[amibroker-ts] afl code to auto trade to tws
hi,
Im trying to get amibroker to send orders to tws ( on the eur/usd)
i found some code to i added to my afl, but it keeps sending orders
could someone help to get this to work, thanks
( i d like the system to buy when trix cross the 0 line, and to
reverse when it crosses the oder way)
thanks for your help
st= Optimize( st, 34, 2, 100, 1 );
Buy =Cover=Cross( Trix(st), 0);
Sell=Short = Cross( 0,Trix(st));
SetPositionSize( 1, spsShares );
if( LastValue( Buy ) )
{
ibc = GetTradingInterface(IB);
// check if we are connected OK
if( ibc.IsConnected() )
{
// check if we do not have already open position on this stock
// if( ibc.GetPositionSize( Name() ) == 0)
{
// transmit order
ibc.PlaceOrder( Name(), Buy, 25000, MKT, 0, 0, Day,
True );
}
}
}
if( LastValue( Sell ) )
{
ibc = GetTradingInterface(IB);
// check if we are connected OK
if( ibc.IsConnected() )
{
// check if we do not have already open position on this stock
//if( ibc.GetPositionSize( Name() ) == 0 )
{
// transmit order
ibc.PlaceOrder( Name(), sell, 25000, MKT, 0, 0, Day,
True );
}
}
}
if( LastValue( Short ) )
{
ibc = GetTradingInterface(IB);
// check if we are connected OK
if( ibc.IsConnected() )
{
// check if we do not have already open position on this stock
// if( ibc.GetPositionSize( Name() ) == 0 )
{
// transmit order
ibc.PlaceOrder( Name(), sell, 25000, MKT, 0, 0, Day,
True );
}
}
}
if( LastValue( Cover ) )
{
ibc = GetTradingInterface(IB);
// check if we are connected OK
if( ibc.IsConnected() )
{
// check if we do not have already open position on this stock
// if( ibc.GetPositionSize( Name() ) ==0)
{
// transmit order
ibc.PlaceOrder( Name(), Buy, 25000, MKT, 0, 0, Day,
True );
}
}
}
[amibroker-ts] Who has a list of the AmiBroker trading systems?
OK, I just bought (on a 30-60 day trial) MetaStock 10 and the MetaStock Performance Systems Plus add-on. Altogether this package has 80 tested trading systems plus the RMO trading system. Wow! (I didn't say I had put any of my $$ on one of them!) I also have AmiBroker Pro. AB has ZERO trading systems. I would like to get several tested AmiBroker trading systems quickly without developing any of them myself. Where are the tested AB trading systems? Is there any support for them? [Non-text portions of this message have been removed]
RE: [amibroker-ts] Who has a list of the AmiBroker trading systems?
Right, 80 TESTED System != Any PROFITABLE Systems; -- Terry From: amibroker-ts@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of gray_1946 Sent: Tuesday, February 06, 2007 13:16 To: amibroker-ts@yahoogroups.com Subject: [amibroker-ts] Who has a list of the AmiBroker trading systems? OK, I just bought (on a 30-60 day trial) MetaStock 10 and the MetaStock Performance Systems Plus add-on. Altogether this package has 80 tested trading systems plus the RMO trading system. Wow! (I didn't say I had put any of my $$ on one of them!) I also have AmiBroker Pro. AB has ZERO trading systems. I would like to get several tested AmiBroker trading systems quickly without developing any of them myself. Where are the tested AB trading systems? Is there any support for them? [Non-text portions of this message have been removed] [Non-text portions of this message have been removed]
RE: [amibroker-ts] Who has a list of the AmiBroker trading systems?
Gray, Did you want the 70% winners or the 80% winners first. EF _ From: amibroker-ts@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of gray_1946 Sent: Tuesday, February 06, 2007 12:16 PM To: amibroker-ts@yahoogroups.com Subject: [amibroker-ts] Who has a list of the AmiBroker trading systems? OK, I just bought (on a 30-60 day trial) MetaStock 10 and the MetaStock Performance Systems Plus add-on. Altogether this package has 80 tested trading systems plus the RMO trading system. Wow! (I didn't say I had put any of my $$ on one of them!) I also have AmiBroker Pro. AB has ZERO trading systems. I would like to get several tested AmiBroker trading systems quickly without developing any of them myself. Where are the tested AB trading systems? Is there any support for them? [Non-text portions of this message have been removed] -- No virus found in this incoming message. Checked by AVG Free Edition. Version: 7.5.432 / Virus Database: 268.17.28/672 - Release Date: 2/6/2007 10:22 AM -- No virus found in this outgoing message. Checked by AVG Free Edition. Version: 7.5.432 / Virus Database: 268.17.28/672 - Release Date: 2/6/2007 10:22 AM [Non-text portions of this message have been removed]
Re: [amibroker-ts] Who has a list of the AmiBroker trading systems?
If what you want is a canned system, you probably don't want Amibroker. If what you want is to develop a system you probably don't want 80 canned systems. Two different products with two different goals. good luck Jerry gray_1946 wrote: = OK, I just bought (on a 30-60 day trial) MetaStock 10 and the MetaStock Performance Systems Plus add-on. Altogether this package has 80 tested trading systems plus the RMO trading system. Wow! (I didn't say I had put any of my $$ on one of them!) I also have AmiBroker Pro. AB has ZERO trading systems. I would like to get several tested AmiBroker trading systems quickly without developing any of them myself. Where are the tested AB trading systems? Is there any support for them? [Non-text portions of this message have been removed] [Non-text portions of this message have been removed]
Re: [amibroker-ts] Who has a list of the AmiBroker trading systems?
Check out http://www.amibroker.com/library/list.php On 07/02/07, James [EMAIL PROTECTED] wrote: Not necessarily. I could care a less about the code, but I wouldn't mind seeing the rules in plain English for 80 different systems. Hard to believe there wouldn't be something of value to me in there for at least some new ideas. James - Original Message From: Laster [EMAIL PROTECTED] laster%40adelphia.net To: amibroker-ts@yahoogroups.com amibroker-ts%40yahoogroups.com Cc: gray_1946 [EMAIL PROTECTED] gray_1946%40yahoo.com Sent: Tuesday, February 6, 2007 3:42:41 PM Subject: Re: [amibroker-ts] Who has a list of the AmiBroker trading systems? If what you want is a canned system, you probably don't want Amibroker. If what you want is to develop a system you probably don't want 80 canned systems. Two different products with two different goals. good luck Jerry gray_1946 wrote: = OK, I just bought (on a 30-60 day trial) MetaStock 10 and the MetaStock Performance Systems Plus add-on. Altogether this package has 80 tested trading systems plus the RMO trading system. Wow! (I didn't say I had put any of my $$ on one of them!) I also have AmiBroker Pro. AB has ZERO trading systems. I would like to get several tested AmiBroker trading systems quickly without developing any of them myself. Where are the tested AB trading systems? Is there any support for them? [Non-text portions of this message have been removed] [Non-text portions of this message have been removed] __ Don't get soaked. Take a quick peak at the forecast with the Yahoo! Search weather shortcut. http://tools.search.yahoo.com/shortcuts/#loc_weather [Non-text portions of this message have been removed] [Non-text portions of this message have been removed]
[amibroker-ts] Re: Who has a list of the AmiBroker trading systems?
--- In amibroker-ts@yahoogroups.com, EF [EMAIL PROTECTED] wrote: Gray, Did you want the 70% winners or the 80% winners first. EF Can I have the ones with zero drawdown, as in never? ^_^ Yuki
[amibroker] Individual.afl
Hello,
I am getting the following error message when trying to plot the
individual equity:
Your individual equity formula does not contain
#include @LastBacktestFormula
statement that is required for proper calculation of individual
equity chart.
Please replace the formula used by default one shipped with AmiBroker
that can be found in Formulas\Equity\Individual.afl file.
This is the content of my Individual.afl file:
#include @LastBacktestFormula
MaxGraph=0;GraphXSpace=5;
GraphZOrder=1;
Plot( Equity( 0, -2 ), Equity, -8, styleArea );
if( ParamToggle(Show Buy-and-Hold?, No|Yes, 1 ) )
{
/* now buy and hold simulation */
Short=Cover=0;
Buy=Status(firstbarintest);
Sell=Status(lastbarintest);
SetTradeDelays(0,0,0,0); PositionSize = -100;
ApplyStop(0,0,0,0);
ApplyStop(1,0,0,0);
ApplyStop(2,0,0,0);
Plot( Equity( 0, -2 ), BuyHold, -9 );
}
I found it in message #101356 but the problem persists.
Is there an obvious problem?
Thanks,
Pavel.
[amibroker] Re: Filtering - close higher than highest high
Super! Thanks a lot!
--- In amibroker@yahoogroups.com, Ara Kaloustian [EMAIL PROTECTED] wrote:
Use
Filter = C Ref(HHV(C,30),-1);
This will exclude today close from the 30 bar high
- Original Message -
From: carlacash26 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Monday, February 05, 2007 10:22 PM
Subject: [amibroker] Filtering - close higher than highest high
I'm having a problem with doing an exploration. I want to find
stocks
that close higher than the highest high value for past 30 days.
This is what I have come up with:
Filter=C HHV(C,30)
I think the problem is that todays CLOSE is included in the HHV
(C,30),
so I should shift the HHV(C,30) to only include prices from 20
days
earlier, one day ago.
???
Many 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
[amibroker] Re: Plotting ApplyStop Triggers
Herman,
I can't get the n-bar stop to be plotted. When I plot the Sell
values, I can only see a 1 plotted and I can't see the n-bar values.
Pavel.
ThreeCCAboveFirst=IIf(CMA(C,65) AND
Ref(C,-1)Ref(MA(C,65),-1) AND
Ref(C,-2)Ref(MA(C,65),-2) AND
Ref(C,-3)Ref(MA(C,65),-3)
,1,0);
ThreeCCBelowFirst=IIf(CMA(C,65) AND
Ref(C,-1)Ref(MA(C,65),-1) AND
Ref(C,-2)Ref(MA(C,65),-2) AND
Ref(C,-3)Ref(MA(C,65),-3)
,1,0);
Buy=ExRem(ThreeCCAboveFirst,ThreeCCBelowFirst);
Barstop=5;
ApplyStop(stopTypeNBar,stopModeBars,Barstop-1,0,False,0);
Sell=ExRem(ThreeCCBelowFirst,ThreeCCAboveFirst);
PlotShapes(IIf(Sell==1, shapeDigit1, shapeNone), colorRed, 0, H, -
12 );
PlotShapes(IIf(Sell==6,shapeDigit6,shapeNone),colorBlue,0,H,-12);
Plot(Sell,Sell,colorRed,1);
--- In amibroker@yahoogroups.com, Herman [EMAIL PROTECTED] wrote:
You can use something like:
PlotShapes(iif( Sell==3, shapeDigit3, shapenone), colorRed, 0,
SellStopPrice, 0 )
to plot a digits for all events encoded in the exit signals,
exactly where the stop occurred.
ApplyStop return values
Using Equity( 1 ) evaluates stops and writes BACK
signals to sell/cover arrays. Equity(1) also removes
all extra signals.
Depending on kind of the stop various values
are written back to sell/cover array to enable you
to distinguish if given signal was generated by regular
rule or by stop.
1 - regular exit
2 - max. loss
3 - profit target
4 - trailing
5 - ruin stop
6 - n-bar stop
herman
Monday, February 5, 2007, 8:31:34 AM, you wrote:
Hello,
Is there a way to plot a shape or something similar when the
ApplyStop
function is triggered? The following code plots a shape at every
bar
because the ApplyStop always returns a 1.
Stop=ApplyStop(stopTypeNBar,stopModeBars,Barstop,0,False,0);
PlotShapes(IIf
(Stop,shapeHollowDownArrow,shapeNone),colorBlue,5,H,-12);
With thanks,
Pavel.
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] Why, TJ???
OK, I will differentiate this, the upgrade setup (the one with
AmiBroker490up.exe name)
will install these files only if the files are missing, and won't replace
existing ones.
Full setup will replace anyway.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: Tomasz Janeczko [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Tuesday, February 06, 2007 8:49 AM
Subject: Re: [amibroker] Why, TJ???
Hello,
Format files are not part of AmiQuote, but rather part of AmiBroker.
They are used by AmiBroker, namely AmiBroker ASCII importer,
so if you selected AmiBroker for install they are installed too.
They are installed so we are sure that everything is installed
if they weren't people would start complaining that AmiBroker does not work
(because of missing/old/not updated files). I could check the creation
date but then there is no guarantee that setup files are older than yours
(they can be newer in fact).
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: Yuki Taga [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Tuesday, February 06, 2007 8:08 AM
Subject: [amibroker] Why, TJ???
Having previously upgraded to AmiQuote 1.93, I specifically told the
AmiBroker RC2 install program *not* to install it this time (I never
touched RC1). I also unchecked the tick mark for Create Desk Top
Icon.
My format files ... again ... for the umpteenth time, were
overwritten. The *#$^ volume for the SP 500 is once again too big,
of course.
Can we get a *permanent* fix for this? Why, every time I install an
update, to I have to remember the fix I had to create? Why can't
this be done without a hassle? I have to *remember* what files they
were (it's just mind clutter, thanks), and then I have to take the
time to restore them, and hope I don't break something else in the
process.
Can you please fix this so that your users don't have to fuss with
it?
Yuki
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
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] Setting Ticker in script
The script piece below switches to the non-default database. This works just great. How do you select the ticker that is used for comparison purposes? It makes a big difference when dumping out data as to when data starts as it apparently is tied to the last ticker used with that database. I tried the set oStock statements below that does not seem to work. A quick google on this subject on the Amibroker group messages left me more confused about this issue. Manually switching the tickers showed a difference of about 50,000 quotes across the database being exported (code not shown as this works just fine except for setting of the ticker). if oAB.LoadDatabase(d:\program files\amibroker\AustraliaMetastock) = True then WScript.Echo( successfully loaded new database ) end if WScript.Echo(Database path: + oAB.DataBasePath) Set oAA = oAB.Analysis If oAA.LoadFormula(d:\program files\amibroker\formulas\SCANS\dumpAustralia.afl) = True Then WScript.Echo(successfully loaded formula) End If Set oStocks =oAB.Stocks ' optional: load settings Set oStock = oStocks.Item(^AORD)
Re: [amibroker] Why, TJ???
Hi Tomasz,
Thanks for the explanation, and the modification.
Maybe sometime down the road there will be something in preferences
so we can just set it, even if the files are overwritten? It's just
that I believe most of your user base keeps track of US index
volumes, which are now too big. And even foreigners like me usually
pay attention to at least the US indices. I should think just about
every new user runs into this problem.
Thanks again,
Yuki
Tuesday, February 6, 2007, 5:47:49 PM, you wrote:
TJ OK, I will differentiate this, the upgrade setup (the one with
AmiBroker490up.exe name)
TJ will install these files only if the files are missing, and won't replace
existing ones.
TJ Full setup will replace anyway.
TJ Best regards,
TJ Tomasz Janeczko
TJ amibroker.com
TJ - Original Message -
TJ From: Tomasz Janeczko [EMAIL PROTECTED]
TJ To: amibroker@yahoogroups.com
TJ Sent: Tuesday, February 06, 2007 8:49 AM
TJ Subject: Re: [amibroker] Why, TJ???
Hello,
Format files are not part of AmiQuote, but rather part of AmiBroker.
They are used by AmiBroker, namely AmiBroker ASCII importer,
so if you selected AmiBroker for install they are installed too.
They are installed so we are sure that everything is installed
if they weren't people would start complaining that AmiBroker does not work
(because of missing/old/not updated files). I could check the creation
date but then there is no guarantee that setup files are older than yours
(they can be newer in fact).
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: Yuki Taga [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Tuesday, February 06, 2007 8:08 AM
Subject: [amibroker] Why, TJ???
Having previously upgraded to AmiQuote 1.93, I specifically told the
AmiBroker RC2 install program *not* to install it this time (I never
touched RC1). I also unchecked the tick mark for Create Desk Top
Icon.
My format files ... again ... for the umpteenth time, were
overwritten. The *#$^ volume for the SP 500 is once again too big,
of course.
Can we get a *permanent* fix for this? Why, every time I install an
update, to I have to remember the fix I had to create? Why can't
this be done without a hassle? I have to *remember* what files they
were (it's just mind clutter, thanks), and then I have to take the
time to restore them, and hope I don't break something else in the
process.
Can you please fix this so that your users don't have to fuss with
it?
Yuki
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] AmiBroker 4.90 Release Candidate 3
Hello,
AmiBroker 4.90.2 rc3 available now:
http://www.amibroker.com/devlog/2007/02/06/amibroker-490-release-candidate-3/
Four small bug fixes were added as compared with RC2, two of them related to
Windows Vista.
Upgrade is recommended for all using RC2 or RC1.
Note that this is not yet official - it is release candidate software -
something like beta
- if you want to get official you will need to wait a bit more.
The difference between release candidate and beta is that RC3 comes with full
setup
- with updated help file and all plugins, AmiQuote 1.94 and such.
Existing users: please make sure to use UPGRADE version of the setup,
otherwise
the database inside Data folder will be overwritten.
If you are using Windows Vista you should run full setup, even if you are only
upgrading,
as only full setup registers OLE automation servers on Vista.
Best regards,
Tomasz Janeczko
amibroker.com
CHANGES FOR VERSION 4.90.2 (as compared to 4.90.1)
a.. new account manager: fixed partial scaling out calcs
b.. OLE automation server registration checks registry access rights
correctly on Windows Vista now (this prevents Failed to
update registry. Try using REGEDIT message on Vista)
c.. Setup program now registers OLE servers by itself using elevated rights
on Vista (programs run with ordinary rights do not
have access to OLE registration on Vista)
d.. AddToComposite: the combination of atcEnableInIndicator + atcDeleteValues
now invalidates cached foreign data (FC#: 809)
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] newbie question about automated trading
I'm thinking of automating my strategy in Amibroker and run the trades using IB. In Amibroker, how do I know the current account balance and status? The reason I need to know this is that during automated trading, we need to manage the account automatically too. If trading account already has a large position in one equity, even there is a new entry signal, we still can not enter if there is not enough cash in the account. So I need to put different account management heuristics and strategies into programs to automate the trading. Can anyone on this board shed some light on this question? I read some documents on Amibroker but do not find enough docs about managing portfolio or positions and automate the management. Is there a simple function to check available cash and positions in Amibrker account? Thx. -ihome
RE: [amibroker] Why, TJ???
I think perhaps a more permanent solution could be discussed rather than
workarounds.
It would be interesting to see the performance hit in using 64 bit integers
and 64 bit (double precision) floating point in the storage of volume and
price data respectively. An unsigned 64 bit integer gives us a range from 0
to 18,446,744,073,709,551,615. Given the current limit for AmiBroker is
2,147,483,647 for signed 32 bit integers, I think that a 64 bit one would
give a fair bit more breathing space!
Even using a single precision (32 bit) floating point number for volume
would give us more room to breathe (at the sacrifice of accuracy - only
around 7 significant figures but this shouldn't really be a problem for your
analysis anyway)
These number formats don't suffer from the same range limitations as the
single precision (32 bit) floating point format currently used. It would
also be interesting to see whether the new 64 bit processors running on
proper 64 bit OSes can make any of this impact negligible.
Note that this would also double storage requirements for data - but we all
have plenty of disk space for data don't we? (I have about 150GB of daily
data here!). I use double precision floating points for price data and big
ints (both 64 bit) for my internal databases.
Best regards,
Richard Dale.
Norgate Investor Services
- Premium quality Stock, Futures and Foreign Exchange Data for
markets in Australia, Asia, Canada, Europe, UK USA -
www.premiumdata.net
From: Yuki Taga [mailto:[EMAIL PROTECTED]
Sent: Tuesday, 6 February 2007 6:54 PM
To: Tomasz Janeczko
Subject: Re: [amibroker] Why, TJ???
Hi Tomasz,
Thanks for the explanation, and the modification.
Thanks again,
Yuki
Tuesday, February 6, 2007, 5:47:49 PM, you wrote:
TJ OK, I will differentiate this, the upgrade setup (the one with
AmiBroker490up.exe name)
TJ will install these files only if the files are missing, and won't
replace existing ones.
TJ Full setup will replace anyway.
TJ Best regards,
TJ Tomasz Janeczko
TJ amibroker.com
TJ - Original Message -
TJ From: Tomasz Janeczko [EMAIL PROTECTED]
mailto:groups%40amibroker.com
TJ To: amibroker@yahoogroups.com mailto:amibroker%40yahoogroups.com
TJ Sent: Tuesday, February 06, 2007 8:49 AM
TJ Subject: Re: [amibroker] Why, TJ???
Hello,
Format files are not part of AmiQuote, but rather part of AmiBroker.
They are used by AmiBroker, namely AmiBroker ASCII importer,
so if you selected AmiBroker for install they are installed too.
They are installed so we are sure that everything is installed
if they weren't people would start complaining that AmiBroker does not
work
(because of missing/old/not updated files). I could check the creation
date but then there is no guarantee that setup files are older than yours
(they can be newer in fact).
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: Yuki Taga [EMAIL PROTECTED]
mailto:yukitaga%40tkh.att.ne.jp
To: amibroker@yahoogroups.com mailto:amibroker%40yahoogroups.com
Sent: Tuesday, February 06, 2007 8:08 AM
Subject: [amibroker] Why, TJ???
Having previously upgraded to AmiQuote 1.93, I specifically told the
AmiBroker RC2 install program *not* to install it this time (I never
touched RC1). I also unchecked the tick mark for Create Desk Top
Icon.
My format files ... again ... for the umpteenth time, were
overwritten. The *#$^ volume for the SP 500 is once again too big,
of course.
Can we get a *permanent* fix for this? Why, every time I install an
update, to I have to remember the fix I had to create? Why can't
this be done without a hassle? I have to *remember* what files they
were (it's just mind clutter, thanks), and then I have to take the
time to restore them, and hope I don't break something else in the
process.
Can you please fix this so that your users don't have to fuss with
it?
Yuki
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] Why, TJ???
Hello, As for changing volume from integer to single precision IEEE float - this is already on to-do list but this unfortunatelly has been postponed due to the fact that this change would break compatiblity with all existing data plugins - so they all would need to be adopted to this change. As for using double precision for volume field only - it makes no sense because AFL uses single precision, so there is no need to use double in one place and single in all other places. As for using double for all other places - this is not about hard disk space, but about RAM. Nowadays, even with 32 bit fields people push their RAM to the limit for example they use 1 million bars (each bar is 64 bytes now) PER SYMBOL (intraday data) - this is 64 MB per symbol Now even if you have 1 GB of ram it means that only about 15 symbols can be stored in RAM if they have 1million bars. Moving to 64 bit would decrease this BY FACTOR OF TWO. This is simply unacceptable by people using intraday analysis for long periods. Of course not all symbol data are kept in RAM (only currently used are kept) but it is not uncommon for intraday analysts to watch 15 symbols at once. Again: I want to stress that there is no single design choice in AB made without very serious analysis and if something is done one way or not another there is very strong reasoning behind every single thing. I am however not able to provide all background information here because it would take 200 years for me to explain every bit. Best regards, Tomasz Janeczko amibroker.com - Original Message - From: Richard Dale To: amibroker@yahoogroups.com Sent: Tuesday, February 06, 2007 11:32 AM Subject: RE: [amibroker] Why, TJ??? I think perhaps a more permanent solution could be discussed rather than workarounds. It would be interesting to see the performance hit in using 64 bit integers and 64 bit (double precision) floating point in the storage of volume and price data respectively. An unsigned 64 bit integer gives us a range from 0 to 18,446,744,073,709,551,615. Given the current limit for AmiBroker is 2,147,483,647 for signed 32 bit integers, I think that a 64 bit one would give a fair bit more breathing space! Even using a single precision (32 bit) floating point number for volume would give us more room to breathe (at the sacrifice of accuracy - only around 7 significant figures but this shouldn't really be a problem for your analysis anyway) These number formats don't suffer from the same range limitations as the single precision (32 bit) floating point format currently used. It would also be interesting to see whether the new 64 bit processors running on proper 64 bit OSes can make any of this impact negligible. Note that this would also double storage requirements for data - but we all have plenty of disk space for data don't we? (I have about 150GB of daily data here!). I use double precision floating points for price data and big ints (both 64 bit) for my internal databases. Best regards, Richard Dale. Norgate Investor Services - Premium quality Stock, Futures and Foreign Exchange Data for markets in Australia, Asia, Canada, Europe, UK USA - www.premiumdata.net From: Yuki Taga [mailto:[EMAIL PROTECTED] Sent: Tuesday, 6 February 2007 6:54 PM To: Tomasz Janeczko Subject: Re: [amibroker] Why, TJ??? Hi Tomasz, Thanks for the explanation, and the modification. Thanks again, Yuki Tuesday, February 6, 2007, 5:47:49 PM, you wrote: TJ OK, I will differentiate this, the upgrade setup (the one with AmiBroker490up.exe name) TJ will install these files only if the files are missing, and won't replace existing ones. TJ Full setup will replace anyway. TJ Best regards, TJ Tomasz Janeczko TJ amibroker.com TJ - Original Message - TJ From: Tomasz Janeczko [EMAIL PROTECTED] TJ To: amibroker@yahoogroups.com TJ Sent: Tuesday, February 06, 2007 8:49 AM TJ Subject: Re: [amibroker] Why, TJ??? Hello, Format files are not part of AmiQuote, but rather part of AmiBroker. They are used by AmiBroker, namely AmiBroker ASCII importer, so if you selected AmiBroker for install they are installed too. They are installed so we are sure that everything is installed if they weren't people would start complaining that AmiBroker does not work (because of missing/old/not updated files). I could check the creation date but then there is no guarantee that setup files are older than yours (they can be newer in fact). Best regards, Tomasz Janeczko amibroker.com - Original Message - From: Yuki Taga [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Tuesday, February 06, 2007 8:08 AM Subject: [amibroker] Why, TJ??? Having previously upgraded to AmiQuote 1.93, I specifically told the AmiBroker RC2 install program *not* to install it this time
Re: [amibroker] newbie question about automated trading
see http://www.amibroker.com/at/
you may also want to visit: http://finance.groups.yahoo.com/group/AmiBroker-at/
best regards,
herman
Tuesday, February 6, 2007, 3:57:19 AM, you wrote:
I'm thinking of automating my strategy in Amibroker and run the trades
using IB. In Amibroker, how do I know the current account balance and
status? The reason I need to know this is that during automated
trading, we need to manage the account automatically too. If trading
account already has a large position in one equity, even there is a
new entry signal, we still can not enter if there is not enough cash
in the account.
So I need to put different account management heuristics and
strategies into programs to automate the trading. Can anyone on this
board shed some light on this question? I read some documents on
Amibroker but do not find enough docs about managing portfolio or
positions and automate the management.
Is there a simple function to check available cash and positions in
Amibrker account?
Thx.
-ihome
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: Plotting ApplyStop Triggers
try inserting Equity(1) before the plots, also see help on this.
best regards,
herman
Tuesday, February 6, 2007, 3:36:22 AM, you wrote:
Herman,
I can't get the n-bar stop to be plotted. When I plot the Sell
values, I can only see a 1 plotted and I can't see the n-bar values.
Pavel.
ThreeCCAboveFirst=IIf(CMA(C,65) AND
Ref(C,-1)Ref(MA(C,65),-1) AND
Ref(C,-2)Ref(MA(C,65),-2) AND
Ref(C,-3)Ref(MA(C,65),-3)
,1,0);
ThreeCCBelowFirst=IIf(CMA(C,65) AND
Ref(C,-1)Ref(MA(C,65),-1) AND
Ref(C,-2)Ref(MA(C,65),-2) AND
Ref(C,-3)Ref(MA(C,65),-3)
,1,0);
Buy=ExRem(ThreeCCAboveFirst,ThreeCCBelowFirst);
Barstop=5;
ApplyStop(stopTypeNBar,stopModeBars,Barstop-1,0,False,0);
Sell=ExRem(ThreeCCBelowFirst,ThreeCCAboveFirst);
PlotShapes(IIf(Sell==1, shapeDigit1, shapeNone), colorRed, 0, H, -
12 );
PlotShapes(IIf(Sell==6,shapeDigit6,shapeNone),colorBlue,0,H,-12);
Plot(Sell,Sell,colorRed,1);
--- In amibroker@yahoogroups.com, Herman [EMAIL PROTECTED] wrote:
You can use something like:
PlotShapes(iif( Sell==3, shapeDigit3, shapenone), colorRed, 0,
SellStopPrice, 0 )
to plot a digits for all events encoded in the exit signals,
exactly where the stop occurred.
ApplyStop return values
Using Equity( 1 ) evaluates stops and writes BACK
signals to sell/cover arrays. Equity(1) also removes
all extra signals.
Depending on kind of the stop various values
are written back to sell/cover array to enable you
to distinguish if given signal was generated by regular
rule or by stop.
1 - regular exit
2 - max. loss
3 - profit target
4 - trailing
5 - ruin stop
6 - n-bar stop
herman
Monday, February 5, 2007, 8:31:34 AM, you wrote:
Hello,
Is there a way to plot a shape or something similar when the
ApplyStop
function is triggered? The following code plots a shape at every
bar
because the ApplyStop always returns a 1.
Stop=ApplyStop(stopTypeNBar,stopModeBars,Barstop,0,False,0);
PlotShapes(IIf
(Stop,shapeHollowDownArrow,shapeNone),colorBlue,5,H,-12);
With thanks,
Pavel.
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
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: My First system
Brian, Thank you for the kind words, I was worried my verbosity would be read as gibberish. In order not to stray from the straight and narrow path of coding I will refrain from the temptation of more verbosity. Personally I would rather skip or delete posts than risk boxing in topics so tightly ideas die before they have a chance to grow. On the other hand this board is so exceptional in being helpful, and the developer is so extraordinary in reading and responding to posts I will try not to clutter with chatter even if I disagree with any form of self appointed police. Just one last silliness: Tomasz do you ever sleep or stop to eat, you and Amibroker are truly exceptional! Sursod --- In amibroker@yahoogroups.com, Paul Ho [EMAIL PROTECTED] wrote: Totally agree with the sentiment! there are plenty of other forum for general discussion. /Paul. _ From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of Graham Sent: Monday, 5 February 2007 9:33 AM To: amibroker@yahoogroups.com Subject: Re: [amibroker] Re: My First system and perhaps something to do with coding in amibroker could be included as this is the purpose of this group there is a group called amiboker-ts for discussion of trading systems -- Cheers Graham AB-Write Professional AFL Writing Service Yes, I write AFL code to your requirements http://www.aflwriti http://www.aflwriting.com ng.com On 05/02/07, brian.z123 [EMAIL PROTECTED] mailto:brian.z123%40yahoo.com.au com.au wrote: Hello Sursod, Thankyou. I don't have the time to become involved in a lot of that type of discussion, and also the forum isn't the best possible place for it. On the other hand, I do have a bee in my bonnet about the absolute rubbish that is put around about trading on the net. I think collectively the forum can do a bit better with a little informal guidance here and there. You make some interesting points for discussion. To be fair to Mr Pardo. The book was written in the early 90's, its a short book and it appears to be intended as an introductory text. It does do a good job of that. It does set out all of the concepts in a logical and understandable way. I admit I am a very hard marker. It's certainly a book I that I go back to. I would like to have seen his more advanced concepts or a more in depth discussion of exceptions etc. When I say that I don't agree with all of his conclusions that is my way of placing a disclaimer to indicate that I don't believe people should follow anyone blindly. On the other hand, I appreciate that it is *a cheap shot* to make contrary statements without any supportive argument. At some time in the future, when I can do a proper job of it, I might lay out the arguments to support some of the statements I have made about stats and system design etc. and give the forum a chance to make their critique. Brian *:-) --- In [EMAIL PROTECTED] mailto:amibroker%40yahoogroups.com ps.com, sursod sursod@ wrote: Hi Brian, I enjoy your posts of ideas. I agree with you regarding derivative indicators although I use Stochastics (SRSI) and Bollinger Band of RSI, both derivative of derivative of price. Personally I do not rate any TA indicator as better than 35-65% accurate and often randomness decides when. It is more important to know the indicator we use so we understand when it might fail then to chase newer and fancier indicators thinking computation sophistication equates the holy grail. I value Pardo's book on systems design very much but ultimately we have to make our own rules and write our own script, there is no holy bible and no absolute truth except the inconvenient truth at the bottom line of the trading account. Sursod --- In [EMAIL PROTECTED] mailto:amibroker% 40yahoogroups.com ps.com, brian.z123 brian.z123@ wrote: Hello Bill, I'm pleased you read the reply as I hadn't seen you around for a couple of days and thought you might have disappeared. Trialling (it's not in my dictionary either - I haven't been to school for a while) = = trial and error (paper trading or virtual trading where you visualise the outcomes of your systems in your minds eye or imagination). I base this approach on my theory of success (template) = = theory (reading?)followed by practice (backtesting?) followed by application (trading or virtual trading) and then back to the drawing board to fix up your mistakes - the path to success is perpetual application of the above cycle (continuous improvement in business terms). I discussed *The Success Template* in more detail in a previous topic on Trading Psychology. It was of minority interest only and some forum members didn't like it at all so it may not be to your taste
Re: [amibroker] Re: Automate System Scan E-Mail
At a high level, I believe that running a scan every XX minutes during the day and then using Alertif() would allow you to achieve this. Lookup alertif(), you can use this function to send e-mails from Amibroker. your code here alertif(buy,xxx); On 06/02/07, carlacash26 [EMAIL PROTECTED] wrote: --- In amibroker@yahoogroups.com amibroker%40yahoogroups.com, inner_records [EMAIL PROTECTED] wrote: Hi, how can I automatically have Amibroker do a scan for system signals and e-mail me the results, for when I'm travelling? Has someone already written a script for this and is willing to share? Thanks so much for your help! I don't know if there is this functionality in Amibroker, hopefully the gurus here can tell you more. Look at this free service that lets you log on to your computer at home, from any computer with internet access. http://www.logmein.com. You could also do it with a macro. A macro is like a recording of the tasks you want to perform, and then run this recording on a scheduled basis. So you can record your computer to do your scan and then e-mail it to you. Then schedule our computer to do this every day at 4. I think theree are numerous macro-software out there.
[amibroker] Re: Plotting ApplyStop Triggers
Excellent, thanks! Pavel. --- In amibroker@yahoogroups.com, Herman [EMAIL PROTECTED] wrote: try inserting Equity(1) before the plots, also see help on this. best regards, herman
[amibroker] Adding Custom Columns to backtest
Hi all,
I'm trying to add to backtester extra columns for:
Risk amount per share i.e. Entryprice - Maxstop level
R multiple profit/loss
I have an ATR 14day max loss stop hung from the Low of day of Entry.
But can't get it to work: my code:
SetCustomBacktestProc();
ATR14day = ATR(14);(HERE IS PROBLEM, it doesn't get
amount = 2*ATR14day; these values, I have no idea how)
stoplevel = Low - amount;
if( Status(action) == actionPortfolio )
{
bo = GetBacktesterObject();
bo.Backtest(1);
for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() )
{
Risk = trade.EntryPrice() - stoplevel;
Rmultiple = (trade.ExitPrice() - trade.EntryPrice) / Risk;
trade.AddCustomMetric(Risk, Risk );
trade.AddCustomMetric(R-multiple, Rmultiple );
}
bo.ListTrades();
}
I know that putting the following up there, doens't work.
ATR14day = ATR(14);
amount = 2*ATR14day;
stoplevel = Low - amount;
it doesn't get the values. Does anyone get what I'm trying to do?
and if so what method do i use to get these values read and used so I
can put my calculations for Risk and Rmultiple in backtester Columns?
Any help is greatly appreciated,
best regards.
[amibroker] New file uploaded to amibroker
Hello, This email message is a notification to let you know that a file has been uploaded to the Files area of the amibroker group. File: /Developing My First System.doc Uploaded by : halliday_mo [EMAIL PROTECTED] Description : For Beginners. I'm a beginning system developer and I wrote this while developing an initial fictitious system. I hope it helps you getting started. You can access this file at the URL: http://groups.yahoo.com/group/amibroker/files/Developing%20My%20First%20System.doc To learn more about file sharing for your group, please visit: http://help.yahoo.com/help/us/groups/files Regards, halliday_mo [EMAIL PROTECTED]
[amibroker] Switching MAs according to the position of the Close.
/* Switching MAs according to the position of the Close. In my code, if the close is below yesterdays 20MA of the lows I want to use the 20MA of the highs, [ MA(H,20) ] until a close above the 20MA of the highs, then I want to switch to the 20MA of the lows. [ MA(L,20) ] I am using: */ //== Designated_MA_Value=IIf(Close Ref(MA(L,20),-1), 1, IIf(Close Ref(MA(H,20),-1), -1, 0)); Held_MA_Choice= ValueWhen(Designated_MA_Value !=0, Designated_MA_Value); Current_Held_MA= IIf(Held_MA_Choice= 1, MA(H,20), IIf(Held_MA_Choice= -1, MA(L,20), 0 )); // /* But the switch does *not* occur. If I plot the 'Current_Held_MA' against the 20MA of the Highs and against the 20MA of the Lows the graph shows the 'Current_Held_MA' *always* only at the highs ! eg: */ // Plot( Current_Held_MA, , colorGreen, styleStaircase ); //=HI + LO MAs== Upr20maBnd = Ref( MA( H, 20), -1); Lwr20maBnd = Ref( MA( L, 20), -1); Plot( Upr20maBnd , , colorGreen, styleLine ); Plot( Lwr20maBnd , , colorGreen, styleLine ); // Plot( Close, , colorBlue, styleBar+ styleThick); // /* And when I run the code in AA the results are always the same results as if only the 20MA of the High were used. How can I make the switch occur ? */
[amibroker] Developing My First System
Hello Everyone, I uploaded a revision my first document called My First System and in the process renamed it to Developing My First System. Go to http://finance.groups.yahoo.com/group/amibroker/files/ and press the PageDown 8 times to locate the file. This is the description I used: For Beginners. I'm a beginning system developer and I wrote this while developing an initial fictitious system. I hope it helps you getting started. I intended to teach myself how to used AmiBroker. My first effort, after reading parts of the Users Guide, was to program something I'd never done before. The reason I placed this 20 page document in the Files area is two fold: 1) To ask more advanced users to tell me if I'm going in the right direction, before I waisting time doing everything wrong and 2) To help other newbies like myself get started. Please review it and provide me wuth your inputs. Thanks, Bill - Sucker-punch spam with award-winning protection. Try the free Yahoo! Mail Beta.
[amibroker] Deleting composites
Hello, would anyone know how to delete ALL composites in Group 253 from afl? TIA, herman
[amibroker] Re: restore my toolbars after upgrade
Hi graham
there is a how to video on this page
http://support.microsoft.com/kb/308422/
Regards
guno
--- In amibroker@yahoogroups.com, Graham [EMAIL PROTECTED] wrote:
Can someone advise on how to do this system partition backup?
--
Cheers
Graham
AB-Write Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 06/02/07, Tomasz Janeczko [EMAIL PROTECTED] wrote:
Hello,
1. I am not speaking about what number of users actually use this
feature,
but about standard that is set by MS (not me).
2. It is not backing up AB files. It is for backing up system
partition.
You should backup system partition regardless of what software
you use - hard disks fail and it is really good idea to have
backup.
As for config - we don't talk about config settings. These are
stored in
broker.prefs.
In the registry there is only UI-customization (location of
toolbars and
themes) stored. This is non-issue anyway,
but if you are really worried you can export
HKEY_CURRENT_USER\Software\Broker registry key (using RegEdit).
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
*From:* Michael.S.G. [EMAIL PROTECTED]
*To:* amibroker@yahoogroups.com
*Sent:* Tuesday, February 06, 2007 12:05 AM
*Subject:* Re: [amibroker] restore my toolbars after upgrade
Hi Tomasz,
I disagree on both those points.
UI-customization per WINDOWS user: I'd be surprised if more than
a handful
of your entire userbase uses this functionality.
Disk image backup: Seems a little overkill to backup (say) 5k of
config
files.
And becomes more of an issue the larger systems/hards disks get.
(And they
are not getting any smaller).
I backup critical files once per month OR after any major changes.
I only backup user data files, And they all fit nicely on one CD.
(I'll
move to DVD when data is too large for CD)
If I had to make disk images every time I did a
backup...Thats
a problem in itself.
ie. Just how many backups can you archive? Not many. Maybe
three or
four to a dedicated External HD.
Or
Oh I just muffed my AB Config settings, I'd better restore
MY ENTIRE
HD IMAGE (This is seriously stupid).
ATB
Michael.
Tomasz Janeczko wrote:
Hello,
UI-customization according to Microsoft should be per WINDOWS
user, this
is the reason, why UI-config data
are stored in HKEY_CURRENT_USER. This is just Windows Standard.
As for your reasons - all othe them can be addressed by simple
tool -
disk image backup program.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
*From:* Michael.S.G. [EMAIL PROTECTED]
*To:* amibroker@yahoogroups.com
*Sent:* Monday, February 05, 2007 10:48 PM
*Subject:* Re: [amibroker] restore my toolbars after upgrade
Tomasz,
Can we please start moving away from storing data in the
registry. It
is an abomination of all things!
I realy can't see why config settings can't be stored in Config
Files.
It is the standard way to store settings.
Some reasons why using .cfg files would be better...
*Backup*: You can backup config files.
*Corruption*: Registry files often get corrupted. (Often if this
happens a
windows reinstall is required - Either way you loose those
settings)
*Multiple use*: If config files are kept in a per install basis,
Then
multiple installs can each have their OWN config settings.
*Restore*: If you find you have muffed your settings, you can
restore your
configs with greater ease.
*Downgrade*: If you wish to downgrade (ie from Beta version that
changes
config settings) back to a Final release version.
*Crash/Replace Hardware*: You want to be able to just restore
your AB
directory and know everything is how it was.
*Peace of mind*: As above. When ALL settings are in config files -
You
know when you backup, You have EVERYTHING!
Im sure there are other reasons. But of the top of my head those
Seven are
pretty good reasons in themselves.
Kind Regards
Michael.
Tomasz Janeczko wrote:
Toolbars are stored in registry. However due to changes
(for example Portfolio Manager button removed ) - you can not
have them
exactly
the same.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: Yuki Taga [EMAIL PROTECTED] yukitaga%40tkh.att.ne.jp
To: amibroker@yahoogroups.com amibroker%40yahoogroups.com
Sent: Monday, February 05, 2007 10:04 AM
Subject: [amibroker] restore my toolbars after upgrade
What file do I need to restore from my backups to put my main
toolbars *exactly* as they were before the upgrade, or is this
impossible?
Yuki
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
RE: [amibroker] Deleting composites
Go to Symbol/Organize, choose Groups, tab down to group 253, highlight all the composites in group and press the Delete button. _ From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of Herman Sent: Tuesday, February 06, 2007 8:28 AM To: _AmiBroker Subject: [amibroker] Deleting composites Hello, would anyone know how to delete ALL composites in Group 253 from afl? TIA, herman
[amibroker] Accounts questions
Is it possible to import transactions from a text file to the new Accounts tab? if so how? Is it possible to have a consolidated account (e.g., setup two different accounts for two different brokerage accounts and then setup a third account that would be the sum these two accounts?)
Re: Re[2]: [amibroker] Deleting composites
Herman, if your just trying to limit the number you follow in a watchlist you
can use the something like the following...
WL=63; //Watchlist number
if( LastValue( C ) 0 )
{
CategoryRemoveSymbol( , categoryWatchlist, WL );
}
When I build the composites I dump them into a group that I then can delete
with ease using the method describe earlier.
{
CategoryAddSymbol( , categoryGroup, 63 );
}
If you find another way to delete the composites please post the solution.
Regards,
Duke Jones, CMT
---Original Message---
From: Herman [EMAIL PROTECTED]
Subject: Re[2]: [amibroker] Deleting composites
Sent: 07 Feb '07 00:51
Thank you but i need to do this from afl...
I am generating many temp composites and want to clear them automatically.
I could delete them but I think that would mess up my master file.
any idea?
herman
Tuesday, February 6, 2007, 1:35:58 PM, you wrote:
Go to Symbol/Organize, choose Groups, tab down to group 253, highlight all
the composites in group and press the Delete button.
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On
Behalf Of Herman
Sent: Tuesday, February 06, 2007 8:28 AM
To: _AmiBroker
Subject: [amibroker] Deleting composites
Hello,
would anyone know how to delete ALL composites in Group 253 from afl?
TIA,
herman
Re: Re[2]: [amibroker] Deleting composites
Here's a clip to clear out a watch list when building composites, this is with
WL being previously defined.
HTH
Joe Landry
// But do this only once as you scan or explore SCAN code 3 Explore 4
if ( Status( action ) == 4 AND Status( stocknum ) == 0 ) // running a SCAN
and it's the first stock
{
// clear Watchlists used to store composite symbols of QP Sector Runs
ClearList = GetCategorySymbols(categoryWatchlist, WL);
for( i = 0; ( symC = StrExtract(ClearList, i) ) != ; i++ )
{
CategoryRemoveSymbol( symC, categoryWatchlist, WL );
}
}
- Original Message -
From: Duke Jones, CMT
To: amibroker@yahoogroups.com
Sent: Tuesday, February 06, 2007 1:10 PM
Subject: Re: Re[2]: [amibroker] Deleting composites
Herman, if your just trying to limit the number you follow in a watchlist you
can use the something like the following...
WL=63; //Watchlist number
if( LastValue( C ) 0 )
{
CategoryRemoveSymbol( , categoryWatchlist, WL );
}
When I build the composites I dump them into a group that I then can delete
with ease using the method describe earlier.
{
CategoryAddSymbol( , categoryGroup, 63 );
}
If you find another way to delete the composites please post the solution.
Regards,
Duke Jones, CMT
---Original Message---
From: Herman [EMAIL PROTECTED]
Subject: Re[2]: [amibroker] Deleting composites
Sent: 07 Feb '07 00:51
Thank you but i need to do this from afl...
I am generating many temp composites and want to clear them automatically.
I could delete them but I think that would mess up my master file.
any idea?
herman
Tuesday, February 6, 2007, 1:35:58 PM, you wrote:
Go to Symbol/Organize, choose Groups, tab down to group 253, highlight all
the composites in group and press the Delete button.
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On
Behalf Of Herman
Sent: Tuesday, February 06, 2007 8:28 AM
To: _AmiBroker
Subject: [amibroker] Deleting composites
Hello,
would anyone know how to delete ALL composites in Group 253 from afl?
TIA,
herman
Re: Re[2]: [amibroker] Deleting composites
Herman - you can appreciate that this comes from the never ending Infoselect
database.
This may remove the ticker symbol TickerToDelete from the database entirely.
I have not
tested this
Joe Landry
//Delete a single stock from the symbol list
{
AB = CreateObject(Broker.Application);
st = AB.Stocks;
st.Remove(TickerToDelete);
}
- Original Message -
From: Duke Jones, CMT
To: amibroker@yahoogroups.com
Sent: Tuesday, February 06, 2007 1:10 PM
Subject: Re: Re[2]: [amibroker] Deleting composites
Herman, if your just trying to limit the number you follow in a watchlist you
can use the something like the following...
WL=63; //Watchlist number
if( LastValue( C ) 0 )
{
CategoryRemoveSymbol( , categoryWatchlist, WL );
}
When I build the composites I dump them into a group that I then can delete
with ease using the method describe earlier.
{
CategoryAddSymbol( , categoryGroup, 63 );
}
If you find another way to delete the composites please post the solution.
Regards,
Duke Jones, CMT
---Original Message---
From: Herman [EMAIL PROTECTED]
Subject: Re[2]: [amibroker] Deleting composites
Sent: 07 Feb '07 00:51
Thank you but i need to do this from afl...
I am generating many temp composites and want to clear them automatically.
I could delete them but I think that would mess up my master file.
any idea?
herman
Tuesday, February 6, 2007, 1:35:58 PM, you wrote:
Go to Symbol/Organize, choose Groups, tab down to group 253, highlight all
the composites in group and press the Delete button.
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On
Behalf Of Herman
Sent: Tuesday, February 06, 2007 8:28 AM
To: _AmiBroker
Subject: [amibroker] Deleting composites
Hello,
would anyone know how to delete ALL composites in Group 253 from afl?
TIA,
herman
Re: [amibroker] Re: restore my toolbars after upgrade
On Tue, 6 Feb 2007, Lester Vanhoff wrote: Yuki: I'd dump them [Microsoft] if you would compile for Linux ... I would too. In a New York minute. Nick =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-= Help fight the war against Spam; Erase all addresses before forwarding any item of email. =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=
[amibroker] Data discrepancy
Hi, I am using esignal RT with Amibroker. When viewing a daily chart of GOOG, I am seeing the close today (Feb 6th) as 471.33. However on yahoo and all other sites, the close is showing as 471.48. Can anyone explain to me why his might be happening? When i use esignal's software, i am seeing the 471.48 as well. In Amibroker's quote editor however, i see the following: Date: 2/6/2007 Time: 4:00:00PM O: 471.43 H: 471.48 L:471.33 C:471.33 Volume: 1421 Thank you, M. Singh
[amibroker] where are the watchlists stored
Hello where are the watchlists config stored. In a file or in registry. when i synch up 2 datatabases, the watchlists are not copied.
RE: [amibroker] Why, TJ???
Thanks for the discussion Tomasz, I'm firmly focussed on daily data only so didn't think about the intraday RAM ramifications (1 million bars of daily data is a 4000 year history - I don't think we have any trading records back that far J ) I look forward to the day the volume is a float - perhaps we have it as a milestone for the future then all data plugin developers will be ready (or at least informed) about it. Best regards, Richard Dale. Norgate Investor Services - Premium quality Stock, Futures and Foreign Exchange Data for markets in Australia, Asia, Canada, Europe, UK USA - www.premiumdata.net From: Tomasz Janeczko [mailto:[EMAIL PROTECTED] Sent: Tuesday, 6 February 2007 8:07 PM To: amibroker@yahoogroups.com Subject: Re: [amibroker] Why, TJ??? Hello, As for changing volume from integer to single precision IEEE float - this is already on to-do list but this unfortunatelly has been postponed due to the fact that this change would break compatiblity with all existing data plugins - so they all would need to be adopted to this change. As for using double precision for volume field only - it makes no sense because AFL uses single precision, so there is no need to use double in one place and single in all other places. As for using double for all other places - this is not about hard disk space, but about RAM. Nowadays, even with 32 bit fields people push their RAM to the limit for example they use 1 million bars (each bar is 64 bytes now) PER SYMBOL (intraday data) - this is 64 MB per symbol Now even if you have 1 GB of ram it means that only about 15 symbols can be stored in RAM if they have 1million bars. Moving to 64 bit would decrease this BY FACTOR OF TWO. This is simply unacceptable by people using intraday analysis for long periods. Of course not all symbol data are kept in RAM (only currently used are kept) but it is not uncommon for intraday analysts to watch 15 symbols at once. Again: I want to stress that there is no single design choice in AB made without very serious analysis and if something is done one way or not another there is very strong reasoning behind every single thing. I am however not able to provide all background information here because it would take 200 years for me to explain every bit. Best regards, Tomasz Janeczko amibroker.com
[amibroker] yahoo data problem
Is anyone else having trouble with the Yahoo Data download tonight Tuesday 2-6? The program seems to run ok, but I get no new data? Thanks. Keith
[amibroker] Brain Blanked
I know that somehow I can code something that would do the following: IF Backtesting do this code IF Exploration do that code There is some function that allows code to be depended on what _method_ is being run?? Thanks. Almost to embarrassed to sign -- Keith (I said 'almost')
[amibroker] alertif flag question
In AB help file, regarding Flags control of AlertIF function, it says: This field is a combination (sum) of the following values: 1 - display text in the output window, 2 - make a beep (via computer speaker) 4 - don't display repeated alerts having the same type, 8 - don't display repeated alerts having the same date/time) By default all these options are turned ON. My question is , if I want to make a sound alert repetitively, not once, but on and on till the condition vanishes, which flag I should use. My code is sth like: Alertif(staticvarget(error) ==true ,SOUND :\\error.wav, indicator No.1, 0,4); But sometimes it fails to make the sound alert even when it the condition is true.
[amibroker] Re: My First system
Sursod, I bookmarked your post. email me [EMAIL PROTECTED] if you want some feedback later when I do a study on RSI SRSI as discussed by you. I will mail you off the air if I find anything worth sharing or if I disagree with your findings. It will be a while as I have a lot of work in front of me at the moment. I'm going to continue discussion within the forum, according to the guidelines, when and where it suits me. As it happens I don't actually want to be personally involved in long discussions on OT issues. (I wouldn't put your post in that category). I am happy to exchange core info within the forum (as we did in this discussion) and then follow up on the leads privately. In this case, I couldn't go with you in an intelligent discussion on RSI, bound indicators etc but after I do some homework on the topic I would like to swap notes. If anything interesting comes out of that and you want to share in the forum I am sure a % of users would be interested. Brian. --- In amibroker@yahoogroups.com, sursod [EMAIL PROTECTED] wrote: Brian, Thank you for the kind words, I was worried my verbosity would be read as gibberish. In order not to stray from the straight and narrow path of coding I will refrain from the temptation of more verbosity. Personally I would rather skip or delete posts than risk boxing in topics so tightly ideas die before they have a chance to grow. On the other hand this board is so exceptional in being helpful, and the developer is so extraordinary in reading and responding to posts I will try not to clutter with chatter even if I disagree with any form of self appointed police. Just one last silliness: Tomasz do you ever sleep or stop to eat, you and Amibroker are truly exceptional! Sursod --- In amibroker@yahoogroups.com, Paul Ho paultsho@ wrote: Totally agree with the sentiment! there are plenty of other forum for general discussion. /Paul. _ From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of Graham Sent: Monday, 5 February 2007 9:33 AM To: amibroker@yahoogroups.com Subject: Re: [amibroker] Re: My First system and perhaps something to do with coding in amibroker could be included as this is the purpose of this group there is a group called amiboker-ts for discussion of trading systems -- Cheers Graham AB-Write Professional AFL Writing Service Yes, I write AFL code to your requirements http://www.aflwriti http://www.aflwriting.com ng.com On 05/02/07, brian.z123 [EMAIL PROTECTED] mailto:brian.z123%40yahoo.com.au com.au wrote: Hello Sursod, Thankyou. I don't have the time to become involved in a lot of that type of discussion, and also the forum isn't the best possible place for it. On the other hand, I do have a bee in my bonnet about the absolute rubbish that is put around about trading on the net. I think collectively the forum can do a bit better with a little informal guidance here and there. You make some interesting points for discussion. To be fair to Mr Pardo. The book was written in the early 90's, its a short book and it appears to be intended as an introductory text. It does do a good job of that. It does set out all of the concepts in a logical and understandable way. I admit I am a very hard marker. It's certainly a book I that I go back to. I would like to have seen his more advanced concepts or a more in depth discussion of exceptions etc. When I say that I don't agree with all of his conclusions that is my way of placing a disclaimer to indicate that I don't believe people should follow anyone blindly. On the other hand, I appreciate that it is *a cheap shot* to make contrary statements without any supportive argument. At some time in the future, when I can do a proper job of it, I might lay out the arguments to support some of the statements I have made about stats and system design etc. and give the forum a chance to make their critique. Brian *:-) --- In [EMAIL PROTECTED] mailto:amibroker%40yahoogroups.com ps.com, sursod sursod@ wrote: Hi Brian, I enjoy your posts of ideas. I agree with you regarding derivative indicators although I use Stochastics (SRSI) and Bollinger Band of RSI, both derivative of derivative of price. Personally I do not rate any TA indicator as better than 35-65% accurate and often randomness decides when. It is more important to know the indicator we use so we understand when it might fail then to chase newer and fancier indicators thinking computation sophistication equates the holy grail. I value Pardo's book on systems design very much but ultimately we have to make our own rules and write our own script, there is no holy bible and no absolute truth
Re: [amibroker] Brain Blanked
AASettings=Status(action);
if (AASettings == 1) { your stuff}
etc.
- Original Message -
From: Keith McCombs
To: amibroker@yahoogroups.com
Sent: Tuesday, February 06, 2007 6:24 PM
Subject: [amibroker] Brain Blanked
I know that somehow I can code something that would do the following:
IF Backtesting do this code
IF Exploration do that code
There is some function that allows code to be depended on what method is
being run??
Thanks. Almost to embarrassed to sign
-- Keith (I said 'almost')
[amibroker] Re: HHV weekly close (past 52 weeks)
Thanks Ara!
Ok, here is what I came up with;
TimeFrameSet( inWeekly );
High52week = HHV(Close,52);
AddColumn( High52week, 52 week high);
High52weekBar = HHVBars(Close,52);
High52weekDate = Ref(DateNum(),-High52weekBar);
AddColumn( High52weekDate, 52 week high date);
TimeFrameRestore();
But the date output is in the DateNum format (ex. 1,060,505.00), is
it possible to convert that to mmdd format? I'm not having much
luck figuring out the DateTimeConvert function.
Thanks again for your help!
--- In amibroker@yahoogroups.com, Ara Kaloustian [EMAIL PROTECTED] wrote:
High52week = HHV(High,52);
High52weekBar = HHVBars(High,52);
High52weekDate = Ref(DateNum(),-High52weekBar);
- Original Message -
From: mikedostal24 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Monday, February 05, 2007 7:49 PM
Subject: [amibroker] HHV weekly close (past 52 weeks)
Hello,
I'm new to AB and just wondering if someone would be able help
get me
started in finding the highest weekly close for the past 52
weeks, also
giving the date. I looked through the forum and couldn't find
anything
similar to this.
Thanks for everyone's help!
mike
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: newbie question about automated trading
Very cool! Thanks Herman.
I am requesting to join the Amibroker-at group.
-ihome
--- In amibroker@yahoogroups.com, Herman [EMAIL PROTECTED] wrote:
see http://www.amibroker.com/at/
you may also want to visit:
http://finance.groups.yahoo.com/group/AmiBroker-at/
best regards,
herman
Tuesday, February 6, 2007, 3:57:19 AM, you wrote:
I'm thinking of automating my strategy in Amibroker and run the trades
using IB. In Amibroker, how do I know the current account balance and
status? The reason I need to know this is that during automated
trading, we need to manage the account automatically too. If trading
account already has a large position in one equity, even there is a
new entry signal, we still can not enter if there is not enough cash
in the account.
So I need to put different account management heuristics and
strategies into programs to automate the trading. Can anyone on this
board shed some light on this question? I read some documents on
Amibroker but do not find enough docs about managing portfolio or
positions and automate the management.
Is there a simple function to check available cash and positions in
Amibrker account?
Thx.
-ihome
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] Powerful program with some real design issues
AB is a very FAST and powerful program. But its got some real issues. I find I've been saving my chart templates directly into some drag and drop AFL files. How did that happen? Yeah, user error, but it was way too easy to do , and I'm still not sure what I did wrong and how to fix it. And I'm no newbie.
Re: [amibroker] Re: HHV weekly close (past 52 weeks)
you can use the Day(), Month(), Year() functions to retrieve the respective
info, them combine them if you want to.
- Original Message -
From: mikedostal24 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Tuesday, February 06, 2007 8:12 PM
Subject: [amibroker] Re: HHV weekly close (past 52 weeks)
Thanks Ara!
Ok, here is what I came up with;
TimeFrameSet( inWeekly );
High52week = HHV(Close,52);
AddColumn( High52week, 52 week high);
High52weekBar = HHVBars(Close,52);
High52weekDate = Ref(DateNum(),-High52weekBar);
AddColumn( High52weekDate, 52 week high date);
TimeFrameRestore();
But the date output is in the DateNum format (ex. 1,060,505.00), is
it possible to convert that to mmdd format? I'm not having much
luck figuring out the DateTimeConvert function.
Thanks again for your help!
--- In amibroker@yahoogroups.com, Ara Kaloustian [EMAIL PROTECTED] wrote:
High52week = HHV(High,52);
High52weekBar = HHVBars(High,52);
High52weekDate = Ref(DateNum(),-High52weekBar);
- Original Message -
From: mikedostal24 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Monday, February 05, 2007 7:49 PM
Subject: [amibroker] HHV weekly close (past 52 weeks)
Hello,
I'm new to AB and just wondering if someone would be able help
get me
started in finding the highest weekly close for the past 52
weeks, also
giving the date. I looked through the forum and couldn't find
anything
similar to this.
Thanks for everyone's help!
mike
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
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
