AB-FT afl1 zip

8-3-2006

Welcome and hope you find these files of use to you

This zip files includes the following:

EMA Trading.afl 1/3/06 Bill Barnard- The easiest way to get started with the AB Equity plot is to use it after a backtest in Automatic Analysis. Use any code with Buy and Sells defined (the attached is a very simple example - place it in one of the folders under AmiBroker\Formulas\). Locate the code in the chart tree and right-click on it, then select 'Analysis'. Select some dates for the range and apply it to the current symbol.Then click 'Backtest'. When it is completed, click on 'Equity', and the Equity plot should appear on the chart. There is much more available, but this is probably the simplest way to get started.

Timetest.afl 1/3/06 Bruce Robinson- I get somewhat different results when looking at scans and explorations. I thought that a benchmark using optimization would be skewed by the trading overhead.
So, for this exploration test, I minimized the grid output. I created 5 clones as listed below with the number of years of trading history and the times taken from DebugView (on a relatively slow machine).

TICKER	YEARS	TIME(SEC)
#DJ-30	16	28.62
#NDX-X	8	14.15
#RUT-I	4	6.88
#SP-CP	2	3.32
#VLE-I	1	1.52

The results are approximately linear - as you would expect. 16 years takes 18x the time of 1 year. As expected, the effects are more pronounced in explorations with minimal output. That is why I was trying to point Mark at the technique.
The quick little program that I used to burn time for timings is below along with the DebugView output.

Trend Follow V10T.afl 1/4/06 Bert Steele- Here is a TrendFollowing afl that John Bates, one of the co-founders of the Dallas FT Group, presented at a joint Houston-Dallas meeting some time ago. It has just a few optimize statements so it can be used with AB with relatively short run time. Plus, you can view the AB 3-d graph as will. So, say you like to optimize based on UPI, then just optimize the afl, click on the column for UPI, click to view the 3-d graph (see pull down for optimize button) and look at graph noticing that UPI is provided for various combinations of EMAs and and DI+

Fubar 5x1.afl 1/5/06 Tom Tsao- I don't have the exact afl I used on this computer, but this file should be fine. Of course, you can use whatever fitness parameter you want. Just remember that Bert had a post a while back where he made the generic comment that optimizing an afl XXX times (where XXX is maybe 10 or 20) can give you slightly different results. So I'd advise running it a few times and see what pops out.

Efficient.afl 1/8/06 Mark Keitel- I have been running the following "Efficiency" AFL on both stocks and Mutual funds. The first part is VanThorpe's theory of momementum and the other half are just additions that I put in to give me more information so I have it at a single glance

Relative Strength-FT Style.afl 1/22/06 Bill Barnard- Ken Close, Here is your original code, posted on AB, with the substitution I posted for you. For me, it produces exactly the same value as FastTrack, for instance, 370.531, as of 1/20/06, using my versions of the extended proxies, slpiz and shpiz, in AB and in FT. Using slpix and shpix, AB and FT both show 22.334 for 1/20/06.

ProProx.zip 1/23/06 Bill Barnard- I use the attached. To verify the RS calc in the afl, why not use shpix and slpix in both Ami and FT to eliminate any concerns about the proxies?

Rebalance.afl 1/31/06 Bruce Robinson- I'll post it here in case anyone else needs it.

Volume.afl & Macd moving average convergence Divergence.afl
2/19/06 Steven Seligman-Here are a couple of things I came up with, took hours and I'm not sure if I did them correctly. At least in the future, you have something to look and laugh at. I did find some of this stuff in the AB guide, but it took hours stumbling around to figure out the macd, and I'm still not sure it's correct.

RuttrFt2.afl 3/14/06 Fred Tonetti-

Apoles6.afl & Apoles10.afl 3/16/06 Fred Tonetti- Attached are two APoles.afl's, one for 6 funds, the other for 10. BruceR built these in 2004 for 4 funds I believe, and I just reconfigured them for a higher number. To see how, read the different afl's.

FT SpreadSheet bisv0.1.afl 4/13/06 Bert Steele- I came back from the Houston conference and started on a FT-like spreadsheet via afl. I saw an old file by Bill Barnard, but it did not have what was needed nor did it tie to FT. So, I spent some time and did the attached. It does not tie to FT as of yet. It is on my back burner given other items. Maybe you can enhance and post. Or, I can just work on it when I get time.

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