Need help with afl before buying amibroker

[Dana]

I want to to know how to convert this strategy to afl before deciding to buy the full version.

The strategy uses 3 ETF's:
1) NIFTYBEES
2) GOLDBEES
3) LIQUIDBEES

Pseudo code for the strategy to be used on weekly data:

if (niftybees ROC(30) > 3) and (niftybees ROC(30) > goldbees ROC(30)):
	buy stocks in nifty50 index which have ROC(30) > 30 and volume > 10,000,000

elif (niftybees ROC(30) < 3) and (niftybees ROC(30) < goldbees ROC(30)):
	sell stocks and buy goldbees

else:
	sell everything and buy liquidbees

 

[mastermind007]

I want to to know how to convert this strategy to afl before deciding to buy the full version.

The strategy uses 3 ETF's:
1) NIFTYBEES
2) GOLDBEES
3) LIQUIDBEES

Pseudo code for the strategy to be used on weekly data:

if (niftybees ROC(30) > 3) and (niftybees ROC(30) > goldbees ROC(30)):
	buy stocks in nifty50 index which have ROC(30) > 30 and volume > 10,000,000

elif (niftybees ROC(30) < 3) and (niftybees ROC(30) < goldbees ROC(30)):
	sell stocks and buy goldbees

else:
	sell everything and buy liquidbees

Dana

Decision of whether to buy Amibroker or not is completely independent from getting this kind of strategy programmed.

This is very interesting idea but nevertheless a serious programming effort.

 

[Dana]

Dana

Decision of whether to buy Amibroker or not is completely independent from getting this kind of strategy programmed.

This is very interesting idea but nevertheless a serious programming effort.

I don't plan to use amibroker for commonly used Technical Analysis, which is why I don't want to pay for Amibroker otherwise.

I have also started learning Python and advanced Math to pursue various quantitative strategies in the future, but I don't know enough to convert the strategy into a working solution as of now.

 

[mastermind007]

I don't plan to use amibroker for commonly used Technical Analysis, which is why I don't want to pay for Amibroker otherwise.

I have also started learning Python and advanced Math to pursue various quantitative strategies in the future, but I don't know enough to convert the strategy into a working solution as of now.

From the way this you have worded the strategy, I can sense that there is a prop desk requirement somewhere up-stream

At the outset, I can safely assert that such a strategy can certainly be programmed in Amibroker, albeit with some effort and (assuming that) you have ample IEOD data on relevant scrips, it can be properly back-tested too.

Best thing about Amibroker is that "It will not complain too much when one is attempting to program a strategy"

Worst thing about Amibroker is that "It will not even warn you when you are chipping away at the wrong approach for writing a strategy"

 

[vijkris]

Best thing about Amibroker is that "It will not complain too much when one is attempting to program a strategy"

Worst thing about Amibroker is that "It will not even warn you when you are chipping away at the wrong approach for writing a strategy"

:thumb::thumb::thumb::thumb::thumb:

 

[Dana]

As no one has come forward with an Amibroker specific solution, I have decided to continue using python to solve my problem. If people are interested, I will start a new thread describing the steps I take towards achieving my goal.

 

[mastermind007]

As no one has come forward with an Amibroker specific solution, I have decided to continue using python to solve my problem. If people are interested, I will start a new thread describing the steps I take towards achieving my goal.

You can continue with your python in this same thread.