Keith and Mike,
thank you very much for your helpful postings. Looks like I'll have a long
weekend :).
Obviously I need to absorb and test what you've just said in great detail which
will require time. I shall keep you posted. Just wondering if this is such an
akward "out-of-the-world" problem. Things start to get complex here real quick
(for me at least) and whatever approach I take, it seems to be error-prone if
not done/checked ultra-carefully. Maybe this one could be implemented a little
easier in future versions of Ami so that one could spend more time on system
development or portfolio composition rather than spending hours n days to
tailor simple AFL's into 1 complex
"multi-AFL-combined-and-custom-backtest-proc-afl"
Regarding Keith's post e):
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I don't know if AB can properly handle long and short positions simultaneously
in the same stock or contract. That will require a simple experiment on your
part. If AB can't, then simply export your symbol of choice, import into a
spread sheet or text editor, change the symbol to something unique like
symbol_SO, and import back into your data base. Now you have two separate
symbols, which we know AB can handle properly.
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Just by reading it, I figured that one would require an external source, such
as Excel. Problem here is that this is supposed to work in RT environment doing
autotrading, anyways I'll look into it.
Regarding Mike's post:
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I haven't actually tried any of the above, and do not know how well
it would translate into auto trading
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Sounds like this is something extraordinary, but are there so little user
asking about this multiple-system concept? Look, I don't have an account to
autotrade yet, but if I figured out a way on how to do this, this would be run
in AA window, "backtesting" the system, so to say - run that piece of code
every xx minutes, is that correct? I remember somebody from Amibroker support
told me to program it like a scan and think of autotrading like I would just
scan for signals. Not sure if I understand the concept, but does scan include
custom backtest proc?
I'll see what goes, but out curiosity: just wondering if the execution speed of
this code would be proefficient.
Thanks again.
