[amibroker] Re: Backtesting using historical fundamentals in AB?
Hello Ed, Thanks a bunch. I can't wait to get into that stuff - it looks like money for jam. Brian. --- In amibroker@yahoogroups.com, Ed Hoopes [EMAIL PROTECTED] wrote: You might consider taking a list of stocks with strong fundamentals and applying your favorite technical indicators to the list. Say for example use the 100 ValueLine #1 rated stocks with your favorite moving averages to signal entries and exits. Works for me ReefBreak --- In amibroker@yahoogroups.com, brian.z123 brian.z123@ wrote: Joe PS...always good to see you around the forum. PS...thanks for your efforts with AB/database/fdata accessibility over the years. Top effort. Re stats etc - I haven't read that big book yet but I am working privately on the Quant leads given late last year and have had some satisfying results come out of it. David, I have posted a running sheet in the root of the group files that contains clips from a good cross section of archival posts on using fdata with AB via various paths including ODBC plug in. It is well worth a read for any aspiring AB Fundamentalists. ODBCPLugin.doc (the file will come down in a few days). My *hunch* is we can do things with these methods that other retail software can't e.g. there are so many different types of fdata available and also different user requirements that only the flexible approach of AB can handle this. I now have to put my office hours where my mouth is and have a go at it myself. Some good people are using this approach or have tried it. From the talk it seems to have it's problems or are we making it harder than it needs to be? Re Comments, tips, wisdom etc (you have to be careful what you ask for!) Of course Fundamental analysis and Techno-Fundamental analysis work, along with Mechanical System Trading, Arbitrage Trading, Option Trading etc etc, but only in the hands of the few. *** To trade well we have to be in our Psychological comfort zone. This involves a three step process: 1. BUILD BELIEF preferably by experiencing acutal trading success or In lieu of that by getting so close to it that we can taste it: personal contact with a successful trader or mentor, reading about them (e.g Jack Scwhaeger), looking at the winning results from trading competitions (e.g Larry Williams) and through our own efforts experiencing successful virtual trading, backtesting, papertrading etc. In every case the success exemplars must have unequivocal objective evidence to support the record. 2. CHOOSE AN INVESTMENT STYLE TO MATCH YOUR TEMPERAMENT/CIRCUMSTANCES 3. MASTER THAT STYLE If you are not enjoying the trading success you would like one or more of those steps needs to be re-thought. Brian *:-) --- In amibroker@yahoogroups.com, dwrowley_2000 dwrowley@ wrote: I traded for about a year using AB based on various TA strategies, and generated some returns, but then I got the 'fundamentals' religion and moved over to Portfolio123.com However, I always really liked AB, the support, the continual improvement, etc. - and now I see that AB supports fundamental data! A couple of questions: - What data sources provide historical fundamental data? What are people using? (The matrix lists QuotePlus as a source of fundamental data, but it isn't clear if they provide HISTORICAL fundamental data that I can use for backtesting) - Are people actually doing this? Anyone have good success? I've been asking the P123 guys to add more TA functions, but they don't really seem to put a high priority on it. I think AB + access to the same historical fundamental data that P123 uses (Reuters, I believe) would be excellent. Comments, tip, wisdom appreciated! Thanks, David
[amibroker] AB 390.3 Minor Issues
Hello, I too is having the same problem of Price data tooltips show in one chart or pane but not others. Another minor issue is when i use Tools, preferences, Miscellaneous, Layouts for saving layouts the programme itself is selecting a particular scrip chart to save as default chart and not the scrip chart i select.I Keep 5 minutes charts of 5 different scrips. So whenever amibroker is opened this scrip is shown as default chart and not the scripchart i choose to save. Is anybody else is having similar problems.Is there any solutions already available for this problem. Regards Saji --- In amibroker@yahoogroups.com, Bob Jagow [EMAIL PROTECTED] wrote: My bad. Should have been Re Parameter Settings, wrap title toggles for some panes but not others. The actual problem was that pane that wouldn't wrap had a glitch in its Title code. -Original Message- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] Behalf Of Tomasz Janeczko Sent: Thursday, February 08, 2007 2:29 PM To: amibroker@yahoogroups.com Subject: Re: [amibroker] AB 390.3 Minor Issues Hello, As for Wrap titles - this is setting in the parameters window so it affects one chart pane - so at least this one is normal. Best regards, Tomasz Janeczko amibroker.com - Original Message - From: Bob Jagow mailto:[EMAIL PROTECTED] To: Amibroker mailto:amibroker@yahoogroups.com Sent: Thursday, February 08, 2007 9:30 PM Subject: [amibroker] AB 390.3 Minor Issues Having problems with preferences in some charts. e.g., Price data tooltips show in one chart or pane but not others. Very weirdof 4 linked RT charts [identical chart Ids] , only 1 shows price tooltips. Re Preferences, wrap title toggles for some panes but not others. These problems occur in my most-frequently-used layouts as of today. Just me? Bob
[amibroker] Re: Finding trading range/horizontal channel, can it be done like this?
OK, here is what I have come up with. It will perform an exploration, but it will just list all the stock, not filter out the ones that are not meeting my criteria. Background; I search for the 3 highest high value for past 10 days, 10-20 days and 20-30 days. Then I want to find the smallest of these values and compare it to the highest high value of them all, if they don't deviate by more than 2%, the stock has a resistance level at that point. Same thing with the lowest low values, which will find me the support level. The problem I am facing now is that there is something wrong with finding the smallest of the Highest high values. The HHmin is just set as 1.00 and not as the value of the smallest of the 3 HHVs. I hope someone can help me with this. I think I'm close now. /* Find stocks in a trading range **/ // First find the highest high values, And lowest low values for the //3 periods; 10 days ago, 10-20 days ago, and 20-30 days ago HHA=Ref(HHV(H,10),-1); //HHV of 10 days ago (for example 33) HHB=Ref(HHV(H,10),-10); //HHV of 10 to 20 ago (for example 32) HHC=Ref(HHV(H,10),-20); //HHV of 20 to 30 days ago (for example 34) LLA=Ref(LLV(L,10),-1); //LLV of 10 days ago (for example 33) LLB=Ref(LLV(L,10),-10); //LLV of 10 to 20 ago (for example 32) LLC=Ref(LLV(L,10),-20); //LLV of 20 to 30 days ago (for example 34) //Then find the smallest value of the 3 HHVs, and the largest value of the LLVs HHmin = IIf((HHA HHB=True) AND (HHA HHC=True), HHA, HHB); HHmin = IIf((HHB HHA=True) AND (HHB HHC=True), HHB, HHB); HHmin = IIf((HHC HHB=True) AND (HHC HHA=True), HHC, HHB); LLmax = IIf((LLA LLB=True) AND (LLA LLC=True), LLA, LLA); LLmax = IIf((LLB LLA=True) AND (LLB LLC=True), LLB, LLB); LLmax = IIf((LLC LLB=True) AND (LLC LLA=True), LLC, LLB); //Then caluculate the average of these HHVs and LLVs //NOTE: this is not needed for the time being HHavg=((HHA+HHB+HHC)/3);//(for example = 33) LLavg=((LLA+LLB+LLC)/3); //(for example =28) //Then check to see if the min and max of the three HHVs and //LLVs are not deviating too much, I chose 5% as example //of maximum deviation. HChannel=False; minHHrange=(HHV(H,30) * 0.95); //set the min and max values maxHHrange=(HHV(H,30) * 1.05); minLLrange=(LLV(L,30) * 0.95); maxLLrange=(LLV(L,30) * 1.05); hChannelHHmin = IIf (HHmin minHHrange, True, False); hChannelHHmax = IIf (HHmin maxHHrange, True, False); hChannelLLmin = IIf (LLmax minLLrange, True, False); hChannelLLmax = IIf (LLmax maxLLrange, True, False); //Then sum up all of the criteria hChannel = IIf (hChannelHHmin=True AND hChannelHHmax=True AND hChannelLLmin=True AND hChannelLLmax=True, True, False); //And finally filter out the ones that don't meet the criteria Filter=hChannel=True; COLA= Close; COLB= Ref(HHV(H,10),-1); COLC=HHB=Ref(HHV(H,10),-10); COLD=Ref(HHV(H,10),-20); COLE= HHmin; AddColumn(Cola,close); AddColumn(Colb,HHV-10); AddColumn(Colc,HHV-10-20); AddColumn(Cold,HHV-20-30); AddColumn(Cole,HHmin); //END OF CODE
[amibroker] Re: Kudos to a Fantastic Program Author
I second this, Thanks for all your great work Regards Guno --- In amibroker@yahoogroups.com, Ken Close [EMAIL PROTECTED] wrote: While I, along with many others, ask questions that have been answered before, and struggle with details in executing what we want, and sometimes grumble in frustration at an obtuse issue, nonetheless, I wanted to take a moment to salute Tomasz for developing such a great product. I have just browsed around the new help file and see significant improvements in content, examples, figures. The program and the support system always has been a great and all of it continues to get better. I especially appreciate the reorganization and expansion of the OLE Automation section, as just one example. It is really amazing what he, working alone, has done, compared to the vastly larger staffs at other competing or similar organizations. Thanks Tomasz for all that you do. Ken
[amibroker] Re: Powerful program with some real design issues
Yes you are --- In amibroker@yahoogroups.com, Homar Simpson [EMAIL PROTECTED] wrote: And the problem is not just where they were saved, but how. The entire set of chart layout parameters got saved with the name of one of the indicators. This from a simple right click on the chart and save. Sorry, the program does not make clear what you are saving, and should not allow such a destructive operation without at least an alert that you are doing something strange. Am I the only one that has run into this?
[amibroker] EOD data
There used to be discussions about the quality and ease of use of Yahoo versus Quotes Plus End-Of-Day data. As a result, I subscribed to Quotes Plus and have been happy with them for the last couple of years. However, I'm wondering if the same concerns still exist since it sounds like it's now easier to update with Yahoo EOD data. Naturally, if Yahoo data is just as good, I'd just as soon use some that's free versus something that's not. Any thoughts appreciated. Dan
Re: [amibroker] AB 390.3 Minor Issues
Yes to both.. tooltips and un-expected saving of layouts.
I think the layout issue may be due to the autosave function and/or the new
save-all button.
I've turned off auto-save in preferences/misc and that seems to be better now.
- Original Message
From: sajioommen2 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, February 9, 2007 3:27:27 AM
Subject: [amibroker] AB 390.3 Minor Issues
Hello,
I too is having the same problem of Price data tooltips show in one
chart or pane but not others.
Another minor issue is when i use Tools, preferences, Miscellaneous,
Layouts for saving layouts the programme itself is selecting a
particular scrip chart to save as default chart and not the scrip
chart i select.I Keep 5 minutes charts of 5 different scrips.
So whenever amibroker is opened this scrip is shown as default chart
and not the scripchart i choose to save.
Is anybody else is having similar problems.Is there any solutions
already available for this problem.
Regards
Saji
--- In amibroker@yahoogroups.com, Bob Jagow [EMAIL PROTECTED] wrote:
My bad. Should have been Re Parameter Settings, wrap title
toggles for
some panes but not others.
The actual problem was that pane that wouldn't wrap had a glitch
in its
Title code.
-Original Message-
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] Behalf
Of Tomasz Janeczko
Sent: Thursday, February 08, 2007 2:29 PM
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] AB 390.3 Minor Issues
Hello,
As for Wrap titles - this is setting in the parameters window so
it
affects one chart pane
- so at least this one is normal.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: Bob Jagow mailto:[EMAIL PROTECTED]
To: Amibroker mailto:amibroker@yahoogroups.com
Sent: Thursday, February 08, 2007 9:30 PM
Subject: [amibroker] AB 390.3 Minor Issues
Having problems with preferences in some charts.
e.g., Price data tooltips show in one chart or pane but not others.
Very weirdof 4 linked RT charts [identical chart Ids] , only 1
shows price
tooltips.
Re Preferences, wrap title toggles for some panes but not others.
These problems occur in my most-frequently-used layouts as of
today.
Just me?
Bob
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: Annoying message box
Ooops, sorry I didn't notice that, thanks and hopefully they'll listen... --- In amibroker@yahoogroups.com, Lester Vanhoff [EMAIL PROTECTED] wrote: Gary, I can actually see this filed as Suggestion #698 in the Feedback Center: http://www.amibroker.com/feedback/view_bug.php?bug_id=698 Lester --- In amibroker@yahoogroups.com, Lester Vanhoff ebsn247lsm@ wrote: I would second the request for the option to disable this pop-up. This would be of interest to those users who have 100% complete databases (all tickers from selected exchanges) and don't need this new feature. Lesmond --- In amibroker@yahoogroups.com, Gary ghost200_2000@ wrote: Is there a way to disable the pop-up message box when you typed a ticker symbol that is not in the list? (The message says: The symbol does not exist, do you want to add it?) I have looked around the preferences trying to disable it but I couldn't find it there. From time to time you type a wrong ticker and the message box was OK at first but then it becomes annoying. Thanks, Gary
[amibroker] Re: Missing vertical bar
Thanks Bill, I will try that.
--- In amibroker@yahoogroups.com, wavemechanic [EMAIL PROTECTED] wrote:
Use setChartBkColor() and an appropriate color for the selector bar
instead of the second Plot().
Bill
- Original Message -
From: Gary [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Thursday, February 08, 2007 7:56 AM
Subject: [amibroker] Re: Missing vertical bar
Thanks for your suggestion Bill, but it doesn't work, that's not
the
problem, no matter what color you pick, the line still disappears
in
the background...
Try to copy and paste my code to see what I mean...
Plot(C,Close,colorBlack);
Plot(1,,colorRose,styleArea|styleOwnScale|styleNoLabel,0,1,0);
--- In amibroker@yahoogroups.com, wavemechanic fimdot@ wrote:
Have you chosen a color for the Selector Line
(Preferences|Colors)
that is the same or similar to the background color?
Bill
- Original Message -
From: Gary ghost200_2000@
To: amibroker@yahoogroups.com
Sent: Wednesday, February 07, 2007 12:36 PM
Subject: [amibroker] Missing vertical bar
I have this simple plot with background color, when I have the
background, clicking around the chart WILL NOT show the
vertical
bar.
If you delete the second plot (background) you can see the
vertical bar.
Anybody knows the solution to this in order to show the
vertical
bar?
Plot(C, Close, colorBlack);
Plot(1, , colorRose, styleArea | styleOwnScale |
styleNoLabel,
0, 1,
0);
Thanks,
Gary.
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
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Date:
2/6/2007 10:22 AM
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
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[amibroker] IB Feed - AB does not collect and save data for symbols only in the RTQ list.
I'm using the IB Feed and have all my symbols in the RTQ window. There's only about 40 or so of them. My understanding was that AB would collect data for any symbol in the RTQ list. It collects data for symbols open in a chart window, But it does not do this for symbols that are only in the RTQ window. For these, I have to force a backfill at the end of the day. The Database is set for Local Data Storage, 50 quotes, 1 minute data. Does anyone else have this problem? I probably have some setting wrong and would appreciate any advice . Using 490.3, but had this in the prior versions too.
Re: [amibroker] AB 390.3 Minor Issues
Hello,
If AUTO-SAVE of layouts is turned ON, then CURRENT (last loaded) layout is SAVED
whenever you Save All or you switch to another layout.
So it saves to most recently LOADED (i.e. current) layout, not to the one that
you have selected.
To save to selected layout you need to use RIGHT mouse button click and then
save.
Instructions here: http://www.amibroker.com/guide/m_layoutcontext.html
This is normal, expected and documented behaviour.
If you do not want to have layouts saved automatically you should of course
turn off auto saving of layouts
in Tools-Preferences-Misc.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: Wes Smith
To: amibroker@yahoogroups.com
Sent: Friday, February 09, 2007 2:04 PM
Subject: Re: [amibroker] AB 390.3 Minor Issues
Yes to both.. tooltips and un-expected saving of layouts.
I think the layout issue may be due to the autosave function and/or the new
save-all button.
I've turned off auto-save in preferences/misc and that seems to be better now.
- Original Message
From: sajioommen2 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, February 9, 2007 3:27:27 AM
Subject: [amibroker] AB 390.3 Minor Issues
Hello,
I too is having the same problem of Price data tooltips show in one
chart or pane but not others.
Another minor issue is when i use Tools, preferences, Miscellaneous,
Layouts for saving layouts the programme itself is selecting a
particular scrip chart to save as default chart and not the scrip
chart i select.I Keep 5 minutes charts of 5 different scrips.
So whenever amibroker is opened this scrip is shown as default chart
and not the scripchart i choose to save.
Is anybody else is having similar problems.Is there any solutions
already available for this problem.
Regards
Saji
--- In amibroker@yahoogroups.com, Bob Jagow [EMAIL PROTECTED] wrote:
My bad. Should have been Re Parameter Settings, wrap title
toggles for
some panes but not others.
The actual problem was that pane that wouldn't wrap had a glitch
in its
Title code.
-Original Message-
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] Behalf
Of Tomasz Janeczko
Sent: Thursday, February 08, 2007 2:29 PM
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] AB 390.3 Minor Issues
Hello,
As for Wrap titles - this is setting in the parameters window so
it
affects one chart pane
- so at least this one is normal.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: Bob Jagow mailto:[EMAIL PROTECTED]
To: Amibroker mailto:amibroker@yahoogroups.com
Sent: Thursday, February 08, 2007 9:30 PM
Subject: [amibroker] AB 390.3 Minor Issues
Having problems with preferences in some charts.
e.g., Price data tooltips show in one chart or pane but not others.
Very weird-of 4 linked RT charts [identical chart Ids] , only 1
shows price
tooltips.
Re Preferences, wrap title toggles for some panes but not others.
These problems occur in my most-frequently-used layouts as of
today.
Just me?
Bob
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] IB Feed - AB does not collect and save data for symbols only in the RTQ list.
Did you try Backfill all rt quote window symbols ? I also check auto backfill on 1st data access -Original Message- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] Behalf Of Wes Smith Sent: Friday, February 09, 2007 5:43 AM To: amibroker@yahoogroups.com Subject: [amibroker] IB Feed - AB does not collect and save data for symbols only in the RTQ list. I'm using the IB Feed and have all my symbols in the RTQ window. There's only about 40 or so of them. My understanding was that AB would collect data for any symbol in the RTQ list. It collects data for symbols open in a chart window, But it does not do this for symbols that are only in the RTQ window. For these, I have to force a backfill at the end of the day. The Database is set for Local Data Storage, 50 quotes, 1 minute data. Does anyone else have this problem? I probably have some setting wrong and would appreciate any advice . Using 490.3, but had this in the prior versions too.
[amibroker] Re: Need some math help to code NORMSDIST into AB.
This is a good plain-English description, and you can follow the links to learn more. http://www.econbrowser.com/archives/2006/04/the_yield_curve.html http://www.econbrowser.com/archives/2006/04/the_yield_curve.html Do you see the two equations on the page preceded by an F? In Excel, if you plug in NORMSDIST for the F along with the values for the spread and Fed Funds rate it will give you the probability, as in: =NORMSDIST(-2.17-.76*-.22+.35*5.25) Using current spread (^TNX-^IRX) and Fed Funds values the reading will be 43.44%. S. --- In amibroker@yahoogroups.com, brian.z123 [EMAIL PROTECTED] wrote: Sebastian, Any chance of a reference to the Wright source(s) or better still a doc of the relevant page or chapter? Brian. --- In amibroker@yahoogroups.com, sebastiandanconia sebastiandanconia@ wrote: Thanks for the response, but I've already put together an indicator based on your idea. It looks just like a regular yield spread (10- Year yield minus 3-month yield), only with the zero line adjusted for the Fed Funds rate as per the Wright Model formula. The problem is that at the 50% probability level (the zero line on the indicator) there are too many false-positive signals, it's not until the probability gets up into the mid-60% range that recession becomes a real threat. That's why I'd like to be able to calculate the actual probability percentages. In looking at the math more closely, though, I have to say that I honestly didn't understand how difficult a problem this was when I asked for assistance. I assumed that it was just a question of combining the two formulas I provided and I just needed a little conceptual help to get over the hump, but it's far more involved and I know now that it was too much to ask. There are two simpler workarounds, though. One, calculate the probabilities in Excel, import them into AB as a fake ticker and refer to them using Foreign() when creating buy/sell rules. And two, optimize the zero line or the levels on the indicator I already have. Luck, Sebastian --- In amibroker@yahoogroups.com, Ton Sieverding ton.sieverding@ wrote: Sorry for the Dutch language Sebastian but this is more or less how I see it. Perhaps something for an AFL formula. On the Y-axis the difference between 10 Year Treasury and 3 month T-Bill. On the X- axis the FED rate. Plots above the blue line have a probability of less than 50% and below the blue line are higher than 50%. Of course you can try to calculate the probability of a recession but ... Ton. - Original Message - From: sebastiandanconia To: amibroker@yahoogroups.com Sent: Wednesday, February 07, 2007 7:20 PM Subject: [amibroker] Need some math help to code NORMSDIST into AB. I came across what I consider to be a valuable stock market/economic indicator, the Wright Model B yield-curve indicator. Using this formula in Excel: Probability = NORMSDIST(-2.17 - 0.76 x S + 0.35 x R) where S is the spread (10-Year Treasury yield minus 3-month T- Bill yield) and R is the Fed Funds rate, it gives the probability of economic recession within the next 4 quarters. (Only about 44% right now, so there's some good news. I envision using this as a market- exit indicator, warning when conditions are about to turn really ugly for both the stock market and the economy. ) This formula: Z(x) = (1/(sqrt(2*pi()))*exp(-x^2/2)) appears to be the actual math represented by the NORMSDIST function. I believe AB supports all the operations in this formula. My problem is that I'm not math-savvy enough to make the leap from here to turn this into a complete AB formula. I don't know what operation the NORMSDIST formula performs on the Wright Model part, I don't know what the x variable is supposed to be...there's no end to what I don't know.:) Any help from my superiors in the math field (undoubtedly a VERY large club) would be greatly appreciated. Luck to all, Sebastian
[amibroker] Help with Amiquote, please
I'm using Amiquote (registered version) for the first time. I'm having some troubles: I have a lot of tickers 1. When Amiquote starts from Amibroker it immediately starts to download. Is there a way to turn that off? 2. Once started, if I stop the download, the tickers all still say waiting. So I can't seem to uncheck and check the boxes for the tickers I want. Even reset doesn't take the waiting tags away 3. How can I simply get the data for one ticker, rather than the whole list. Thanks!
[amibroker] Re: Finding trading range/horizontal channel, can it be done like this?
Hi, A couple of things occur to me: 1.) At one point the code defines HChannel as False. Later the terminology used is hChannel. Should those be the same? 2.) Also, the statement, Filter=hChannel=True; probably should read Filter=hChannel==True;. I believe the current wording sets Filter to True but it appears that you want to set the Filter to True only when hChannel is True. Hope this helps. Wayne --- In amibroker@yahoogroups.com, carlacash26 [EMAIL PROTECTED] wrote: OK, here is what I have come up with. It will perform an exploration, but it will just list all the stock, not filter out the ones that are not meeting my criteria. Background; I search for the 3 highest high value for past 10 days, 10-20 days and 20-30 days. Then I want to find the smallest of these values and compare it to the highest high value of them all, if they don't deviate by more than 2%, the stock has a resistance level at that point. Same thing with the lowest low values, which will find me the support level. The problem I am facing now is that there is something wrong with finding the smallest of the Highest high values. The HHmin is just set as 1.00 and not as the value of the smallest of the 3 HHVs. I hope someone can help me with this. I think I'm close now. /* Find stocks in a trading range **/ // First find the highest high values, And lowest low values for the //3 periods; 10 days ago, 10-20 days ago, and 20-30 days ago HHA=Ref(HHV(H,10),-1); //HHV of 10 days ago (for example 33) HHB=Ref(HHV(H,10),-10); //HHV of 10 to 20 ago (for example 32) HHC=Ref(HHV(H,10),-20); //HHV of 20 to 30 days ago (for example 34) LLA=Ref(LLV(L,10),-1); //LLV of 10 days ago (for example 33) LLB=Ref(LLV(L,10),-10); //LLV of 10 to 20 ago (for example 32) LLC=Ref(LLV(L,10),-20); //LLV of 20 to 30 days ago (for example 34) //Then find the smallest value of the 3 HHVs, and the largest value of the LLVs HHmin = IIf((HHA HHB=True) AND (HHA HHC=True), HHA, HHB); HHmin = IIf((HHB HHA=True) AND (HHB HHC=True), HHB, HHB); HHmin = IIf((HHC HHB=True) AND (HHC HHA=True), HHC, HHB); LLmax = IIf((LLA LLB=True) AND (LLA LLC=True), LLA, LLA); LLmax = IIf((LLB LLA=True) AND (LLB LLC=True), LLB, LLB); LLmax = IIf((LLC LLB=True) AND (LLC LLA=True), LLC, LLB); //Then caluculate the average of these HHVs and LLVs //NOTE: this is not needed for the time being HHavg=((HHA+HHB+HHC)/3);//(for example = 33) LLavg=((LLA+LLB+LLC)/3); //(for example =28) //Then check to see if the min and max of the three HHVs and //LLVs are not deviating too much, I chose 5% as example //of maximum deviation. HChannel=False; minHHrange=(HHV(H,30) * 0.95); //set the min and max values maxHHrange=(HHV(H,30) * 1.05); minLLrange=(LLV(L,30) * 0.95); maxLLrange=(LLV(L,30) * 1.05); hChannelHHmin = IIf (HHmin minHHrange, True, False); hChannelHHmax = IIf (HHmin maxHHrange, True, False); hChannelLLmin = IIf (LLmax minLLrange, True, False); hChannelLLmax = IIf (LLmax maxLLrange, True, False); //Then sum up all of the criteria hChannel = IIf (hChannelHHmin=True AND hChannelHHmax=True AND hChannelLLmin=True AND hChannelLLmax=True, True, False); //And finally filter out the ones that don't meet the criteria Filter=hChannel=True; COLA= Close; COLB= Ref(HHV(H,10),-1); COLC=HHB=Ref(HHV(H,10),-10); COLD=Ref(HHV(H,10),-20); COLE= HHmin; AddColumn(Cola,close); AddColumn(Colb,HHV-10); AddColumn(Colc,HHV-10-20); AddColumn(Cold,HHV-20-30); AddColumn(Cole,HHmin); //END OF CODE
[amibroker] Re: Finding trading range/horizontal channel, can it be done like this?
Another follow up. You might want to check your code for the use of = (assignment) versus == (equal). It looks like you should be using == instead of = in several places. There's some explanatory text in the User's Guide regarding the difference in usage, as follows: = (assignment) vs == (equality check) There are two similar looking but completely different operators in AFL. = is a variable assignment operator == is an equality check operator EXAMPLE Incorrect code: result = IIf( Variable = 10 , High, Low ); // WRONG If you want to check if variable is equal to 10, you MUST use == Correct code: result = IIf( Variable == 10 , High, Low ); // CORRECT Wayne --- In amibroker@yahoogroups.com, carlacash26 [EMAIL PROTECTED] wrote: OK, here is what I have come up with. It will perform an exploration, but it will just list all the stock, not filter out the ones that are not meeting my criteria. Background; I search for the 3 highest high value for past 10 days, 10-20 days and 20-30 days. Then I want to find the smallest of these values and compare it to the highest high value of them all, if they don't deviate by more than 2%, the stock has a resistance level at that point. Same thing with the lowest low values, which will find me the support level. The problem I am facing now is that there is something wrong with finding the smallest of the Highest high values. The HHmin is just set as 1.00 and not as the value of the smallest of the 3 HHVs. I hope someone can help me with this. I think I'm close now. /* Find stocks in a trading range **/ // First find the highest high values, And lowest low values for the //3 periods; 10 days ago, 10-20 days ago, and 20-30 days ago HHA=Ref(HHV(H,10),-1); //HHV of 10 days ago (for example 33) HHB=Ref(HHV(H,10),-10); //HHV of 10 to 20 ago (for example 32) HHC=Ref(HHV(H,10),-20); //HHV of 20 to 30 days ago (for example 34) LLA=Ref(LLV(L,10),-1); //LLV of 10 days ago (for example 33) LLB=Ref(LLV(L,10),-10); //LLV of 10 to 20 ago (for example 32) LLC=Ref(LLV(L,10),-20); //LLV of 20 to 30 days ago (for example 34) //Then find the smallest value of the 3 HHVs, and the largest value of the LLVs HHmin = IIf((HHA HHB=True) AND (HHA HHC=True), HHA, HHB); HHmin = IIf((HHB HHA=True) AND (HHB HHC=True), HHB, HHB); HHmin = IIf((HHC HHB=True) AND (HHC HHA=True), HHC, HHB); LLmax = IIf((LLA LLB=True) AND (LLA LLC=True), LLA, LLA); LLmax = IIf((LLB LLA=True) AND (LLB LLC=True), LLB, LLB); LLmax = IIf((LLC LLB=True) AND (LLC LLA=True), LLC, LLB); //Then caluculate the average of these HHVs and LLVs //NOTE: this is not needed for the time being HHavg=((HHA+HHB+HHC)/3);//(for example = 33) LLavg=((LLA+LLB+LLC)/3); //(for example =28) //Then check to see if the min and max of the three HHVs and //LLVs are not deviating too much, I chose 5% as example //of maximum deviation. HChannel=False; minHHrange=(HHV(H,30) * 0.95); //set the min and max values maxHHrange=(HHV(H,30) * 1.05); minLLrange=(LLV(L,30) * 0.95); maxLLrange=(LLV(L,30) * 1.05); hChannelHHmin = IIf (HHmin minHHrange, True, False); hChannelHHmax = IIf (HHmin maxHHrange, True, False); hChannelLLmin = IIf (LLmax minLLrange, True, False); hChannelLLmax = IIf (LLmax maxLLrange, True, False); //Then sum up all of the criteria hChannel = IIf (hChannelHHmin=True AND hChannelHHmax=True AND hChannelLLmin=True AND hChannelLLmax=True, True, False); //And finally filter out the ones that don't meet the criteria Filter=hChannel=True; COLA= Close; COLB= Ref(HHV(H,10),-1); COLC=HHB=Ref(HHV(H,10),-10); COLD=Ref(HHV(H,10),-20); COLE= HHmin; AddColumn(Cola,close); AddColumn(Colb,HHV-10); AddColumn(Colc,HHV-10-20); AddColumn(Cold,HHV-20-30); AddColumn(Cole,HHmin); //END OF CODE
[amibroker] Re: Finding trading range/horizontal channel, can it be done like this?
Thanks again Wayne! I appreciate your input! I have solved the problems I had. Filter=hChannel; worked, I guess if the variable is 1 or true then you don't need the = at all. --- In amibroker@yahoogroups.com, wlandry01 [EMAIL PROTECTED] wrote: Hi, A couple of things occur to me: 1.) At one point the code defines HChannel as False. Later the terminology used is hChannel. Should those be the same? 2.) Also, the statement, Filter=hChannel=True; probably should read Filter=hChannel==True;. I believe the current wording sets Filter to True but it appears that you want to set the Filter to True only when hChannel is True. Hope this helps. Wayne --- In amibroker@yahoogroups.com, carlacash26 carlacash26@ wrote: OK, here is what I have come up with. It will perform an exploration, but it will just list all the stock, not filter out the ones that are not meeting my criteria. Background; I search for the 3 highest high value for past 10 days, 10-20 days and 20-30 days. Then I want to find the smallest of these values and compare it to the highest high value of them all, if they don't deviate by more than 2%, the stock has a resistance level at that point. Same thing with the lowest low values, which will find me the support level. The problem I am facing now is that there is something wrong with finding the smallest of the Highest high values. The HHmin is just set as 1.00 and not as the value of the smallest of the 3 HHVs. I hope someone can help me with this. I think I'm close now. /* Find stocks in a trading range **/ // First find the highest high values, And lowest low values for the //3 periods; 10 days ago, 10-20 days ago, and 20-30 days ago HHA=Ref(HHV(H,10),-1); //HHV of 10 days ago (for example 33) HHB=Ref(HHV(H,10),-10); //HHV of 10 to 20 ago (for example 32) HHC=Ref(HHV(H,10),-20); //HHV of 20 to 30 days ago (for example 34) LLA=Ref(LLV(L,10),-1); //LLV of 10 days ago (for example 33) LLB=Ref(LLV(L,10),-10); //LLV of 10 to 20 ago (for example 32) LLC=Ref(LLV(L,10),-20); //LLV of 20 to 30 days ago (for example 34) //Then find the smallest value of the 3 HHVs, and the largest value of the LLVs HHmin = IIf((HHA HHB=True) AND (HHA HHC=True), HHA, HHB); HHmin = IIf((HHB HHA=True) AND (HHB HHC=True), HHB, HHB); HHmin = IIf((HHC HHB=True) AND (HHC HHA=True), HHC, HHB); LLmax = IIf((LLA LLB=True) AND (LLA LLC=True), LLA, LLA); LLmax = IIf((LLB LLA=True) AND (LLB LLC=True), LLB, LLB); LLmax = IIf((LLC LLB=True) AND (LLC LLA=True), LLC, LLB); //Then caluculate the average of these HHVs and LLVs //NOTE: this is not needed for the time being HHavg=((HHA+HHB+HHC)/3);//(for example = 33) LLavg=((LLA+LLB+LLC)/3); //(for example =28) //Then check to see if the min and max of the three HHVs and //LLVs are not deviating too much, I chose 5% as example //of maximum deviation. HChannel=False; minHHrange=(HHV(H,30) * 0.95); //set the min and max values maxHHrange=(HHV(H,30) * 1.05); minLLrange=(LLV(L,30) * 0.95); maxLLrange=(LLV(L,30) * 1.05); hChannelHHmin = IIf (HHmin minHHrange, True, False); hChannelHHmax = IIf (HHmin maxHHrange, True, False); hChannelLLmin = IIf (LLmax minLLrange, True, False); hChannelLLmax = IIf (LLmax maxLLrange, True, False); //Then sum up all of the criteria hChannel = IIf (hChannelHHmin=True AND hChannelHHmax=True AND hChannelLLmin=True AND hChannelLLmax=True, True, False); //And finally filter out the ones that don't meet the criteria Filter=hChannel=True; COLA= Close; COLB= Ref(HHV(H,10),-1); COLC=HHB=Ref(HHV(H,10),-10); COLD=Ref(HHV(H,10),-20); COLE= HHmin; AddColumn(Cola,close); AddColumn(Colb,HHV-10); AddColumn(Colc,HHV-10-20); AddColumn(Cold,HHV-20-30); AddColumn(Cole,HHmin); //END OF CODE
[amibroker] Re: Need some math help to code NORMSDIST into AB.
A sincere thank-you for the response, I know it's a pretty arcane
subject. This is the nearly unintelligible math part I was talking
about when I said in a subsequent post that I didn't realize how much I
was asking for, LOL! I don't understand this enough to apply it to
what I want to do. I assume it's just a formula where I plug in the
values, but the where, how and why plumb evade me.:) I'll work
on it, though.
Luck
Sebastian
--- In amibroker@yahoogroups.com, treliff [EMAIL PROTECTED] wrote:
Sebastian,
The HAS function below (based on Hasting's polynomial approximation)
gives 7-decimal accuracy of NORMSDIST.
function t(x)
{ return 1 / (1+0.2316419*x); }
function HAS(x)
{ return 1 - (exp(-0.5*x^2)/sqrt(2*3.141592654))*(0.31938153*t(x)-
0.356563782*t(x)^2+1.781477937*t(x)^3-1.821255978*t(x)
^4+1.330274429*t(x)^5); }
-treliff
--- In amibroker@yahoogroups.com, sebastiandanconia
sebastiandanconia@ wrote:
I came across what I consider to be a valuable stock market/economic
indicator, the Wright Model B yield-curve indicator. Using this
formula in Excel:
Probability = NORMSDIST(-2.17 - 0.76 x S + 0.35 x R)
where S is the spread (10-Year Treasury yield minus 3-month T-Bill
yield) and R is the Fed Funds rate, it gives the probability of
economic recession within the next 4 quarters. (Only about 44%
right
now, so there's some good news. I envision using this as a market-
exit
indicator, warning when conditions are about to turn really ugly for
both the stock market and the economy. )
This formula:
Z(x) = (1/(sqrt(2*pi()))*exp(-x^2/2))
appears to be the actual math represented by the NORMSDIST
function. I
believe AB supports all the operations in this formula.
My problem is that I'm not math-savvy enough to make the leap from
here
to turn this into a complete AB formula. I don't know what
operation
the NORMSDIST formula performs on the Wright Model part, I don't
know
what the x variable is supposed to be...there's no end to what I
don't
know.:)
Any help from my superiors in the math field (undoubtedly a VERY
large
club) would be greatly appreciated.
Luck to all,
Sebastian
[amibroker] Re: Help with Amiquote, please
Yes, just click on the Red square. If you want to download only one or a few symbols you need to pull up AmiQuite seperately rather than through the Tools drop down, as it is automatic. Once you have Amiquote up you can add one or as many tickers as you want and press the green triangle to start. Hope this helps. Dick H --- In amibroker@yahoogroups.com, cstrader [EMAIL PROTECTED] wrote: I'm using Amiquote (registered version) for the first time. I'm having some troubles: I have a lot of tickers 1. When Amiquote starts from Amibroker it immediately starts to download. Is there a way to turn that off? 2. Once started, if I stop the download, the tickers all still say waiting. So I can't seem to uncheck and check the boxes for the tickers I want. Even reset doesn't take the waiting tags away 3. How can I simply get the data for one ticker, rather than the whole list. Thanks!
Re: [amibroker] Help with Amiquote, please
You can enter just one ticker or select a ticker list of your choosing. Under Edit / Select All and Delete the default list that shows up. Under Edit / Add Ticker you can add one or many. Save it as your new ticker list. See File / Open and pick a ticker list you've created with Notepad or from Amiquote directly as done above. To stop the imports, hit the red box as soon as it launches and uncheck the auto import box to prevent the flood of tickers coming at you. HTH JOE - Original Message - From: cstrader To: amibroker@yahoogroups.com Sent: Friday, February 09, 2007 8:45 AM Subject: [amibroker] Help with Amiquote, please I'm using Amiquote (registered version) for the first time. I'm having some troubles: I have a lot of tickers 1. When Amiquote starts from Amibroker it immediately starts to download. Is there a way to turn that off? 2. Once started, if I stop the download, the tickers all still say waiting. So I can't seem to uncheck and check the boxes for the tickers I want. Even reset doesn't take the waiting tags away 3. How can I simply get the data for one ticker, rather than the whole list. Thanks!
Re: [amibroker] AB 390.3 Minor Issues
Hello,
Thankyou Tomaz for your reply. In of the earlier
versions when i had multiple installations the chart
settings used to revert back to default settings
especially MA settings. That problem was solved when i
implemented your advice to turn off auto save of lay
outs.
Since then i always kept auto save of lay outs turned
off. Only when i make changes to chart layouts i use
auto save of lay outs. But after the changes are made
in the next run of amibroker itself i turn off
autosave. I always make sure of it.
I have done his manytimes with different beta and
offical versions and never had any problems.In fact
when the upgrade exe was installed of latest version
auto save of lay outs was turned off.
I tried again now as instructed by you. The same
problem relating to price tooltip and layout still is
unresolved.
The only thing i can remember doing unusual is using
the all save button after the latest upgrade
installation which I had never used before( with
autosave of layout turned off). I always used save
button only.
I also checked another installation of Amibroker(in
diferent drive) which i use for EOD(4.89 beta).No
problem there.I have not used autosave in EOD till
now.
Regards
Saji
--- Tomasz Janeczko [EMAIL PROTECTED] wrote:
Hello,
If AUTO-SAVE of layouts is turned ON, then CURRENT
(last loaded) layout is SAVED
whenever you Save All or you switch to another
layout.
So it saves to most recently LOADED (i.e. current)
layout, not to the one that you have selected.
To save to selected layout you need to use RIGHT
mouse button click and then save.
Instructions here:
http://www.amibroker.com/guide/m_layoutcontext.html
This is normal, expected and documented behaviour.
If you do not want to have layouts saved
automatically you should of course turn off auto
saving of layouts
in Tools-Preferences-Misc.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: Wes Smith
To: amibroker@yahoogroups.com
Sent: Friday, February 09, 2007 2:04 PM
Subject: Re: [amibroker] AB 390.3 Minor Issues
Yes to both.. tooltips and un-expected saving of
layouts.
I think the layout issue may be due to the
autosave function and/or the new save-all button.
I've turned off auto-save in preferences/misc and
that seems to be better now.
- Original Message
From: sajioommen2 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, February 9, 2007 3:27:27 AM
Subject: [amibroker] AB 390.3 Minor Issues
Hello,
I too is having the same problem of Price data
tooltips show in one
chart or pane but not others.
Another minor issue is when i use Tools,
preferences, Miscellaneous,
Layouts for saving layouts the programme itself
is selecting a
particular scrip chart to save as default chart
and not the scrip
chart i select.I Keep 5 minutes charts of 5
different scrips.
So whenever amibroker is opened this scrip is
shown as default chart
and not the scripchart i choose to save.
Is anybody else is having similar problems.Is
there any solutions
already available for this problem.
Regards
Saji
--- In amibroker@yahoogroups.com, Bob Jagow
[EMAIL PROTECTED] wrote:
My bad. Should have been Re Parameter
Settings, wrap title
toggles for
some panes but not others.
The actual problem was that pane that wouldn't
wrap had a glitch
in its
Title code.
-Original Message-
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] Behalf
Of Tomasz Janeczko
Sent: Thursday, February 08, 2007 2:29 PM
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] AB 390.3 Minor Issues
Hello,
As for Wrap titles - this is setting in the
parameters window so
it
affects one chart pane
- so at least this one is normal.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: Bob Jagow mailto:[EMAIL PROTECTED]
To: Amibroker mailto:amibroker@yahoogroups.com
Sent: Thursday, February 08, 2007 9:30 PM
Subject: [amibroker] AB 390.3 Minor Issues
Having problems with preferences in some charts.
e.g., Price data tooltips show in one chart or
pane but not others.
Very weird-of 4 linked RT charts [identical
chart Ids] , only 1
shows price
tooltips.
Re Preferences, wrap title toggles for some
panes but not others.
These problems occur in my most-frequently-used
layouts as of
today.
Just me?
Bob
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:
[amibroker] Re: Finding trading range/horizontal channel, can it be done like this?
Yes, it all makes sense! The same thing is in other programming languages... Why didn't I think about that... :( Thanks! --- In amibroker@yahoogroups.com, wlandry01 [EMAIL PROTECTED] wrote: Another follow up. You might want to check your code for the use of = (assignment) versus == (equal). It looks like you should be using == instead of = in several places. There's some explanatory text in the User's Guide regarding the difference in usage, as follows: = (assignment) vs == (equality check) There are two similar looking but completely different operators in AFL. = is a variable assignment operator == is an equality check operator EXAMPLE Incorrect code: result = IIf( Variable = 10 , High, Low ); // WRONG If you want to check if variable is equal to 10, you MUST use == Correct code: result = IIf( Variable == 10 , High, Low ); // CORRECT Wayne --- In amibroker@yahoogroups.com, carlacash26 carlacash26@ wrote: OK, here is what I have come up with. It will perform an exploration, but it will just list all the stock, not filter out the ones that are not meeting my criteria. Background; I search for the 3 highest high value for past 10 days, 10-20 days and 20-30 days. Then I want to find the smallest of these values and compare it to the highest high value of them all, if they don't deviate by more than 2%, the stock has a resistance level at that point. Same thing with the lowest low values, which will find me the support level. The problem I am facing now is that there is something wrong with finding the smallest of the Highest high values. The HHmin is just set as 1.00 and not as the value of the smallest of the 3 HHVs. I hope someone can help me with this. I think I'm close now. /* Find stocks in a trading range **/ // First find the highest high values, And lowest low values for the //3 periods; 10 days ago, 10-20 days ago, and 20-30 days ago HHA=Ref(HHV(H,10),-1); //HHV of 10 days ago (for example 33) HHB=Ref(HHV(H,10),-10); //HHV of 10 to 20 ago (for example 32) HHC=Ref(HHV(H,10),-20); //HHV of 20 to 30 days ago (for example 34) LLA=Ref(LLV(L,10),-1); //LLV of 10 days ago (for example 33) LLB=Ref(LLV(L,10),-10); //LLV of 10 to 20 ago (for example 32) LLC=Ref(LLV(L,10),-20); //LLV of 20 to 30 days ago (for example 34) //Then find the smallest value of the 3 HHVs, and the largest value of the LLVs HHmin = IIf((HHA HHB=True) AND (HHA HHC=True), HHA, HHB); HHmin = IIf((HHB HHA=True) AND (HHB HHC=True), HHB, HHB); HHmin = IIf((HHC HHB=True) AND (HHC HHA=True), HHC, HHB); LLmax = IIf((LLA LLB=True) AND (LLA LLC=True), LLA, LLA); LLmax = IIf((LLB LLA=True) AND (LLB LLC=True), LLB, LLB); LLmax = IIf((LLC LLB=True) AND (LLC LLA=True), LLC, LLB); //Then caluculate the average of these HHVs and LLVs //NOTE: this is not needed for the time being HHavg=((HHA+HHB+HHC)/3);//(for example = 33) LLavg=((LLA+LLB+LLC)/3); //(for example =28) //Then check to see if the min and max of the three HHVs and //LLVs are not deviating too much, I chose 5% as example //of maximum deviation. HChannel=False; minHHrange=(HHV(H,30) * 0.95); //set the min and max values maxHHrange=(HHV(H,30) * 1.05); minLLrange=(LLV(L,30) * 0.95); maxLLrange=(LLV(L,30) * 1.05); hChannelHHmin = IIf (HHmin minHHrange, True, False); hChannelHHmax = IIf (HHmin maxHHrange, True, False); hChannelLLmin = IIf (LLmax minLLrange, True, False); hChannelLLmax = IIf (LLmax maxLLrange, True, False); //Then sum up all of the criteria hChannel = IIf (hChannelHHmin=True AND hChannelHHmax=True AND hChannelLLmin=True AND hChannelLLmax=True, True, False); //And finally filter out the ones that don't meet the criteria Filter=hChannel=True; COLA= Close; COLB= Ref(HHV(H,10),-1); COLC=HHB=Ref(HHV(H,10),-10); COLD=Ref(HHV(H,10),-20); COLE= HHmin; AddColumn(Cola,close); AddColumn(Colb,HHV-10); AddColumn(Colc,HHV-10-20); AddColumn(Cold,HHV-20-30); AddColumn(Cole,HHmin); //END OF CODE
Re: [amibroker] IB Feed - AB does not collect and save data for symbols only in the RTQ list.
I've noticed the same thing. It seems that clicking on each ticker to bring up the chart window is enough to get IB to start feeding. Once the feeding starts, it seems to continue for the rest of the day. On Fri, 09 Feb 2007 08:43:03 -0500, Wes Smith [EMAIL PROTECTED] wrote: I'm using the IB Feed and have all my symbols in the RTQ window. There's only about 40 or so of them. My understanding was that AB would collect data for any symbol in the RTQ list. It collects data for symbols open in a chart window, But it does not do this for symbols that are only in the RTQ window. For these, I have to force a backfill at the end of the day. The Database is set for Local Data Storage, 50 quotes, 1 minute data. Does anyone else have this problem? I probably have some setting wrong and would appreciate any advice . Using 490.3, but had this in the prior versions too.
[amibroker] Re: Need some math help to code NORMSDIST into AB.
You're welcome. Rest assured I didn't figure out the numbers myself :)
Essence is that NORMSDIST is an integral that cannot be coded in AB.
HAS is a polynomial that does a very good approximation.
A while ago I submitted to TJ suggestion to include NORMSDIST and
NORMSINV (its inverse) as native AB functions. These are essential
functions for any statistical approach.
I don't know how Tomasz would code 'm, but in any case it would speed
up things, I assume. So far no luck.
So Sebastian, or anyone using these functions, feel free to endorse
this effort by submitting a similar request at the feedback center.
http://www.amibroker.com/feedback/
Thanks :)
-treliff
--- In amibroker@yahoogroups.com, sebastiandanconia
[EMAIL PROTECTED] wrote:
A sincere thank-you for the response, I know it's a pretty arcane
subject. This is the nearly unintelligible math part I was talking
about when I said in a subsequent post that I didn't realize how
much I
was asking for, LOL! I don't understand this enough to apply it to
what I want to do. I assume it's just a formula where I plug in the
values, but the where, how and why plumb evade me.:) I'll
work
on it, though.
Luck
Sebastian
--- In amibroker@yahoogroups.com, treliff treliff@ wrote:
Sebastian,
The HAS function below (based on Hasting's polynomial
approximation)
gives 7-decimal accuracy of NORMSDIST.
function t(x)
{ return 1 / (1+0.2316419*x); }
function HAS(x)
{ return 1 - (exp(-0.5*x^2)/sqrt(2*3.141592654))*(0.31938153*t(x)-
0.356563782*t(x)^2+1.781477937*t(x)^3-1.821255978*t(x)
^4+1.330274429*t(x)^5); }
-treliff
--- In amibroker@yahoogroups.com, sebastiandanconia
sebastiandanconia@ wrote:
I came across what I consider to be a valuable stock
market/economic
indicator, the Wright Model B yield-curve indicator. Using
this
formula in Excel:
Probability = NORMSDIST(-2.17 - 0.76 x S + 0.35 x R)
where S is the spread (10-Year Treasury yield minus 3-month T-
Bill
yield) and R is the Fed Funds rate, it gives the probability
of
economic recession within the next 4 quarters. (Only about 44%
right
now, so there's some good news. I envision using this as a
market-
exit
indicator, warning when conditions are about to turn really
ugly for
both the stock market and the economy. )
This formula:
Z(x) = (1/(sqrt(2*pi()))*exp(-x^2/2))
appears to be the actual math represented by the NORMSDIST
function. I
believe AB supports all the operations in this formula.
My problem is that I'm not math-savvy enough to make the leap
from
here
to turn this into a complete AB formula. I don't know what
operation
the NORMSDIST formula performs on the Wright Model part, I don't
know
what the x variable is supposed to be...there's no end to
what I
don't
know.:)
Any help from my superiors in the math field (undoubtedly a VERY
large
club) would be greatly appreciated.
Luck to all,
Sebastian
[amibroker] Re: Need some math help to code NORMSDIST into AB.
Got it, arms raised in triumph, LOL! Although I still couldn't pick an
integral or a polynomial out of a line-up, all I had to do was plug the
values into the formula(s) you gave me. Thank-you!
Luck,
Sebastian
--- In amibroker@yahoogroups.com, treliff [EMAIL PROTECTED] wrote:
You're welcome. Rest assured I didn't figure out the numbers myself :)
Essence is that NORMSDIST is an integral that cannot be coded in AB.
HAS is a polynomial that does a very good approximation.
A while ago I submitted to TJ suggestion to include NORMSDIST and
NORMSINV (its inverse) as native AB functions. These are essential
functions for any statistical approach.
I don't know how Tomasz would code 'm, but in any case it would speed
up things, I assume. So far no luck.
So Sebastian, or anyone using these functions, feel free to endorse
this effort by submitting a similar request at the feedback center.
http://www.amibroker.com/feedback/
Thanks :)
-treliff
--- In amibroker@yahoogroups.com, sebastiandanconia
sebastiandanconia@ wrote:
A sincere thank-you for the response, I know it's a pretty arcane
subject. This is the nearly unintelligible math part I was talking
about when I said in a subsequent post that I didn't realize how
much I
was asking for, LOL! I don't understand this enough to apply it to
what I want to do. I assume it's just a formula where I plug in the
values, but the where, how and why plumb evade me.:) I'll
work
on it, though.
Luck
Sebastian
--- In amibroker@yahoogroups.com, treliff treliff@ wrote:
Sebastian,
The HAS function below (based on Hasting's polynomial
approximation)
gives 7-decimal accuracy of NORMSDIST.
function t(x)
{ return 1 / (1+0.2316419*x); }
function HAS(x)
{ return 1 - (exp(-0.5*x^2)/sqrt(2*3.141592654))*(0.31938153*t(x)-
0.356563782*t(x)^2+1.781477937*t(x)^3-1.821255978*t(x)
^4+1.330274429*t(x)^5); }
-treliff
--- In amibroker@yahoogroups.com, sebastiandanconia
sebastiandanconia@ wrote:
I came across what I consider to be a valuable stock
market/economic
indicator, the Wright Model B yield-curve indicator. Using
this
formula in Excel:
Probability = NORMSDIST(-2.17 - 0.76 x S + 0.35 x R)
where S is the spread (10-Year Treasury yield minus 3-month T-
Bill
yield) and R is the Fed Funds rate, it gives the probability
of
economic recession within the next 4 quarters. (Only about 44%
right
now, so there's some good news. I envision using this as a
market-
exit
indicator, warning when conditions are about to turn really
ugly for
both the stock market and the economy. )
This formula:
Z(x) = (1/(sqrt(2*pi()))*exp(-x^2/2))
appears to be the actual math represented by the NORMSDIST
function. I
believe AB supports all the operations in this formula.
My problem is that I'm not math-savvy enough to make the leap
from
here
to turn this into a complete AB formula. I don't know what
operation
the NORMSDIST formula performs on the Wright Model part, I don't
know
what the x variable is supposed to be...there's no end to
what I
don't
know.:)
Any help from my superiors in the math field (undoubtedly a VERY
large
club) would be greatly appreciated.
Luck to all,
Sebastian
[amibroker] Custom Axis Scaling
Does anyone know of any way to set the chart right axis to always be a certain size? For example, I might always want to set the right axis scaling to 20 points (per half inch) for trading the YM or 2 pts (per inch) for the ER2 or .10 for many stocks. I tried setting it to custom, but then had to continually change the data from hour to hour to keep it on screen. Any suggestions are appreciated! Thanks, Jim
[amibroker] Re: Kudos to a Fantastic Program Author
I whole heartily agree. Thank you Tomasz for providing and supporting an excellent program and at a reasonable price too I might add. --- In amibroker@yahoogroups.com, Ken Close [EMAIL PROTECTED] wrote: While I, along with many others, ask questions that have been answered before, and struggle with details in executing what we want, and sometimes grumble in frustration at an obtuse issue, nonetheless, I wanted to take a moment to salute Tomasz for developing such a great product. I have just browsed around the new help file and see significant improvements in content, examples, figures. The program and the support system always has been a great and all of it continues to get better. I especially appreciate the reorganization and expansion of the OLE Automation section, as just one example. It is really amazing what he, working alone, has done, compared to the vastly larger staffs at other competing or similar organizations. Thanks Tomasz for all that you do. Ken
RE: [amibroker] AB 390.3 Isses [was Minor Issues]
Is Marcin going to address the Price data tooltip problem?
Ive found that reloading the AFL solves that problem, but unfortunately
erases all annotations.
So we are left with the Major Issue of how to restore annotations.
Bob
-Original Message-
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] Behalf
Of Tomasz Janeczko
Sent: Friday, February 09, 2007 6:13 AM
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] AB 390.3 Minor Issues
Hello,
If AUTO-SAVE of layouts is turned ON, then CURRENT (last loaded) layout is
SAVED
whenever you Save All or you switch to another layout.
So it saves to most recently LOADED (i.e. current) layout, not to the one
that you have selected.
To save to selected layout you need to use RIGHT mouse button click and
then save.
Instructions here: http://www.amibroker.com/guide/m_layoutcontext.html
This is normal, expected and documented behaviour.
If you do not want to have layouts saved automatically you should of course
turn off auto saving of layouts
in Tools-Preferences-Misc.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: Wes Smith mailto:[EMAIL PROTECTED]
To: amibroker@yahoogroups.com mailto:amibroker@yahoogroups.com
Sent: Friday, February 09, 2007 2:04 PM
Subject: Re: [amibroker] AB 390.3 Minor Issues
Yes to both.. tooltips and un-expected saving of layouts.
I think the layout issue may be due to the autosave function and/or the new
save-all button.
I've turned off auto-save in preferences/misc and that seems to be better
now.
- Original Message
From: sajioommen2 [EMAIL PROTECTED] mailto:[EMAIL PROTECTED]
To: amibroker@yahoogroups.com mailto:amibroker@yahoogroups.com
Sent: Friday, February 9, 2007 3:27:27 AM
Subject: [amibroker] AB 390.3 Minor Issues
Hello,
I too is having the same problem of Price data tooltips show in one
chart or pane but not others.
Another minor issue is when i use Tools, preferences, Miscellaneous,
Layouts for saving layouts the programme itself is selecting a
particular scrip chart to save as default chart and not the scrip
chart i select.I Keep 5 minutes charts of 5 different scrips.
So whenever amibroker is opened this scrip is shown as default chart
and not the scripchart i choose to save.
Is anybody else is having similar problems.Is there any solutions
already available for this problem.
Regards
Saji
--- In amibroker@yahoogroups.com, Bob Jagow [EMAIL PROTECTED] wrote:
My bad. Should have been Re Parameter Settings, wrap title
toggles for
some panes but not others.
The actual problem was that pane that wouldn't wrap had a glitch
in its
Title code.
-Original Message-
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] Behalf
Of Tomasz Janeczko
Sent: Thursday, February 08, 2007 2:29 PM
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] AB 390.3 Minor Issues
Hello,
As for Wrap titles - this is setting in the parameters window so
it
affects one chart pane
- so at least this one is normal.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: Bob Jagow mailto:[EMAIL PROTECTED]
To: Amibroker mailto:amibroker@yahoogroups.com
Sent: Thursday, February 08, 2007 9:30 PM
Subject: [amibroker] AB 390.3 Minor Issues
Having problems with preferences in some charts.
e.g., Price data tooltips show in one chart or pane but not others.
Very weirdof 4 linked RT charts [identical chart Ids] , only 1
shows price
tooltips.
Re Preferences, wrap title toggles for some panes but not others.
These problems occur in my most-frequently-used layouts as of
today.
Just me?
Bob
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] Idea for fundamental database for backtesting in AB
After reading the threads below about fundamental database backtesting in AB I decided to share the following idea. Why not retrieve the fundamental data directly from the official 10-Q forms filed at edgar? This data is FREE including historical 10-Q forms. Take IBM for example, one can retrieve the 10-Q forms in xml or text format back to 1994. So the steps as I see them would be: 1. use list of ticker symbols and/or CIK codes 2. use script to retrieve existing 10-Q forms 3. parse data fields in 10-Q forms 4. populate database (MySQL?) with the data 5. use a SQL plug-in for AB to retrieve data from MySQL database 6. calculate relevant fundamental ratios (P/E, P/S, ROE, etc.) 7. plot, explore, and backtest based on combination of TA fundamental data The drawbacks that I see with this method is that it requires a lot of work parsing the 10-Q docs and structuring the database. It also would not include info such as earnings estimate analysts ratings. The advantages are that it is FREE, historical data is available and it is the official filed company data. Here are some relevant links: http://www.sec.gov/edgar/searchedgar/companysearch.html for example, type IBM, then type 10-Q for form http://www.sec.gov/cgi-bin/browse-edgar?type=10-Qdateb=owner=includecount=40action=getcompanyCIK=IBM select the latest one: http://www.sec.gov/Archives/edgar/data/51143/000110465906069905/a06-19062_710q.htm edgar home page: http://www.sec.gov/edgar.shtml Regards, Erik Odeen
[amibroker] Re: Idea for fundamental database for backtesting in AB
Thanks Erik, It looks like an option. I'll try it and add to the list for future reference. Brian. --- In amibroker@yahoogroups.com, eodeen [EMAIL PROTECTED] wrote: After reading the threads below about fundamental database backtesting in AB I decided to share the following idea. Why not retrieve the fundamental data directly from the official 10-Q forms filed at edgar? This data is FREE including historical 10-Q forms. Take IBM for example, one can retrieve the 10-Q forms in xml or text format back to 1994. So the steps as I see them would be: 1. use list of ticker symbols and/or CIK codes 2. use script to retrieve existing 10-Q forms 3. parse data fields in 10-Q forms 4. populate database (MySQL?) with the data 5. use a SQL plug-in for AB to retrieve data from MySQL database 6. calculate relevant fundamental ratios (P/E, P/S, ROE, etc.) 7. plot, explore, and backtest based on combination of TA fundamental data The drawbacks that I see with this method is that it requires a lot of work parsing the 10-Q docs and structuring the database. It also would not include info such as earnings estimate analysts ratings. The advantages are that it is FREE, historical data is available and it is the official filed company data. Here are some relevant links: http://www.sec.gov/edgar/searchedgar/companysearch.html for example, type IBM, then type 10-Q for form http://www.sec.gov/cgi-bin/browse-edgar?type=10- Qdateb=owner=includecount=40action=getcompanyCIK=IBM select the latest one: http://www.sec.gov/Archives/edgar/data/51143/000110465906069905/a06- 19062_710q.htm edgar home page: http://www.sec.gov/edgar.shtml Regards, Erik Odeen
[amibroker] Re: Need some math help to code NORMSDIST into AB.
Thanks, As you probably know I am taking an interest in all things quant. I presume you are OK with standard Z scores etc? Treliff Thanks for the HAS function - good stuff. Re Ami's maths capabilities. I am sitting on the fence, not having enough experience to decide. I do want the analytical powers of Xcel or possibly more and wonder should they be inside of AB or outside? I wonder if it is a bit like fdata, with such a wide range of possibilities and applications that it is better to just leave a flexible arrangement so that users can customise or put it all into AB in a one stop shop approach. I empathise with you in the desire for some more maths grunt though. Brian. --- In amibroker@yahoogroups.com, sebastiandanconia [EMAIL PROTECTED] wrote: This is a good plain-English description, and you can follow the links to learn more. http://www.econbrowser.com/archives/2006/04/the_yield_curve.html http://www.econbrowser.com/archives/2006/04/the_yield_curve.html Do you see the two equations on the page preceded by an F? In Excel, if you plug in NORMSDIST for the F along with the values for the spread and Fed Funds rate it will give you the probability, as in: =NORMSDIST(-2.17-.76*-.22+.35*5.25) Using current spread (^TNX-^IRX) and Fed Funds values the reading will be 43.44%. S. --- In amibroker@yahoogroups.com, brian.z123 brian.z123@ wrote: Sebastian, Any chance of a reference to the Wright source(s) or better still a doc of the relevant page or chapter? Brian. --- In amibroker@yahoogroups.com, sebastiandanconia sebastiandanconia@ wrote: Thanks for the response, but I've already put together an indicator based on your idea. It looks just like a regular yield spread (10- Year yield minus 3-month yield), only with the zero line adjusted for the Fed Funds rate as per the Wright Model formula. The problem is that at the 50% probability level (the zero line on the indicator) there are too many false-positive signals, it's not until the probability gets up into the mid-60% range that recession becomes a real threat. That's why I'd like to be able to calculate the actual probability percentages. In looking at the math more closely, though, I have to say that I honestly didn't understand how difficult a problem this was when I asked for assistance. I assumed that it was just a question of combining the two formulas I provided and I just needed a little conceptual help to get over the hump, but it's far more involved and I know now that it was too much to ask. There are two simpler workarounds, though. One, calculate the probabilities in Excel, import them into AB as a fake ticker and refer to them using Foreign() when creating buy/sell rules. And two, optimize the zero line or the levels on the indicator I already have. Luck, Sebastian --- In amibroker@yahoogroups.com, Ton Sieverding ton.sieverding@ wrote: Sorry for the Dutch language Sebastian but this is more or less how I see it. Perhaps something for an AFL formula. On the Y-axis the difference between 10 Year Treasury and 3 month T-Bill. On the X- axis the FED rate. Plots above the blue line have a probability of less than 50% and below the blue line are higher than 50%. Of course you can try to calculate the probability of a recession but ... Ton. - Original Message - From: sebastiandanconia To: amibroker@yahoogroups.com Sent: Wednesday, February 07, 2007 7:20 PM Subject: [amibroker] Need some math help to code NORMSDIST into AB. I came across what I consider to be a valuable stock market/economic indicator, the Wright Model B yield-curve indicator. Using this formula in Excel: Probability = NORMSDIST(-2.17 - 0.76 x S + 0.35 x R) where S is the spread (10-Year Treasury yield minus 3-month T- Bill yield) and R is the Fed Funds rate, it gives the probability of economic recession within the next 4 quarters. (Only about 44% right now, so there's some good news. I envision using this as a market- exit indicator, warning when conditions are about to turn really ugly for both the stock market and the economy. ) This formula: Z(x) = (1/(sqrt(2*pi()))*exp(-x^2/2)) appears to be the actual math represented by the NORMSDIST function. I believe AB supports all the operations in this formula. My problem is that I'm not math-savvy enough to make the leap from here to turn this into a complete AB formula. I don't know what operation the NORMSDIST formula performs on the Wright Model part, I don't know what the x variable is supposed to be...there's no end to what I don't know.:) Any help from my superiors in the math field (undoubtedly a VERY large
Re: [amibroker] Re: TJ: Why not Daily Backfill with IB?
IB is RT only at present. I believe there's a feature request for daily
already logged.
fwiw, IB daily data is not the cleanest .. and they refuse to fix bad quotes.
(i asked them).
Just for fun, pull up a TWS daily chart for IOC
- Original Message
From: tradinghumble [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, February 9, 2007 4:37:23 PM
Subject: [amibroker] Re: TJ: Why not Daily Backfill with IB?
--- In amibroker@yahoogroups.com, tradinghumble [EMAIL PROTECTED] wrote:
I was just wondering what's the reason AB does not provide daily
backfill with Interactive Brokers... or, at least I can't get it work.
Anyone?
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] AB 390.3 Isses [was Minor Issues]
Hello,
Marcin is NOT a programmer, he can not add anything or fix anything in the
program.
I am sole developer of the program, all plugins, add ons and all web page stuff.
As I wrote in the Reminder... post from yesterday I am out of office for a
week (out to Houston)
and won't implement any change during this time.
It is very *minor* issue and in fact I did not reproduce it (all tooltips on my
machine works fine).
It is not the end of the world, there is really no hurry.
If you think that there is - you may revert to any previous version
until I come back and have time to take a look. I wonder sometimes what
happened to this world
that people become so impatient.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: Bob Jagow
To: amibroker@yahoogroups.com
Sent: Friday, February 09, 2007 9:12 PM
Subject: RE: [amibroker] AB 390.3 Isses [was Minor Issues]
Is Marcin going to address the Price data tooltip problem?
I've found that reloading the AFL solves that problem, but unfortunately
erases all annotations.
So we are left with the Major Issue of how to restore annotations.
Bob
-Original Message-
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] Behalf Of Tomasz
Janeczko
Sent: Friday, February 09, 2007 6:13 AM
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] AB 390.3 Minor Issues
Hello,
If AUTO-SAVE of layouts is turned ON, then CURRENT (last loaded) layout is
SAVED
whenever you Save All or you switch to another layout.
So it saves to most recently LOADED (i.e. current) layout, not to the one
that you have selected.
To save to selected layout you need to use RIGHT mouse button click and
then save.
Instructions here: http://www.amibroker.com/guide/m_layoutcontext.html
This is normal, expected and documented behaviour.
If you do not want to have layouts saved automatically you should of course
turn off auto saving of layouts
in Tools-Preferences-Misc.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: Wes Smith
To: amibroker@yahoogroups.com
Sent: Friday, February 09, 2007 2:04 PM
Subject: Re: [amibroker] AB 390.3 Minor Issues
Yes to both.. tooltips and un-expected saving of layouts.
I think the layout issue may be due to the autosave function and/or the new
save-all button.
I've turned off auto-save in preferences/misc and that seems to be better now.
- Original Message
From: sajioommen2 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, February 9, 2007 3:27:27 AM
Subject: [amibroker] AB 390.3 Minor Issues
Hello,
I too is having the same problem of Price data tooltips show in one
chart or pane but not others.
Another minor issue is when i use Tools, preferences, Miscellaneous,
Layouts for saving layouts the programme itself is selecting a
particular scrip chart to save as default chart and not the scrip
chart i select.I Keep 5 minutes charts of 5 different scrips.
So whenever amibroker is opened this scrip is shown as default chart
and not the scripchart i choose to save.
Is anybody else is having similar problems.Is there any solutions
already available for this problem.
Regards
Saji
--- In amibroker@yahoogroups.com, Bob Jagow [EMAIL PROTECTED] wrote:
My bad. Should have been Re Parameter Settings, wrap title
toggles for
some panes but not others.
The actual problem was that pane that wouldn't wrap had a glitch
in its
Title code.
-Original Message-
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] Behalf
Of Tomasz Janeczko
Sent: Thursday, February 08, 2007 2:29 PM
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] AB 390.3 Minor Issues
Hello,
As for Wrap titles - this is setting in the parameters window so
it
affects one chart pane
- so at least this one is normal.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: Bob Jagow mailto:[EMAIL PROTECTED]
To: Amibroker mailto:amibroker@yahoogroups.com
Sent: Thursday, February 08, 2007 9:30 PM
Subject: [amibroker] AB 390.3 Minor Issues
Having problems with preferences in some charts.
e.g., Price data tooltips show in one chart or pane but not others.
Very weird-of 4 linked RT charts [identical chart Ids] , only 1
shows price
tooltips.
Re Preferences, wrap title toggles for some panes but not others.
These problems occur in my most-frequently-used layouts as of
today.
Just me?
Bob
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
Re: [amibroker] IB Feed - AB does not collect and save data for symbols only in the RTQ list.
Thanks Bob
Yes, I have those settings too...
- Original Message
From: Bob Jagow [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, February 9, 2007 9:15:12 AM
Subject: RE: [amibroker] IB Feed - AB does not collect and save data for
symbols only in the RTQ list.
!--
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a:link, span.MsoHyperlink
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text-decoration:underline;
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p.MsoAutoSig, li.MsoAutoSig, div.MsoAutoSig
{margin:0in;
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div.Section1
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--
Did you
try Backfill all rt quote window symbols ?
I also
check auto backfill on 1st data access
-Original
Message-
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] Behalf
Of Wes Smith
Sent: Friday, February 09, 2007
5:43 AM
To: amibroker@yahoogroups.com
Subject: [amibroker] IB Feed - AB
does not collect and save data for symbols only in the RTQ list.
I'm using the
IB Feed and have all my symbols in the RTQ window. There's only about 40 or so
of them.
My understanding was that AB would collect data for any symbol in the RTQ list.
It collects data for symbols open in a chart window, But it does not do
this for symbols that are only in the RTQ window.
For these, I have to force a backfill at the end of the day.
The Database is set for Local Data Storage, 50 quotes, 1 minute data.
Does anyone else have this problem? I probably have some setting wrong
and would appreciate any advice .
Using 490.3, but had this in the prior versions too.
Re: [amibroker] IB Feed - AB does not collect and save data for symbols only in the RTQ list.
re backfill all RT ... This works, provided I only need a little bit of
backfill .. otherwise the IB throttling issue shuts the backfill down.
But ,. I shouldn't have to use this if I have AB and TWS up all day, and the
sym is in the RTQ display.
- Original Message
From: Bob Jagow [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, February 9, 2007 9:15:12 AM
Subject: RE: [amibroker] IB Feed - AB does not collect and save data for
symbols only in the RTQ list.
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Did you
try Backfill all rt quote window symbols ?
I also
check auto backfill on 1st data access
-Original
Message-
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] Behalf
Of Wes Smith
Sent: Friday, February 09, 2007
5:43 AM
To: amibroker@yahoogroups.com
Subject: [amibroker] IB Feed - AB
does not collect and save data for symbols only in the RTQ list.
I'm using the
IB Feed and have all my symbols in the RTQ window. There's only about 40 or so
of them.
My understanding was that AB would collect data for any symbol in the RTQ list.
It collects data for symbols open in a chart window, But it does not do
this for symbols that are only in the RTQ window.
For these, I have to force a backfill at the end of the day.
The Database is set for Local Data Storage, 50 quotes, 1 minute data.
Does anyone else have this problem? I probably have some setting wrong
and would appreciate any advice .
Using 490.3, but had this in the prior versions too.
Re: [amibroker] Re: Idea for fundamental database for backtesting in AB
I want to trade fundamentally strong stocks that are volatile, with good
volume, and good float.
I am not capable of making any sense of fundamental data. I am planning on
using tech analysis to buy and sell fundamentally strong stocks.
Is there any way besides reading the Hulbert Digest, to find the TRUE track
records of various advisor sites like The Prudent Speculator, The Motly
Fool, Value Line, etc?
Has anyone here been a subscriber to the Hulbert Financial Digest, The
Prudent Speculator,The Motly Fool , Value Line, or one that I have not
mentioned?
A short description of The Hulbert Financial Digest is below. Thanks, Ron
D
-
First and foremost, The Hulbert Financial Digest is not an investment
adviser. It's a completely independent, impartial and authoritative rating
service that arms you with the facts about stock and mutual fund investment
letter performance.
Mark Hulbert started his newsletter to help you choose yours. Based on
proven performance, not unproven claims.
The HFD is both conversational and ... well-researched and
informative. And it doesn't pull any punches - all the numbers, tables and
graphs related to a newsletter's performance are published, in addition to
lively commentary.
- Barron's
In 1979, Mark attended an investment seminar and heard dozens of newsletter
editors promise to double, triple or quadruple investors' money each year -
with complete safety. Out of curiosity - and disbelief - Mark Hulbert
followed many of the advisers' recommended portfolios on paper and found
their claims to be wildly exaggerated. The same gurus who promised to
perform miracles were actually being beaten by the market averages.
From the eye-opening experience, The Hulbert Financial Digest was born.
- Original Message -
From: brian.z123 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, February 09, 2007 3:48 PM
Subject: [amibroker] Re: Idea for fundamental database for backtesting in AB
Thanks Erik,
It looks like an option.
I'll try it and add to the list for future reference.
Brian.
--- In amibroker@yahoogroups.com, eodeen [EMAIL PROTECTED] wrote:
After reading the threads below about fundamental database
backtesting in AB I decided to share the following idea. Why not
retrieve the fundamental data directly from the official 10-Q forms
filed at edgar?
This data is FREE including historical 10-Q forms. Take IBM for
example, one can retrieve the 10-Q forms in xml or text format back
to
1994.
So the steps as I see them would be:
1. use list of ticker symbols and/or CIK codes
2. use script to retrieve existing 10-Q forms
3. parse data fields in 10-Q forms
4. populate database (MySQL?) with the data
5. use a SQL plug-in for AB to retrieve data from MySQL database
6. calculate relevant fundamental ratios (P/E, P/S, ROE, etc.)
7. plot, explore, and backtest based on combination of TA
fundamental data
The drawbacks that I see with this method is that it requires a lot
of
work parsing the 10-Q docs and structuring the database. It also
would
not include info such as earnings estimate analysts ratings.
The advantages are that it is FREE, historical data is available and
it is the official filed company data.
Here are some relevant links:
http://www.sec.gov/edgar/searchedgar/companysearch.html
for example, type IBM, then type 10-Q for form
http://www.sec.gov/cgi-bin/browse-edgar?type=10-
Qdateb=owner=includecount=40action=getcompanyCIK=IBM
select the latest one:
http://www.sec.gov/Archives/edgar/data/51143/000110465906069905/a06-
19062_710q.htm
edgar home page:
http://www.sec.gov/edgar.shtml
Regards,
Erik Odeen
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: Idea for fundamental database for backtesting in AB
2 ideas:
zacks research is a good source.
ibd(investors business daily) has two lists 85-85 and ibd 100.
--- In amibroker@yahoogroups.com, mrdavis9 [EMAIL PROTECTED] wrote:
I want to trade fundamentally strong stocks that are volatile,
with good
volume, and good float.
I am not capable of making any sense of fundamental data. I am
planning on
using tech analysis to buy and sell fundamentally strong stocks.
Is there any way besides reading the Hulbert Digest, to find the
TRUE track
records of various advisor sites like The Prudent Speculator, The
Motly
Fool, Value Line, etc?
Has anyone here been a subscriber to the Hulbert Financial Digest,
The
Prudent Speculator,The Motly Fool , Value Line, or one that I have
not
mentioned?
A short description of The Hulbert Financial Digest is below.
Thanks, Ron
D
---
--
First and foremost, The Hulbert Financial Digest is not an
investment
adviser. It's a completely independent, impartial and
authoritative rating
service that arms you with the facts about stock and mutual fund
investment
letter performance.
Mark Hulbert started his newsletter to help you choose yours.
Based on
proven performance, not unproven claims.
The HFD is both conversational and ... well-researched and
informative. And it doesn't pull any punches - all the numbers,
tables and
graphs related to a newsletter's performance are published, in
addition to
lively commentary.
- Barron's
In 1979, Mark attended an investment seminar and heard dozens of
newsletter
editors promise to double, triple or quadruple investors' money
each year -
with complete safety. Out of curiosity - and disbelief - Mark
Hulbert
followed many of the advisers' recommended portfolios on paper and
found
their claims to be wildly exaggerated. The same gurus who promised
to
perform miracles were actually being beaten by the market averages.
From the eye-opening experience, The Hulbert Financial Digest was
born.
- Original Message -
From: brian.z123 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, February 09, 2007 3:48 PM
Subject: [amibroker] Re: Idea for fundamental database for
backtesting in AB
Thanks Erik,
It looks like an option.
I'll try it and add to the list for future reference.
Brian.
--- In amibroker@yahoogroups.com, eodeen eodeen@ wrote:
After reading the threads below about fundamental database
backtesting in AB I decided to share the following idea. Why not
retrieve the fundamental data directly from the official 10-Q
forms
filed at edgar?
This data is FREE including historical 10-Q forms. Take IBM for
example, one can retrieve the 10-Q forms in xml or text format
back
to
1994.
So the steps as I see them would be:
1. use list of ticker symbols and/or CIK codes
2. use script to retrieve existing 10-Q forms
3. parse data fields in 10-Q forms
4. populate database (MySQL?) with the data
5. use a SQL plug-in for AB to retrieve data from MySQL database
6. calculate relevant fundamental ratios (P/E, P/S, ROE, etc.)
7. plot, explore, and backtest based on combination of TA
fundamental data
The drawbacks that I see with this method is that it requires a
lot
of
work parsing the 10-Q docs and structuring the database. It also
would
not include info such as earnings estimate analysts ratings.
The advantages are that it is FREE, historical data is
available and
it is the official filed company data.
Here are some relevant links:
http://www.sec.gov/edgar/searchedgar/companysearch.html
for example, type IBM, then type 10-Q for form
http://www.sec.gov/cgi-bin/browse-edgar?type=10-
Qdateb=owner=includecount=40action=getcompanyCIK=IBM
select the latest one:
http://www.sec.gov/Archives/edgar/data/51143/000110465906069905/a06-
19062_710q.htm
edgar home page:
http://www.sec.gov/edgar.shtml
Regards,
Erik Odeen
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: AB 390.3 Isses [was Minor Issues]
TJ-- Go to Houston. It's warm. Enjoy yourself. We'll get by. dale b --- In amibroker@yahoogroups.com, Tomasz Janeczko [EMAIL PROTECTED] wrote: Hello, Marcin is NOT a programmer, he can not add anything or fix anything in the program. I am sole developer of the program, all plugins, add ons and all web page stuff. As I wrote in the Reminder... post from yesterday I am out of office for a week (out to Houston) and won't implement any change during this time. It is very *minor* issue and in fact I did not reproduce it (all tooltips on my machine works fine). It is not the end of the world, there is really no hurry. If you think that there is - you may revert to any previous version until I come back and have time to take a look. I wonder sometimes what happened to this world that people become so impatient. Best regards, Tomasz Janeczko amibroker.com - Original Message - From: Bob Jagow To: amibroker@yahoogroups.com Sent: Friday, February 09, 2007 9:12 PM Subject: RE: [amibroker] AB 390.3 Isses [was Minor Issues] Is Marcin going to address the Price data tooltip problem? I've found that reloading the AFL solves that problem, but unfortunately erases all annotations. So we are left with the Major Issue of how to restore annotations. Bob -Original Message- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] Behalf Of Tomasz Janeczko Sent: Friday, February 09, 2007 6:13 AM To: amibroker@yahoogroups.com Subject: Re: [amibroker] AB 390.3 Minor Issues Hello, If AUTO-SAVE of layouts is turned ON, then CURRENT (last loaded) layout is SAVED whenever you Save All or you switch to another layout. So it saves to most recently LOADED (i.e. current) layout, not to the one that you have selected. To save to selected layout you need to use RIGHT mouse button click and then save. Instructions here: http://www.amibroker.com/guide/m_layoutcontext.html This is normal, expected and documented behaviour. If you do not want to have layouts saved automatically you should of course turn off auto saving of layouts in Tools-Preferences-Misc. Best regards, Tomasz Janeczko amibroker.com - Original Message - From: Wes Smith To: amibroker@yahoogroups.com Sent: Friday, February 09, 2007 2:04 PM Subject: Re: [amibroker] AB 390.3 Minor Issues Yes to both.. tooltips and un-expected saving of layouts. I think the layout issue may be due to the autosave function and/or the new save-all button. I've turned off auto-save in preferences/misc and that seems to be better now. - Original Message From: sajioommen2 [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Friday, February 9, 2007 3:27:27 AM Subject: [amibroker] AB 390.3 Minor Issues Hello, I too is having the same problem of Price data tooltips show in one chart or pane but not others. Another minor issue is when i use Tools, preferences, Miscellaneous, Layouts for saving layouts the programme itself is selecting a particular scrip chart to save as default chart and not the scrip chart i select.I Keep 5 minutes charts of 5 different scrips. So whenever amibroker is opened this scrip is shown as default chart and not the scripchart i choose to save. Is anybody else is having similar problems.Is there any solutions already available for this problem. Regards Saji --- In amibroker@yahoogroups.com, Bob Jagow bjagow@ wrote: My bad. Should have been Re Parameter Settings, wrap title toggles for some panes but not others. The actual problem was that pane that wouldn't wrap had a glitch in its Title code. -Original Message- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] Behalf Of Tomasz Janeczko Sent: Thursday, February 08, 2007 2:29 PM To: amibroker@yahoogroups.com Subject: Re: [amibroker] AB 390.3 Minor Issues Hello, As for Wrap titles - this is setting in the parameters window so it affects one chart pane - so at least this one is normal. Best regards, Tomasz Janeczko amibroker.com - Original Message - From: Bob Jagow mailto:bjagow@ To: Amibroker mailto:amibroker@yahoogroups.com Sent: Thursday, February 08, 2007 9:30 PM Subject: [amibroker] AB 390.3 Minor Issues Having problems with preferences in some charts. e.g., Price data tooltips show in one chart or pane but not others. Very weird-of 4 linked RT charts [identical chart Ids] , only 1 shows price tooltips. Re Preferences, wrap title toggles for some panes but not others. These problems occur in my most-frequently-used layouts as of today. Just me? Bob
RE: [amibroker] AB 390.3 Isses [was Minor Issues]
But we are left with the Major Issue of how to restore annotations and I believe that has been brought to your attention a number of times in recent weeks. Any status on that issue? -Original Message- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] Behalf Of Tomasz Janeczko Sent: Friday, February 09, 2007 2:32 PM To: amibroker@yahoogroups.com Subject: Re: [amibroker] AB 390.3 Isses [was Minor Issues] Hello, Marcin is NOT a programmer, he can not add anything or fix anything in the program. I am sole developer of the program, all plugins, add ons and all web page stuff. As I wrote in the Reminder... post from yesterday I am out of office for a week (out to Houston) and won't implement any change during this time. It is very *minor* issue and in fact I did not reproduce it (all tooltips on my machine works fine). It is not the end of the world, there is really no hurry. If you think that there is - you may revert to any previous version until I come back and have time to take a look. I wonder sometimes what happened to this world that people become so impatient. Best regards, Tomasz Janeczko amibroker.com - Original Message - From: Bob Jagow mailto:[EMAIL PROTECTED] To: amibroker@yahoogroups.com mailto:amibroker@yahoogroups.com Sent: Friday, February 09, 2007 9:12 PM Subject: RE: [amibroker] AB 390.3 Isses [was Minor Issues] Is Marcin going to address the Price data tooltip problem? Ive found that reloading the AFL solves that problem, but unfortunately erases all annotations. So we are left with the Major Issue of how to restore annotations. Bob -Original Message- From: amibroker@yahoogroups.com mailto:amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] Behalf Of Tomasz Janeczko Sent: Friday, February 09, 2007 6:13 AM To: amibroker@yahoogroups.com Subject: Re: [amibroker] AB 390.3 Minor Issues Hello, If AUTO-SAVE of layouts is turned ON, then CURRENT (last loaded) layout is SAVED whenever you Save All or you switch to another layout. So it saves to most recently LOADED (i.e. current) layout, not to the one that you have selected. To save to selected layout you need to use RIGHT mouse button click and then save. Instructions here: http://www.amibroker.com/guide/m_layoutcontext.html This is normal, expected and documented behaviour. If you do not want to have layouts saved automatically you should of course turn off auto saving of layouts in Tools-Preferences-Misc. Best regards, Tomasz Janeczko amibroker.com - Original Message - From: Wes Smith mailto:[EMAIL PROTECTED] To: amibroker@yahoogroups.com mailto:amibroker@yahoogroups.com Sent: Friday, February 09, 2007 2:04 PM Subject: Re: [amibroker] AB 390.3 Minor Issues Yes to both.. tooltips and un-expected saving of layouts. I think the layout issue may be due to the autosave function and/or the new save-all button. I've turned off auto-save in preferences/misc and that seems to be better now. - Original Message From: sajioommen2 [EMAIL PROTECTED] mailto:[EMAIL PROTECTED] To: amibroker@yahoogroups.com mailto:amibroker@yahoogroups.com Sent: Friday, February 9, 2007 3:27:27 AM Subject: [amibroker] AB 390.3 Minor Issues Hello, I too is having the same problem of Price data tooltips show in one chart or pane but not others. Another minor issue is when i use Tools, preferences, Miscellaneous, Layouts for saving layouts the programme itself is selecting a particular scrip chart to save as default chart and not the scrip chart i select.I Keep 5 minutes charts of 5 different scrips. So whenever amibroker is opened this scrip is shown as default chart and not the scripchart i choose to save. Is anybody else is having similar problems.Is there any solutions already available for this problem. Regards Saji --- In amibroker@yahoogroups.com, Bob Jagow [EMAIL PROTECTED] wrote: My bad. Should have been Re Parameter Settings, wrap title toggles for some panes but not others. The actual problem was that pane that wouldn't wrap had a glitch in its Title code. -Original Message- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] Behalf Of Tomasz Janeczko Sent: Thursday, February 08, 2007 2:29 PM To: amibroker@yahoogroups.com Subject: Re: [amibroker] AB 390.3 Minor Issues Hello, As for Wrap titles - this is setting in the parameters window so it affects one chart pane - so at least this one is normal. Best regards, Tomasz Janeczko amibroker.com - Original Message - From: Bob Jagow mailto:[EMAIL PROTECTED] To: Amibroker mailto:amibroker@yahoogroups.com Sent: Thursday, February 08, 2007 9:30 PM Subject: [amibroker] AB 390.3 Minor Issues Having problems with preferences in some charts. e.g., Price data tooltips show in one chart or pane but not others. Very weirdof 4 linked RT charts [identical chart Ids] , only 1 shows price tooltips. Re Preferences, wrap title toggles for some panes but not others. These problems occur in my
RE: [amibroker] IB Feed - AB does not collect and save data for symbols only in the RTQ list.
your observation is correct. it has always been like this. i am assuming there must be some technical difficulty in fixing this (or creating a subset of favorite symbols that get saved even when not viewed) because i have asked about this in the past several times. if you use tick or volume bars you can not use backfill to create the correct information. Joseph Biran _ From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of Wes Smith Sent: Friday, February 09, 2007 5:43 AM To: amibroker@yahoogroups.com Subject: [amibroker] IB Feed - AB does not collect and save data for symbols only in the RTQ list. I'm using the IB Feed and have all my symbols in the RTQ window. There's only about 40 or so of them. My understanding was that AB would collect data for any symbol in the RTQ list. It collects data for symbols open in a chart window, But it does not do this for symbols that are only in the RTQ window. For these, I have to force a backfill at the end of the day. The Database is set for Local Data Storage, 50 quotes, 1 minute data. Does anyone else have this problem? I probably have some setting wrong and would appreciate any advice . Using 490.3, but had this in the prior versions too.
RE: [amibroker] Re: TJ: Why not Daily Backfill with IB?
Feature request to IB I presume. They only offer 30 day max backfill
(minutes) so a daily download is rather worthless unless IB provided the
history.
Besides, there is Yahoo and MSN. Both free sources albeit occasionally
flaky.
--
Terry
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of Wes Smith
Sent: Friday, February 09, 2007 15:25
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] Re: TJ: Why not Daily Backfill with IB?
IB is RT only at present. I believe there's a feature request for daily
already logged.
fwiw, IB daily data is not the cleanest .. and they refuse to fix bad
quotes. (i asked them).
Just for fun, pull up a TWS daily chart for IOC
- Original Message
From: tradinghumble [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, February 9, 2007 4:37:23 PM
Subject: [amibroker] Re: TJ: Why not Daily Backfill with IB?
--- In amibroker@yahoogroups.com, tradinghumble [EMAIL PROTECTED] wrote:
I was just wondering what's the reason AB does not provide daily
backfill with Interactive Brokers... or, at least I can't get it work.
Anyone?
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: TJ: Why not Daily Backfill with IB?
No, actually IB provides 6 months of Daily bars.
--- In amibroker@yahoogroups.com, Terry [EMAIL PROTECTED] wrote:
Feature request to IB I presume. They only offer 30 day max backfill
(minutes) so a daily download is rather worthless unless IB provided the
history.
Besides, there is Yahoo and MSN. Both free sources albeit occasionally
flaky.
--
Terry
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED]
On Behalf
Of Wes Smith
Sent: Friday, February 09, 2007 15:25
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] Re: TJ: Why not Daily Backfill with IB?
IB is RT only at present. I believe there's a feature request for daily
already logged.
fwiw, IB daily data is not the cleanest .. and they refuse to fix bad
quotes. (i asked them).
Just for fun, pull up a TWS daily chart for IOC
- Original Message
From: tradinghumble [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, February 9, 2007 4:37:23 PM
Subject: [amibroker] Re: TJ: Why not Daily Backfill with IB?
--- In amibroker@yahoogroups.com, tradinghumble sharp2be@ wrote:
I was just wondering what's the reason AB does not provide daily
backfill with Interactive Brokers... or, at least I can't get it work.
Anyone?
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] EOD data
I think Yahoo has some quality issues. I noticed that some days prices are
simply missing in my stock downloads. So I'm thinking I may need to go to
a paid service.
- Original Message -
From: danielwardadams [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, February 09, 2007 4:58 AM
Subject: [amibroker] EOD data
There used to be discussions about the quality and ease of use of
Yahoo versus Quotes Plus End-Of-Day data. As a result, I subscribed to
Quotes Plus and have been happy with them for the last couple of
years. However, I'm wondering if the same concerns still exist since
it sounds like it's now easier to update with Yahoo EOD data.
Naturally, if Yahoo data is just as good, I'd just as soon use some
that's free versus something that's not.
Any thoughts appreciated.
Dan
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: Help with Amiquote, please
Yes, thanks to everyone.. this makes some more sense now.
- Original Message -
From: areehoi [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, February 09, 2007 10:21 AM
Subject: [amibroker] Re: Help with Amiquote, please
Yes, just click on the Red square. If you want to download only one
or a few symbols you need to pull up AmiQuite seperately rather than
through the Tools drop down, as it is automatic. Once you have
Amiquote up you can add one or as many tickers as you want and press
the green triangle to start. Hope this helps.
Dick H
--- In amibroker@yahoogroups.com, cstrader [EMAIL PROTECTED] wrote:
I'm using Amiquote (registered version) for the first time. I'm
having some troubles:
I have a lot of tickers
1. When Amiquote starts from Amibroker it immediately starts to
download. Is there a way to turn that off?
2. Once started, if I stop the download, the tickers all still say
waiting. So I can't seem to uncheck and check the boxes for the
tickers I want. Even reset doesn't take the waiting tags away
3. How can I simply get the data for one ticker, rather than the
whole list.
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
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RE: [amibroker] IB Feed - AB does not collect and save data for symbols only in the RTQ list.
Hi Wes, Yes have had this problem since day one, have submitted bug report with photos, and have given up. Strange to have symbols in the RTQ window showing quotes but at the end of the day no graphs are available. As you state one must have a symbol graphed and maybe even displayed for the quotes to be saved. Every 30 days back fill the symbols manually. Jerry Gress Stockton, Ca. -Original Message- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of Wes Smith Sent: Friday, February 09, 2007 5:43 AM To: amibroker@yahoogroups.com Subject: [amibroker] IB Feed - AB does not collect and save data for symbols only in the RTQ list. I'm using the IB Feed and have all my symbols in the RTQ window. There's only about 40 or so of them. My understanding was that AB would collect data for any symbol in the RTQ list. It collects data for symbols open in a chart window, But it does not do this for symbols that are only in the RTQ window. For these, I have to force a backfill at the end of the day. The Database is set for Local Data Storage, 50 quotes, 1 minute data. Does anyone else have this problem? I probably have some setting wrong and would appreciate any advice . Using 490.3, but had this in the prior versions too.
RE: [amibroker] IB Feed - AB does not collect and save data for symbols only in the RTQ list.
Guys, it is really pretty simple to get this RT quote thing from IB working. 1. A chart needs to be opened to collect RT quotes. 2. How to do that. If you have only a few symbols it is easy to select the first symbol in the drop down box in the toolbar and then just hold down the down arrow key to run through all the symbols. Then click on the RTQ box (lower right) and click on backfill all selected symbols. 3. The alternative is to run a scan, any scan, for all symbols. That opens them up for updating. Then click the backfill all in the RTQ box. Sometimes you will have to wait for the current symbol to fill and then the backfill all choice will become active and you can click it. If you start the process before normal trading hours it will run quickly. If you start it later in the day the data flow is slower and you might want to go read your e-mail and when you return all the RT charts should have updated. The charts will stay updated all day and if you save all before exiting or disconnecting from IB everything will be filled, current and saved. I have my default set to 5 days because I sometimes do not use AB RT every day. It is really a very simple process once you do it a couple times. Cheers SId At 07:17 PM 2/9/2007, you wrote: Hi Wes, Yes have had this problem since day one, have submitted bug report with photos, and have given up. Strange to have symbols in the RTQ window showing quotes but at the end of the day no graphs are available. As you state one must have a symbol graphed and maybe even displayed for the quotes to be saved. Every 30 days back fill the symbols manually. Jerry Gress Stockton, Ca. -Original Message- From: amibroker@yahoogroups.com [ mailto:[EMAIL PROTECTED] On Behalf Of Wes Smith Sent: Friday, February 09, 2007 5:43 AM To: amibroker@yahoogroups.com Subject: [amibroker] IB Feed - AB does not collect and save data for symbols only in the RTQ list. I'm using the IB Feed and have all my symbols in the RTQ window. There's only about 40 or so of them. My understanding was that AB would collect data for any symbol in the RTQ list. It collects data for symbols open in a chart window, But it does not do this for symbols that are only in the RTQ window. For these, I have to force a backfill at the end of the day. The Database is set for Local Data Storage, 50 quotes, 1 minute data. Does anyone else have this problem? I probably have some setting wrong and would appreciate any advice . Using 490.3, but had this in the prior versions too.
Re: [amibroker] Re: Idea for fundamental database for backtesting in AB
Timers Digest provides a leg up.
Bill
- Original Message -
From: mrdavis9 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, February 09, 2007 7:44 PM
Subject: Re: [amibroker] Re: Idea for fundamental database for backtesting in AB
I want to trade fundamentally strong stocks that are volatile, with good
volume, and good float.
I am not capable of making any sense of fundamental data. I am planning on
using tech analysis to buy and sell fundamentally strong stocks.
Is there any way besides reading the Hulbert Digest, to find the TRUE track
records of various advisor sites like The Prudent Speculator, The Motly
Fool, Value Line, etc?
Has anyone here been a subscriber to the Hulbert Financial Digest, The
Prudent Speculator,The Motly Fool , Value Line, or one that I have not
mentioned?
A short description of The Hulbert Financial Digest is below. Thanks, Ron
D
-
First and foremost, The Hulbert Financial Digest is not an investment
adviser. It's a completely independent, impartial and authoritative rating
service that arms you with the facts about stock and mutual fund investment
letter performance.
Mark Hulbert started his newsletter to help you choose yours. Based on
proven performance, not unproven claims.
The HFD is both conversational and ... well-researched and
informative. And it doesn't pull any punches - all the numbers, tables and
graphs related to a newsletter's performance are published, in addition to
lively commentary.
- Barron's
In 1979, Mark attended an investment seminar and heard dozens of newsletter
editors promise to double, triple or quadruple investors' money each year -
with complete safety. Out of curiosity - and disbelief - Mark Hulbert
followed many of the advisers' recommended portfolios on paper and found
their claims to be wildly exaggerated. The same gurus who promised to
perform miracles were actually being beaten by the market averages.
From the eye-opening experience, The Hulbert Financial Digest was born.
- Original Message -
From: brian.z123 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, February 09, 2007 3:48 PM
Subject: [amibroker] Re: Idea for fundamental database for backtesting in AB
Thanks Erik,
It looks like an option.
I'll try it and add to the list for future reference.
Brian.
--- In amibroker@yahoogroups.com, eodeen [EMAIL PROTECTED] wrote:
After reading the threads below about fundamental database
backtesting in AB I decided to share the following idea. Why not
retrieve the fundamental data directly from the official 10-Q forms
filed at edgar?
This data is FREE including historical 10-Q forms. Take IBM for
example, one can retrieve the 10-Q forms in xml or text format back
to
1994.
So the steps as I see them would be:
1. use list of ticker symbols and/or CIK codes
2. use script to retrieve existing 10-Q forms
3. parse data fields in 10-Q forms
4. populate database (MySQL?) with the data
5. use a SQL plug-in for AB to retrieve data from MySQL database
6. calculate relevant fundamental ratios (P/E, P/S, ROE, etc.)
7. plot, explore, and backtest based on combination of TA
fundamental data
The drawbacks that I see with this method is that it requires a lot
of
work parsing the 10-Q docs and structuring the database. It also
would
not include info such as earnings estimate analysts ratings.
The advantages are that it is FREE, historical data is available and
it is the official filed company data.
Here are some relevant links:
http://www.sec.gov/edgar/searchedgar/companysearch.html
for example, type IBM, then type 10-Q for form
http://www.sec.gov/cgi-bin/browse-edgar?type=10-
Qdateb=owner=includecount=40action=getcompanyCIK=IBM
select the latest one:
http://www.sec.gov/Archives/edgar/data/51143/000110465906069905/a06-
19062_710q.htm
edgar home page:
http://www.sec.gov/edgar.shtml
Regards,
Erik Odeen
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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:
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[amibroker] matastock vs amibroker
Which one is better overall amibroker or metastock. I'm trying to buy either one. please comment. Thanks
Re: [amibroker] matastock vs amibroker
http://shop.fundsoft.com/shop/category.asp?catid=3 this is the cost of additions to mEtastock All this is coded free for amibroker users in the library section . On 2/10/07, Yuki Taga [EMAIL PROTECTED] wrote: Saturday, February 10, 2007, 3:30:51 PM, you wrote: f Which one is better overall amibroker or metastock. f I'm trying to buy either one. f please comment. f Thanks There is a *huge* number of former Metastock users who now use Amibroker. I doubt if hardly anyone goes in the other direction. That should be a clue. And of course asking on this board ... well, why don't you ask Bill Gates in person if Apple is better than Windows, or vice versa? Yuki -- Warm Regards; `` Natasha !!!
