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October 10, 2020 at 4:46 am #112297JulianCohenParticipant
It’s a bit harder than I thought.
I’ve made it doubly hard by having four long and one short systems in the same portfolio.
My first thought was to create a scan report and then print that as a .csv file…I’m not sure.
How would you go about it Trent?
October 10, 2020 at 8:12 am #112298SaidBitarMemberTrent Rothall wrote:You can change the settings in RT see ‘adjustment’ in the guide Said.Awesome
October 10, 2020 at 10:50 pm #112299JulianCohenParticipantTrent Rothall wrote:You can change the settings in RT see ‘adjustment’ in the guide Said. How are you going with the CSV Julian. You can print a string in RT i found outAre you on the RT forum Trent? I just saw someone comment about exactly what I am trying to do, but I don’t think RT is capable of it yet.
Ah yes you are….
October 11, 2020 at 3:32 am #112300TrentRothallParticipantYeh i that was me.
I just produced a basic scan with buy/short price, ranking, shares to buy. Then save it as a .csv –> copy it into a excel template that will adjust it to suit the API format –> copy that to a blank .csv and hopefully upload it
October 12, 2020 at 4:08 am #112307JulianCohenParticipantOK fair enough. Better than using the Order list and doing it manually ha ha
I’m now thinking that I like to test ideas in RT as it is so damn fast, but code and run systems in Amibroker.
Mainly cos I’m still a little unsure of the RT equity allocation system
it is great to test in though
October 12, 2020 at 4:27 am #112317Nick RadgeKeymasterQuote:I’m now thinking that I like to test ideas in RT as it is so damn fast, but code and run systems in Amibroker.Absolutely agree.
October 12, 2020 at 11:32 pm #112319TrentRothallParticipantIt’s so fast hey, i did 1000 runs on the R1000 in about 20-25 min i think.
Also the new release has a text output in the scan if you haven’t seen, problem solved.
October 15, 2020 at 9:32 am #112332SaidBitarMemberFor day to day use i found Amibroker is better and cleaner, i can run multiple explorations and plot the signals on the graph.
Regarding development of system it is simpler with RT and can be used as confirmation for the system development in AmibrokerOctober 16, 2020 at 2:16 pm #112318AnonymousInactiveJulian Cohen wrote:I’m now thinking that I like to test ideas in RT as it is so damn fast, but code and run systems in Amibroker.[strike]If Thomasz would update and allow SetCustomBacktestProc() to multithread then Amibroker would scream on everything (when it freezes at the end of the scan it is only using 1 CPU thread).
If you want some more speed out of Amibroker, get some more threads and faster RAM; the new Ryzen CPUs are phenominal for this and very cost effective. I have a workstation at home that I wireguard and RDP to (super secure and extremely easy) from a lightweight MacBook Air that is easy to travel with, or sit in the hammock with.[/strike]This was a stupid thing to say and not on topic. I am in the process of converting. All hail the new overlord…
October 25, 2020 at 12:14 pm #112245OmarAouaneParticipantHello,
When running your MOC systems between AB and RT, do you find any small differences in trades between the two softwares?
My statistics are slighly different too ( using compound equity in both cases)And Big shout out to Trent for having posted a template on the forum.
It was very helpful!October 25, 2020 at 2:11 pm #112386OmarAouaneParticipantI think I found the issue, not sure if you experienced something similar.
Basically, If the stock is added to the universe ( for ex S&P500) less then 50 days ago, you cannot calculate the 50 day moving average hence it gets excluded.October 25, 2020 at 11:09 pm #112387TrentRothallParticipantHi Omar,
In RT you can use the BarNum function for the bar issue.
eg. (from the mr_sample system)
Uptrend: c > avg(c, min(BarNum, 150)) // close is greater than 150p MA or the number of bars available
October 25, 2020 at 11:09 pm #112388TrentRothallParticipantHi Omar,
In RT you can use the BarNum function for the bar issue.
eg. (from the mr_sample system)
Uptrend: c > avg(c, min(BarNum, 150)) // close is greater than 150p MA or the number of bars available
October 31, 2020 at 2:47 am #112389OmarAouaneParticipantThx for the trick Trent.
In case you want to overcome this issue and don t mind a less precise calculation for your MA you can also use “UseAvailableBars:True” in the test settings part.December 8, 2020 at 8:13 pm #112247AnonymousInactiveJulian Cohen wrote:OK well that’s the next few weeks sorted out for me thenDitto.
Thanks to you two for the screens. Finished the tutorial and I’m trying to put my MOC in.
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