Agreed - he seems to thrive in the AT stuff which IMHO is much more complicated than OLE.
d > -----Original Message----- > From: [email protected] > [mailto:[EMAIL PROTECTED] On Behalf Of Fred Tonetti > Sent: Sunday, May 18, 2008 5:42 PM > To: [email protected] > Subject: RE: [amibroker] Re: System Performance Indicators > [was: Can someone fix this OLE code?] > > 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> > > [mailto:[email protected] > <mailto:amibroker%40yahoogroups.com> > ] On Behalf Of brian_z111 > > Sent: Sunday, May 18, 2008 5:03 PM > > To: [email protected] <mailto:amibroker%40yahoogroups.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> > , "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> > [mailto:[email protected] > <mailto:amibroker%40yahoogroups.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> > > > > > > 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.amibroker.com/guide/objects.html > <http://www.amibroker.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> > > > > > > > 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.amibroker.org/userkb/ > <http://www.amibroker.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> > [mailto:[email protected] > <mailto:amibroker%40yahoogroups.com> ] > > On Behalf > > > Of Herman > > > > > > Sent: Saturday, May 17, 2008 7:49 AM > > > > > > To: dingo > > > > > > Cc: [email protected] > <mailto:amibroker%40yahoogroups.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.amibroker.org/userkb/ > <http://www.amibroker.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> > [mailto:[email protected] > <mailto:amibroker%40yahoogroups.com> ] > > On Behalf > > > Of Herman > > > > > > Sent: Saturday, May 17, 2008 7:40 AM > > > > > > To: dingo > > > > > > Cc: [email protected] > <mailto:amibroker%40yahoogroups.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.amibroker.org/userkb/ > <http://www.amibroker.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> > [mailto:[email protected] > <mailto:amibroker%40yahoogroups.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.amibroker.com/devlog/ <http://www.amibroker.com/devlog/> > > > > For other support material please check also: > > http://www.amibroker.com/support.html > <http://www.amibroker.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! > > > 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 >
