date:20100324

Dear Friends,

Could you help me to calculate what is the date of 77 days from today?

Thanks  Regards
Sawios

[amibroker] Re: backtesting negative values(prices)

The scenario you describe sounds very questionable. There will never be 
negative prices in live trading. So, what's the point of wanting to backtest 
with negative values?

Mike

--- In amibroker@yahoogroups.com, Mi henni...@... wrote:

 
 
 
 Hi there
 
 I think I have to rephrase my question.
 
 I am trying to backtest some combination, which I generate in excel and 
 import to AB. this combinations have occasionally negative values. these 
 values are not taken into the backtest calculation. am I doing something 
 wrong, or is it not possible to test with negative values.
 
 THX
 
 mfh
 
 --- In amibroker@yahoogroups.com, Mi hennigmf@ wrote:
 
  Hi all
  
  is there any possibility to backtest with negative prices? I tried and it 
  worked only when the open price is positive. 
  I was thinking about to shift the prices to the positive territory, but if 
  there is an easy way to solve this issue I would prefer the easiest way.
  
  any comments are welcome
  
  mfh

[amibroker] Re: Dynamic Variable scope, and referencing elements of a Dynamic Variable array

Hi,

I haven't actually tried any of this... But, if I recall correctly, variable 
scope is the scope at which the variable was first found. If you want a bunch 
of dynamic variables to be global, just initialize them at the top of the 
formula, before any function declarations.

e.g.

for (i = 0; i  10; i++) {
  VarSet(MyVar + i, 0);
}

function MyFunc() {
...
}

As for returning a dynamic variable; It really does not matter what you return 
from the function. The resulting value will be copied to the caller.

Finally, to dereference a dynamic array, try fetch the array first then 
dereference second.

e.g.

MyArray = VarGet(someArray + n);
Value = MyArray[i];

Mike

--- In amibroker@yahoogroups.com, necroboy2 blair.an...@... wrote:

 Hi All,I've been looking through previous messages and the Amibroker
 user guide and have been unable to find an answer, so I hope one of you
 can help.
 When defining a Dynamic Variable is behaves like a normal variable in
 terms of scope. So if defined outside of a function its scope will be
 global, and if defined within a function its scope will be restricted to
 be within that function.
 To make a normal variable that is defined within a function global we
 can use the global keyword. Is there a way we can also do this for
 dynamic variables? I tried global VarSet(someVariable+i,n); but that
 just throws a syntax error.
 Now I could just not use functions, but that's just bad design. Is there
 a way I can define global dynamic variables from within a function, or
 perhaps return dynamic variables from a function?
 ---Now for the second question:
 How do I reference a specific element of an Array that is a Dynamic
 Variable?
 With a normal array I can just do this  someArray[1]But with a Dynamic
 Variable that is an array I can't do this VarGet(someArray+n[1]) or
 this VarGet(someArray+n)[1]
 
 Cheers,   Blair

[amibroker] Re: Formula to Calculate The Date from Today

Do you want 77 bars from now, or calendar days from now? If bars, just use Ref 
with a positive value.

e.g. something like (untested)

Ref(DateTime(), 77);
http://www.amibroker.com/guide/afl/afl_view.php?id=122
http://www.amibroker.com/guide/afl/afl_view.php?id=196

If you want calendar days, you will have to figure something out using 
DaysSince1900.
http://www.amibroker.com/guide/afl/afl_view.php?id=357

Mike

--- In amibroker@yahoogroups.com, Kusnady saw...@... wrote:

 Dear Friends,
 
 Could you help me to calculate what is the date of 77 days from today?
 
 Thanks  Regards
 Sawios

Re: [amibroker] Formula to Calculate The Date from Today

2010-03-24 Thread Herman

http://www.amibroker.org/userkb/2007/05/07/date-arithmetic/

herman

 Dear Friends,

 Could you help me to calculate what is the date of 77 days from today?

 Thanks  Regards
 Sawios



 

  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] Kangaroo Tail (Elder) AFL Code

2010-03-24 Thread ian.alers

Hi - does anyone have code they could share for finding  'Kangaroo
tails' as per Elder's Book (Welcome to My Trading Room)

Re: [amibroker] Re: Programmatically set Current ticker?

2010-03-24 Thread Keith McCombs

I tried posting this twice already with the complete thread intact. But 
it would not post.  Therefore, I have removed all of thread with 
exception of most recent post that I am replying to.


Mike --
You've been a great help on this.
First:
|AB = CreateObject(Broker.Application);|
|ADoc = AB.ActiveDocument;|
|ADoc.Name = SPY;|

does indeed make SPY the current ticker, assuming the previous ticker 
contains some data already.  For the time being I will (manually) insure 
that the previous ticker does contain data, before starting the function 
(via paramtrigger()).


When I first received your suggestion with the jscript example, I tried 
this:

|AB = CreateObject(Broker.Application);|
|AB.ActiveDocument||.Name = SPY;|
which produces a Syntax error with the cursor just before .Name.  I 
obviously do not understand the required structure, since the two 
snippets of code are equivalent in my mind.  Though they are obviously 
not to the AFL checker.


Second:
In answer to your question:
What would you expect the result to be if you had something like this:

_TRACE(Close is:  + Close);
swap out symbol
_TRACE(Close is:  + Close);

I would expect that the first _Trace would display the close of the 
previous symbol and the second one would display the new symbol.


My expectation was wrong! After the swap, the first close was displayed 
3 more times (within the same 10msec period, from 3 separate _Trace 
statements in the code).  Then after 20msec, and two more 20msec 
periods, the new close was displayed for a total of 3 times.


BTW, my intention is to use this ONLY when collecting symbols and prices 
from a file for trading the following day (using paramtrigger()).  It is 
done only once a day.  And is not done at all while trading.


Thanks again.
-- Keith

On 3/16/2010 14:31, Mike wrote:


Kieth,

My example was for an external javascript (e.g. .js file).

Trying to change the active symbol from within a running AFL is 
probably not a good idea (if at all possible) since you would 
effectively be executing AFL code that would be cutting your feet out 
from under yourself (i.e. running script over a symbol that changed 
the symbol before the script was finished running).


What would you expect the result to be if you had something like this:

_TRACE(Close is:  + Close);
swap out symbol
_TRACE(Close is:  + Close);

I'm not sure exactly what scenario you are trying to capture. But, 
what I was suggesting was to run an external javascript to drive 
AmiBroker, not driving AmiBroker from within AmiBroker.


However, to answer your question; Your problem is that you are mixing 
javascript and AFL incorrectly. You would just need to use AFL.


e.g.
AB = CreateObject(...);
Doc = AB.ActiveDocument;
Doc.Name = ...

Mike

[amibroker] Custom Backtest and PositionSize = MarginDeposit = 1

2010-03-24 Thread sancra01

Hi

I'm trying to learn how to use AmiBroker's Custom Backtester as I believe the 
system I'm coding will need to use the low level interface.

In order to understand the CBT fully I'm starting off simple, running trace's 
etc to see how it works. I have a very simple trading system which buys on the 
open and sells on the close. I'm trading index futures and for backtesting 
purposes I only want to trade a single contract.

The problem I'm experiencing is that when I run a backtest on the code below in 
Automatic Analysis no trades appear in the trade list. However, if I comment 
out the line ...

PositionSize = MarginDeposit = 1; // Trade size will be a single contract

... then I get a trade everyday although the position size is all wrong as it's 
not trading one futures contract.

I've spent a couple of days trying different ways of trading just one contract 
but I'm not getting anywhere. Does anyone have any idea what I'm doing wrong? 
Any help would be appreciated.

Thanks

Craig


// Money Management
InitialEquity = 1;
SetOption( InitialEquity, InitialEquity ); // Set initial equity
SetOption( FuturesMode, True ); // Ensures trade accounting is done using 
margin deposit and point value
SetOption( CommissionMode, 2 );
SetOption( CommissionAmount, 25); // Commission amount per trade (dollars)
PositionSize = MarginDeposit = 1; // Trade size will be a single contract
PointValue = 25;

// Entry/Exit Signals
BuyPrice = Open;
SellPrice = Close;
Buy = Open;
Sell = Close;
Short = 0;
Cover = 0;

SetCustomBacktestProc();
if( Status(action) == actionPortfolio )
{
bo = GetBacktesterObject(); // Get backtester object
bo.PreProcess(); // Do pre-processing
for( i = 0; i  BarCount; i++ ) // Loop through all bars
{

for( sig = bo.GetFirstSignal(i); sig; sig = bo.GetNextSignal(i) )
{ // Loop through all signals at this bar
if( sig.IsEntry()  sig.IsLong() ) // Process long entries
{
bo.EnterTrade( i, sig.Symbol, True, sig.Price, sig.PosSize );
_TRACE(Entry signal =  + i);
}

else
{
if( sig.IsExit()  sig.IsLong() ) // Process long exits
bo.ExitTrade( i, sig.Symbol, sig.Price );
_TRACE(Exit signal =  + i);
}

} // End of for loop over signals at this bar
bo.HandleStops(i); // Handle programmed stops at this bar
bo.UpdateStats(i, 1); // Update MAE/MFE stats for bar
bo.UpdateStats(i, 2); // Update stats at bar's end
} // End of for loop over bars
bo.PostProcess(); // Do post-processing
}

Re: [amibroker] backtester: disregard open trades

2010-03-24 Thread Keith McCombs


I believe that you have to use CBT, Custom Back Tester, for this.
Checkout example2 on page 902-903 of AmiBrokers Users Guide version 
5.20.  It is available in .pdf format on AB's download page.


-- Keith

On 3/22/2010 13:49, wml67 wrote:


Friends,

One more question. I remember seeing it asked before in this list, but 
can't find the thread...


The built-in backtester metrics seem to take PnL of open trades into 
account. I guess this is handy for evaluating some strategies; in my 
case I feel that it distorts the results. Is there a way to tell 
backtester to ignore open trades when it calculates the metrics? Can't 
find one...


Cheers!

[amibroker] Russell 2000

2010-03-24 Thread MarkK

Does anyone have a current Russell 2000 component list?  Or know where one
is?

Thank you

 

MarkK

Re: [amibroker] Russell 2000

2010-03-24 Thread Richard Dale


Russell publish their index constituents here:
http://www.russell.com/Indexes/membership/default.asp

However, you should note that the symbols used in that list represent 
the symbols dated June 2009.  If there have been any symbol changes 
since then they won't be reflected.


Our data service has an automatically-maintained watchlist which 
considers symbol changes, delistings etc. and maintains the watchlist 
for those events.



Best regards,
Richard Dale.
Norgate Investor Services
- Premium quality Stock, Futures and Foreign Exchange Data for
  markets in Australia, Asia, Canada, Europe, UK  USA -
www.premiumdata.net


 Original Message  
Subject: [amibroker] Russell 2000
From: MarkK mailya...@tampabay.rr.com
To: amibroker@yahoogroups.com
Date: Wed, 24 Mar 2010 07:13:36 -0400


*/Does anyone have a current Russell 2000 component list?  Or know 
where one is?


Thank you/*

*/ /*

*/MarkK/*

*/ /*

[amibroker] Stepping thru loop

2010-03-24 Thread Markus Witzler

Hello,

I wonder if I can step thru a loop where the step size is being computed WITHIN 
the loop.

An example:

I want the loop to check for every bar until high Ref (hhv(high,50),-1).

From THAT bar on, the loop should check if low  Ref (llv(low,50),-1) occured.

Say, the first condition is true on bar 50, the loop should afterwards start to 
check for the second ccondition from bar 51 until that condition is fullfilled, 
say on bar 80.
 
From THAT bar on, it again should check for the first condition etc.

The thing is that I can´t tell the loop the step size in ADVANCE and it may 
differ over the whole data range, depending on WHEN the condition beign checked 
for is true.

Any ideas on this?

Thanks

Markus

[amibroker] Re: backtester: disregard open trades

2010-03-24 Thread wml67

Keith,

Thanks for answering. Actually, I AM using CBT and I know how to exclude open 
trades for custom metrics. My question is about the built-in metrics though, 
can their calc method be changed?

Cheers!

Sergei


--- In amibroker@yahoogroups.com, Keith McCombs kmcco...@... wrote:

 I believe that you have to use CBT, Custom Back Tester, for this.
 Checkout example2 on page 902-903 of AmiBrokers Users Guide version 
 5.20.  It is available in .pdf format on AB's download page.
 
 -- Keith
 
 On 3/22/2010 13:49, wml67 wrote:
 
  Friends,
 
  One more question. I remember seeing it asked before in this list, but 
  can't find the thread...
 
  The built-in backtester metrics seem to take PnL of open trades into 
  account. I guess this is handy for evaluating some strategies; in my 
  case I feel that it distorts the results. Is there a way to tell 
  backtester to ignore open trades when it calculates the metrics? Can't 
  find one...
 
  Cheers!

[amibroker] Amibroker 5.30 and IB Controller 1.3.1 BETA

2010-03-24 Thread dubi1974

First: Congratulation to and thank you for the new release.

Tomasz, I am just not sure if the new IB Controller is the same as the IB 
Controller 1.3.1 beta you were once sending me 
http://www.amibroker.com/at/1310/.

I had the problem with trading of US Treasury Notes, Bonds etc. because of the 
digits. That's why you created the IB Controller 1.3.1. Is the new release the 
same?

Thanks for developing a great application and your support.

Regards, dubi

[amibroker] Re: Amibroker 5.30 and IB Controller 1.3.1 BETA

2010-03-24 Thread Rob

Please ignore my previous post. A reboot of AB and the 'chart' tab now shows 
all formulas correctly.

--- In amibroker@yahoogroups.com, dubi1974 gonzale...@... wrote:

 First: Congratulation to and thank you for the new release.
 
 Tomasz, I am just not sure if the new IB Controller is the same as the IB 
 Controller 1.3.1 beta you were once sending me 
 http://www.amibroker.com/at/1310/.
 
 I had the problem with trading of US Treasury Notes, Bonds etc. because of 
 the digits. That's why you created the IB Controller 1.3.1. Is the new 
 release the same?
 
 Thanks for developing a great application and your support.
 
 Regards, dubi

[amibroker] Re: Amibroker 5.30 and IB Controller 1.3.1 BETA

2010-03-24 Thread Rob

Just upgraded to 5.30...

FYI

I don't see to have a tree hierarchy under 'charts' anymore... it's just blank.

The formulas folder still exists in AB directory as it should.



--- In amibroker@yahoogroups.com, dubi1974 gonzale...@... wrote:

 First: Congratulation to and thank you for the new release.
 
 Tomasz, I am just not sure if the new IB Controller is the same as the IB 
 Controller 1.3.1 beta you were once sending me 
 http://www.amibroker.com/at/1310/.
 
 I had the problem with trading of US Treasury Notes, Bonds etc. because of 
 the digits. That's why you created the IB Controller 1.3.1. Is the new 
 release the same?
 
 Thanks for developing a great application and your support.
 
 Regards, dubi

[amibroker] Re: Problems with IB plugin when backfilling data.

2010-03-24 Thread labratno9

It's not IB that's the problem, its AB!

I also have Ninja trader running on IB feed and ticks come in like a charm on 
ninja trader but not on AB.

I recently asked support if they had changed the backfill policy on ib feed and 
they replied they had not done so.

I have my DB set to ticks and the backfill period is greyed out.

before i was able to get multiple days of backfill from ib but now i only get a 
few minutes of backfill... very disappointing indeed!

( this means they HAVE changed backfill policy )

[amibroker] Re: Formula to Calculate The Date from Today

Thanks Mike,

77 trading days ahead from Today...means around next three month excluding 
Friday, Saturday and Sunday

Ref(DateTime(),77)...could be used for existing array, but the array from 
today till 77days ahead is still blank.do you think so?

you can prove this by this instruction :

// afl start
a=DateTime();
Title = Date:+DateTimeToStr(a[BarCount-1]+77);
// afl stop



What I am looking for is almost the same as 
TIME DIFFERENCE IN 2 DATES.

But I Need What is the date for 77 trading days from today?

Do you have any idea?

Regards
sawios




--- In amibroker@yahoogroups.com, Mike sfclimb...@... wrote:

 Do you want 77 bars from now, or calendar days from now? If bars, just use 
 Ref with a positive value.
 
 e.g. something like (untested)
 
 Ref(DateTime(), 77);
 http://www.amibroker.com/guide/afl/afl_view.php?id=122
 http://www.amibroker.com/guide/afl/afl_view.php?id=196
 
 If you want calendar days, you will have to figure something out using 
 DaysSince1900.
 http://www.amibroker.com/guide/afl/afl_view.php?id=357
 
 Mike
 
 --- In amibroker@yahoogroups.com, Kusnady sawios@ wrote:
 
  Dear Friends,
  
  Could you help me to calculate what is the date of 77 days from today?
  
  Thanks  Regards
  Sawios

[amibroker] Re: Formula to Calculate The Date from Today

Thanks Herman,

I tried using TimeNum, but this is not a continuous time number, so I think 
DaysSince1900() might be the solution.

Unfortunately DaysSince1990 is the array which stop until TODAY, so we need to 
add DaysSince1990 for 77 trading days ahead.Do you have  formula/algoritm 
for DaySince1990? or Do you have any idea?


Regards
Sawios



--- In amibroker@yahoogroups.com, Herman psy...@... wrote:

 http://www.amibroker.org/userkb/2007/05/07/date-arithmetic/
 
 herman
 
  Dear Friends,
 
  Could you help me to calculate what is the date of 77 days from today?
 
  Thanks  Regards
  Sawios
 
 
 
  
 
   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

Re: [amibroker] Amibroker 5.30 and IB Controller 1.3.1 BETA

Hello,

It was 1.3.0 with added config file, but now I have updated it to 1.3.1 
- identical to what you had installed.
Thanks for pointing this out.

Best regards,
Tomasz Janeczko
amibroker.com

On 2010-03-24 15:30, dubi1974 wrote:
 First: Congratulation to and thank you for the new release.

 Tomasz, I am just not sure if the new IB Controller is the same as the IB 
 Controller 1.3.1 beta you were once sending me 
 http://www.amibroker.com/at/1310/.

 I had the problem with trading of US Treasury Notes, Bonds etc. because of 
 the digits. That's why you created the IB Controller 1.3.1. Is the new 
 release the same?

 Thanks for developing a great application and your support.

 Regards, dubi



 

  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: Formula to Calculate The Date from Today

2010-03-24 Thread tuzo_wilson

--- In amibroker@yahoogroups.com, Kusnady saw...@... wrote:
 
 77 trading days ahead from Today...means around next three month excluding 
 Friday, Saturday and Sunday

A question: how can we know what trading days will occur in the future?  It is 
not the same thing as a standard calendar since different regions can have 
different trading days.  

If we just go with 77 calendar days ahead excluding Friday, Saturday and Sunday 
then you should be able to get that using VBScript's DateAdd ( 
http://msdn.microsoft.com/en-us/library/cb7z8yf9%28VS.85%29.aspx ) and AFL 
Scripting Host.  But then you'll still need to exclude Fri., Sat. and Sun. and 
determine the rounding rules.  If you land on a Friday does that mean your 
date will be Thursday or Monday?  

And if you really want to exclude Holidays then you will have to store those 
dates somewhere and then exclude those dates as well.


Tuzo

[amibroker] Re: backtesting negative values(prices)

2010-03-24 Thread Mi


Hi Mike

thx for reply. I am trying to backtest combinations e.g buying one stock 
selling another. but i am not sure  which stock out of a sample to buy and 
which to sell, so i created the different combinations, but unfortunately some 
have negative values. I was thinking about to do it the other way e.g. spread = 
a-b opposite spread_o = b-a if spread is negative than spread_o is positive, so 
instead of selling spread then i should buy spread_o. but this is still 
complicate because i generate this spread out of a matrix. 
I would appreciate to do the test with negative values to find out the best 
combination. if someone knows how to do...

regards

mfh


--- In amibroker@yahoogroups.com, Mike sfclimb...@... wrote:

 The scenario you describe sounds very questionable. There will never be 
 negative prices in live trading. So, what's the point of wanting to backtest 
 with negative values?
 
 Mike
 
 --- In amibroker@yahoogroups.com, Mi hennigmf@ wrote:
 
  
  
  
  Hi there
  
  I think I have to rephrase my question.
  
  I am trying to backtest some combination, which I generate in excel and 
  import to AB. this combinations have occasionally negative values. these 
  values are not taken into the backtest calculation. am I doing something 
  wrong, or is it not possible to test with negative values.
  
  THX
  
  mfh
  
  --- In amibroker@yahoogroups.com, Mi hennigmf@ wrote:
  
   Hi all
   
   is there any possibility to backtest with negative prices? I tried and it 
   worked only when the open price is positive. 
   I was thinking about to shift the prices to the positive territory, but 
   if there is an easy way to solve this issue I would prefer the easiest 
   way.
   
   any comments are welcome
   
   mfh

RE: [amibroker] Re: Problems with IB plugin when backfilling data.

2010-03-24 Thread Jerry Gress

Hello,

Everything works ok, change data base to 1 minute and down load up to 180
days, if grayed out then you can down load tick data only, but very limited
amount.

Regards,

JG

-Original Message-
From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf
Of labratno9
Sent: Wednesday, March 24, 2010 9:18 AM
To: amibroker@yahoogroups.com
Subject: [amibroker] Re: Problems with IB plugin when backfilling data.

It's not IB that's the problem, its AB!

I also have Ninja trader running on IB feed and ticks come in like a charm
on ninja trader but not on AB.

I recently asked support if they had changed the backfill policy on ib feed
and they replied they had not done so.

I have my DB set to ticks and the backfill period is greyed out.

before i was able to get multiple days of backfill from ib but now i only
get a few minutes of backfill... very disappointing indeed!

( this means they HAVE changed backfill policy )





 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

Re: [amibroker] Re: Problems with IB plugin when backfilling data.

Hello,

Precisely. If you actually read API docs:
http://www.interactivebrokers.com/en/software/apiReleaseNotes/api_84.php?ib_entity=uk#84_intraday

you would see what are the limits of backfill and that they are set by
IB, not AmiBroker.

See the table in the document pointed out above. 2000 seconds is maximum
backfill length
when timeslice duration is 1 second (finest available @ IB).
Therefore you can not get more than 2000 seconds in one request when
your database is
set to Base time interval of Tick.

The only way to get more than 1 day of backfill data is to use base time
interval of 1-minute.

Best regards,
Tomasz Janeczko
amibroker.com

On 2010-03-24 19:32, Jerry Gress wrote:
Hello,

Everything works ok, change data base to 1 minute and down load up to 180
days, if grayed out then you can down load tick data only, but very limited
amount.

Regards,

-Original Message-
From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf
Of labratno9
Sent: Wednesday, March 24, 2010 9:18 AM
To: amibroker@yahoogroups.com
Subject: [amibroker] Re: Problems with IB plugin when backfilling data.

It's not IB that's the problem, its AB!

I also have Ninja trader running on IB feed and ticks come in like a charm
on ninja trader but not on AB.

I recently asked support if they had changed the backfill policy on ib feed
and they replied they had not done so.

I have my DB set to ticks and the backfill period is greyed out.

before i was able to get multiple days of backfill from ib but now i only
get a few minutes of backfill... very disappointing indeed!

( this means they HAVE changed backfill policy )

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

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] ES or NQ symbol Futures one minute

2010-03-24 Thread me_rayme

Using W7 Ultimate on IB.
P R O F E S S I O N A LE D I T I O N
(Version  5.29.6,  Build date: Dec 24 2009)

When I went to W7 from beta W7 lost the one minute symbol for one minute using 
IB simulated for 2010.

Tried all of the following in Real Time.

ESQ10-GLOBEX-FUT
ESU10-GLOBEX-FUT
ESZ10-GLOBEX-FUT
ESM10-GLOBEX-FUT

Cant fiquire what is wrong.

YM works fine for June 2010 chart or Real Time Quote

Ray

[amibroker] performance measure: percentage load factor

2010-03-24 Thread ta

Tomasz

 

How should percentage load factor be interpreted? For example when I see
180%, what is basis of comparison? TIA

Re: [amibroker] performance measure: percentage load factor


Hello,

It is described in the User's Guide
Performance tuning tips chapter
http://www.amibroker.com/guide/x_performance.html

Best regards,
Tomasz Janeczko
amibroker.com

On 2010-03-24 20:14, ta wrote:



Tomasz

How should percentage load factor be interpreted? For example when I 
see 180%, what is basis of comparison? TIA

RE: [amibroker] ES or NQ symbol Futures one minute

2010-03-24 Thread Jerry Gress

Hello,

ESM0-GLOBEX_FUT

That a zero.

Regards,

JG

-Original Message-
From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf
Of me_rayme
Sent: Wednesday, March 24, 2010 11:49 AM
To: amibroker@yahoogroups.com
Subject: [amibroker] ES or NQ symbol Futures one minute

Using W7 Ultimate on IB.
P R O F E S S I O N A LE D I T I O N
(Version  5.29.6,  Build date: Dec 24 2009)

When I went to W7 from beta W7 lost the one minute symbol for one minute
using IB simulated for 2010.

Tried all of the following in Real Time.

ESQ10-GLOBEX-FUT
ESU10-GLOBEX-FUT
ESZ10-GLOBEX-FUT
ESM10-GLOBEX-FUT

Cant fiquire what is wrong.

YM works fine for June 2010 chart or Real Time Quote

Ray





 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

RE: [amibroker] performance measure: percentage load factor

2010-03-24 Thread ta

Thanks. I didn't know you had updated the help files and online user guide.
When should we expect the x64 version of 5.3? couple of weeks after release
of 5.3?

From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf
Of Tomasz Janeczko
Sent: Wednesday, March 24, 2010 12:44 PM
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] performance measure: percentage load factor

Hello,

It is described in the User's Guide
Performance tuning tips chapter
http://www.amibroker.com/guide/x_performance.html

Best regards,
Tomasz Janeczko
amibroker.com

On 2010-03-24 20:14, ta wrote: 

Tomasz

How should percentage load factor be interpreted? For example when I see
180%, what is basis of comparison? TIA

[amibroker] upgrade installation Ver.530 is not exist?

2010-03-24 Thread blaxaki

hi 
i just try to install  Ami 530 on the same folder that 529 already exist, and i 
would like to chose upgrade installation but is NOT exist on select setup 
type window, the only that i can see is full installation. Shall i make a full 
installation Tomasz or not? 
i am using win xp pro sp3


thank you 
Panos

[amibroker] Re: Stepping thru loop

What makes you think that you are changing the step size? From what I see, 
you're still advancing a single bar at a time.

bigHigh = high Ref (hhv(high,50),-1);
smallLow = low  Ref (llv(low,50),-1);
lookingForHigh = true;

for (bar = 0; bar  BarCount; bar++) {
  if (lookingForHigh) {
if (bigHigh[bar]) {
  lookingForHigh = false; // now looking for low
}
  } else {
if (smallLow[bar]) {
  lookingForHigh = true;
}
  }
}

Mike

--- In amibroker@yahoogroups.com, Markus Witzler funny...@... wrote:

 Hello,
 
 I wonder if I can step thru a loop where the step size is being computed 
 WITHIN the loop.
 
 An example:
 
 I want the loop to check for every bar until high Ref (hhv(high,50),-1).
 
 From THAT bar on, the loop should check if low  Ref (llv(low,50),-1) occured.
 
 Say, the first condition is true on bar 50, the loop should afterwards start 
 to check for the second ccondition from bar 51 until that condition is 
 fullfilled, say on bar 80.
  
 From THAT bar on, it again should check for the first condition etc.
 
 The thing is that I can´t tell the loop the step size in ADVANCE and it may 
 differ over the whole data range, depending on WHEN the condition beign 
 checked for is true.
 
 Any ideas on this?
 
 Thanks
 
 Markus

Re: [amibroker] upgrade installation Ver.530 is not exist?

Hello,


“Upgrade installation” is available as an option in the setup only if 
full setup of any earlier *official* version was run on the same machine 
before.
It does not matter if *files* are there. What counts is if you run FULL 
SETUP of earlier version before.
This is to prevent incorrect installations (people were just copying 
files which was wrong).

Differences between “Upgrade installation” and “Full installation”
- Full setup installs sample DJI database under “Data” folder, Upgrade 
does not do that.
- Full setup resets Custom Tools menu, Upgrade does not do that.
- Full setup overwrites default .format files (ASCII importer 
definitions), Upgrade only installs them when old ones are not found
- Full setup is required for first time Vista / Windows 7 install

Other than that both modes are the same.

Best regards,
Tomasz Janeczko
amibroker.com

On 2010-03-24 20:56, blaxaki wrote:
 hi
 i just try to install  Ami 530 on the same folder that 529 already exist, and 
 i would like to chose upgrade installation but is NOT exist on select setup 
 type window, the only that i can see is full installation. Shall i make a 
 full installation Tomasz or not?
 i am using win xp pro sp3


 thank you
 Panos



 

  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









 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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(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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[amibroker] Re: Formula to Calculate The Date from Today

Sorry, I just assumed that you meant 77 days from the current bar, which was a 
bar in the past. No, I don't know of a way to get bars in the future that don't 
exist yet.

Mike

--- In amibroker@yahoogroups.com, Kusnady saw...@... wrote:

 Thanks Mike,
 
 77 trading days ahead from Today...means around next three month excluding 
 Friday, Saturday and Sunday
 
 Ref(DateTime(),77)...could be used for existing array, but the array from 
 today till 77days ahead is still blank.do you think so?
 
 you can prove this by this instruction :
 
 // afl start
 a=DateTime();
 Title = Date:+DateTimeToStr(a[BarCount-1]+77);
 // afl stop
 
 
 
 What I am looking for is almost the same as 
 TIME DIFFERENCE IN 2 DATES.
 
 But I Need What is the date for 77 trading days from today?
 
 Do you have any idea?
 
 Regards
 sawios
 
 
 
 
 --- In amibroker@yahoogroups.com, Mike sfclimbers@ wrote:
 
  Do you want 77 bars from now, or calendar days from now? If bars, just use 
  Ref with a positive value.
  
  e.g. something like (untested)
  
  Ref(DateTime(), 77);
  http://www.amibroker.com/guide/afl/afl_view.php?id=122
  http://www.amibroker.com/guide/afl/afl_view.php?id=196
  
  If you want calendar days, you will have to figure something out using 
  DaysSince1900.
  http://www.amibroker.com/guide/afl/afl_view.php?id=357
  
  Mike
  
  --- In amibroker@yahoogroups.com, Kusnady sawios@ wrote:
  
   Dear Friends,
   
   Could you help me to calculate what is the date of 77 days from today?
   
   Thanks  Regards
   Sawios

[amibroker] Re: upgrade installation Ver.530 is not exist?

2010-03-24 Thread blaxaki

You are all right.
Correct that is true I just open Add remove programs and amibroker is not there 
, so i am sorry, I was thinking that running full earlier *official* version  
setup 

thank you 
Panos


--- In amibroker@yahoogroups.com, Tomasz Janeczko gro...@... wrote:

 Hello,
 
 
 Upgrade installation is available as an option in the setup only if 
 full setup of any earlier *official* version was run on the same machine 
 before.
 It does not matter if *files* are there. What counts is if you run FULL 
 SETUP of earlier version before.
 This is to prevent incorrect installations (people were just copying 
 files which was wrong).
 
 Differences between Upgrade installation and Full installation
 - Full setup installs sample DJI database under Data folder, Upgrade 
 does not do that.
 - Full setup resets Custom Tools menu, Upgrade does not do that.
 - Full setup overwrites default .format files (ASCII importer 
 definitions), Upgrade only installs them when old ones are not found
 - Full setup is required for first time Vista / Windows 7 install
 
 Other than that both modes are the same.
 
 Best regards,
 Tomasz Janeczko
 amibroker.com
 
 On 2010-03-24 20:56, blaxaki wrote:
  hi
  i just try to install  Ami 530 on the same folder that 529 already exist, 
  and i would like to chose upgrade installation but is NOT exist on select 
  setup type window, the only that i can see is full installation. Shall i 
  make a full installation Tomasz or not?
  i am using win xp pro sp3
 
 
  thank you
  Panos
 
 
 
  
 
   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] Intraday Settings different Instruments

2010-03-24 Thread rise_t575

Is it possible to define different intraday settings (e. g. trading hours) for 
say, stocks and futures with IB, within one single database?

Thanks in advance!

[amibroker] Re: Stepping thru loop

2010-03-24 Thread booker_1324

Nice code Mike, to take this a step farther, is it posible to attach a label to 
each HHV and LLV such as HH1, HH2, HH3, LL1, LL2, and LL3 without referencing 
future quotes?

--- In amibroker@yahoogroups.com, Mike sfclimb...@... wrote:

 What makes you think that you are changing the step size? From what I see, 
 you're still advancing a single bar at a time.
 
 bigHigh = high Ref (hhv(high,50),-1);
 smallLow = low  Ref (llv(low,50),-1);
 lookingForHigh = true;
 
 for (bar = 0; bar  BarCount; bar++) {
   if (lookingForHigh) {
 if (bigHigh[bar]) {
   lookingForHigh = false; // now looking for low
 }
   } else {
 if (smallLow[bar]) {
   lookingForHigh = true;
 }
   }
 }
 
 Mike
 
 --- In amibroker@yahoogroups.com, Markus Witzler funnybiz@ wrote:
 
  Hello,
  
  I wonder if I can step thru a loop where the step size is being computed 
  WITHIN the loop.
  
  An example:
  
  I want the loop to check for every bar until high Ref (hhv(high,50),-1).
  
  From THAT bar on, the loop should check if low  Ref (llv(low,50),-1) 
  occured.
  
  Say, the first condition is true on bar 50, the loop should afterwards 
  start to check for the second ccondition from bar 51 until that condition 
  is fullfilled, say on bar 80.
   
  From THAT bar on, it again should check for the first condition etc.
  
  The thing is that I can´t tell the loop the step size in ADVANCE and it may 
  differ over the whole data range, depending on WHEN the condition beign 
  checked for is true.
  
  Any ideas on this?
  
  Thanks
  
  Markus

[amibroker] Re: Custom Backtest and PositionSize = MarginDeposit = 1

2010-03-24 Thread sancra01

Perhaps it's a problem with my AmiBroker setup.

Can anyone else replicate my problem?

Thanks

Craig

--- In amibroker@yahoogroups.com, sancra01 sancr...@... wrote:

 Hi
 
 I'm trying to learn how to use AmiBroker's Custom Backtester as I believe the 
 system I'm coding will need to use the low level interface.
 
 In order to understand the CBT fully I'm starting off simple, running trace's 
 etc to see how it works. I have a very simple trading system which buys on 
 the open and sells on the close. I'm trading index futures and for 
 backtesting purposes I only want to trade a single contract.
 
 The problem I'm experiencing is that when I run a backtest on the code below 
 in Automatic Analysis no trades appear in the trade list. However, if I 
 comment out the line ...
 
 PositionSize = MarginDeposit = 1; // Trade size will be a single contract
 
 ... then I get a trade everyday although the position size is all wrong as 
 it's not trading one futures contract.
 
 I've spent a couple of days trying different ways of trading just one 
 contract but I'm not getting anywhere. Does anyone have any idea what I'm 
 doing wrong? Any help would be appreciated.
 
 Thanks
 
 Craig
 
 
 // Money Management
 InitialEquity = 1;
 SetOption( InitialEquity, InitialEquity ); // Set initial equity
 SetOption( FuturesMode, True ); // Ensures trade accounting is done using 
 margin deposit and point value
 SetOption( CommissionMode, 2 );
 SetOption( CommissionAmount, 25); // Commission amount per trade (dollars)
 PositionSize = MarginDeposit = 1; // Trade size will be a single contract
 PointValue = 25;
 
 // Entry/Exit Signals
 BuyPrice = Open;
 SellPrice = Close;
 Buy = Open;
 Sell = Close;
 Short = 0;
 Cover = 0;
 
 SetCustomBacktestProc();
 if( Status(action) == actionPortfolio )
 {
 bo = GetBacktesterObject(); // Get backtester object
 bo.PreProcess(); // Do pre-processing
 for( i = 0; i  BarCount; i++ ) // Loop through all bars
 {
 
 for( sig = bo.GetFirstSignal(i); sig; sig = bo.GetNextSignal(i) )
 { // Loop through all signals at this bar
 if( sig.IsEntry()  sig.IsLong() ) // Process long entries
 {
 bo.EnterTrade( i, sig.Symbol, True, sig.Price, sig.PosSize );
 _TRACE(Entry signal =  + i);
 }
 
 else
 {
 if( sig.IsExit()  sig.IsLong() ) // Process long exits
 bo.ExitTrade( i, sig.Symbol, sig.Price );
 _TRACE(Exit signal =  + i);
 }
 
 } // End of for loop over signals at this bar
 bo.HandleStops(i); // Handle programmed stops at this bar
 bo.UpdateStats(i, 1); // Update MAE/MFE stats for bar
 bo.UpdateStats(i, 2); // Update stats at bar's end
 } // End of for loop over bars
 bo.PostProcess(); // Do post-processing
 }

[amibroker] Re: Adjusting intraday data for summer time changes

2010-03-24 Thread dubi1974

I bring this topic up again, as I do have this issues with Europe and US right 
now. At the moment I use the TWS IB data. Normaly the time shift between CET 
und NY Time is 6 hours. Right now it is 5 hours. So this confuses the database. 
The US markets opens at 14:30 and closes at 21:15. And if I want to filter for 
day session only I see my US data between 15:30 and 22:15. Is there no better 
way to handle this time problem in Amibroker when US and Europe are changing to 
summer/winter time on different weekends? Any solutions?

Kind regards, dubi

--- In amibroker@yahoogroups.com, Graham gkavan...@... wrote:

 I have created a small routine to make the appropriate changes for the
 upcoming summer time changes in US and Australian eastern states (no time
 changes where I live, but the ASX market is in east states). I believe the
 US and Aust change on the same date again so the changes only need to be
 done once. I use quotetracker for intraday data and this arrives as US EST
 (ESST) so in my summer the time shift is +16 hours and in winter +14 hours.
 Previously I used to export the data to excel and change the times there
 which was laborious and boring. Now the improvements in AB make this simple
 and easy.
 Btw if you do not make the mods to the historical intraday data the times
 will not be consistent throughout your data.
 Here is the instructions and code, hope this helps someone
 
 
 
 /*
 
 CHANGING ALL DATA FOR SUMMER TIME CHANGES
 
 Datafeed through QT is in US EST which changes with the seasons daylight
 saving. About the same time (if lucky on same weekend) Australian eastern
 states change summer time (in reverse). So we have in Aust summer time shift
 +16 hours AND in winter +14 hours
 
 To change the times for summer timezone changes US  Australian for the
 historical saved data in Amibroker I use the following:-
 
 For Export:
 
 Databse Settings - Intraday Settings -
 
 In March - change the time shift to +2 hrs to adjust for winter time 
 
 In November - change the time shift to -2 hrs to adjust for summer time
 (Nov)
 
 Export intraday and EOD data to TXT files 
 
 One file for each stock
 
 In the first line insert the directory you want to save them to, make sure
 the directory exists
 
 Select your charts to export with the Apply to filter in AA window 
 
 Select the timeframe period you want to save as using the AA Settings
 
 Press Scan button
 
 The data is now saved to txt files with US times adjusted for the next
 timezone season.
 
 To Create the new database for new season
 
 Remove all data from the existing database (or create new one)
 
 Make the time shift in Database Settings - Intraday Settings to 0 (zero)
 
 Import the adjusted data with the import wizard. 
 
 Now ready to rock and roll
 
 Oh sometimes the US and Aust do not change summer time on same weekend and
 this needs to be done twice with 1 hour adjustment each time :(
 
 by Graham Kavanagh 05 Mar 2004
 
 */
 
 fh = fopen( c:\\SaveData\\+Name()+.txt, w); 
 
 if( fh ) 
 
 { 
 
 fputs( Ticker,Date,Time,Open,High,Low,Close,Volume \n, fh ); 
 
 y = Year(); 
 
 m = Month(); 
 
 d = Day(); 
 
 r = Hour();
 
 e = Minute();
 
 n = Second();
 
 for( i = 0; i  BarCount; i++ ) 
 
 { 
 
 fputs( Name() + , , fh );
 
 ds = StrFormat(%02.0f-%02.0f-%02.0f,, 
 
 y[ i ], m[ i ], d[ i ] ); 
 
 fputs( ds, fh ); 
 
 ts = StrFormat(%02.0f:%02.0f:%02.0f,, 
 
 r[ i ],e[ i ],n[ i ] ); 
 
 fputs( ts, fh ); 
 
 qs = StrFormat(%.4f,%.4f,%.4f,%.4f,%.0f\n, 
 
 O[ i ],H[ i ],L[ i ],C[ i ],V[ i ] ); 
 
 fputs( qs, fh ); 
 
 } 
 
 fclose( fh ); 
 
 } 
 
 Buy = 0;
 
 
 
 
 Cheers,
 Graham
 http://e-wire.net.au/~eb_kavan/

[amibroker] optimization

2010-03-24 Thread jim fenster

hey,

Is it possible to optimize the timenum() function?

Thnks,

J


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[amibroker] Re: Formula to Calculate The Date from Today

your question can be well answer in this ads
http://finance.groups.yahoo.com/group/amibroker/message/148126
and thanks to Herman

Unfortunately the above using DateNum which is not continous numberso we 
could not add 77days to DateNum

The DaySince1990 is good because of it is continuous, but we can not solved 
100% in logics below:

1. Today Date is changed to DAYSSINCE1990 formula, and get Var_A
2. Var_B = Var_A + 77;
3. Changed Var_B to DATEON77DAY;

How to do the Step 3?


Regards


--- In amibroker@yahoogroups.com, tuzo_wilson j.tuzo.wil...@... wrote:

 --- In amibroker@yahoogroups.com, Kusnady sawios@ wrote:
  
  77 trading days ahead from Today...means around next three month excluding 
  Friday, Saturday and Sunday
 
 A question: how can we know what trading days will occur in the future?  It 
 is not the same thing as a standard calendar since different regions can have 
 different trading days.  
 
 If we just go with 77 calendar days ahead excluding Friday, Saturday and 
 Sunday then you should be able to get that using VBScript's DateAdd ( 
 http://msdn.microsoft.com/en-us/library/cb7z8yf9%28VS.85%29.aspx ) and AFL 
 Scripting Host.  But then you'll still need to exclude Fri., Sat. and Sun. 
 and determine the rounding rules.  If you land on a Friday does that mean 
 your date will be Thursday or Monday?  
 
 And if you really want to exclude Holidays then you will have to store those 
 dates somewhere and then exclude those dates as well.
 
 
 Tuzo

[amibroker] Re: Formula to Calculate The Date from Today

Mike,

do you know how to convert from DAYSINCE1990 to DATE?


Sawios


--- In amibroker@yahoogroups.com, Mike sfclimb...@... wrote:

 Sorry, I just assumed that you meant 77 days from the current bar, which was 
 a bar in the past. No, I don't know of a way to get bars in the future that 
 don't exist yet.
 
 Mike
 
 --- In amibroker@yahoogroups.com, Kusnady sawios@ wrote:
 
  Thanks Mike,
  
  77 trading days ahead from Today...means around next three month excluding 
  Friday, Saturday and Sunday
  
  Ref(DateTime(),77)...could be used for existing array, but the array from 
  today till 77days ahead is still blank.do you think so?
  
  you can prove this by this instruction :
  
  // afl start
  a=DateTime();
  Title = Date:+DateTimeToStr(a[BarCount-1]+77);
  // afl stop
  
  
  
  What I am looking for is almost the same as 
  TIME DIFFERENCE IN 2 DATES.
  
  But I Need What is the date for 77 trading days from today?
  
  Do you have any idea?
  
  Regards
  sawios
  
  
  
  
  --- In amibroker@yahoogroups.com, Mike sfclimbers@ wrote:
  
   Do you want 77 bars from now, or calendar days from now? If bars, just 
   use Ref with a positive value.
   
   e.g. something like (untested)
   
   Ref(DateTime(), 77);
   http://www.amibroker.com/guide/afl/afl_view.php?id=122
   http://www.amibroker.com/guide/afl/afl_view.php?id=196
   
   If you want calendar days, you will have to figure something out using 
   DaysSince1900.
   http://www.amibroker.com/guide/afl/afl_view.php?id=357
   
   Mike
   
   --- In amibroker@yahoogroups.com, Kusnady sawios@ wrote:
   
Dear Friends,

Could you help me to calculate what is the date of 77 days from today?

Thanks  Regards
Sawios

Re: [amibroker] Re: Adjusting intraday data for summer time changes

2010-03-24 Thread Keith McCombs


dubi --
There is a free utility available at:
http://www.karenware.com/powertools/ptzone.asp

That ought to do the trick.
-- Keith


On 3/24/2010 18:48, dubi1974 wrote:


I bring this topic up again, as I do have this issues with Europe and 
US right now. At the moment I use the TWS IB data. Normaly the time 
shift between CET und NY Time is 6 hours. Right now it is 5 hours. So 
this confuses the database. The US markets opens at 14:30 and closes 
at 21:15. And if I want to filter for day session only I see my US 
data between 15:30 and 22:15. Is there no better way to handle this 
time problem in Amibroker when US and Europe are changing to 
summer/winter time on different weekends? Any solutions?


Kind regards, dubi

--- In amibroker@yahoogroups.com mailto:amibroker%40yahoogroups.com, 
Graham gkavan...@... wrote:


 I have created a small routine to make the appropriate changes for the
 upcoming summer time changes in US and Australian eastern states (no 
time
 changes where I live, but the ASX market is in east states). I 
believe the

 US and Aust change on the same date again so the changes only need to be
 done once. I use quotetracker for intraday data and this arrives as 
US EST
 (ESST) so in my summer the time shift is +16 hours and in winter +14 
hours.

 Previously I used to export the data to excel and change the times there
 which was laborious and boring. Now the improvements in AB make this 
simple

 and easy.
 Btw if you do not make the mods to the historical intraday data the 
times

 will not be consistent throughout your data.
 Here is the instructions and code, hope this helps someone



 /*

 CHANGING ALL DATA FOR SUMMER TIME CHANGES

 Datafeed through QT is in US EST which changes with the seasons daylight
 saving. About the same time (if lucky on same weekend) Australian 
eastern
 states change summer time (in reverse). So we have in Aust summer 
time shift

 +16 hours AND in winter +14 hours

 To change the times for summer timezone changes US  Australian for the
 historical saved data in Amibroker I use the following:-

 For Export:

 Databse Settings - Intraday Settings -

 In March - change the time shift to +2 hrs to adjust for winter time

 In November - change the time shift to -2 hrs to adjust for summer time
 (Nov)

 Export intraday and EOD data to TXT files

 One file for each stock

 In the first line insert the directory you want to save them to, 
make sure

 the directory exists

 Select your charts to export with the Apply to filter in AA window

 Select the timeframe period you want to save as using the AA Settings

 Press Scan button

 The data is now saved to txt files with US times adjusted for the next
 timezone season.

 To Create the new database for new season

 Remove all data from the existing database (or create new one)

 Make the time shift in Database Settings - Intraday Settings to 0 (zero)

 Import the adjusted data with the import wizard.

 Now ready to rock and roll

 Oh sometimes the US and Aust do not change summer time on same 
weekend and

 this needs to be done twice with 1 hour adjustment each time :(

 by Graham Kavanagh 05 Mar 2004

 */

 fh = fopen( c:\\SaveData\\+Name()+.txt, w);

 if( fh )

 {

 fputs( Ticker,Date,Time,Open,High,Low,Close,Volume \n, fh );

 y = Year();

 m = Month();

 d = Day();

 r = Hour();

 e = Minute();

 n = Second();

 for( i = 0; i  BarCount; i++ )

 {

 fputs( Name() + , , fh );

 ds = StrFormat(%02.0f-%02.0f-%02.0f,,

 y[ i ], m[ i ], d[ i ] );

 fputs( ds, fh );

 ts = StrFormat(%02.0f:%02.0f:%02.0f,,

 r[ i ],e[ i ],n[ i ] );

 fputs( ts, fh );

 qs = StrFormat(%.4f,%.4f,%.4f,%.4f,%.0f\n,

 O[ i ],H[ i ],L[ i ],C[ i ],V[ i ] );

 fputs( qs, fh );

 }

 fclose( fh );

 }

 Buy = 0;




 Cheers,
 Graham
 http://e-wire.net.au/~eb_kavan/ http://e-wire.net.au/%7Eeb_kavan/

[amibroker] Re: Stepping thru loop