quantshare vs amibroker

Discussion in 'Trading Software' started by Gueco, Jul 3, 2013.

  1. I just did a search on the AB board and I have not found any posts about joke or toy in my own posts there (and I'm very sure you don't know who I am there).

    Then I have searched posts of AB or T.J. and I haven't found a post where anything was listed mentioning "joke" or "toy" in regards to other vendors.

    So I don't know what kind of jokes you are making up here.
     
    #41     Sep 25, 2013
  2. taowave

    taowave

    Again,I own both Amibroker and QS.They are both very good programs.You claimed Ami can do everything QS can do after spending 5 minutes with it.

    You are wrong,and that's the end of the discussion
     
    #42     Sep 25, 2013
  3. Again you do stupid claims like "5 minutes with it". How pathetic are you? Are you working for NSA with a camera in my face? No, you aren't. Fact! Yes, Ami can do what QS can do (not talking about unimportant stuff). Yes, both are good, but Ami is better (IMO) because of being more stable for example. Yes, end of pointless discussion.
     
    #43     Sep 25, 2013
  4. Gueco

    Gueco

    I also own both programs. Amibroker could be improved.
     
    #44     Sep 26, 2013
  5. Sergio77

    Sergio77

    I have two separate systems in Amibroker, system A does mean-reversion and system B does momentum trades. They are uncorrelated.

    I was never able to figure out how to combine the backtests of these two system in Amibroker without writing extra code. This is not the case in Tradestation or Multicharts. You may just label the entry and exit signals and then add the two system to the same chart window to get a combined backtest.

    If anyone knows how this can be done in Amibroker without writing code I would appreciate. Just think of the case when one has 20 or more systems. Writing code to combine them is not the way to go. Like I said before I like Amibroker but I have not figured out how to do simple operations that are readily available in other platforms without wasting extra time.
     
    #45     Sep 26, 2013
  6. taowave

    taowave

    Unfortnately I cant help but this is my point.If I were
    You I would contact Ami support and pay them to do it.

     
    #46     Sep 26, 2013
  7. Sergio77

    Sergio77

    Why paying for something that is available in other platforms? This is my point. I like Amibroker but I am constrained by this difficulty. I hope they will add this feature, it should not be that hard for them.
     
    #47     Sep 29, 2013
  8. taowave

    taowave

    Sergio , I fully agree with you and that is the very reason I bought QuantShare.



     
    #48     Sep 29, 2013
  9. Joman

    Joman

    You just need to duplicate your ticker and to run a backtest on the portfolio like this:

    if (name() == ticker_meanreversion)
    {your mean reversion system here}

    if (name() == ticker_momentum)
    {your momentum system here}

    Of course you can do that with 20 systems if you need.
     
    #49     Sep 29, 2013
  10. In addition to that, creating multiple clones of a ticker just takes milliseconds using AddToComposite. Don't forget tilde at the start of the composite name. I have forgotten it once also and AB corrected me later. It is mentioned in the manual also but I had put aside my glasses. ;)

    Code:
    CloneNameAdd = "_Clone";
    watchlist = 10; // choose watchlist to move created symbols to
    group = 255; // alternative group (instead of group 253) to move created symbols to
    market = 255; // alternative market (instead of market 253) to move created symbols to
    nm = Name();
    
    // 1. In Analysis choose "Apply to: Current", "Range: All quotes", 
    // choose "Periodicity" in backtester settings and then click "Scan" to clone symbol(s)
    // As for giving a composite name don't forget starting with tilde!
    if ( Status( "action" ) == actionScan )
    {    
        atcmode = atcFlagDefaults;
    
        for ( i = 1; i < 11; i++ )//number of clones -> 10
        {
            indexname = "~" + nm + CloneNameAdd + i;
    
            AddToComposite( Open, indexname, "O", atcmode );
            AddToComposite( High, indexname, "H", atcmode );
            AddToComposite( Low, indexname, "L", atcmode );
            AddToComposite( Close, indexname, "C", atcmode );
            AddToComposite( Volume, indexname, "V", atcmode );
            AddToComposite( OI, indexname, "I", atcmode );
        }
    }
    
    // 2. in Analysis keep previous settings and then click "Explore"
    if( Status( "action" ) == actionExplore )
    {
        List = CategoryGetSymbols( categoryMarket, 253 );
    
        for ( k = 0; ( symbol = StrExtract( List, k ) ) != ""; k++ )
        {
            if ( StrFind( symbol, nm + CloneNameAdd ) )
            {
                CategoryAddSymbol( symbol, categoryWatchlist, watchlist );// choose watchlist number            
                CategoryAddSymbol( symbol, categoryGroup, group );
                CategoryAddSymbol( symbol, categoryMarket, market );
            }
        }
    }
    
    Buy = 0;
    NumColumns = 1;
    Filter = Status( "lastbarinrange" );
    SetOption( "RefreshWhenCompleted", True );
    
    So according to above example code if your original ticker would be XXX then the ten clones would look as follows

    ~XXX_Clone1
    ~XXX_Clone2
    ~XXX_Clone3
    .
    .
    .

    Then you move the number of clones to a watchlist (if having 5 systems then you move 5 clones to a watchlist and use portfolio mode as mentioned by Joman and Apply to>Filter>Include>Watchlist number).
     
    #50     Oct 1, 2013