[amibroker] Re: a bug in portfolio tester?
Tomasz,
I took a look of my code really hard, and found the possible reason. My code
set backtester mode to backtestRegularRaw. For this mode, if there are
multiple buy before sell, the example code for scale in and out below seems not
to work. I think the code cannot determine the priceatbuy and highsincebuy
properly. The reason is we don't know when the trade will be entered until
portfolio test is done. Am I understanding this correctly? Is there a sample
code for backtestRegularRaw mode?
Many thanks,
Steven
// the system will exit
// 50% of position if FIRST PROFIT TARGET stop is hit
// 50% of position is SECOND PROFIT TARGET stop is hit
// 100% of position if TRAILING STOP is hit
FirstProfitTarget = 10; // profit
SecondProfitTarget = 20; // in percent
TrailingStop = 10; // also in percent
priceatbuy=0;
highsincebuy = 0;
exit = 0;
for( i = 0; i BarCount; i++ )
{
if( priceatbuy == 0 AND Buy[ i ] )
{
priceatbuy = BuyPrice[ i ];
}
if( priceatbuy 0 )
{
highsincebuy = Max( High[ i ], highsincebuy );
if( exit == 0 AND
High[ i ] = ( 1 + FirstProfitTarget * 0.01 ) * priceatbuy )
{
// first profit target hit - scale-out
exit = 1;
Buy[ i ] = sigScaleOut;
}
if( exit == 1 AND
High[ i ] = ( 1 + SecondProfitTarget * 0.01 ) * priceatbuy )
{
// second profit target hit - exit
exit = 2;
SellPrice[ i ] = Max( Open[ i ], ( 1 + SecondProfitTarget * 0.01 ) *
priceatbuy );
}
if( Low[ i ] = ( 1 - TrailingStop * 0.01 ) * highsincebuy )
{
// trailing stop hit - exit
exit = 3;
SellPrice[ i ] = Min( Open[ i ], ( 1 - TrailingStop * 0.01 ) *
highsincebuy );
}
if( exit = 2 )
{
Buy[ i ] = 0;
Sell[ i ] = exit + 1; // mark appropriate exit code
exit = 0;
priceatbuy = 0; // reset price
highsincebuy = 0;
}
}
}
SetPositionSize( 50, spsPercentOfEquity );
SetPositionSize( 50, spsPercentOfPosition * ( Buy == sigScaleOut ) ); // scale
out 50% of position
Re: [amibroker] Re: Do all trading systems stop working? - Howard Bandy's book
Its a funny Conversation this .
If All systems will eventually fail then
The underlying theory must be wrong so therefore dow theory , elliot
wave theory , fundamental economic thoery ect must all be wrong ... except
these are the underpinning of most practitioners. which leads us to say then
All textbookss are wrong and all academics are wrong .. which say all
universities are wrong .
So therefore most education in the financial markets will eventually fail
...
So this could bring us to a conversation about the random walk of stock
prices .. which would lean on a quantitve side ... which would fail .
however there are practictions making from -100% to plus 1000% per annum
so i would say not all
Systems but rather the Individuals designing the system fail .
Perhaps the education fail in a sense...
The learners fail ...
The work experience fails
so perhaps all that is needed is the correct hard work and the correct
study and the correct experience
(which would be very difficult with limited resources )
I would imagine you are defining the problem wrong, when actually the
problem is the greater environment not the system.
i think a classic example of this is the current weakness in the market in a
way the education system has failed , the regulatory system has failed and
executive management has failed (to name a few )
The world has a long way still to go . we are a young civilisation .
Regards
Malcolm
On Thu, Jun 4, 2009 at 10:01 AM, Herman psy...@magma.ca wrote:
Brian, often people waste a lot of time trying to call something black or
white; you learn more if you try looking at the grey stuff in between.
Of course there are 'systems' that last forever. Buy-n-hold, trend
following, or rotational trading are trading systems to some. It all depends
on your criteria of what makes a trading system. Then there are highly
optimized trading systems that will, as one would expect, fade in and out of
Performance. Some systems will, with some discretionary input, keep working
forever while for a true mechanical trader these systems will fail. What may
be a great trading idea to one person may be a joke to another.
However, if you must have an answer I think it is best to err on the safe
side and say that ALL systems will eventually fail. Overconfidence in any
system may end up costing you dearly.
Best regards,
herman
Wednesday, June 3, 2009, 9:32:35 PM, you wrote:
You are sitting on the fence Herman ... that can become a bit
uncomfortable;-)
In the scientific method all axioms are temporary and it only takes one
verifiable case to reject the null hypothesis of the current axiom.
We already have a list of candidate systems that people claim have
remained successful over decades.
Declare yourself ... do ALL systems fail because they are discovered and
traded to failure or not?
Are you are an evidenced based trader or some other kind of trader?
Because breakout systems were made famous by the Turtles and they now
fail
for some traders does that mean all breakout systems fail for all traders
and
all instruments all of the time (how can anyone know the answer to that
question one way or another?)
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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Malcolm A.B Croucher
[amibroker] Re: Do all trading systems stop working? - Howard Bandy's book
Malcolm,
Spot on. I agree 100%.
--- In amibroker@yahoogroups.com, malcolm Crouch malcolm.crouc...@... wrote:
Its a funny Conversation this .
If All systems will eventually fail then
The underlying theory must be wrong so therefore dow theory , elliot
wave theory , fundamental economic thoery ect must all be wrong ... except
these are the underpinning of most practitioners. which leads us to say then
All textbookss are wrong and all academics are wrong .. which say all
universities are wrong .
So therefore most education in the financial markets will eventually fail
...
So this could bring us to a conversation about the random walk of stock
prices .. which would lean on a quantitve side ... which would fail .
however there are practictions making from -100% to plus 1000% per annum
so i would say not all
Systems but rather the Individuals designing the system fail .
Perhaps the education fail in a sense...
The learners fail ...
The work experience fails
so perhaps all that is needed is the correct hard work and the correct
study and the correct experience
(which would be very difficult with limited resources )
I would imagine you are defining the problem wrong, when actually the
problem is the greater environment not the system.
i think a classic example of this is the current weakness in the market in a
way the education system has failed , the regulatory system has failed and
executive management has failed (to name a few )
The world has a long way still to go . we are a young civilisation .
Regards
Malcolm
On Thu, Jun 4, 2009 at 10:01 AM, Herman psy...@... wrote:
Brian, often people waste a lot of time trying to call something black or
white; you learn more if you try looking at the grey stuff in between.
Of course there are 'systems' that last forever. Buy-n-hold, trend
following, or rotational trading are trading systems to some. It all depends
on your criteria of what makes a trading system. Then there are highly
optimized trading systems that will, as one would expect, fade in and out of
Performance. Some systems will, with some discretionary input, keep working
forever while for a true mechanical trader these systems will fail. What may
be a great trading idea to one person may be a joke to another.
However, if you must have an answer I think it is best to err on the safe
side and say that ALL systems will eventually fail. Overconfidence in any
system may end up costing you dearly.
Best regards,
herman
Wednesday, June 3, 2009, 9:32:35 PM, you wrote:
You are sitting on the fence Herman ... that can become a bit
uncomfortable;-)
In the scientific method all axioms are temporary and it only takes one
verifiable case to reject the null hypothesis of the current axiom.
We already have a list of candidate systems that people claim have
remained successful over decades.
Declare yourself ... do ALL systems fail because they are discovered and
traded to failure or not?
Are you are an evidenced based trader or some other kind of trader?
Because breakout systems were made famous by the Turtles and they now
fail
for some traders does that mean all breakout systems fail for all traders
and
all instruments all of the time (how can anyone know the answer to that
question one way or another?)
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/ http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/ http://www.amibroker.com/devlog/
Yahoo! Groups Links
http://groups.yahoo.com/group/amibroker/
Individual Email | Traditional
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
mailto:amibroker-dig...@yahoogroups.comamibroker-dig...@yahoogroups.com
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amibroker-unsubscr...@yahoogroups.com
http://docs.yahoo.com/info/terms/
--
Malcolm A.B Croucher
[amibroker] Re: automation : asked already in AT forum - but maybe someone here knows an ans
They do... but this would not be a nice and reliable solution... As the exported trade history is delayed ... if the two indicators would produce signals at the same time, I could not find out which was filled ... does someone else have a solution or ever thought about that problem? --- In amibroker@yahoogroups.com, Mike sfclimb...@... wrote: Hi, Does IB offer access to the trade history? Using BarsSince from AmiBroker you can determine the order in which your signals fired. If IB offers the API, you can iterate through the trade history of the symbol and match the trades to the signals. Mike --- In amibroker@yahoogroups.com, dubi1974 gonzales74@ wrote: Hi guys, how do you solve this problem?: I would like to use different indicators for opening/closing a position. I would like the orders to be executed automatically. I don't want the positions (let's say the mini SP) of the different indicators to interfere each other? I am working with ibc.GetPositionSize... but here I cannot get any information of the indicator which placed the positions. Example: indicator 1 gives me a signal to buy 10 ES contracts. 10 ES are filled 5 min later indicator 2 gives me a signal to buy 10 ES contracts. But just 5 ES are filled. So I am long 15 contracts... If indicator 2 gives me an exit signal e.g. 1hour later, how should the the AT system know that it should sell just 5 contracts as just 5 were filled? ibc.GetPositionSize can't solve this problem... Does someone know a solution for this problem? Many thanks, dubi
Re: [amibroker] Re: AFL formula question
On 03.06.2009, 22:11:06 Keith McCombs wrote:
You probably meant RSI(14) Ref(RSI(14),1)
Better yet: RSI(14) Ref(RSI(14),-1)
;-)
IMPORTANT PLEASE READ
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This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
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http://www.amibroker.com/feedback/
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[amibroker] How to graph ... Ticker Information Financials 1Yr Target price
I see under the Information window in Amibroker for each ticker, there is a sub category Financials, which has a listing of 1yr Target Price.(fundamental basic data from Yahoo - downloaded via AmiQuote) How do I access this piece of data that I might create an indicator to overlay on the price ?
[amibroker] Re: How to graph ... Ticker Information Financials 1Yr Target price
Look in http://www.amibroker.com/guide/h_fundamental.html --- In amibroker@yahoogroups.com, gmorlosky gmorlo...@... wrote: I see under the Information window in Amibroker for each ticker, there is a sub category Financials, which has a listing of 1yr Target Price.(fundamental basic data from Yahoo - downloaded via AmiQuote) How do I access this piece of data that I might create an indicator to overlay on the price ?
[amibroker] How to use ODBC for data other than OHLC
Is it possible to use other data from a database that is not open high low close data? I wanted to try and plot in AB some historical fundamental information but have not been able to figure out based on the samples given. Is this possible and does anyone have an example they would be willing to share? Thanks, DM
[amibroker] How to stop fundamental download from overwriting Fullname ???
I notice that when I download Fundamental data (Yahoo), the fullname is overwritten. The problem is that the full name for the mutual funds from Yahoo starts with the company and is usually 40 charaters long and so there is no value left in the field to understand which fund it is, as it is restricted to maybe 17 charaters. Fullname (as I had it) FS-Biotechnology Fullname (after fundamental download) FIDELITY SELECT S Is there a way to restrict this overwriting ?
[amibroker] Re: WorstRankHeld Help
Hoping to do without backtester. Will read Help and see if I can do this. I
have Howard Brandy's book, Into to AmiBroker, and will see if something is in
there as well. Thanks Bruce.
--- In amibroker@yahoogroups.com, bruce1r bru...@... wrote:
Bert -
I think that it isn't trivial, but is reasonably straightforward.
1. Set worst rank held to 15.
2. Use mid-level backtester.
3. On the first of the month, walk the signals and set the PosScore of
signals 4 - 15 to 0.
Remember, you are doing it on the first of the month if BuyDelay is 1.
This is because rotational mode shifts the rank signals by the delay and
executes.
-- BruceR
--- In amibroker@yahoogroups.com, Ron Rowland rowland@ wrote:
I don't think it can be done (short of writing special code inside the
Custom Backtester).
Every time I try to change/manipulate the WorstRankHeld option, I get
an invalid type error.
Some workarounds, which might get you closer but not all the way
there, include:
1) The ScoreNoRotate method that Tomasz described
2) Using stop-losses to exit current position and rotate into new one
(not the same as a #15 ordinal rank but will get you out mid-month under
the defined conditions)
3) Special coding of PositionScore when not at month end (again, not
the same as a #15 ordinal rank but will get you out mid-month under the
defined conditions)
I am interested in this also, so let me know if you find an answer!
--- In amibroker@yahoogroups.com, bistrader bistrader@ wrote:
On last day of month I want MaxOpenPositions and WorstRankHeld at 3,
which I have. I do not want scoreNoRotate for other days in the month.
Rather, for other days in the month I want WorstRankHeld set at 15,
leaving MaxOpenPositions at 3, so that system will rotate if any
position held drops to below 15th in the ranking. How do I do this?
The idea is to buy on the last day of the month the top 3 ranked and
to hold them until the end of the next month, but only if the ranking
does not fall a large amount (say, to 15 as I stated above) during the
month.
Thanks
Bert
--- In amibroker@yahoogroups.com, Tomasz Janeczko \(groups\)
groups@ wrote:
Hello,
Set both MaxOpenPositions and WorstRankHeld to 3
AND
set PositionScore to scoreNoRotate value for every day BUT the one
you want rotation to occur.
SetOption(MaxOpenPositions, 3 );
SetOption(WorstRankHeld, 3 );
PositionScore = IIF( Month() != Ref( Month(), 1 ), ...your
original score here.., scoreNoRotate );
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: bistrader bistrader@
To: amibroker@yahoogroups.com
Sent: Wednesday, May 27, 2009 8:45 PM
Subject: [amibroker] WorstRankHeld Help
I am working on an afl that rotates into the top 3 ETFs on the
last trading day of the month. Here, I set MaxOpenPositions and
WorstRankHeld to 3. I understand how to do this, but would like
the afl to set WorstRankHeld to say 15 for any other day in the
month. That is, if the ranking of an owned ETF falls to below
15, on any other market day in the month, then I want to sell the
ETF and buy the next ranked (at that point in time) ETF.
Does anyone have sample code for this?
Thanks
Bert
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check
DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
[amibroker] Re: WorstRankHeld Help
Thanks and I am still trying. I am hoping that someone else has done something
like this, that can post here.
--- In amibroker@yahoogroups.com, Ron Rowland rowl...@... wrote:
I don't think it can be done (short of writing special code inside the Custom
Backtester).
Every time I try to change/manipulate the WorstRankHeld option, I get an
invalid type error.
Some workarounds, which might get you closer but not all the way there,
include:
1) The ScoreNoRotate method that Tomasz described
2) Using stop-losses to exit current position and rotate into new one (not
the same as a #15 ordinal rank but will get you out mid-month under the
defined conditions)
3) Special coding of PositionScore when not at month end (again, not the same
as a #15 ordinal rank but will get you out mid-month under the defined
conditions)
I am interested in this also, so let me know if you find an answer!
--- In amibroker@yahoogroups.com, bistrader bistrader@ wrote:
On last day of month I want MaxOpenPositions and WorstRankHeld at 3, which
I have. I do not want scoreNoRotate for other days in the month. Rather,
for other days in the month I want WorstRankHeld set at 15, leaving
MaxOpenPositions at 3, so that system will rotate if any position held
drops to below 15th in the ranking. How do I do this?
The idea is to buy on the last day of the month the top 3 ranked and to
hold them until the end of the next month, but only if the ranking does not
fall a large amount (say, to 15 as I stated above) during the month.
Thanks
Bert
--- In amibroker@yahoogroups.com, Tomasz Janeczko \(groups\) groups@
wrote:
Hello,
Set both MaxOpenPositions and WorstRankHeld to 3
AND
set PositionScore to scoreNoRotate value for every day BUT the one
you want rotation to occur.
SetOption(MaxOpenPositions, 3 );
SetOption(WorstRankHeld, 3 );
PositionScore = IIF( Month() != Ref( Month(), 1 ), ...your original score
here.., scoreNoRotate );
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: bistrader bistrader@
To: amibroker@yahoogroups.com
Sent: Wednesday, May 27, 2009 8:45 PM
Subject: [amibroker] WorstRankHeld Help
I am working on an afl that rotates into the top 3 ETFs on the last
trading day of the month. Here, I set MaxOpenPositions and
WorstRankHeld to 3. I understand how to do this, but would like the afl
to set WorstRankHeld to say 15 for any other day in the
month. That is, if the ranking of an owned ETF falls to below 15, on
any other market day in the month, then I want to sell the
ETF and buy the next ranked (at that point in time) ETF.
Does anyone have sample code for this?
Thanks
Bert
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
[amibroker] Re: Walk Forward Testing - Varies by Computer?
I just debugged a similar problem. Same system, same database, different answer. Turned out to be the Limit Trade Size option on the Settings dialog box. Default is 10, I need to set it to 0. I wish there were a function like SetOption(LimitTradeSize), but there is not... --- In amibroker@yahoogroups.com, jacklweinberg jacklweinb...@... wrote: Question: How is it possible for a walkforward test to produce different results on two different computers? Background: 1. AB program, database, system, watchlist, walkforward settings etc. are on a usb key that is moved from one computer to another. 2. Before the walk forward test, the same walkforward settings file is loaded. The same system is executed. The results are also put into the same usb key. Why do two different computers produce different results? (and strangely enough, very different results!)
[amibroker] Re: How to stop fundamental download from overwriting Fullname ???
This is a work-around that I use. After loading the fundamental data, I run the following script to put the names back to what I like. If you haven't done these scripts: 1. Edit/Save the file as clear text using NotePad or whatever. 2. Go to FILE - IMPORT ASCII in AB 3. Navigate to the file click OPEN You're done. $FORMAT FULLNAME, NAME $AUTOADD 1 $OVERWRITE 1 $BREAKONERR 1 PS DynBioTech,PBE FTr Biotech,FBT iShr Nas BioTech,IBB sTr BioTech,XBI Hldrs Biotech,BBH ETC. ReefBreak --- In amibroker@yahoogroups.com, gmorlosky gmorlo...@... wrote: I notice that when I download Fundamental data (Yahoo), the fullname is overwritten. The problem is that the full name for the mutual funds from Yahoo starts with the company and is usually 40 charaters long and so there is no value left in the field to understand which fund it is, as it is restricted to maybe 17 charaters. Fullname (as I had it) FS-Biotechnology Fullname (after fundamental download) FIDELITY SELECT S Is there a way to restrict this overwriting ?
[amibroker] Newbie Array / Looping Question
Hi all,
I'm after a general form for doing a particular type of algorithm
in AFL - and I'm happy to admit that I might be going about it
the totally wrong way...
I am attempting to extract an evolving profile of a stock over
time.
Using median as an example, lets say I want calculate the median
percentage price change for the life of the stock. To give an
example:
The 1st trading day - do nothing.
The 2nd trading day - calc median for 2 days
The 3rd trading day - calc median for 3 days
Last traded day - calc median for n days.
For simple functions, I have used a construct similar to;
for ( i=0; i BarCount; i++ ){
myArray[ i ] = simpleFunc( i );
.
}
However, in this case, I would have to write a new median function,
and this is irritating, since there is a perfectly good one
taunting me from the users manual! That's why I suspect that I
might be doing something in the wrong way.
Any help or pointers would be much appreciated. A pointer to
a message in the user group would be fine too! ( Yes I am still
trawling through the email group as I write this)
TIA
Robert Z
[amibroker] Re: How to stop fundamental download from overwriting Fullname ???
Hello ED, Is it right/possible to put Import Format as well as IMPORT Data in one file? I thought Format has to be in a separate file than the data to be imported. I think while importing you select Format separately than the file. Can you please tell how you manage, when you have both in one file? With Regards Sanjiv Bansal --- In amibroker@yahoogroups.com, Ed Hoopes reefbreak...@... wrote: This is a work-around that I use. After loading the fundamental data, I run the following script to put the names back to what I like. If you haven't done these scripts: 1. Edit/Save the file as clear text using NotePad or whatever. 2. Go to FILE - IMPORT ASCII in AB 3. Navigate to the file click OPEN You're done. $FORMAT FULLNAME, NAME $AUTOADD 1 $OVERWRITE 1 $BREAKONERR 1 PS DynBioTech,PBE FTr Biotech,FBT iShr Nas BioTech,IBB sTr BioTech,XBI Hldrs Biotech,BBH ETC. ReefBreak --- In amibroker@yahoogroups.com, gmorlosky gmorlosky@ wrote: I notice that when I download Fundamental data (Yahoo), the fullname is overwritten. The problem is that the full name for the mutual funds from Yahoo starts with the company and is usually 40 charaters long and so there is no value left in the field to understand which fund it is, as it is restricted to maybe 17 charaters. Fullname (as I had it) FS-Biotechnology Fullname (after fundamental download) FIDELITY SELECT S Is there a way to restrict this overwriting ?
[amibroker] Re: Do all trading systems stop working? - Howard Bandy's book
Re grey areas in our trading knowledge: When someone is 'teaching', especially if it is a formal presentation (a book or seminar) we tend to mark their ideas, moreso than them, quite harshly, and rightly so. When I 'see' that their ideas don't addup or aren't consistent, in a certain area, I put up an alert flag and make a mental note to investigate this area further because they indicate a 'grey area' in the presenters knowledge which more often than not corresponds to a grey area in their field of expertise (grey areas == difficult questions to answer definitively). There are a lot of grey areas in investing/trading and the major ones provide us with opportunities for stepped advances, if we can answer them. I never accept that the hard trading questions don't have an answer in nearly every case I have investigated they do and quite a few must have answered them but perhaps they don't publish. Does trading the edge erode the edge is one of the hard questions of trading but I am satisfied this forum answered the question, in this discussion, but not for everybody ... in some cases the answer was elusive, unpalatable or seemed irrelevant etc. Re confidence: My mini dictionary defines confidence as,trust; certainty; belief in yourself; something told in confidence. For me 'certainty' is the most apt definition for our use in trading. Rather than shy away from tradings' grey areas, or whitewash our lack of certainty about the answers, we should embrace our ignorance and attack the question with gusto. By observation, followed by postulating and testing, we can move forward. In TA certainty comes from 100's, 1000's or even 10,000's of observations of persistent market behaviour e.g. opening volatility is one thing we can be certain about there are other market events that we can be certain about, or that we can be certain will occur with high probabilities, however, only a % of them can be exploited, via systems, but some of them will be there for 'my forever' == another decade or two (beyond that timeframe the certainty diminishes but why worry about trading things that don't concern my trading career?).
Re: [amibroker] Re: File copying between Win2000 and XP-64 bit.
Mike -- Thanks for your response. However, it is more complicated than just copying the files to the correct directory. Directory paths are embedded in two binary files, broker.newcharts and broker.prefs. I've sent a request to support and am waiting for an response from them. Two* bad M$ didn't stick with the name, Program Files, for the 32 bit software and Program Files (64) for the 64 bit stuff**. But what can you expect from a company that makes you press the 'Start' button to stop? -- Keith *Yes, I know, should be 'too', but somehow 'two' seems more appropriate. **Or someone in M$ marketing thinks that, somehow, they can sell just a little more bloat that way. Mike wrote: Look into whatever zip utility you are using and see if it supports creating the archive using relative paths. For example; Using WinRAR you can right click on the AmiBroker folder itself and choose Add to archive..., then from the Files tab of the resulting dialog make sure that the File Paths field is set to Store relative paths. When you click OK, an archive will be created whose elements are all rooted at AmiBroker. You can then unzip the AmiBroker folder directly into the C:\Program Files (x86) folder on the other machine. Transferring back would be the same process, just select the AmiBroker folder and zip it up, then unzip it into the C:\Program Files folder of the original machine. Mike --- In amibroker@yahoogroups.com mailto:amibroker%40yahoogroups.com, Keith McCombs kmcco...@... wrote: New twist on the dual computer question. I'm now upgrading my desktop to XP-64 (from Win2000), but still want to use the 32bit version of AB. Therefore, on my XP-64 machine, I put AmiBroker in folder C:\Program Files (86)\. But this means that when I copy all of AmiBroker from C:\Program Files\ on one computer to C:\Program Files (86)\ on another or vise versa things get pretty much screwed up. I've heard that there is a program that will reassign folder names within programs, but I don't remember what it is. Does anybody know the name and, better yet, has anyone used it successfully? Also, I just looked at *HKEY_CURRENT_USER\Software\TJP* in the registry and noticed that some paths are stored there. So my thought is to change the path for AmiBroker on *both* my Win2000 and XP-64 machines so that long term I can just copy back and forth, without repeatedly dealing with the problem. (May also help, if/when I replace my Win2000 laptop with a new Vista or Windows7 one.) Your thoughts and comments will be greatly appreciated. -- Keith Keith McCombs wrote: I've been doing some experimenting. My Amibroker folder presently contains 583,446,650 bytes. It takes more than 15 minutes to 'copy' it to an external USB hard drive, and more than 20 minutes to a USB thumb drive. However, only about 1.5 minutes to Zip it to the same USB thumb drive. (I won't have any numbers for WiFi for awhile yet.) So, I'm expecting that my DesktopLaptop strategy in the future may look something like this: On laptop, zip all of Amibroker to file called Amibroker on Laptop.zip. On desktop, zip all of Amibroker to file called Amibroker on Desktop.zip. Before switching computers, copy most recent .zip file to 'other' computer. Extract files from latest .zip into Amibroker folder prior to running on 'other' computer. This should be fast, easy, and safe, even when doing all of Amibroker. Added benefit, is backup of both computers on both computers. You can limit the zipped files to just the necessary ones. But I'm beginning to think it's not worth the effort. I'll update, when I get some numbers on WiFi, and some history doing it. -- Keith Keith McCombs wrote: Thank you for your replies. Dingo -- Coping all is the easiest and safest, and I should do it, time permitting. However, sometimes I'm in a big hurry to get out the door and copying 600M+ over WiFi may make me late. Ed -- That's the kind of info I was looking for. In fact, all I was missing (this time) was broker.newcharts. What I will probably try to do is set up two batch files to handle the problem, CopyABSafe and CopyABHurry. Thanks to both of you. -- Keith Ed Hoopes wrote: I have used the instructions below several times to copy AB to my laptop when I travel. The only problem is that the laptop screen has a different aspect ratio, so each of your chart views have to be re-sized and saved. ReefBreak AB must be installed on the target machine before you start. AB should not be running on either machine, all files should be closed. 1. Copy the stocks database folder copy c:\YourLocation\US-Stocks to the target computer 2. Copy the formulas folder copy c:\Program Files\AmiBroker\Formulas to the target computer 3. Copy the broker.newcharts file Copy c:\program files\amibroker\broker.newcharts to the target computer 4. Copy the
[amibroker] Re: Newbie Array / Looping Question
Median(array, periods)
I assume you are measuring, say ROC(C,1) or similar for % price change.
I guess you just need to get a progressive count, of the number of ROC
datapoints, to make the function work.
Things to look out for (if the AB function is going to work for you):
- every element in the array you are measuring needs a value (nulls or zeros
might trip up the math e.g. STDev, mean) ... I guess if you are interested in
daily bars you will first create a daily ROC(C,1) or ROC of some other point of
interest from within the bar HL range
- the number of periods, in your array count, is range dependent i.e. in AB it
can vary with mode ... QuickAFL can be used to change the range (in AA) and
QickAFL will autoset the range in charts (or might ... I am not the full bottle
on QuickAFL but there is an article by Tomasz in the AB KnowledgeBase)
- BarsSince type functions might count one less period than you expect ...
depending if the function is a zerobased count and how you want to use the
count sometimes I have to add 1 to make the adjustment manually
- BarIndex() is the bar by bar count since the start of the range, where range
== the range of the database ... AB gets a bit tricky with when and where it
uses the complete database range as the default probably to do with fast
array processing etc ...sometimes I prefer to use Cum(1) as my count ... I seem
to get more visually stable indicators in the charts because it doesn't
reference the chart range it references from the start of the database.
- so, making a few assumptions, and if Median works for you as required,
Median(ROC(C,1),Cum(1)); // because Cum(1) is progressive and counts bars from
the beginning
- mathematically I find ROC is not as stable as GrowthFactor where ROC == 3% is
expressed as 1.03
Haven't done it though.
If that doesn't work maybe someone else in the forum knows more.
In case of emergency RVince book two has the maths for median, mode, mean
interelationships (possibly for advanced, or custom use, you could calculate
the median from other values) mean == median == mode for normal
distributions (you should be so lucky!)
--- In amibroker@yahoogroups.com, ics4mer ics4...@... wrote:
Hi all,
I'm after a general form for doing a particular type of algorithm
in AFL - and I'm happy to admit that I might be going about it
the totally wrong way...
I am attempting to extract an evolving profile of a stock over
time.
Using median as an example, lets say I want calculate the median
percentage price change for the life of the stock. To give an
example:
The 1st trading day - do nothing.
The 2nd trading day - calc median for 2 days
The 3rd trading day - calc median for 3 days
Last traded day - calc median for n days.
For simple functions, I have used a construct similar to;
for ( i=0; i BarCount; i++ ){
myArray[ i ] = simpleFunc( i );
.
}
However, in this case, I would have to write a new median function,
and this is irritating, since there is a perfectly good one
taunting me from the users manual! That's why I suspect that I
might be doing something in the wrong way.
Any help or pointers would be much appreciated. A pointer to
a message in the user group would be fine too! ( Yes I am still
trawling through the email group as I write this)
TIA
Robert Z
Re: [amibroker] Re: File copying between Win2000 and XP-64 bit.
Paolo -- It is very simple if you set up your AB that way in the beginning. However, I have a lot of work invested in setting up my charts and do not want to repeat it. The coupling of charts to .afl code, along with the full path of where the .afl code is, appears to be stored in a binary file called broker.newcharts. There is also a binary file called broker.prefs which contains full path information as well. I have asked support for help on this one. Thank you. -- Keith BTW, I am guessing that having all of AB on a USB thumb drive would probably reduce speed significantly. On one of the new portable hard drives like 'PassPort' it might not be too bad. Paolo Cavatore wrote: Why don't you simply put your entire AB folder onto a portable USB device and connect it to the computer your are using? That's safe, easy and doesn't require any copy-paste. p --- In amibroker@yahoogroups.com mailto:amibroker%40yahoogroups.com, Keith McCombs kmcco...@... wrote: New twist on the dual computer question. I'm now upgrading my desktop to XP-64 (from Win2000), but still want to use the 32bit version of AB. Therefore, on my XP-64 machine, I put AmiBroker in folder C:\Program Files (86)\. But this means that when I copy all of AmiBroker from C:\Program Files\ on one computer to C:\Program Files (86)\ on another or vise versa things get pretty much screwed up. I've heard that there is a program that will reassign folder names within programs, but I don't remember what it is. Does anybody know the name and, better yet, has anyone used it successfully? Also, I just looked at *HKEY_CURRENT_USER\Software\TJP* in the registry and noticed that some paths are stored there. So my thought is to change the path for AmiBroker on *both* my Win2000 and XP-64 machines so that long term I can just copy back and forth, without repeatedly dealing with the problem. (May also help, if/when I replace my Win2000 laptop with a new Vista or Windows7 one.) Your thoughts and comments will be greatly appreciated. -- Keith Keith McCombs wrote: I've been doing some experimenting. My Amibroker folder presently contains 583,446,650 bytes. It takes more than 15 minutes to 'copy' it to an external USB hard drive, and more than 20 minutes to a USB thumb drive. However, only about 1.5 minutes to Zip it to the same USB thumb drive. (I won't have any numbers for WiFi for awhile yet.) So, I'm expecting that my DesktopLaptop strategy in the future may look something like this: On laptop, zip all of Amibroker to file called Amibroker on Laptop.zip. On desktop, zip all of Amibroker to file called Amibroker on Desktop.zip. Before switching computers, copy most recent .zip file to 'other' computer. Extract files from latest .zip into Amibroker folder prior to running on 'other' computer. This should be fast, easy, and safe, even when doing all of Amibroker. Added benefit, is backup of both computers on both computers. You can limit the zipped files to just the necessary ones. But I'm beginning to think it's not worth the effort. I'll update, when I get some numbers on WiFi, and some history doing it. -- Keith Keith McCombs wrote: Thank you for your replies. Dingo -- Coping all is the easiest and safest, and I should do it, time permitting. However, sometimes I'm in a big hurry to get out the door and copying 600M+ over WiFi may make me late. Ed -- That's the kind of info I was looking for. In fact, all I was missing (this time) was broker.newcharts. What I will probably try to do is set up two batch files to handle the problem, CopyABSafe and CopyABHurry. Thanks to both of you. -- Keith Ed Hoopes wrote: I have used the instructions below several times to copy AB to my laptop when I travel. The only problem is that the laptop screen has a different aspect ratio, so each of your chart views have to be re-sized and saved. ReefBreak AB must be installed on the target machine before you start. AB should not be running on either machine, all files should be closed. 1. Copy the stocks database folder copy c:\YourLocation\US-Stocks to the target computer 2. Copy the formulas folder copy c:\Program Files\AmiBroker\Formulas to the target computer 3. Copy the broker.newcharts file Copy c:\program files\amibroker\broker.newcharts to the target computer 4. Copy the Layouts folder Copy c:\Program files\Amibroker\Layouts to the target computer 5. Copy the Watchlist files copy c:\yourlocation\*.tls to the target computer --- In amibroker@yahoogroups.com mailto:amibroker%40yahoogroups.com mailto:amibroker%40yahoogroups.com, dingo waledingo@ wrote: why wouldn't you just copy the enitre AB directory over? d On Tue, May 12, 2009 at 6:30 PM, Keith McCombs kmccombs@wrote: I like to have my desktop and laptop computers match as far as Amibroker is concerned.
[amibroker] Re: Newbie Array / Looping Question
I am not sure about this one now ... I think we need some help from the
code/maths experts.
Median() doesn't appear to accept an array as input (the manual doesn't say one
way or another?) ... it might be demanding a constant (that wouldn't surprize
me since mean/mode/median are moments of a distribution so massive calcs might
be required to find them for skewed dists without having the distriution at
hand) ... AB doesn't do that distributions off the shelf ... not AFAIK.
I think you can calc Skewness from N, StDev, arithmetic mean etc ... once you
have S you can back calc the Median or the Mode from the Mean and the StDev.
Another brute method might be an algorithmic trial and error test for the Mode
(loops required)... I forget what it is called in programming but if the value
to the right of the mean has a higher frequency than the mean value the mode is
somewhere to the right .. by halving the range between the freq test you will
zero in on the mode and then you can calc the median by using the mean and mode
values. AFAIK array processing will always be more timely than looping
though.
--- In amibroker@yahoogroups.com, brian_z111 brian_z...@... wrote:
Median(array, periods)
I assume you are measuring, say ROC(C,1) or similar for % price change.
I guess you just need to get a progressive count, of the number of ROC
datapoints, to make the function work.
Things to look out for (if the AB function is going to work for you):
- every element in the array you are measuring needs a value (nulls or zeros
might trip up the math e.g. STDev, mean) ... I guess if you are interested in
daily bars you will first create a daily ROC(C,1) or ROC of some other point
of interest from within the bar HL range
- the number of periods, in your array count, is range dependent i.e. in AB
it can vary with mode ... QuickAFL can be used to change the range (in AA)
and QickAFL will autoset the range in charts (or might ... I am not the full
bottle on QuickAFL but there is an article by Tomasz in the AB KnowledgeBase)
- BarsSince type functions might count one less period than you expect ...
depending if the function is a zerobased count and how you want to use the
count sometimes I have to add 1 to make the adjustment manually
- BarIndex() is the bar by bar count since the start of the range, where
range == the range of the database ... AB gets a bit tricky with when and
where it uses the complete database range as the default probably to do
with fast array processing etc ...sometimes I prefer to use Cum(1) as my
count ... I seem to get more visually stable indicators in the charts because
it doesn't reference the chart range it references from the start of the
database.
- so, making a few assumptions, and if Median works for you as required,
Median(ROC(C,1),Cum(1)); // because Cum(1) is progressive and counts bars
from the beginning
- mathematically I find ROC is not as stable as GrowthFactor where ROC == 3%
is expressed as 1.03
Haven't done it though.
If that doesn't work maybe someone else in the forum knows more.
In case of emergency RVince book two has the maths for median, mode, mean
interelationships (possibly for advanced, or custom use, you could calculate
the median from other values) mean == median == mode for normal
distributions (you should be so lucky!)
--- In amibroker@yahoogroups.com, ics4mer ics4mer@ wrote:
Hi all,
I'm after a general form for doing a particular type of algorithm
in AFL - and I'm happy to admit that I might be going about it
the totally wrong way...
I am attempting to extract an evolving profile of a stock over
time.
Using median as an example, lets say I want calculate the median
percentage price change for the life of the stock. To give an
example:
The 1st trading day - do nothing.
The 2nd trading day - calc median for 2 days
The 3rd trading day - calc median for 3 days
Last traded day - calc median for n days.
For simple functions, I have used a construct similar to;
for ( i=0; i BarCount; i++ ){
myArray[ i ] = simpleFunc( i );
.
}
However, in this case, I would have to write a new median function,
and this is irritating, since there is a perfectly good one
taunting me from the users manual! That's why I suspect that I
might be doing something in the wrong way.
Any help or pointers would be much appreciated. A pointer to
a message in the user group would be fine too! ( Yes I am still
trawling through the email group as I write this)
TIA
Robert Z
[amibroker] Including externale AB file.
Hi, is it possible to link reusable AFL code that are stored in a file of there own, into other AFL scripts?
[amibroker] Re: Including externale AB file.
# include Put it at the head of your AFL script. Does that help? --- In amibroker@yahoogroups.com, Dimension dimensi...@... wrote: Hi, is it possible to link reusable AFL code that are stored in a file of there own, into other AFL scripts?
[amibroker] Re: Including externale AB file.
See #include_once http://www.amibroker.com/guide/afl/afl_view.php?name=%23include_once Mike --- In amibroker@yahoogroups.com, Dimension dimensi...@... wrote: Hi, is it possible to link reusable AFL code that are stored in a file of there own, into other AFL scripts?
