Wow, this thread has exploded. I am sorry I opened this can of worms and disappeared. I was away for a funeral the end of last week but will do my best to catch up on this thread today. Thanks to everyone who has contributed and made this such a great discussion. This kind of community is truly what makes AmiBroker a very special product.
bh.hicks --- In [email protected], "brian_z111" <brian_z...@...> wrote: > > Hi Angelo, > > I didn't find the link that relevant..... I don't think it got to the heart > of the matter. > > I think it is a very complex issue and everyone has a different perception of > the 'solution' i.e. the way they want to implement portfolio management. > > I think Howard's topic in Portfolio Construction goes a long way to defining > the scope and also offers some hope for implementation (he is including the > subject in his third book and it may include code and/or a mini application?) > > http://finance.groups.yahoo.com/group/amibroker/message/138075 > > >snip< For the rest, I concur with most of what Paolo is saying (especially > >important to me are his two sentences above).... >snip< > > Refer to my response to Paolo's original comment. > > >snip<I'm sure there's some misunderstanding among the people in this thread, > >created because Internet is a wonderful mean to talk to people everywhere in > >the world but sometimes it's really impossible to reproduce the same > >efficacy on an eye-on-eye discussion.>snip< > > Of course, but still it is worth the effort and it is helping me to shape my > 'trading philosophy" so thanks for your participation.... you know everything > is talk, talk, talk while it is 'in the committee phase". > > >snip< Only . this discussion has evolved on the possibility to get Tomasz > >think if it's possible/economically efficient for him to get a "built in > >solution" .. also because I know "low level CBT solutions" are not > >accessible to my present knowledge . and will not be in a not too distant > >future neither.>snip< > > It definitely will not be possible for him to implement something that > satisfies everyone e.g. I think I will have to create my own private solution > because my needs are to specific and I am too cranky to struggle with generic > solutions that half meet my needs. > > You know I am happy to share my solutions if they are up to a reasonable > standard and of interest to others but how many want to use my solutions e.g. > 9000 people in the forum, a few hundred looked at my Vince.xls file and how > many then read it carefully ... 20? > > I am not complaining, just pointing out the real world that Tomasz develops > in ... even if I designed the perfect portfolio analyzer and gave the design > to Tomasz for free could he or would he implement it for 20 people? > > At a guess I think Howard's discussion will lead towards a semi-official AB > version of PortfolioManagement i.e. if any model has a chance for inclusion > in AB it will be his. > > --- In [email protected], "ang_60" <ima_cons@> wrote: > > > > --- In [email protected], "Paolo Cavatore" <pcavatore@> wrote: > > > > > > the same logic used in portfolio backtesting should be used in > > > >multi-systems portfolio backtesting. > > > > > > > > >I should assign a proper positionsize of the equity line every time >I get > > >a signal whatever system it comes from - for instance I can >always take > > >a 2% position on every signal no matter if it comes from >system A or B if > > >I'm not supposed to potentially get more than 50 >signals at the > > > > > > > > > > > > > Hi all, > > > > here > > > > http://www.filedropper.com/loopformultisystemmultimarket > > > > you will find an almost- too-much simplified loop showing (*) how another > > software has been programmed in order to get to the target (well . not at > > 100% but reasonably near . I leave aside the details). > > > > Just translate "instrument" with tickers of a portfolio, and "unit size" > > with position sizing rules. > > > > For the rest, I concur with most of what Paolo is saying (especially > > important to me are his two sentences above).... I'm sure there's some > > misunderstanding among the people in this thread, created because Internet > > is a wonderful mean to talk to people everywhere in the world but sometimes > > it's really impossible to reproduce the same efficacy on an eye-on-eye > > discussion. > > > > > > PS Thanks to Paul and Benoitek for your precious inputs. They have not been > > lost. > > I've saved them on my PC and will be looking at their "ways to do" with > > great attention. > > Only . this discussion has evolved on the possibility to get Tomasz think > > if it's possible/economically efficient for him to get a "built in > > solution" .. also because I know "low level CBT solutions" are not > > accessible to my present knowledge . and will not be in a not too distant > > future neither. > > If it's not possible for now . never mind .. at the very least we have had > > a really interesting discussion and some worthwhile suggestions. > > > > Greetings, > > > > Angelo. > > > > > > (*) This flow chart is publicly available on the web, even by > > non-purchasers of that product, so I'm confident I'm not violating any > > copyrights. > > >
