. Automatic analysis is for backtesting. > Indicators > > are not > > > > and should never be used that way. > > > > > > > > 3. If you really need to plot them > > > > - all stats are accessible from CUSTOM BACKTESTER, if you want > to "plot" > > them, use custom backtester, > > > > write them to TEXT File (using fopen/fputs/fclose) and from the > indicator > > you will be able to read them (using fopen/fgets/fclose) > > > > > > > > That's a proper way to do that. > > > > > > > > To repeat the same analogy - although you can drive on reverse gear > for 100 > > miles, your cars is not designed to be used that way. > > > > > > > > > > Best regards, > > > > Tomasz Janeczko > > > > amibroker.com > > > > ----- Original Message ----- > > > > From: Herman <mailto:[EMAIL PROTECTED]> > > > > To: Tomasz Janeczko <mailto:[EMAIL PROTECTED]> > > > > Cc: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com > > > > Sent: Saturday, May 17, 2008 2:28 PM > > > > Subject: Re: [amibroker] Can someone fix this OLE code? > > > > > > > > > > OK Tomasz, but the code produces a nice BT report each time i click > the > > Trigger. Seemingly flawless. Seems only a tweak would be required > to make it > > work robust. > > > > > > > > > > I am going through all this trouble just to be able to access the > Backtester > > stats from an indicator (I was going to extract the last value from > the > > report on bar-by-bar BTs!). > > > > > > > > > > System analysis in the time domain is frustrated/impossible because > basic AB > > users (non professional programmer) can't retrieve and plot the > Backtester > > stats, like UPI, %Winners, Number of trades, etc. Thus there is a > big void > > wrt system analysis - see my suggestion #1335 and support tag > [#49377]. > > > > > > > > > > I wish that formulas for these functions were made public so that > they can > > be used in indicators. This Would open up a whole new world to > evaluate, > > analyze, and design trading systems. The single numbers in the AA > give very > > limited information. With all respect, please do not mention the > CBT... that > > solution is for less than 10% of users and I don't have enough days > left to > > learn all that stuff. > > > > > > > > > > best regards, > > > > herman > > > > > > > > > > > > > > > > > > > > > > Saturday, May 17, 2008, 8:10:10 PM, you wrote: > > > > > > > > > > > > > > > > > But... the example in help > > > > a) works > > > > b) presents OUTSIDE ***JScript*** code > > > > http://www.amibroke <http://www.amibroker.com/guide/objects.html> r.com/guide/objects.html > > > > c) does not contain > > > > AA.Analysis.RangeN (wrong line) > > > > > > > > Again I want to stress that out that Analysis COM object must not > be used > > form > > > > AFL level. The functionality is provided to control Automatic > Analysis from > > OUTSIDE > > > > of AmiBroker. > > > > > > > > > > Best regards, > > > > Tomasz Janeczko > > > > amibroker.com > > > > ----- Original Message ----- > > > > From: Herman <mailto:[EMAIL PROTECTED]> > > > > To: dingo <mailto:[EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com> > > > > Sent: Saturday, May 17, 2008 2:02 PM > > > > Subject: Re: [amibroker] Can someone fix this OLE code? > > > > > > > > > > won't do. Actually 99% of this code was copied from the AB help. > > > > > > > > > > h > > > > > > > > > > For tips on developing Real-Time Auto-Trading systems visit: > > > > http://www.amibroke <http://www.amibroker.org/userkb/> r.org/userkb/ > > > > > > > > > > Saturday, May 17, 2008, 7:54:44 PM, you wrote: > > > > > > > > > > > > > > > > > ON the clearfilters() take off the () and try it. > > > > > > > > d > > > > > > > > > > > > > > > > _____ > > > > From: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com [mailto:[EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com] > On Behalf > > Of Herman > > > > Sent: Saturday, May 17, 2008 7:49 AM > > > > To: dingo > > > > Cc: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com > > > > Subject: Re: [amibroker] Can someone fix this OLE code? > > > > > > > > > > it runs fine except for the WLN and BRS changes i need. > > > > > > > > > > h > > > > > > > > > > For tips on developing Real-Time Auto-Trading systems visit: > > > > http://www.amibroke <http://www.amibroker.org/userkb/> r.org/userkb/ > > > > > > > > > > Saturday, May 17, 2008, 7:46:35 PM, you wrote: > > > > > > > > > > > > > > > > > Maybe AB won't let you run a backtest within an indicator - time to > ask TJ. > > > > > > > > d > > > > > > > > > > > > > > > > _____ > > > > From: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com [mailto:[EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com] > On Behalf > > Of Herman > > > > Sent: Saturday, May 17, 2008 7:40 AM > > > > To: dingo > > > > Cc: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com > > > > Subject: Re: [amibroker] Can someone fix this OLE code? > > > > > > > > > > Hi d, I tried that initially but No go. > > > > > > > > > > thanks, > > > > herman > > > > > > > > > > For tips on developing Real-Time Auto-Trading systems visit: > > > > http://www.amibroke <http://www.amibroker.org/userkb/> r.org/userkb/ > > > > > > > > > > Saturday, May 17, 2008, 7:35:20 PM, you wrote: > > > > > > > > > > > > > > > > > On the lines that give the error substitute a number constant for > the > > variable and see if it works. If it does then it looks to me like > it thinks > > the variables are arrays. > > > > > > > > d > > > > > > > > > > > > > > > > _____ > > > > From: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com [mailto:[EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com] > On Behalf > > Of Herman > > > > Sent: Saturday, May 17, 2008 7:01 AM > > > > To: AmiBroker User Group > > > > Subject: [amibroker] Can someone fix this OLE code? > > > > > > > > > > Can someone help me fix the code below so that when triggered in an > > Indicator, it: > > > > > > > > > > 1) Backtest all tickers in watchlist WLN? > > > > 2) Use range of BRS bars > > > > 3) Output ONLY the one line BT Report? > > > > > > > > > > Many thanks!!!! > > > > herman > > > > > > > > > > if ( ParamTrigger( "Run Com BT", "BT" ) ) > > > > { > > > > WLN = 0; // the watchlist to backtest > > > > BRS = 100; // Number bars to test > > > > AB = CreateObject( "Broker.Application" ); > > > > AA = AB.Analysis; > > > > AA.LoadFormula( "C:\\Program > > Files\\AmiBroker\\Formulas\\Systems\\Example.afl" ); > > > > AA.ClearFilters(); > > > > AA.Filter( 0, "watchlist" ) = WLN; // This gives syntax > error... > > > > AA.ApplyTo = 1; > > > > AA.RangeMode = 1; > > > > AA.Analysis.RangeN = BRS; // This gives syntax > error... > > > > AA.Backtest(); > > > > AA.Report( "" ); > > > > } > > > > > > > > > > No virus found in this incoming message. > > > > Checked by AVG. > > > > Version: 8.0.100 / Virus Database: 269.23.16/1448 - Release Date: > 5/16/2008 > > 7:42 PM > > > > > > > > No virus found in this incoming message. > > > > Checked by AVG. > > > > Version: 8.0.100 / Virus Database: 269.23.16/1448 - Release Date: > 5/16/2008 > > 7:42 PM > > > > > > > > No virus found in this incoming message. > > > > Checked by AVG. > > > > Version: 8.0.100 / Virus Database: 269.23.16/1448 - Release Date: > 5/16/2008 > > 7:42 PM > > > > > > > > > > > > > > > > > > > > No virus found in this incoming message. > > Checked by AVG. > > Version: 8.0.100 / Virus Database: 269.23.20/1453 - Release Date: > 5/18/2008 > > 9:31 AM > > > > > > ------------------------------------ > > 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.amibroke <http://www.amibroker.com/devlog/> r.com/devlog/ > > For other support material please check also: > http://www.amibroke <http://www.amibroker.com/support.html> r.com/support.html > Yahoo! Groups Links > > > > No virus found in this incoming message. > Checked by AVG. > Version: 8.0.100 / Virus Database: 269.23.20/1453 - Release > Date: 5/18/2008 9:31 AM > _____ I am using the free version of SPAMfighter for private users. It has removed 455 spam emails to date. Paying users do not have this message in their emails. Try SPAMfighter <http://www.spamfighter.com/len> for free now!
