[amibroker-ts] Fw: Random Walk - step 2 - : Predicitable ?
Nice post Mich. It is charts like this (attached), however, that seem so unlikely to be random.but then again maybe they are. Who am I to argue with the experts? I don't know how to use volatility to trade. chuck [Non-text portions of this message have been removed]
Re: [amibroker] Jurik Moving Average JMA (working for me)
I pasted it into my price formula, after the price code. I sending it as a Word doc to preserve the formatting. Cheers, Bruce function HullMaFunction.doc Description: MS-Word document
[amibroker] Re: Jurik Moving Average JMA
Yes, I could share it, if someone is good at both .NET and AFL that could code it. Or otherwise efficient in reading code in any programming language and AFL. I'm having a trader/programmer who use .NET to test the indicator, I'll get back to you with results as to how good a clone it really is. I was told it was made from the JMA dll itself. Can't tell if it's true or not at this moment. /Carlacash26 --- In amibroker@yahoogroups.com, a a [EMAIL PROTECTED] wrote: Can you share the .net clone? Maybe somebody can help. carlacash26 [EMAIL PROTECTED] wrote: Hi, I'm lookng for a JMA clone for Amibroker. I have gotten a clone but it is written in .NET so I don't know how to implement it in AFL. - Everyone is raving about the all-new Yahoo! Mail beta.
[amibroker] Re: Jurik Moving Average JMA
I wonder how that formula compares to the other MA's?
Anyone tested it in comparison to HULL, T3, JMA etc?
Is it a good JMA clone?
Would appreciate any results of such a comparison!
/Carlacash
--- In amibroker@yahoogroups.com, brpnw1 [EMAIL PROTECTED] wrote:
Someone posted this about 3 or 4 years ago, here. I believe the
original post may have been deleted. I have never used the real
JMA,
so I have nothing to compare it to, but it does work and is a bit
tighter than Tillson's T3. So here it is again --
function JMA( array, per )
{
TN1=MA(array,per);
s1=0;
for( i = 0; i per; i=i+1 )
{
s1=s1+((per-(2*i)-1)/2)*Ref(array,-i);
}
return TN1+(((per/2)+1)*S1)/((per+1)*per);
}
k=Param(Period,15,1,100,1);
J=JMA(C,k);
~B
--- In amibroker@yahoogroups.com, carlacash26 carlacash26@
wrote:
Hi, I'm lookng for a JMA clone for Amibroker.
I have gotten a clone but it is written in .NET so I don't know
how to
implement it in AFL.
Re: [amibroker] Re: Jurik Moving Average JMA
How about the other Jurik Tools. Are there clones for them as well.
carlacash26 [EMAIL PROTECTED] wrote: I wonder how that formula
compares to the other MA's?
Anyone tested it in comparison to HULL, T3, JMA etc?
Is it a good JMA clone?
Would appreciate any results of such a comparison!
/Carlacash
--- In amibroker@yahoogroups.com, brpnw1 [EMAIL PROTECTED] wrote:
Someone posted this about 3 or 4 years ago, here. I believe the
original post may have been deleted. I have never used the real
JMA,
so I have nothing to compare it to, but it does work and is a bit
tighter than Tillson's T3. So here it is again --
function JMA( array, per )
{
TN1=MA(array,per);
s1=0;
for( i = 0; i per; i=i+1 )
{
s1=s1+((per-(2*i)-1)/2)*Ref(array,-i);
}
return TN1+(((per/2)+1)*S1)/((per+1)*per);
}
k=Param(Period,15,1,100,1);
J=JMA(C,k);
~B
--- In amibroker@yahoogroups.com, carlacash26 carlacash26@
wrote:
Hi, I'm lookng for a JMA clone for Amibroker.
I have gotten a clone but it is written in .NET so I don't know
how to
implement it in AFL.
-
Have a burning question? Go to Yahoo! Answers and get answers from real people
who know.
[amibroker] Re: Jurik Moving Average JMA
There is one for the jurik CCI, or what's it called. Also from the
same source as the JMA. Haven't even looked at that...
--- In amibroker@yahoogroups.com, a a [EMAIL PROTECTED] wrote:
How about the other Jurik Tools. Are there clones for them as well.
carlacash26 [EMAIL PROTECTED] wrote: I wonder how that
formula compares to the other MA's?
Anyone tested it in comparison to HULL, T3, JMA etc?
Is it a good JMA clone?
Would appreciate any results of such a comparison!
/Carlacash
--- In amibroker@yahoogroups.com, brpnw1 tradermail@ wrote:
Someone posted this about 3 or 4 years ago, here. I believe the
original post may have been deleted. I have never used the real
JMA,
so I have nothing to compare it to, but it does work and is a bit
tighter than Tillson's T3. So here it is again --
function JMA( array, per )
{
TN1=MA(array,per);
s1=0;
for( i = 0; i per; i=i+1 )
{
s1=s1+((per-(2*i)-1)/2)*Ref(array,-i);
}
return TN1+(((per/2)+1)*S1)/((per+1)*per);
}
k=Param(Period,15,1,100,1);
J=JMA(C,k);
~B
--- In amibroker@yahoogroups.com, carlacash26 carlacash26@
wrote:
Hi, I'm lookng for a JMA clone for Amibroker.
I have gotten a clone but it is written in .NET so I don't know
how to
implement it in AFL.
-
Have a burning question? Go to Yahoo! Answers and get answers from
real people who know.
[amibroker] Get a free C Compiler: Notepad in AmiBroker 4.81
Hi Tom, You can get a free C compiler from Microsoft or a list by requesting the Google server, which has a free Notepad editor also. Probably, thereafter the erroneous behavior of the Windows notepad will have disappeared. Regards, Udo trb0428 [EMAIL PROTECTED] wrote: --- In amibroker@yahoogroups.com, Ulag Thyagarajan [EMAIL PROTECTED] wrote: when I add some notes for a particular symbol it apears in other symbols as well as if it is a global entry. I never used to face this in earlier versions. Can some one please throw some light on how to restrict my notes to the selected symbol and not others. Thanks. Ulag Hi - I am experiencing the same thing. Is there a solution to this? Thanks, Tom - Access over 1 million songs - Yahoo! Music Unlimited.
Re: [amibroker] Re: Jurik Moving Average JMA
No idea if this is still available or even works, but check post message #
17539 in amibroker yahoo group
On 08/12/06, carlacash26 [EMAIL PROTECTED] wrote:
There is one for the jurik CCI, or what's it called. Also from the
same source as the JMA. Haven't even looked at that...
--- In amibroker@yahoogroups.com, a a [EMAIL PROTECTED] wrote:
How about the other Jurik Tools. Are there clones for them as well.
carlacash26 [EMAIL PROTECTED] wrote: I wonder how that
formula compares to the other MA's?
Anyone tested it in comparison to HULL, T3, JMA etc?
Is it a good JMA clone?
Would appreciate any results of such a comparison!
/Carlacash
--- In amibroker@yahoogroups.com, brpnw1 tradermail@ wrote:
Someone posted this about 3 or 4 years ago, here. I believe the
original post may have been deleted. I have never used the real
JMA,
so I have nothing to compare it to, but it does work and is a bit
tighter than Tillson's T3. So here it is again --
function JMA( array, per )
{
TN1=MA(array,per);
s1=0;
for( i = 0; i per; i=i+1 )
{
s1=s1+((per-(2*i)-1)/2)*Ref(array,-i);
}
return TN1+(((per/2)+1)*S1)/((per+1)*per);
}
k=Param(Period,15,1,100,1);
J=JMA(C,k);
~B
--- In amibroker@yahoogroups.com, carlacash26 carlacash26@
wrote:
Hi, I'm lookng for a JMA clone for Amibroker.
I have gotten a clone but it is written in .NET so I don't know
how to
implement it in AFL.
-
Have a burning question? Go to Yahoo! Answers and get answers from
real people who know.
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
--
Cheers
Graham
AB-Write Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
[amibroker] Rebalancing dynamic weights
Hi,
Please help with this :
EnableRotationalTrading();
weight = 10; // default weight
if( Name() == ) weight = 15;
if( Name() == ) weight = 15;
if( Name() == ) weight = 70;
AddToComposite( weight *
Close , ~TickerWithWeights, X,atcFlagEnableInPortfolio|atcFlagDe
faults|atcFlagResetValues|atcFlagEnableInBacktest);
PositionSize=-weight;PositionScore =1;
//Plot ( Foreign(~TickerWithWeights, X), weight,
colorBrown,styleHistogram);
SetOption(UseCustomBacktestProc, True );
if( Status(action) == actionPortfolio )
{
bo = GetBacktesterObject();
bo.PreProcess();
for(bar=0; bar BarCount; bar++)
{
bo.ProcessTradeSignals( bar );
CurEquity = bo.Equity;
bo.RawTextOutput(Current Equity: + bo.Equity());
for( pos = bo.GetFirstOpenPos(); pos; pos = bo.GetNextOpenPos() )
{
posval = pos.GetPositionValue();
diff = posval - Foreign(~TickerWithWeights, C) *
CurEquity;
bo.RawTextOutput(pos.Symbol+ : + pos.GetPositionValue()
+ diff: + diff );
price = pos.GetPrice( bar, O );
if( diff != 0 AND
abs( diff ) 0.005 * CurEquity AND
abs( diff ) price )
{
bo.ScaleTrade( bar, pos.Symbol, diff 0, price, abs
( diff ) );
bo.RawTextOutput(Number of open positions: +
bo.GetOpenPosQty() );
}
}
}
bo.PostProcess();
}
Thanks.
[amibroker] Re: Simplest method of creating Groups based on Symbol lists
Hi, This is the one aspect of Amibroker that stops me dead in my tracks,and I would also like to have a buit in method of creating a linked data structure of Markets,Sectors,Indistries an stocks. As you used the word Groups,I assume you may have used AIQ at one point.Ami is a far more sophisticated tool than Amibroker,but there is beauty in AIQ's simplicity in the manner of which it maintains lists and creates Market/industry/group/stock relationships... With the help of others,I have used ATC to create groups,but I am unable to come up with a method of establishing relative strength relationships between stocks and the group,and the group with its sector...For better or worse,most of my analysis is predicated on relatives strength relationships and sector movement... AMI is a fantastic program,and it provides the user the ability to create virtually any tool he can think of.Unfortunately for me,my imagination far exceeds my programming ability. I will contact Thomas over at Trading Basis and see if he is open to creating a tool that can automate the creation of a linked list structure similar to AIQ Thanks Allan --- In amibroker@yahoogroups.com, Homar Simpson [EMAIL PROTECTED] wrote: Wanting to setup Groups based on sp 500 , Dow, etc. Read through the docs, but can't find a built in way of doing this simply. Can I assume you have to write some AFL code that reads a list? If so, I'm sure it's been done, and would appreciate it.
[amibroker] Highest/Lowest value of the last n-bars question
Hi, I trying to have two additional values for each value any chart, which show for that bar of the chart this bar has the largest value for last x bars and has the lowest value for the last y bars. I remember once to see such a formulation in somewhere -may be in this list or in reference- but caanot remember where. I would appreciate any help in case anybody solved such/similar problem with a code or remebers such a code/solution/articel anywhere?
[amibroker] AmiBroker VS Wealth-Lab ?
I'm a freshman on amibroker,and I used wealth-lan for some time,wld's limit on position sizing,speed,and lack of respondence of request bother me so much, I heared that script in amibroker is very fast,but I don't know how powerful the position sizing functions in amibroker is. here is a system and a position size rule named dynamic exposure,the position sizing part is difficult to code in wld,I don't know whether it's difficult in amibroker to code or not? system: bollinger break out system,look period = 30,STD=3,stop price is reversed Bollinger band(period=20,STD=2),and trading rules are: long side: 1) if close price is cross over BollingerBand(Close,20,3)'s upper band,long position is established at the close price; 2) if close price is cross under BollingBand(Close,20,2)'s Lower Band,the long position is liquidated at the close price; Short Side: 1) if close price is cross under BollingerBand(Close,20,3)'s Lower band,Short position is established at the close price; 2) if close price is cross over BollingBand(Close,20,2)'s Upper Band,the long position is liquidated at the close price; position sizing rules: 1) the initial exposure on each trade is 2% of current reduced equity,position size=2% of the current reduced equity / ABS(entry price - Trailing Stop). (the concept of reduced equity is from Mr. Van Tharp,it's total equity minus all the open profit,then plus the open profit that locked by trailing stop ) 2) when entry condition is triggerd,an initial position would be established(of course,a trailing stop is placed at the same time ),if the trailing stop is better than the entry price(for long position,it's higher than entry price,for short position,lower),a pyramiding position would be added(relevant trailing stop is placed in no time),the size of the pyramiding position is 1% of current reduced equity /ABS(entry price-trailing stop), that's,the initial exposure of the pyramiding position is 1% of the reduced equity.these two positions are separate; 3) While holding the position,the ongoing exposure of the position is 1.5 x initial exposure(so,initial position's ongoing exposure is 3%,pyramiding ongoing exposure is 1.5%),every day,the exposure of the position is calculated,and judged whether the exposure goes beyond the limit or not,if so,the position size would be reduced until the exposure is in the limit,if the exposure is small,the position size would be tried to increase until it's almost hit the limit.In this way,the whole exposure could be monitor and measure,the position size could be modified according the price fluctuation. (the technique of merging position is used in this step) 4) the whole exposure of the account limit is 10% of the equity,if the whole exposure goes beyond the limit,no position would be added or increase. 5) the initial exposure or ongoing exposure of each position should be stored in a file or in an relevant indicator that could be plotted on the chart. If amibroker could do what wld can't,maybe it's time for me to consider selecting amibroker instead of wld. regards.
[amibroker] Trend Angles
Is there any way to implement in AB a trend angle drawing tool, like the one in MetaStock? Is one on a wishlist? TIA Regards
[amibroker] Import ASCII tick data file
Hi, I am trying Amibroker now. It looks like the trial version disables tick data features, e. g., can not display tick charts. As a result I can not verify if it can import historical tick data files or not. Can anyone help and let me know if Ami is able to import historical ASCII tick data files. Each line in the file would be just one tick with one price, date/time stamp, and volume, there would not be open, high, low and close prices. And also once it is imported, I assume it can display it in any tick intervals. right ? Thanks
[amibroker] Angle Trends ?
Is there anything in AB or 3rd party addons that has am angle trend drawing tool like Metastock ? If not is it in a wishlist ? TIA Regards
[amibroker] help me with a buy signel
any one can help me to write a buy signel
if you can help me with the buy signel for the multticycle, i need
to buy when the three lines ( DSS, colorDarkGreen and RSI,
colorBlue, styleThick and VFI, colorYellow, styleThick ) together
reach-1 .
_SECTION_BEGIN(MultiCycle 1[1].0);
/*
MULTICYCLE 1.0
By Brian Richard
*/
/* Volume Flow Indicator */
Period = Param(VFI Period,26,26,1300,1);
Coef=0.2;
VCoef=Param(Max. vol. cutoff,2.5,2.5,50,1);
inter = log(Avg)-log(Ref(Avg,-1));
Vinter = StDev(inter,30);
Cutoff=Coef*Vinter*Close;
Vave=Ref(MA(V,Period),-1);
Vmax=Vave*Vcoef;
Vc=Min(V,VMax);
MF=Avg-Ref(Avg,-1);
VCP=IIf(MFCutoff,VC,IIf(MF-Cutoff,-VC,0));
VFI1=Sum(VCP,Period)/Vave;
VFI=EMA(VFI1,3);
/* Double Smoothed Stochastic - DSS */
Slw = 4; Pds = 4;
A = EMA((Close-LLV(Low,Pds))/(HHV(H,pds)-LLV(L,Pds)),Slw)*100;
DSS = EMA((A-LLV(A,pds))/(HHV(A,Pds)-LLV(A,Pds)),Slw)*100;
/* Tom DeMark's Range Expansion Index */
HighMom = H - Ref( H, -2 );
LowMom = L - Ref( L, -2 );
Cond1 = ( H = Ref( L,-5) OR H = Ref( L, -6 ) );
Cond2 = ( Ref( H, -2 ) = Ref( C, -7 ) OR Ref( H, -2 ) = Ref( C, -
8 ) );
Cond3 = ( L = Ref( H, -5 ) OR L = Ref( H, -6) );
Cond4 = ( Ref( L, -2 ) = Ref( C, -7 ) OR Ref( L, -2 ) = Ref( C, -
8 ) );
Cond = ( Cond1 OR Cond2 ) AND ( Cond3 OR Cond4 );
Num = IIf( Cond, HighMom + LowMom, 0 );
Den = abs( HighMom ) + abs( LowMom );
TDREI = 100 * Sum( Num, 5 )/Sum( Den, 5 ) ;
// General - purpose Inverse Fisher Transform function
function InvFisherTfm1( array1 )
{
e2y1 = exp( 2 * array1 );
return ( e2y1 - 1 )/( e2y1 + 1 );
}
function InvFisherTfm2( array2 )
{
e2y2 = exp( 2 * array2 );
return ( e2y2 - 1 )/( e2y2 + 1 );
}
function InvFisherTfm3( array3 )
{
e2y3 = exp( 2 * array3 );
return ( e2y3 - 1 )/( e2y3 + 1 );
}
function InvFisherTfm4( array4 )
{
e2y4 = exp( 2 * array4 );
return ( e2y4 - 1 )/( e2y4 + 1 );
}
Value1 = 0.1 * (DSS-55);
Value2 = WMA( Value1, 5 );
Value3 = 0.1 * ( RSI( 5 ) - 50 );
Value4 = WMA( Value3, 10 );
Value5 = 0.03 * (TDREI);
Value6 = WMA( Value5, 10 );
Value10 = VFI;
Value11 = EMA(VFI,10);
Plot( InvFisherTfm1( Value2 ), DSS, colorDarkGreen, styleThick );
Plot( InvFisherTfm2( Value4 ), RSI, colorBlue, styleThick );
Plot( InvFisherTfm3( Value6 ), REI, colorRed, styleThick );
Plot( InvFisherTfm4( Value11 ), VFI, colorYellow, styleThick );
Plot(0,,colorDarkBlue,styleDots);
PlotGrid( 0.5 );
PlotGrid(-0.5 );
_SECTION_END();
Regards
[amibroker] Backtesting any preiodicity
On the backtester settings window, it looks like the periodicity can only be set to one of the pre-set choices such as 1 min, 3 min, etc. Is it possible to set the backtester to use any periodicity I want, and even down to ticks level, such as 20 ticks ?
Re: [amibroker] Odd BarsSince behavior
I've always found filtering on buy OR sell confusing. Better to just filter on
sell and use
ValueWhen to get your buy info.
Andy Watts wrote:
Hi,
Any help explaining the strange output from the simple code below
would be very much appreciated. :)
It should exit after 10 bars.
Strangly, explorer shows the exit *sometimes* takes around 20 days.
I've tried exRemSpan to eliminate extra buy signals, but the sell
order still always doesn't execute after 10 days.
Buy = Random() 0.975 ; // Buy on a random day
Sell = BarsSince( Buy ) = 10; // Sell after 10days..pretty please
//Buy = ExRemSpan( Buy , 10) ; // Dont raise buy signals for 10 days
Buy = ExRem( Buy , Sell ) ;
Sell = ExRem( Sell , Buy ) ;
//EXPLORER SETTINGS */
Filter = Buy OR Sell;
AddColumn( Buy, Buy, 1 );
AddColumn( Sell, Sell, 1 );
AddColumn( BarsSince( Buy ), BarsSinceBuy, 1 ) ; //show me barsince
Many thanks
Andy
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
[amibroker] Help needed for Highest / Lowest value of the last n-bars problem
Hi, I am trying to have two additional values for each value in any chart, which show -for that bar of the chart- this bar has the largest value of last x bars and has the lowest value of the last y bars. I remember once to see such a formulation in somewhere -may be in this list or in reference- but cannot remember/find where. I would appreciate any help in case anybody solved such/similar problem with a code or remebers such a code/solution/articel anywhere?
[amibroker] No posts about reverse engineering here please
Hello,
No posts about reverse engineering proprietary tools here please.
==
Please stop any discussion regarding reverse engineering
of any proprietary tools on this group.
I don't want any headaches caused by some companies
not being happy about this.
Thank you in advanced.
Best regards,
Tomasz Janeczko
amibroker.com
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
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[amibroker] Re: help me with a buy signel
i got this one from amibroker supports but still its not working
Buy = InvFisherTfm1( Value2 ) == -1 AND InvFisherTfm2( Value4 ) == -1
AND InvFisherTfm4( Value11 ) == -1;
--- In amibroker@yahoogroups.com, Dheya1 [EMAIL PROTECTED] wrote:
any one can help me to write a buy signel
if you can help me with the buy signel for the multticycle, i need
to buy when the three lines ( DSS, colorDarkGreen and RSI,
colorBlue, styleThick and VFI, colorYellow, styleThick )
together
reach-1 .
_SECTION_BEGIN(MultiCycle 1[1].0);
/*
MULTICYCLE 1.0
By Brian Richard
*/
/* Volume Flow Indicator */
Period = Param(VFI Period,26,26,1300,1);
Coef=0.2;
VCoef=Param(Max. vol. cutoff,2.5,2.5,50,1);
inter = log(Avg)-log(Ref(Avg,-1));
Vinter = StDev(inter,30);
Cutoff=Coef*Vinter*Close;
Vave=Ref(MA(V,Period),-1);
Vmax=Vave*Vcoef;
Vc=Min(V,VMax);
MF=Avg-Ref(Avg,-1);
VCP=IIf(MFCutoff,VC,IIf(MF-Cutoff,-VC,0));
VFI1=Sum(VCP,Period)/Vave;
VFI=EMA(VFI1,3);
/* Double Smoothed Stochastic - DSS */
Slw = 4; Pds = 4;
A = EMA((Close-LLV(Low,Pds))/(HHV(H,pds)-LLV(L,Pds)),Slw)*100;
DSS = EMA((A-LLV(A,pds))/(HHV(A,Pds)-LLV(A,Pds)),Slw)*100;
/* Tom DeMark's Range Expansion Index */
HighMom = H - Ref( H, -2 );
LowMom = L - Ref( L, -2 );
Cond1 = ( H = Ref( L,-5) OR H = Ref( L, -6 ) );
Cond2 = ( Ref( H, -2 ) = Ref( C, -7 ) OR Ref( H, -2 ) = Ref( C, -
8 ) );
Cond3 = ( L = Ref( H, -5 ) OR L = Ref( H, -6) );
Cond4 = ( Ref( L, -2 ) = Ref( C, -7 ) OR Ref( L, -2 ) = Ref( C, -
8 ) );
Cond = ( Cond1 OR Cond2 ) AND ( Cond3 OR Cond4 );
Num = IIf( Cond, HighMom + LowMom, 0 );
Den = abs( HighMom ) + abs( LowMom );
TDREI = 100 * Sum( Num, 5 )/Sum( Den, 5 ) ;
// General - purpose Inverse Fisher Transform function
function InvFisherTfm1( array1 )
{
e2y1 = exp( 2 * array1 );
return ( e2y1 - 1 )/( e2y1 + 1 );
}
function InvFisherTfm2( array2 )
{
e2y2 = exp( 2 * array2 );
return ( e2y2 - 1 )/( e2y2 + 1 );
}
function InvFisherTfm3( array3 )
{
e2y3 = exp( 2 * array3 );
return ( e2y3 - 1 )/( e2y3 + 1 );
}
function InvFisherTfm4( array4 )
{
e2y4 = exp( 2 * array4 );
return ( e2y4 - 1 )/( e2y4 + 1 );
}
Value1 = 0.1 * (DSS-55);
Value2 = WMA( Value1, 5 );
Value3 = 0.1 * ( RSI( 5 ) - 50 );
Value4 = WMA( Value3, 10 );
Value5 = 0.03 * (TDREI);
Value6 = WMA( Value5, 10 );
Value10 = VFI;
Value11 = EMA(VFI,10);
Plot( InvFisherTfm1( Value2 ), DSS, colorDarkGreen, styleThick );
Plot( InvFisherTfm2( Value4 ), RSI, colorBlue, styleThick );
Plot( InvFisherTfm3( Value6 ), REI, colorRed, styleThick );
Plot( InvFisherTfm4( Value11 ), VFI, colorYellow, styleThick );
Plot(0,,colorDarkBlue,styleDots);
PlotGrid( 0.5 );
PlotGrid(-0.5 );
_SECTION_END();
Regards
RE: [amibroker] Import ASCII tick data file
CHANGE LOG
Highlights of version 4.80:
- ability to import tick data added to ASCII importer
---
Marek Chlopek
-Original Message-
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] On Behalf Of Peter
Sent: Thursday, December 07, 2006 1:38 AM
To: amibroker@yahoogroups.com
Subject: [amibroker] Import ASCII tick data file
Hi,
I am trying Amibroker now. It looks like the trial version disables
tick data features, e. g., can not display tick charts. As a result
I can not verify if it can import historical tick data files or not.
Can anyone help and let me know if Ami is able to import historical
ASCII tick data files. Each line in the file would be just one tick
with one price, date/time stamp, and volume, there would not be open,
high, low and close prices.
And also once it is imported, I assume it can display it in any
tick intervals. right ?
Thanks
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
__ NOD32 Informacje 1910 (20061208) __
Wiadomosc zostala sprawdzona przez System Antywirusowy NOD32
http://www.nod32.com lub http://www.nod32.pl
Re: [amibroker] Jurik Moving Average JMA (working for me)
Bruce, Thanks it worked that time I must have discumbobulated it somehow on the copy before. Thanks again. Marshall - Original Message - From: Bruce Hawkins To: amibroker@yahoogroups.com Sent: Friday, December 08, 2006 2:00 AM Subject: Re: [amibroker] Jurik Moving Average JMA (working for me) I pasted it into my price formula, after the price code. I sending it as a Word doc to preserve the formatting. Cheers, Bruce
[amibroker] Uploaded a sketch in Files for the ones who is interested
I tried to formulate and solve the problem graphically first to see which value I am looking for and I have posted a scetch in the Files section incase anybody want to see it graphically. Little explanation about the scetch: First I extend a horizontal line from red dot (the bar in question) to left (past in time) until the line crosses the chart itself and the problem is to measure the length of this horizontal line segment between the dot and the crossing point, this is the case for the largest value. Same with the blue dot, this is the case for smaellest value. This problem hinders me from sleeping, please help :)
[amibroker] Re: Import ASCII tick data file
Peter, there might be a caveat: In my experience all tick quotes
are divided by at least 5 seconds. Opening the quote editor I can see
multiple quotes at 3:05:15 PM but the next is at 3:05:20 PM.
In that case I cannot select the 3:05:15 2nd, 3rd etc. quotes in the
chart, the vertical line can only jump between the first 3:05:15
and the first 3:05:20 quotes.
BUT: this does not specifically refer to ASCII import!! I experience
this simply storing RT quotes using IB (base time interval: tick).
Still thought I'd let you know.
It never really bothered me and I'm not sure if there's anything in
my Settings or elsewhere that causes this. I don't necessarily blame
the program. If anyone knows I'd appreciate to hear (I'm using
4.85.0).
-treliff
--- In amibroker@yahoogroups.com, Marek Chlopek [EMAIL PROTECTED]
wrote:
CHANGE LOG
Highlights of version 4.80:
- ability to import tick data added to ASCII importer
---
Marek Chlopek
-Original Message-
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] On Behalf Of Peter
Sent: Thursday, December 07, 2006 1:38 AM
To: amibroker@yahoogroups.com
Subject: [amibroker] Import ASCII tick data file
Hi,
I am trying Amibroker now. It looks like the trial version
disables
tick data features, e. g., can not display tick charts. As a
result
I can not verify if it can import historical tick data files or
not.
Can anyone help and let me know if Ami is able to import
historical
ASCII tick data files. Each line in the file would be just one
tick
with one price, date/time stamp, and volume, there would not be
open,
high, low and close prices.
And also once it is imported, I assume it can display it in any
tick intervals. right ?
Thanks
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
__ NOD32 Informacje 1910 (20061208) __
Wiadomosc zostala sprawdzona przez System Antywirusowy NOD32
http://www.nod32.com lub http://www.nod32.pl
[amibroker] math Power function
Amongst others, I'm trying to evaluate the following: cc = pow(pow(2, 1/cascades) - 1, 0.25); However, Amibroker seems to have the facility to raise a variable to a power missing from the library. Grateful if someone could tell me how they accomplish this. Many thanks DJ
[amibroker] Re: Import ASCII tick data file
treliff,
I am sure you get tick by tick data from IB in real time.
Now if Amibroker's quote window shows data down to 5-seconds only,
then it looks like Amibroker can NOT store tick-by-tick data.
If this is correct, then I doubt it can import tick-by-tick
data in ASCII format.
I am not a paying customer yet, so I am not sure I can ask
Amibroker Support on this question. If you are a customer,
maybe you can ask support ?
Peter
--- In amibroker@yahoogroups.com, treliff [EMAIL PROTECTED] wrote:
Peter, there might be a caveat: In my experience all tick quotes
are divided by at least 5 seconds. Opening the quote editor I can see
multiple quotes at 3:05:15 PM but the next is at 3:05:20 PM.
In that case I cannot select the 3:05:15 2nd, 3rd etc. quotes in the
chart, the vertical line can only jump between the first 3:05:15
and the first 3:05:20 quotes.
BUT: this does not specifically refer to ASCII import!! I experience
this simply storing RT quotes using IB (base time interval: tick).
Still thought I'd let you know.
It never really bothered me and I'm not sure if there's anything in
my Settings or elsewhere that causes this. I don't necessarily blame
the program. If anyone knows I'd appreciate to hear (I'm using
4.85.0).
-treliff
--- In amibroker@yahoogroups.com, Marek Chlopek mchlopek@
wrote:
CHANGE LOG
Highlights of version 4.80:
- ability to import tick data added to ASCII importer
---
Marek Chlopek
-Original Message-
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] On Behalf Of Peter
Sent: Thursday, December 07, 2006 1:38 AM
To: amibroker@yahoogroups.com
Subject: [amibroker] Import ASCII tick data file
Hi,
I am trying Amibroker now. It looks like the trial version
disables
tick data features, e. g., can not display tick charts. As a
result
I can not verify if it can import historical tick data files or
not.
Can anyone help and let me know if Ami is able to import
historical
ASCII tick data files. Each line in the file would be just one
tick
with one price, date/time stamp, and volume, there would not be
open,
high, low and close prices.
And also once it is imported, I assume it can display it in any
tick intervals. right ?
Thanks
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
__ NOD32 Informacje 1910 (20061208) __
Wiadomosc zostala sprawdzona przez System Antywirusowy NOD32
http://www.nod32.com lub http://www.nod32.pl
Re: [amibroker] Re: Dec 4 ES ER2 and NQ
hello, I have seen problems for a long time between IB futures emini data and
amibroker. Isn't there a better more reliable source of realtime emini
streaming data that will work with Amibroker? I am looking also. Marshall
- Original Message -
From: sursod
To: amibroker@yahoogroups.com
Sent: Friday, December 08, 2006 7:40 AM
Subject: [amibroker] Re: Dec 4 ES ER2 and NQ
I am also sorely missing Dec 4 ER2, NQ and ES, it doesn't look like
IB will amend the problem. I cannot download attachments - can a
kind soul please send it direct or post in Files?
Thanks.
Sursod
--- In amibroker@yahoogroups.com, Jerry [EMAIL PROTECTED] wrote:
I also need that. Can anyone share these files(yesterday's ES ER2
and NQ
1minute data)with me too?
Thank you very much.
On 12/5/06, cstrader [EMAIL PROTECTED] wrote:
Anyone have a copy of yesterdays 1 minute data for these
tickers that
they
could share?
ty
- Original Message -
From: loveyourenemynow [EMAIL PROTECTED]loveyourenemynow%
40yahoo.fr
To: amibroker@yahoogroups.com amibroker%40yahoogroups.com
Sent: Tuesday, December 05, 2006 11:01 AM
Subject: [amibroker] Downloaded 1 year IB backfill
I am dowonloading the IB 1 year data with the TWS c++ client,
you just
have to make multiple requests changing the end date every
time to
cover all the range , and merge together all the data.
I guess this is the same the present IB plugin is doing, since
in 1
minute barsize I cannot get more that 5 days per request, so
you need
4 requests to get 30 days as the present AB-IB plugin is doing.
I just tried with eur.usd so far
I can send you a file in which i download 1 year in 1 minute
resolution or even 1 sec (would take longer..)
At the moment I am doing it manually with the TWS client
(modified to
save the data in a file ) because I am testing the method but
it is
easy to automatize, just a matter of choosing well
s_dlg.m_backfillEndDateTime, the end date you give to the
function
reqHistoricalData( s_dlg.m_id, contract,
s_dlg.m_backfillEndDateTime,
s_dlg.m_backfillDuration, s_dlg.m_barSizeSetting,
s_dlg.m_whatToShow, s_dlg.m_useRTH,
s_dlg.m_formatDate);
Sounds useful or unreal?
Ly
Please note that this group is for discussion between users
only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check
DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
[amibroker] Re: math Power function
Use the symbol ^ i.e. x = 2 ^ C; --- In amibroker@yahoogroups.com, David Jennings [EMAIL PROTECTED] wrote: Amongst others, I'm trying to evaluate the following: cc = pow(pow(2, 1/cascades) - 1, 0.25); However, Amibroker seems to have the facility to raise a variable to a power missing from the library. Grateful if someone could tell me how they accomplish this. Many thanks DJ
Re: [amibroker] math Power function
Raising to a power is the ^ operator. cc = ( 2 ^ ( 1/cascades) - 1 ) ^ 0.25; Best regards, Tomasz Janeczko amibroker.com - Original Message - From: David Jennings To: amibroker@yahoogroups.com Sent: Friday, December 08, 2006 5:18 PM Subject: [amibroker] math Power function Amongst others, I'm trying to evaluate the following: cc = pow(pow(2, 1/cascades) - 1, 0.25); However, Amibroker seems to have the facility to raise a variable to a power missing from the library. Grateful if someone could tell me how they accomplish this. Many thanks DJ
Re: [amibroker] Re: Import ASCII tick data file
I am sure you get tick by tick data from IB in real time.
WRONG!
No, you don't get TICK BY TICK data from IB !
You guys seem so far misguided by IB advertising / lack of real documentation.
IB sends 0.2 - 0.3 second snapshots
http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?file=/2/37364.html
IB data is NOT tick by tick ! Never designed to be and never will be
due to limitations of IB infrastructure.
While AmiBroker of course is fully able to store tick by tick data,
i.e. EVERY SINGLE TRADE has SEPARATE RECORD and displayed
SEPARATELY IF ONLY data source provides separate trades (for exampel eSignal
does).
And yes it can import tick ASCII data with $TICKMODE 1
The 5 second thing in quote editor comes from the fact that multiple ticks can
have the same
timestamp (multiple trades occuring very shortly one after another), but they
are stored separately
and displayed separately, i.e. if there were 15 trades within given time period
then you get 15 data points on the chart
and you see 15 records in quote editor. That's what you call tick by tick.
In tick-by-tick there can be multiple records with the same date/time stamp.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: Peter [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, December 08, 2006 5:55 PM
Subject: [amibroker] Re: Import ASCII tick data file
treliff,
I am sure you get tick by tick data from IB in real time.
Now if Amibroker's quote window shows data down to 5-seconds only,
then it looks like Amibroker can NOT store tick-by-tick data.
If this is correct, then I doubt it can import tick-by-tick
data in ASCII format.
I am not a paying customer yet, so I am not sure I can ask
Amibroker Support on this question. If you are a customer,
maybe you can ask support ?
Peter
--- In amibroker@yahoogroups.com, treliff [EMAIL PROTECTED] wrote:
Peter, there might be a caveat: In my experience all tick quotes
are divided by at least 5 seconds. Opening the quote editor I can see
multiple quotes at 3:05:15 PM but the next is at 3:05:20 PM.
In that case I cannot select the 3:05:15 2nd, 3rd etc. quotes in the
chart, the vertical line can only jump between the first 3:05:15
and the first 3:05:20 quotes.
BUT: this does not specifically refer to ASCII import!! I experience
this simply storing RT quotes using IB (base time interval: tick).
Still thought I'd let you know.
It never really bothered me and I'm not sure if there's anything in
my Settings or elsewhere that causes this. I don't necessarily blame
the program. If anyone knows I'd appreciate to hear (I'm using
4.85.0).
-treliff
--- In amibroker@yahoogroups.com, Marek Chlopek mchlopek@
wrote:
CHANGE LOG
Highlights of version 4.80:
- ability to import tick data added to ASCII importer
---
Marek Chlopek
-Original Message-
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] On Behalf Of Peter
Sent: Thursday, December 07, 2006 1:38 AM
To: amibroker@yahoogroups.com
Subject: [amibroker] Import ASCII tick data file
Hi,
I am trying Amibroker now. It looks like the trial version
disables
tick data features, e. g., can not display tick charts. As a
result
I can not verify if it can import historical tick data files or
not.
Can anyone help and let me know if Ami is able to import
historical
ASCII tick data files. Each line in the file would be just one
tick
with one price, date/time stamp, and volume, there would not be
open,
high, low and close prices.
And also once it is imported, I assume it can display it in any
tick intervals. right ?
Thanks
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
__ NOD32 Informacje 1910 (20061208) __
Wiadomosc zostala sprawdzona przez System Antywirusowy NOD32
http://www.nod32.com lub http://www.nod32.pl
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
Re: [amibroker] Re: math Power function
Fred, Tomasz Many thanks Clearly looking in the wrong place. DJ - Original Message - From: Fred To: amibroker@yahoogroups.com Sent: Friday, December 08, 2006 5:02 PM Subject: [amibroker] Re: math Power function Use the symbol ^ i.e. x = 2 ^ C; --- In amibroker@yahoogroups.com, David Jennings [EMAIL PROTECTED] wrote: Amongst others, I'm trying to evaluate the following: cc = pow(pow(2, 1/cascades) - 1, 0.25); However, Amibroker seems to have the facility to raise a variable to a power missing from the library. .
[amibroker] Re: Import ASCII tick data file
IB data...you get what you pay for. On average, it's pretty good, but just look at that Globex historical data fiasco of theirs from 12/4. Every data provider makes mistakes, but you will never see eSignal have messed up e-mini data for as long as IB has let this go on. If you trade for a living and you don't have a tick-by-tick data feed, then shame on you. It's being penny wise and pound foolish. Shameless plug for Tomasz: his eSignal plugin is super fast and flawless!
RE: [amibroker] Re: Import ASCII tick data file
Peter,
I have imported intraday data I have found somewhere but my data are 30 sec
only. Everything was ok. Send me your tick file to import and I will try
with your file so you would be sure it works.
Regards,
---
Marek Chlopek
-Original Message-
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] On Behalf Of Peter
Sent: Friday, December 08, 2006 5:55 PM
To: amibroker@yahoogroups.com
Subject: [amibroker] Re: Import ASCII tick data file
treliff,
I am sure you get tick by tick data from IB in real time.
Now if Amibroker's quote window shows data down to 5-seconds only,
then it looks like Amibroker can NOT store tick-by-tick data.
If this is correct, then I doubt it can import tick-by-tick
data in ASCII format.
I am not a paying customer yet, so I am not sure I can ask
Amibroker Support on this question. If you are a customer,
maybe you can ask support ?
Peter
--- In amibroker@yahoogroups.com, treliff [EMAIL PROTECTED] wrote:
Peter, there might be a caveat: In my experience all tick quotes
are divided by at least 5 seconds. Opening the quote editor
I can see
multiple quotes at 3:05:15 PM but the next is at 3:05:20 PM.
In that case I cannot select the 3:05:15 2nd, 3rd etc.
quotes in the
chart, the vertical line can only jump between the first 3:05:15
and the first 3:05:20 quotes.
BUT: this does not specifically refer to ASCII import!! I
experience
this simply storing RT quotes using IB (base time interval: tick).
Still thought I'd let you know.
It never really bothered me and I'm not sure if there's anything in
my Settings or elsewhere that causes this. I don't
necessarily blame
the program. If anyone knows I'd appreciate to hear (I'm using
4.85.0).
-treliff
--- In amibroker@yahoogroups.com, Marek Chlopek mchlopek@
wrote:
CHANGE LOG
Highlights of version 4.80:
- ability to import tick data added to ASCII importer
---
Marek Chlopek
-Original Message-
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] On Behalf Of Peter
Sent: Thursday, December 07, 2006 1:38 AM
To: amibroker@yahoogroups.com
Subject: [amibroker] Import ASCII tick data file
Hi,
I am trying Amibroker now. It looks like the trial version
disables
tick data features, e. g., can not display tick charts. As a
result
I can not verify if it can import historical tick data files or
not.
Can anyone help and let me know if Ami is able to import
historical
ASCII tick data files. Each line in the file would be just one
tick
with one price, date/time stamp, and volume, there would not be
open,
high, low and close prices.
And also once it is imported, I assume it can display it in any
tick intervals. right ?
Thanks
Please note that this group is for discussion between
users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always
check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
__ NOD32 Informacje 1910 (20061208) __
Wiadomosc zostala sprawdzona przez System Antywirusowy NOD32
http://www.nod32.com lub http://www.nod32.pl
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
__ NOD32 Informacje 1911 (20061208) __
Wiadomosc zostala sprawdzona przez System Antywirusowy NOD32
http://www.nod32.com lub http://www.nod32.pl
[amibroker] Re: Import ASCII tick data file
That explains Tomasz. Still curious about the 5 sec. interval,
instead of 1 sec. for example. The only time it slightly bothers me
is when in the chart I cannot click the 2nd etc quotes within the
same date/time stamp. Is this typical for IB?
-treliff
--- In amibroker@yahoogroups.com, Tomasz Janeczko [EMAIL PROTECTED]
wrote:
I am sure you get tick by tick data from IB in real time.
WRONG!
No, you don't get TICK BY TICK data from IB !
You guys seem so far misguided by IB advertising / lack of real
documentation.
IB sends 0.2 - 0.3 second snapshots
http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?
file=/2/37364.html
IB data is NOT tick by tick ! Never designed to be and never will be
due to limitations of IB infrastructure.
While AmiBroker of course is fully able to store tick by tick data,
i.e. EVERY SINGLE TRADE has SEPARATE RECORD and displayed
SEPARATELY IF ONLY data source provides separate trades (for
exampel eSignal does).
And yes it can import tick ASCII data with $TICKMODE 1
The 5 second thing in quote editor comes from the fact that
multiple ticks can have the same
timestamp (multiple trades occuring very shortly one after
another), but they are stored separately
and displayed separately, i.e. if there were 15 trades within given
time period then you get 15 data points on the chart
and you see 15 records in quote editor. That's what you call tick
by tick.
In tick-by-tick there can be multiple records with the same
date/time stamp.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: Peter [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, December 08, 2006 5:55 PM
Subject: [amibroker] Re: Import ASCII tick data file
treliff,
I am sure you get tick by tick data from IB in real time.
Now if Amibroker's quote window shows data down to 5-seconds
only,
then it looks like Amibroker can NOT store tick-by-tick data.
If this is correct, then I doubt it can import tick-by-tick
data in ASCII format.
I am not a paying customer yet, so I am not sure I can ask
Amibroker Support on this question. If you are a customer,
maybe you can ask support ?
Peter
--- In amibroker@yahoogroups.com, treliff treliff@ wrote:
Peter, there might be a caveat: In my experience all tick
quotes
are divided by at least 5 seconds. Opening the quote editor I
can see
multiple quotes at 3:05:15 PM but the next is at 3:05:20 PM.
In that case I cannot select the 3:05:15 2nd, 3rd etc. quotes in
the
chart, the vertical line can only jump between the first
3:05:15
and the first 3:05:20 quotes.
BUT: this does not specifically refer to ASCII import!! I
experience
this simply storing RT quotes using IB (base time interval:
tick).
Still thought I'd let you know.
It never really bothered me and I'm not sure if there's anything
in
my Settings or elsewhere that causes this. I don't necessarily
blame
the program. If anyone knows I'd appreciate to hear (I'm using
4.85.0).
-treliff
--- In amibroker@yahoogroups.com, Marek Chlopek mchlopek@
wrote:
CHANGE LOG
Highlights of version 4.80:
- ability to import tick data added to ASCII importer
---
Marek Chlopek
-Original Message-
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] On Behalf Of Peter
Sent: Thursday, December 07, 2006 1:38 AM
To: amibroker@yahoogroups.com
Subject: [amibroker] Import ASCII tick data file
Hi,
I am trying Amibroker now. It looks like the trial version
disables
tick data features, e. g., can not display tick charts. As a
result
I can not verify if it can import historical tick data files
or
not.
Can anyone help and let me know if Ami is able to import
historical
ASCII tick data files. Each line in the file would be just
one
tick
with one price, date/time stamp, and volume, there would not
be
open,
high, low and close prices.
And also once it is imported, I assume it can display it in
any
tick intervals. right ?
Thanks
Please note that this group is for discussion between users
only.
To get support from AmiBroker please send an e-mail directly
to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check
DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
__ NOD32 Informacje 1910 (20061208) __
Wiadomosc zostala sprawdzona przez System Antywirusowy NOD32
http://www.nod32.com lub http://www.nod32.pl
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT
[amibroker] Re: Notepad in AmiBroker 4.81
Graham,
I am not using AFL to write the notes, I'm just simply typing them
in manually. When I change stock symbols the notes do not change.
Thanks,
Tom
--- In amibroker@yahoogroups.com, Graham [EMAIL PROTECTED] wrote:
can you provide the line of code you are using to insert the notes
to
notepad
for example
this will only place text into
NoteSet(, Jun 15, 2004: AMD will deliver its first multi-
core
processors next year);
this will place into all symbols
NoteSet(, Jun 15, 2004: AMD will deliver its first multi-core
processors
next year);
If you want different notes for different symbols you will need to
write a
conditional statement for each symbol
eg (and these are just examples only)
NoteSet(, writeif(name()==,Jun 15, 2004: AMD will deliver
its first
multi-core processors next year,));
another would be
if(Name()==) NoteSet(, Jun 15, 2004: AMD will deliver its
first
multi-core processors next year);
--
Cheers
Graham
AB-Write Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 08/12/06, trb0428 [EMAIL PROTECTED] wrote:
--- In amibroker@yahoogroups.com, Ulag Thyagarajan ulagthy@
wrote:
when I add some notes for a particular symbol it apears in
other
symbols as well as if it is a global entry. I never used to
face
this
in earlier versions. Can some one please throw some light on
how to
restrict my notes to the selected symbol and not others.
Thanks.
Ulag
Hi - I am experiencing the same thing. Is there a solution to
this?
Thanks,
Tom
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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Yahoo! Groups Links
[amibroker] Re: Access to fundamental data using QuotesPlus
Joe, ThanksI was afraid there was no easy answer. I'll also try the QP user group... Tom --- In amibroker@yahoogroups.com, Joe Landry [EMAIL PROTECTED] wrote: The GetExtraData functions are supported by the QP plug in, and the only way I see to do it is to extend the QP plug in, not likely to happen unless done by someone in the AB user community. HTH Joe - Original Message - From: trb0428 To: amibroker@yahoogroups.com Sent: Thursday, December 07, 2006 4:17 PM Subject: [amibroker] Access to fundamental data using QuotesPlus Hi - Does anyone know if there is a way to access the Analysts Recommendations field from within AB when using Quotes Plus as my data source? I can access other fields using the GetExtraData() AFL function but Analysts Recommendation does not appear on the list. Any Ideas? Thanks, Tom
[amibroker] Re: Access to fundamental data using QuotesPlus
Chris, Thanks for the suggestionsI will try them. However with QuotesPlus as my data source, I do not have access to OneYearTargetPrice and do not use the GetFnData call. I am limited to the fields supported by the GetExtraData() function. Perhaps Tomasz will consider expanding the QP plugin to support the additional fields in the QP download? Thanks, Tom --- In amibroker@yahoogroups.com, Chris DePuy [EMAIL PROTECTED] wrote: Tom, 1) Perhaps OneYearTargetPrice will suffice? I've heard some folks using quant/tech strategies use this as a potential resistance level. http://www.amibroker.com/devlog/wp- content/uploads/2006/06/ReadMe4810.html. You could try: OneYearTargetPrice = GetFnData(OneYearTargetPrice); Upside=OneYearTargetPrice/C-1; Addcolumn(Upside,Upside,1.2); 2) You may also notice that when an upgrade happens, very frequently (like 90-95% of the time) estimates go higher (and downgrade/lower). For this you could use any/many of the EPS estimates available from GetFnData. You just have to track it (this is the tough part) to see what it was a day ago, week ago, etc. Some of the most sustainable moves in growth stocks are found using revisions data. 3) Another point to consider is that these analyst opinions will sometimes help you buy the stock, but almost never help you get out, so even if you had this information, it would not help you exit the stock. I've done some studies on this (and # of covering analysts, next 12 months EPS estimates, etc) and related topics using thomsononeanalytics.com excel add-in data. Additionally, there have been several unsuccessful fund strategies at brokerage firms that used the buys/sells from the firm's analyst teams. Also, if analyst opinions are important to you, you may want to consider subscribing to Starmine, which ferrets out who are the best analysts and focuses on their moves. Chris - Original Message - From: Joe Landry To: amibroker@yahoogroups.com Sent: Thursday, December 07, 2006 5:31 PM Subject: Re: [amibroker] Access to fundamental data using QuotesPlus The GetExtraData functions are supported by the QP plug in, and the only way I see to do it is to extend the QP plug in, not likely to happen unless done by someone in the AB user community. HTH Joe - Original Message - From: trb0428 To: amibroker@yahoogroups.com Sent: Thursday, December 07, 2006 4:17 PM Subject: [amibroker] Access to fundamental data using QuotesPlus Hi - Does anyone know if there is a way to access the Analysts Recommendations field from within AB when using Quotes Plus as my data source? I can access other fields using the GetExtraData () AFL function but Analysts Recommendation does not appear on the list. Any Ideas? Thanks, Tom
Re: [amibroker] Re: Import ASCII tick data file
For a good comparson of various feeds, and how they differ .. see these
dacharts pages.
http://www.dacharts.com/faq/Comparable-tick-charts-by-feed.htm
http://www.dacharts.org/archives/Ensign_Wed_class_transcripts/Comparison_of_ticks_by_data_feed.htm
- Original Message
From: scourt2000 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, December 8, 2006 1:12:29 PM
Subject: [amibroker] Re: Import ASCII tick data file
IB data...you get what you pay for. On average, it's pretty good, but
just look at that Globex historical data fiasco of theirs from 12/4.
Every data provider makes mistakes, but you will never see eSignal
have messed up e-mini data for as long as IB has let this go on.
If you trade for a living and you don't have a tick-by-tick data feed,
then shame on you. It's being penny wise and pound foolish.
Shameless plug for Tomasz: his eSignal plugin is super fast and
flawless!
!--
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--
[amibroker] Re: Notepad in AmiBroker 4.81
Hi All my notes are saved in Amibroker\Notes folder ticker wise. I t does not show up in other tickers. I hv never faced this problem. My current version is 4.88
Re: [amibroker] AmiBroker 4.81
What is the latest ver. of Amibroker that I can get?
Re: [amibroker] Help needed for Highest / Lowest value of the last n-bars problem
try this
Hbar = H == HHV(H,20);
plotshapes( shapestar*hbar, colorred, 0, h, 0 );
--
Cheers
Graham
AB-Write Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 08/12/06, kose_u [EMAIL PROTECTED] wrote:
Hi,
I am trying to have two additional values for each value in any chart,
which show -for that bar of the chart- this bar has the largest value
of last x bars and has the lowest value of the last y bars.
I remember once to see such a formulation in somewhere -may be in this
list or in reference- but cannot remember/find where.
I would appreciate any help in case anybody solved such/similar problem
with a code or remebers such a code/solution/articel anywhere?
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
Re: [amibroker] Backtesting any preiodicity
You can create custom bar periods in preferences
--
Cheers
Graham
AB-Write Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 07/12/06, Peter [EMAIL PROTECTED] wrote:
On the backtester settings window, it looks like the periodicity can only
be set to one of the pre-set choices such as 1 min, 3 min, etc.
Is it possible to set the backtester to use any periodicity I want,
and even down to ticks level, such as 20 ticks ?
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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[amibroker] help....
would like to state which symbols i'd like to test within the editor instead of having to the scan system and current symbol only. does anyone know how to do that? thx j
Re: [amibroker] AmiBroker VS Wealth-Lab ?
You can do this, but I will not say the coding is easy for a beginner
The initital trade size is fairly straightforward, but the size adjustment
based on current equity takes a bit of knowledge in AB coding as it needs to
be done in advanced portfolio backtest code.
--
Cheers
Graham
AB-Write Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 05/12/06, tomahokinjo [EMAIL PROTECTED] wrote:
I'm a freshman on amibroker,and I used wealth-lan for some
time,wld's limit on position sizing,speed,and lack of respondence of
request bother me so much, I heared that script in amibroker is very
fast,but I don't know how powerful the position sizing functions in
amibroker is.
here is a system and a position size rule named dynamic exposure,the
position sizing part is difficult to code in wld,I don't know
whether it's difficult in amibroker to code or not?
system:
bollinger break out system,look period = 30,STD=3,stop price is
reversed Bollinger band(period=20,STD=2),and trading rules are:
long side:
1) if close price is cross over BollingerBand(Close,20,3)'s upper
band,long position is established at the close price;
2) if close price is cross under BollingBand(Close,20,2)'s Lower
Band,the long position is liquidated at the close price;
Short Side:
1) if close price is cross under BollingerBand(Close,20,3)'s Lower
band,Short position is established at the close price;
2) if close price is cross over BollingBand(Close,20,2)'s Upper
Band,the long position is liquidated at the close price;
position sizing rules:
1) the initial exposure on each trade is 2% of current reduced
equity,position size=2% of the current reduced equity / ABS(entry
price - Trailing Stop).
(the concept of reduced equity is from Mr. Van Tharp,it's total
equity minus all the open profit,then plus the open profit that
locked by trailing stop )
2) when entry condition is triggerd,an initial position would be
established(of course,a trailing stop is placed at the same
time ),if the trailing stop is better than the entry price(for long
position,it's higher than entry price,for short position,lower),a
pyramiding position would be added(relevant trailing stop is placed
in no time),the size of the pyramiding position is 1% of current
reduced equity /ABS(entry price-trailing stop), that's,the initial
exposure of the pyramiding position is 1% of the reduced
equity.these two positions are separate;
3) While holding the position,the ongoing exposure of the position
is 1.5 x initial exposure(so,initial position's ongoing exposure is
3%,pyramiding ongoing exposure is 1.5%),every day,the exposure of
the position is calculated,and judged whether the exposure goes
beyond the limit or not,if so,the position size would be reduced
until the exposure is in the limit,if the exposure is small,the
position size would be tried to increase until it's almost hit the
limit.In this way,the whole exposure could be monitor and
measure,the position size could be modified according the price
fluctuation.
(the technique of merging position is used in this step)
4) the whole exposure of the account limit is 10% of the equity,if
the whole exposure goes beyond the limit,no position would be added
or increase.
5) the initial exposure or ongoing exposure of each position should
be stored in a file or in an relevant indicator that could be
plotted on the chart.
If amibroker could do what wld can't,maybe it's time for me to
consider selecting amibroker instead of wld.
regards.
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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For other support material please check also:
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Re: [amibroker] Re: Notepad in AmiBroker 4.81
Try clicking in the notepad window when you change symbols
--
Cheers
Graham
AB-Write Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 09/12/06, vichooo_1999 [EMAIL PROTECTED] wrote:
Hi
All my notes are saved in Amibroker\Notes folder ticker wise. I t does
not show up in other tickers. I hv never faced this problem. My current
version is 4.88
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
Re: [amibroker] Re: Access to fundamental data using QuotesPlus
Tom, I do not use QuotesPlus, but i assume that if you configure the database right you could use Amiquote to retrieve Yahoo fundamentals. Those are what I was referring to below when I gave you the AFL code snipped relating to OneYearTargetPrice. If worst came to worst, you could retrieve OneYearTargetPrice using Yahoo/amiquote in a separate database, save these to Amibroker Notes, then open your QuotesPlus database and then request the targetprice using NoteGet. Good luck. If you want some more help about retrieving Yahoo fundamentals, I've spent a great deal of time on this subject recently and I'm happy to lend a hand. Chris - Original Message - From: trb0428 To: amibroker@yahoogroups.com Sent: Friday, December 08, 2006 10:56 AM Subject: [amibroker] Re: Access to fundamental data using QuotesPlus Chris, Thanks for the suggestionsI will try them. However with QuotesPlus as my data source, I do not have access to OneYearTargetPrice and do not use the GetFnData call. I am limited to the fields supported by the GetExtraData() function. Perhaps Tomasz will consider expanding the QP plugin to support the additional fields in the QP download? Thanks, Tom --- In amibroker@yahoogroups.com, Chris DePuy [EMAIL PROTECTED] wrote: Tom, 1) Perhaps OneYearTargetPrice will suffice? I've heard some folks using quant/tech strategies use this as a potential resistance level. http://www.amibroker.com/devlog/wp- content/uploads/2006/06/ReadMe4810.html. You could try: OneYearTargetPrice = GetFnData(OneYearTargetPrice); Upside=OneYearTargetPrice/C-1; Addcolumn(Upside,Upside,1.2); 2) You may also notice that when an upgrade happens, very frequently (like 90-95% of the time) estimates go higher (and downgrade/lower). For this you could use any/many of the EPS estimates available from GetFnData. You just have to track it (this is the tough part) to see what it was a day ago, week ago, etc. Some of the most sustainable moves in growth stocks are found using revisions data. 3) Another point to consider is that these analyst opinions will sometimes help you buy the stock, but almost never help you get out, so even if you had this information, it would not help you exit the stock. I've done some studies on this (and # of covering analysts, next 12 months EPS estimates, etc) and related topics using thomsononeanalytics.com excel add-in data. Additionally, there have been several unsuccessful fund strategies at brokerage firms that used the buys/sells from the firm's analyst teams. Also, if analyst opinions are important to you, you may want to consider subscribing to Starmine, which ferrets out who are the best analysts and focuses on their moves. Chris - Original Message - From: Joe Landry To: amibroker@yahoogroups.com Sent: Thursday, December 07, 2006 5:31 PM Subject: Re: [amibroker] Access to fundamental data using QuotesPlus The GetExtraData functions are supported by the QP plug in, and the only way I see to do it is to extend the QP plug in, not likely to happen unless done by someone in the AB user community. HTH Joe - Original Message - From: trb0428 To: amibroker@yahoogroups.com Sent: Thursday, December 07, 2006 4:17 PM Subject: [amibroker] Access to fundamental data using QuotesPlus Hi - Does anyone know if there is a way to access the Analysts Recommendations field from within AB when using Quotes Plus as my data source? I can access other fields using the GetExtraData () AFL function but Analysts Recommendation does not appear on the list. Any Ideas? Thanks, Tom
[amibroker] Help with AFL - buy on first down bar after cross over
Hi, I was wondering if anyone can help me writting I guess a simple piece of code. I'd like to buy on the high of the first bar DOWN after a MA cross up. Thanks for your help.
Re: [amibroker] Re: Access to fundamental data using QuotesPlus
Chris, I use Quotes Plus as well, but I also download the Yahoo Fundamental Data once a week using AmiQuote. This gives you the best of both worlds, as you can use both GetFnData AND GetExtraData functions. Don Lindberg ---Original Message--- From: trb0428 Date: 12/08/06 11:03:41 To: amibroker@yahoogroups.com Subject: [amibroker] Re: Access to fundamental data using QuotesPlus Chris, Thanks for the suggestionsI will try them. However with QuotesPlus as my data source, I do not have access to OneYearTargetPrice and do not use the GetFnData call. I am limited to the fields supported by the GetExtraData() function. Perhaps Tomasz will consider expanding the QP plugin to support the additional fields in the QP download? Thanks, Tom --- In amibroker@yahoogroups.com, Chris DePuy [EMAIL PROTECTED] wrote: Tom, 1) Perhaps OneYearTargetPrice will suffice? I've heard some folks using quant/tech strategies use this as a potential resistance level. http://www.amibroker.com/devlog/wp- content/uploads/2006/06/ReadMe4810.html. You could try: OneYearTargetPrice = GetFnData(OneYearTargetPrice); Upside=OneYearTargetPrice/C-1; Addcolumn(Upside,Upside,1.2); 2) You may also notice that when an upgrade happens, very frequently (like 90-95% of the time) estimates go higher (and downgrade/lower). For this you could use any/many of the EPS estimates available from GetFnData. You just have to track it (this is the tough part) to see what it was a day ago, week ago, etc. Some of the most sustainable moves in growth stocks are found using revisions data. 3) Another point to consider is that these analyst opinions will sometimes help you buy the stock, but almost never help you get out, so even if you had this information, it would not help you exit the stock. I've done some studies on this (and # of covering analysts, next 12 months EPS estimates, etc) and related topics using thomsononeanalytics.com excel add-in data. Additionally, there have been several unsuccessful fund strategies at brokerage firms that used the buys/sells from the firm's analyst teams. Also, if analyst opinions are important to you, you may want to consider subscribing to Starmine, which ferrets out who are the best analysts and focuses on their moves. Chris - Original Message - From: Joe Landry To: amibroker@yahoogroups.com Sent: Thursday, December 07, 2006 5:31 PM Subject: Re: [amibroker] Access to fundamental data using QuotesPlus The GetExtraData functions are supported by the QP plug in, and the only way I see to do it is to extend the QP plug in, not likely to happen unless done by someone in the AB user community. HTH Joe - Original Message - From: trb0428 To: amibroker@yahoogroups.com Sent: Thursday, December 07, 2006 4:17 PM Subject: [amibroker] Access to fundamental data using QuotesPlus Hi - Does anyone know if there is a way to access the Analysts Recommendations field from within AB when using Quotes Plus as my data source? I can access other fields using the GetExtraData () AFL function but Analysts Recommendation does not appear on the list. Any Ideas? Thanks, Tom attachment: faint_grain.jpg
[amibroker] Re: Import ASCII tick data file
://www.amibroker.com/support.html
Yahoo! Groups Links
__ NOD32 Informacje 1910 (20061208) __
Wiadomosc zostala sprawdzona przez System Antywirusowy NOD32
http://www.nod32.com lub http://www.nod32.pl
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
[amibroker] Re: Simplest method of creating Groups based on Symbol lists
Actually, I am asking about a very simple thing, though I am aware of the capabilities you mention. All I want to do is take a list of all the sp 500 stocks, etc., and automatically tag them as part of a custom group, So I can scan them or operate on them separately. Doesn't seem to be a built in feature, but should be easy to do in AFL. Code anyone? I hate reinventing the wheel after 30 years of it. I need to save my remaining brain cells for the important stuff. --- In amibroker@yahoogroups.com, matrix10014 [EMAIL PROTECTED] wrote: Hi, This is the one aspect of Amibroker that stops me dead in my tracks,and I would also like to have a buit in method of creating a linked data structure of Markets,Sectors,Indistries an stocks. As you used the word Groups,I assume you may have used AIQ at one point.Ami is a far more sophisticated tool than Amibroker,but there is beauty in AIQ's simplicity in the manner of which it maintains lists and creates Market/industry/group/stock relationships... With the help of others,I have used ATC to create groups,but I am unable to come up with a method of establishing relative strength relationships between stocks and the group,and the group with its sector...For better or worse,most of my analysis is predicated on relatives strength relationships and sector movement... AMI is a fantastic program,and it provides the user the ability to create virtually any tool he can think of.Unfortunately for me,my imagination far exceeds my programming ability. I will contact Thomas over at Trading Basis and see if he is open to creating a tool that can automate the creation of a linked list structure similar to AIQ Thanks Allan --- In amibroker@yahoogroups.com, Homar Simpson x7x@ wrote: Wanting to setup Groups based on sp 500 , Dow, etc. Read through the docs, but can't find a built in way of doing this simply. Can I assume you have to write some AFL code that reads a list? If so, I'm sure it's been done, and would appreciate it.
RE: [amibroker] Re: Simplest method of creating Groups based on Symbol lists
read the manual ...especially about watchlists, industry, sectors, markets _ From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of Homar Simpson Sent: Saturday, 9 December 2006 2:15 PM To: amibroker@yahoogroups.com Subject: [amibroker] Re: Simplest method of creating Groups based on Symbol lists Actually, I am asking about a very simple thing, though I am aware of the capabilities you mention. All I want to do is take a list of all the sp 500 stocks, etc., and automatically tag them as part of a custom group, So I can scan them or operate on them separately. Doesn't seem to be a built in feature, but should be easy to do in AFL. Code anyone? I hate reinventing the wheel after 30 years of it. I need to save my remaining brain cells for the important stuff. --- In [EMAIL PROTECTED] mailto:amibroker%40yahoogroups.com ps.com, matrix10014 [EMAIL PROTECTED] wrote: Hi, This is the one aspect of Amibroker that stops me dead in my tracks,and I would also like to have a buit in method of creating a linked data structure of Markets,Sectors,Indistries an stocks. As you used the word Groups,I assume you may have used AIQ at one point.Ami is a far more sophisticated tool than Amibroker,but there is beauty in AIQ's simplicity in the manner of which it maintains lists and creates Market/industry/group/stock relationships... With the help of others,I have used ATC to create groups,but I am unable to come up with a method of establishing relative strength relationships between stocks and the group,and the group with its sector...For better or worse,most of my analysis is predicated on relatives strength relationships and sector movement... AMI is a fantastic program,and it provides the user the ability to create virtually any tool he can think of.Unfortunately for me,my imagination far exceeds my programming ability. I will contact Thomas over at Trading Basis and see if he is open to creating a tool that can automate the creation of a linked list structure similar to AIQ Thanks Allan --- In [EMAIL PROTECTED] mailto:amibroker%40yahoogroups.com ps.com, Homar Simpson x7x@ wrote: Wanting to setup Groups based on sp 500 , Dow, etc. Read through the docs, but can't find a built in way of doing this simply. Can I assume you have to write some AFL code that reads a list? If so, I'm sure it's been done, and would appreciate it.
Re: [amibroker] AmiBroker VS Wealth-Lab ?
I had used WLD for a while before moving to AB. From my own experience, I have not encountered anything WLD can do but AB can't, though sometimes you have to be a bit creative. The system you described can be done using AB with some complexity but is very hard or even impossible using WLD. The main problem with WLD is that you don't have direct access to the signal list. Also as you pointed out, speed and continued development are much better with AB. AB had a steeper learning curve at the beginning. Porting existing systems from WLD to AB had helped me become proficient, I would think it might also help you if you do so. I would stick to AB in the future. - Original Message - From: tomahokinjo To: amibroker@yahoogroups.com Sent: Tuesday, December 05, 2006 6:27 AM Subject: [amibroker] AmiBroker VS Wealth-Lab ? I'm a freshman on amibroker,and I used wealth-lan for some time,wld's limit on position sizing,speed,and lack of respondence of request bother me so much, I heared that script in amibroker is very fast,but I don't know how powerful the position sizing functions in amibroker is. here is a system and a position size rule named dynamic exposure,the position sizing part is difficult to code in wld,I don't know whether it's difficult in amibroker to code or not? system: bollinger break out system,look period = 30,STD=3,stop price is reversed Bollinger band(period=20,STD=2),and trading rules are: long side: 1) if close price is cross over BollingerBand(Close,20,3)'s upper band,long position is established at the close price; 2) if close price is cross under BollingBand(Close,20,2)'s Lower Band,the long position is liquidated at the close price; Short Side: 1) if close price is cross under BollingerBand(Close,20,3)'s Lower band,Short position is established at the close price; 2) if close price is cross over BollingBand(Close,20,2)'s Upper Band,the long position is liquidated at the close price; position sizing rules: 1) the initial exposure on each trade is 2% of current reduced equity,position size=2% of the current reduced equity / ABS(entry price - Trailing Stop). (the concept of reduced equity is from Mr. Van Tharp,it's total equity minus all the open profit,then plus the open profit that locked by trailing stop ) 2) when entry condition is triggerd,an initial position would be established(of course,a trailing stop is placed at the same time ),if the trailing stop is better than the entry price(for long position,it's higher than entry price,for short position,lower),a pyramiding position would be added(relevant trailing stop is placed in no time),the size of the pyramiding position is 1% of current reduced equity /ABS(entry price-trailing stop), that's,the initial exposure of the pyramiding position is 1% of the reduced equity.these two positions are separate; 3) While holding the position,the ongoing exposure of the position is 1.5 x initial exposure(so,initial position's ongoing exposure is 3%,pyramiding ongoing exposure is 1.5%),every day,the exposure of the position is calculated,and judged whether the exposure goes beyond the limit or not,if so,the position size would be reduced until the exposure is in the limit,if the exposure is small,the position size would be tried to increase until it's almost hit the limit.In this way,the whole exposure could be monitor and measure,the position size could be modified according the price fluctuation. (the technique of merging position is used in this step) 4) the whole exposure of the account limit is 10% of the equity,if the whole exposure goes beyond the limit,no position would be added or increase. 5) the initial exposure or ongoing exposure of each position should be stored in a file or in an relevant indicator that could be plotted on the chart. If amibroker could do what wld can't,maybe it's time for me to consider selecting amibroker instead of wld. regards.
[amibroker] Re: help me with a buy signel
That is probably because all three do not get to -1 at the same time.
R
--- In amibroker@yahoogroups.com, Dheya1 [EMAIL PROTECTED] wrote:
i got this one from amibroker supports but still its not working
Buy = InvFisherTfm1( Value2 ) == -1 AND InvFisherTfm2( Value4 ) == -
1
AND InvFisherTfm4( Value11 ) == -1;
--- In amibroker@yahoogroups.com, Dheya1 dheya1@ wrote:
any one can help me to write a buy signel
if you can help me with the buy signel for the multticycle, i
need
to buy when the three lines ( DSS, colorDarkGreen and RSI,
colorBlue, styleThick and VFI, colorYellow, styleThick )
together
reach-1 .
_SECTION_BEGIN(MultiCycle 1[1].0);
/*
MULTICYCLE 1.0
By Brian Richard
*/
/* Volume Flow Indicator */
Period = Param(VFI Period,26,26,1300,1);
Coef=0.2;
VCoef=Param(Max. vol. cutoff,2.5,2.5,50,1);
inter = log(Avg)-log(Ref(Avg,-1));
Vinter = StDev(inter,30);
Cutoff=Coef*Vinter*Close;
Vave=Ref(MA(V,Period),-1);
Vmax=Vave*Vcoef;
Vc=Min(V,VMax);
MF=Avg-Ref(Avg,-1);
VCP=IIf(MFCutoff,VC,IIf(MF-Cutoff,-VC,0));
VFI1=Sum(VCP,Period)/Vave;
VFI=EMA(VFI1,3);
/* Double Smoothed Stochastic - DSS */
Slw = 4; Pds = 4;
A = EMA((Close-LLV(Low,Pds))/(HHV(H,pds)-LLV(L,Pds)),Slw)*100;
DSS = EMA((A-LLV(A,pds))/(HHV(A,Pds)-LLV(A,Pds)),Slw)*100;
/* Tom DeMark's Range Expansion Index */
HighMom = H - Ref( H, -2 );
LowMom = L - Ref( L, -2 );
Cond1 = ( H = Ref( L,-5) OR H = Ref( L, -6 ) );
Cond2 = ( Ref( H, -2 ) = Ref( C, -7 ) OR Ref( H, -2 ) = Ref(
C, -
8 ) );
Cond3 = ( L = Ref( H, -5 ) OR L = Ref( H, -6) );
Cond4 = ( Ref( L, -2 ) = Ref( C, -7 ) OR Ref( L, -2 ) = Ref(
C, -
8 ) );
Cond = ( Cond1 OR Cond2 ) AND ( Cond3 OR Cond4 );
Num = IIf( Cond, HighMom + LowMom, 0 );
Den = abs( HighMom ) + abs( LowMom );
TDREI = 100 * Sum( Num, 5 )/Sum( Den, 5 ) ;
// General - purpose Inverse Fisher Transform function
function InvFisherTfm1( array1 )
{
e2y1 = exp( 2 * array1 );
return ( e2y1 - 1 )/( e2y1 + 1 );
}
function InvFisherTfm2( array2 )
{
e2y2 = exp( 2 * array2 );
return ( e2y2 - 1 )/( e2y2 + 1 );
}
function InvFisherTfm3( array3 )
{
e2y3 = exp( 2 * array3 );
return ( e2y3 - 1 )/( e2y3 + 1 );
}
function InvFisherTfm4( array4 )
{
e2y4 = exp( 2 * array4 );
return ( e2y4 - 1 )/( e2y4 + 1 );
}
Value1 = 0.1 * (DSS-55);
Value2 = WMA( Value1, 5 );
Value3 = 0.1 * ( RSI( 5 ) - 50 );
Value4 = WMA( Value3, 10 );
Value5 = 0.03 * (TDREI);
Value6 = WMA( Value5, 10 );
Value10 = VFI;
Value11 = EMA(VFI,10);
Plot( InvFisherTfm1( Value2 ), DSS, colorDarkGreen,
styleThick );
Plot( InvFisherTfm2( Value4 ), RSI, colorBlue, styleThick );
Plot( InvFisherTfm3( Value6 ), REI, colorRed, styleThick );
Plot( InvFisherTfm4( Value11 ), VFI, colorYellow, styleThick );
Plot(0,,colorDarkBlue,styleDots);
PlotGrid( 0.5 );
PlotGrid(-0.5 );
_SECTION_END();
Regards
