Hello,
Thank you very much for your e-mail.
Vector processing (SIMD) is simply much much much faster.
As for event driven - it is PR talk.
Events are nothing more than functions that are called when some condition occurs
such as trade signal. Such function calls just add processing overhead.
In AmiBroker you can do BOTH.
If you want tons of unnecessary overhead brought by event driven system you can use custom backtester
and call event handlers like this:
function OnNewTradeSignal( sig, bo )
{
// your event handler
}
SetCustomBacktestProc("");
if (Status("action") == actionPortfolio)
{
bo = GetBacktesterObject(); // Get backtester object
bo.PreProcess(); // Do pre-processing (always required)
for (i = 0; i < BarCount; i++) // Loop through all bars
{
for (sig = bo.GetFirstSignal( i ); sig; sig = bo.GetNextSignal( i ) )
{
OnNewTradeSignal( sig, bo );
}
bo.ProcessTradeSignals( i ); // Process trades at bar (always required)
}
bo.PostProcess(); // Do post-processing (always required)
}
Best regards,
Tomasz Janeczko
amibroker.com
Stumbled on this last night and did a bit of research on the topic and get the idea, just can't think of an example of "Event Drive"
Vectorized vs Event Driven Backtesting | Elite Trader
http://www.elitetrader.com/et/index.php?threads/vectorized-vs-event-driven-backtesting.290658/
I'm very novice at AFL/system design, and get the idea of vectorized. I'm just trying to think of an example system that would want to use event driven model.
Like in dumby terms, an example of vectorized system would be buy when price crosses 50 day SMA and sell when crosses down 50 day SMA. Just as a very simple idea.
What exactly would one be trying to do using events? Just trying to get my brain going here on ideas on stuff I should be thinking about. Maybe just an idea in simple terms like my above vectorized system.
The way I kind of understand it is that it's useful for position sizing and allocation of funds in a system. Perhaps adjusting size and allocation if equity down "x" amount or add to position if buy signal generates again. Maybe I'm way off here.
Know theirs some great minds here and could clarify with some sort of example (AFL example great but just a description is fine) of events in a system. Does anyone use an event driven system to look for buy / sell signals?
Just reading some more of the posts on that link and makes me wonder if I should be expanding my way of thinking with systems.
Posted by: Tomasz Janeczko <groups@amibroker.com>
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