[Komunitas AmiBroker] AALI..msh terpuruk!
Sejak April sampai hari ini, belum ada indikasi kita BUY AALI. Tren besar msh turun.. So, sabar saja dulu.. ADRIAN MAULANA
[Komunitas AmiBroker] TRUB masih BOBO..ENRG?
Tunggu di atas 110 saja baru jump in di TRUB. Kecuali kl duitnya bingung mau ditaruh ke mana, boleh deh SPEC BUY di 96-97. Tp kl jebol 96 (alias sentuh 95), buru2 deh CUT LOSS.. Masih banyak saham lain yg sd hits kok. Kl memang doyan B7..ENRG lebih memberikan sinyal menarik hr ini. ADRIAN MAULANA
Re: [Komunitas AmiBroker] Ada yg punya afl the foundation
mungkin ini yg dimaksud: http://www.marketcalls.in/wp-content/uploads/afl%20codes/Foundation-Int.rar 2010/7/7 Timur Langit timurlangit.is.h...@gmail.com Ada yg punya afl the foundation sehingga chart layout nya seperti pada link ini? http://www.wisestocktrader.com/indicators/174-the-foundation-by-southwind-v-13-00-int Thanks Timur
Re: [Komunitas AmiBroker] Ada yg punya afl the foundation
Kok di PC saya sepertinya agak lambat ya... Pak Timur bisa dioprek lagi tanpa plugin? thanks, green On Thu, Jul 8, 2010 at 3:48 AM, greenhorn gre3nh...@gmail.com wrote: mungkin ini yg dimaksud: http://www.marketcalls.in/wp-content/uploads/afl%20codes/Foundation-Int.rar 2010/7/7 Timur Langit timurlangit.is.h...@gmail.com Ada yg punya afl the foundation sehingga chart layout nya seperti pada link ini? http://www.wisestocktrader.com/indicators/174-the-foundation-by-southwind-v-13-00-int Thanks Timur
Re: [Komunitas AmiBroker] Ada yg punya afl the foundation
Iya nih lelet keberatan beban. Saya juga sdg evaluasi utk pilih2 yg simple tapi berguna. Timur On Jul 8, 2010, at 5:56 PM, greenhorn gre3nh...@gmail.com wrote: Kok di PC saya sepertinya agak lambat ya... Pak Timur bisa dioprek lagi tanpa plugin? thanks, green On Thu, Jul 8, 2010 at 3:48 AM, greenhorn gre3nh...@gmail.com wrote: mungkin ini yg dimaksud: http://www.marketcalls.in/wp-content/uploads/afl%20codes/Foundation-Int.rar 2010/7/7 Timur Langit timurlangit.is.h...@gmail.com Ada yg punya afl the foundation sehingga chart layout nya seperti pada link ini? http://www.wisestocktrader.com/indicators/174-the-foundation-by-southwind-v-13-00-int Thanks Timur
Re: [Komunitas AmiBroker] PGAS
mas adrian, salam kenal, saya yongky. saya masih newbie dan masih hrs byk belajar. oya terima kasih atas ulasan2 anda ttg saham2 yang sedang naik / turun. btw, biasanya sy tidak pernah lihat chart yg dicantumin, dan baru saja saya cek. itu pake afl apa ya? dan di mana saya bisa dapetin itu. kl boleh, mohon share cara / prinsip trading anda dong. hehe oya, apakah ini bener adrian maulana artis itu ya? terima kasih From: adrian maulana adrianmaul...@yahoo.com To: obrolan-ban...@yahoogroups.com; amibroker-4-bei@yahoogroups.com; jsxtra...@yahoogroups.com; milissaham sa...@yahoogroups.com; daly tambunan tambunan_d...@hotmail.com Sent: Thu, July 8, 2010 11:55:45 AM Subject: [Komunitas AmiBroker] PGAS Just remind you...Today is PGAS's Cum Date. Deviden Rp 144 Semoga bermanfaat ADRIAN MAULANA
[amibroker] More precise CAGR calculation
Hello AmiBroker - Experts, often i do test strategies within a specific date range. The strategy backtest report (Annual Return %) doesn't consider the date of the first trade for calculation. It's using the date of the first bar for calculation, hence the Annual Return% is wrong. Do you have the same problem? I've written the following CBT code to account for this problem. Any feedback / comment is very much appreciated bo2 = GetBacktesterObject();trade = bo2.GetFirstTrade(); Entryd= trade.entrydatetime;bo2.AddCustomMetric( FirstTrade, NumToStr( Entryd, formatDateTime ) );Text = StrRight(NumToStr( Entryd, formatDateTime ),4);Years = Year()- StrToNum(text) + 1; bo2.AddCustomMetric( Years, NumToStr(Years,0) );Ratio = stats.getvalue(EndingCapital) / stats.getvalue(InitialCapital); CAGR = (Ratio ^ (1/Years)-1)*100;bo2.AddCustomMetric( CAGR, NumToStr(Cagr,1.2) ); Frank engineering-returns.com http://engineering-returns.com/
[amibroker] Re: AmiBroker 5.30.1 64-bit edition (experimental)
Hi, I tested it and compared an normal optimization process between 32bit and 64 bit. On the same formula Amibroker 32-bit took more than 8 hours for the optimization process, and Amibroker 64-bit just 4h:50min. So my experience shows me, that it's much faster. My question is, could you Tomasz provide us the optimizer.dll in 64-bit? Like cmae or tribes? For testing purpose. Many thanks. Regards, dubi --- In amibroker@yahoogroups.com, Tomasz Janeczko gro...@... wrote: Hello, AmiBroker 5.30.1 64-bit edition (experimental) is now available for download from: http://www.amibroker.com/x64/ This is experimental version *only* for people running 64-bit Windows and wanting to utilise *more* than 4GB of memory. 64-bit version does NOT offer anything more, just ability to access more memory. It can (and should) be installed into *separate* folder, so it does not overwrite 32-bit edition (if installed). This version includes only 2 plugins: CMAE and IB (interactive brokers) plugin. 64-bit version of IQFeed plugin is in the works and it will arrive later. Note that regular users, even running 64-bit Windows should rather run regular, 32-bit version of AmiBroker as it offers more compatibility and was tested on way more installations. Please note that 64-bit version has BETA/experimental status and in case of problems you should use 32-bit version instead. Best regards, Tomasz Janeczko amibroker.com
[amibroker] Re: More precise CAGR calculation
Seems like you are defeating the purpose of the metric. Assume you're given 2 x $1,000 on Jan 1, 2006 to invest for 3 years; $1,000 for each of 2 systems. - System A generates its first trade immediately on Jan 1, 2006 and finishes the 3 year period up $500. - System B does not generate its first trade until Jan 1, 2007 and also finishes the 3 year period up $500. The intent of CAGR is to compare different systems over the same period of time. With respect to CAGR, the two systems are identical. Your proposal would artificially inflate the value of System B concluding that it was superior to A, which is not at all the case. http://www.investorglossary.com/compound-annual-return.htm Mike --- In amibroker@yahoogroups.com, engineering_returns trade2live4e...@... wrote: Hello AmiBroker - Experts, often i do test strategies within a specific date range. The strategy backtest report (Annual Return %) doesn't consider the date of the first trade for calculation. It's using the date of the first bar for calculation, hence the Annual Return% is wrong. Do you have the same problem? I've written the following CBT code to account for this problem. Any feedback / comment is very much appreciated bo2 = GetBacktesterObject();trade = bo2.GetFirstTrade(); Entryd= trade.entrydatetime;bo2.AddCustomMetric( FirstTrade, NumToStr( Entryd, formatDateTime ) );Text = StrRight(NumToStr( Entryd, formatDateTime ),4);Years = Year()- StrToNum(text) + 1; bo2.AddCustomMetric( Years, NumToStr(Years,0) );Ratio = stats.getvalue(EndingCapital) / stats.getvalue(InitialCapital); CAGR = (Ratio ^ (1/Years)-1)*100;bo2.AddCustomMetric( CAGR, NumToStr(Cagr,1.2) ); Frank engineering-returns.com http://engineering-returns.com/
[amibroker] Re: AmiBroker 5.30.1 64-bit edition (experimental)
Interesting. TJ used to claim that the 64 bit version was 25% faster. He has since changed that claim to 'a bit' faster. Why the change...? --- In amibroker@yahoogroups.com, dubi1974 gonzale...@... wrote: Hi, I tested it and compared an normal optimization process between 32bit and 64 bit. On the same formula Amibroker 32-bit took more than 8 hours for the optimization process, and Amibroker 64-bit just 4h:50min. So my experience shows me, that it's much faster. My question is, could you Tomasz provide us the optimizer.dll in 64-bit? Like cmae or tribes? For testing purpose. Many thanks. Regards, dubi --- In amibroker@yahoogroups.com, Tomasz Janeczko groups@ wrote: Hello, AmiBroker 5.30.1 64-bit edition (experimental) is now available for download from: http://www.amibroker.com/x64/ This is experimental version *only* for people running 64-bit Windows and wanting to utilise *more* than 4GB of memory. 64-bit version does NOT offer anything more, just ability to access more memory. It can (and should) be installed into *separate* folder, so it does not overwrite 32-bit edition (if installed). This version includes only 2 plugins: CMAE and IB (interactive brokers) plugin. 64-bit version of IQFeed plugin is in the works and it will arrive later. Note that regular users, even running 64-bit Windows should rather run regular, 32-bit version of AmiBroker as it offers more compatibility and was tested on way more installations. Please note that 64-bit version has BETA/experimental status and in case of problems you should use 32-bit version instead. Best regards, Tomasz Janeczko amibroker.com
[amibroker] Re: More precise CAGR calculation
Hi Mike, i agree with you when comparing two different systems that have the same starting point and different trade frequency. My problem has been to compare performance of the same system among different periods. Anyway, thanks for your feedback. I just wanted to share the code and get other peoples opinion. So your feedback is well received. All the best Frank engineering-returns.com --- In amibroker@yahoogroups.com, Mike sfclimb...@... wrote: Seems like you are defeating the purpose of the metric. Assume you're given 2 x $1,000 on Jan 1, 2006 to invest for 3 years; $1,000 for each of 2 systems. - System A generates its first trade immediately on Jan 1, 2006 and finishes the 3 year period up $500. - System B does not generate its first trade until Jan 1, 2007 and also finishes the 3 year period up $500. The intent of CAGR is to compare different systems over the same period of time. With respect to CAGR, the two systems are identical. Your proposal would artificially inflate the value of System B concluding that it was superior to A, which is not at all the case. http://www.investorglossary.com/compound-annual-return.htm Mike --- In amibroker@yahoogroups.com, engineering_returns trade2live4ever@ wrote: Hello AmiBroker - Experts, often i do test strategies within a specific date range. The strategy backtest report (Annual Return %) doesn't consider the date of the first trade for calculation. It's using the date of the first bar for calculation, hence the Annual Return% is wrong. Do you have the same problem? I've written the following CBT code to account for this problem. Any feedback / comment is very much appreciated bo2 = GetBacktesterObject();trade = bo2.GetFirstTrade(); Entryd= trade.entrydatetime;bo2.AddCustomMetric( FirstTrade, NumToStr( Entryd, formatDateTime ) );Text = StrRight(NumToStr( Entryd, formatDateTime ),4);Years = Year()- StrToNum(text) + 1; bo2.AddCustomMetric( Years, NumToStr(Years,0) );Ratio = stats.getvalue(EndingCapital) / stats.getvalue(InitialCapital); CAGR = (Ratio ^ (1/Years)-1)*100;bo2.AddCustomMetric( CAGR, NumToStr(Cagr,1.2) ); Frank engineering-returns.com http://engineering-returns.com/
[amibroker] Entries and Exits
Hi members, I am new to amibroker and i would like your help regarding entries and exits based on technicals. Thank you. Robert Ndege.
[amibroker] Amibroker portfolio help
dear friends how to create our own portfolio with different columns like- high, low, avg, 52-week-avg-high etc... Thanks Regards Rajashekhara Saidam
[amibroker] Re: AmiBroker 5.30.1 64-bit edition (experimental)
Did you perform your test using an exhaustive optimization on identical machines (or better yet, the same machine), differing only by 32 bit windows vs. 64 bit windows? If not, your test is comparing apples to oranges. 1. If using different machines, the hardware will play a very large role in the performance. My high end 64bit server takes 20 seconds to compute what my low end 32bit laptop does in 8 minutes. I can assure you it has very little to do with the operating system! 2. If using a non exhaustive optimizer, the built-in randomness of the optimizer can result in a different number of actual backtest operations. An optimization will take some period of time to converge. Immediately running the same optimization again on the same machine may converge sooner or take longer. The timing is not fixed, as it would be for an exhaustive optimization that will always perform exactly the same number of backtests. Mike --- In amibroker@yahoogroups.com, dubi1974 gonzale...@... wrote: Hi, I tested it and compared an normal optimization process between 32bit and 64 bit. On the same formula Amibroker 32-bit took more than 8 hours for the optimization process, and Amibroker 64-bit just 4h:50min. So my experience shows me, that it's much faster. My question is, could you Tomasz provide us the optimizer.dll in 64-bit? Like cmae or tribes? For testing purpose. Many thanks. Regards, dubi --- In amibroker@yahoogroups.com, Tomasz Janeczko groups@ wrote: Hello, AmiBroker 5.30.1 64-bit edition (experimental) is now available for download from: http://www.amibroker.com/x64/ This is experimental version *only* for people running 64-bit Windows and wanting to utilise *more* than 4GB of memory. 64-bit version does NOT offer anything more, just ability to access more memory. It can (and should) be installed into *separate* folder, so it does not overwrite 32-bit edition (if installed). This version includes only 2 plugins: CMAE and IB (interactive brokers) plugin. 64-bit version of IQFeed plugin is in the works and it will arrive later. Note that regular users, even running 64-bit Windows should rather run regular, 32-bit version of AmiBroker as it offers more compatibility and was tested on way more installations. Please note that 64-bit version has BETA/experimental status and in case of problems you should use 32-bit version instead. Best regards, Tomasz Janeczko amibroker.com
Re: [amibroker] Re: Speeding up AB with Windows Ready Boost
Hello,
1. ReadyBoost is method to speed up windows _BOOT_ time only. Nothing more. You
will notice the difference only if you restart Windows often.
2. RAM disk does not deliver any speedup compared to properly configured
AmiBroker.
With properly configured AmiBroker I mean using appropriate in-memory cache.
AmiBroker's own cache is faster than ram-disk because in-memory cache keeps
data
directly accessible by AFL. Data on disk (even on ram disk) need actual file
read operation (copying between buffers). It must go to file system buffer then
it
gets copied to application supplied buffer. This is at least one level of
indirection slower than AB's own cache.
Also people often think in 1990-way when files were files on disk and calling
file read actually meant moving hard drive heads over certain zone of hard disk
and so on. Nowadays, Windows is doing enormous amounts of
caching/prefetching/read ahead/lazy write on its own and often if you issue
file system call hard disk
drive head does not even need to move because it is all in RAM already. For
example AmiBroker reads files with sequential reading flag turned on. This
informs
windows to read-ahead more data (in anticipation that more data will be read
soon after). So subsequent file read calls are very likely to read data from
RAM
already because it was read-ahead earlier.
There are dozens of such mechanisms in Windows itself and in AB, making ramdisk
completely obsolete.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-07 22:17, Rob wrote:
How about a ramdisk...?
--- In amibroker@yahoogroups.com, dotnetsdkforabdotnetsdkfo...@... wrote:
Hi All,
(I don't use it...)
AFAIK, Ready Boost is for cashing files that the system uses.
So AB, as any other application, could potentially take advantage of it.
However, USB 2.0 is slower than a new SATA disk. So if you have a decent new
PC with 4GB of RAM and two SATA disks, you gain not much using it.
It is probably still usefull if you use notebook with limited memory or
lower RPM disk. There it may improve system performance as
- less RAM is used for disk caching, so more memory can be used by the apps
(system will not slow down on page faults)
- disk IO is splitted between a phisycal disk and a flash drive.
Regards,
Jozsef
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: AmiBroker 5.30.1 64-bit edition (experimental)
Thanks TJ. Now I understand.
Are we far off a 64-bit IQ Feed plug-in...?
--- In amibroker@yahoogroups.com, Tomasz Janeczko gro...@... wrote:
Hello,
25% speedup is in processing large arrays with lots of floating point
calculations. It also depends on CPU used. On some CPUs 64-bit version
may use SSE/SSE2/SSE3 extensions giving better results. There are way too
many combinations of CPUs/formulas that you use/amount of data/etc
to get a single speedup number. Therefore I use a bit faster because it
is always true.
CMAE is included in 64-bit version.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-08 09:43, Rob wrote:
Interesting. TJ used to claim that the 64 bit version was 25% faster. He
has since changed that claim to 'a bit' faster. Why the change...?
--- In amibroker@yahoogroups.com, dubi1974gonzales74@ wrote:
Hi,
I tested it and compared an normal optimization process between 32bit and
64 bit. On the same formula Amibroker 32-bit took more than 8 hours for
the optimization process, and Amibroker 64-bit just 4h:50min.
So my experience shows me, that it's much faster. My question is, could
you Tomasz provide us the optimizer.dll in 64-bit? Like cmae or tribes?
For testing purpose.
Many thanks.
Regards, dubi
--- In amibroker@yahoogroups.com, Tomasz Janeczkogroups@ wrote:
Hello,
AmiBroker 5.30.1 64-bit edition (experimental) is now available for
download from:
http://www.amibroker.com/x64/
This is experimental version *only* for people running 64-bit Windows
and wanting to utilise *more* than 4GB of memory. 64-bit version does
NOT offer anything more, just ability to access more memory. It can
(and should) be installed into *separate* folder, so it does not
overwrite 32-bit edition (if installed). This version includes only 2
plugins: CMAE and IB (interactive brokers) plugin. 64-bit version of
IQFeed plugin is in the works
and it will arrive later.
Note that regular users, even running 64-bit Windows should rather run
regular, 32-bit version of AmiBroker as it offers more compatibility and
was tested on way more installations.
Please note that 64-bit version has BETA/experimental status and in case
of problems you should use 32-bit version instead.
Best regards,
Tomasz Janeczko
amibroker.com
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] Cross hair labe
CTRL H ( v : 5.30) Best regards Le 07/07/2010 17:55, Millowena a écrit : Good morning! I've not used AB for several years, and I cannot find an answer to this question in places that I know to look... Sorry, I'm having to learn all over.. :-( Is there a way to put a price label for the cross hair in the price margin? Thanks! Millowena *Penny Stock Jumping 2000%* Sign up to the #1 voted penny stock newsletter for free today! http://thirdpartyoffers.juno.com/TGL3142/4c34a3608b9c7155da7st04vucAwesomePennyStocks.com http://thirdpartyoffers.juno.com/TGL3142/4c34a3608b9c7155da7st04vuc
Re: [amibroker] Cross hair labe
Thanks!
I have version 5.2. Ctrl H will turn the cross hair on and off, but it does
not show a price column cross hair label. Perhaps I should upgrade to 5.3.
Thanks!
M
- Original Message -
From: reinsley
To: amibroker@yahoogroups.com
Sent: Thursday, July 08, 2010 6:16 AM
Subject: Re: [amibroker] Cross hair labe
CTRL H ( v : 5.30)
Best regards
Le 07/07/2010 17:55, Millowena a écrit :
Good morning!
I've not used AB for several years, and I cannot find an answer to
this question in places that I know to look... Sorry, I'm having to
learn all over.. :-(
Is there a way to put a price label for the cross hair in the price
margin?
Thanks!
Millowena
*Penny
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for free today!
http://thirdpartyoffers.juno.com/TGL3142/4c34a3608b9c7155da7st04vucAwesomePennyStocks.com
http://thirdpartyoffers.juno.com/TGL3142/4c34a3608b9c7155da7st04vuc
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Re: [amibroker] Re: AmiBroker 5.30.1 64-bit edition (experimental)
Hello,
No, not far :-)
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-08 11:05, Rob wrote:
Thanks TJ. Now I understand.
Are we far off a 64-bit IQ Feed plug-in...?
--- In amibroker@yahoogroups.com, Tomasz Janeczkogro...@... wrote:
Hello,
25% speedup is in processing large arrays with lots of floating point
calculations. It also depends on CPU used. On some CPUs 64-bit version
may use SSE/SSE2/SSE3 extensions giving better results. There are way too
many combinations of CPUs/formulas that you use/amount of data/etc
to get a single speedup number. Therefore I use a bit faster because it
is always true.
CMAE is included in 64-bit version.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-08 09:43, Rob wrote:
Interesting. TJ used to claim that the 64 bit version was 25% faster. He
has since changed that claim to 'a bit' faster. Why the change...?
--- In amibroker@yahoogroups.com, dubi1974gonzales74@ wrote:
Hi,
I tested it and compared an normal optimization process between 32bit and
64 bit. On the same formula Amibroker 32-bit took more than 8 hours for
the optimization process, and Amibroker 64-bit just 4h:50min.
So my experience shows me, that it's much faster. My question is, could
you Tomasz provide us the optimizer.dll in 64-bit? Like cmae or tribes?
For testing purpose.
Many thanks.
Regards, dubi
--- In amibroker@yahoogroups.com, Tomasz Janeczkogroups@ wrote:
Hello,
AmiBroker 5.30.1 64-bit edition (experimental) is now available for
download from:
http://www.amibroker.com/x64/
This is experimental version *only* for people running 64-bit Windows
and wanting to utilise *more* than 4GB of memory. 64-bit version does
NOT offer anything more, just ability to access more memory. It can
(and should) be installed into *separate* folder, so it does not
overwrite 32-bit edition (if installed). This version includes only 2
plugins: CMAE and IB (interactive brokers) plugin. 64-bit version of
IQFeed plugin is in the works
and it will arrive later.
Note that regular users, even running 64-bit Windows should rather run
regular, 32-bit version of AmiBroker as it offers more compatibility and
was tested on way more installations.
Please note that 64-bit version has BETA/experimental status and in case
of problems you should use 32-bit version instead.
Best regards,
Tomasz Janeczko
amibroker.com
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] Re: How to reset the Backtester Results window?
Hi Paul, Thank You! I was confusing PortfolioReportMode with GenerateReport, so wasn't checking the code for the right thing. So many switches, so little understanding ;), Michael --- In amibroker@yahoogroups.com, notanaiqgenius notanaiqgen...@... wrote: Michael, I'm not sure I understand your question fully either but maybe you have the portfolio report mode HARD CODED into the strategy you are testing? This would explain why you are always getting the detailed mode. SetOption( PortfolioReportMode, 1 ); If you see that in your code, then it is overriding the AA window's settings for the equivalent flag. Paul --- In amibroker@yahoogroups.com, michaels_musings michaels_musings@ wrote:
[amibroker] Re: Optimizer and Backtester losing trades
Sorry Keith, I apparently didn't have non-logged in members able to view uploaded files :( It's been fixed. Michael --- In amibroker@yahoogroups.com, Keith McCombs kmcco...@... wrote: Michael -- I went to your web site. via your link below. However, I couldn't find any of the files you refer to. Do I need a secret password or handshake? -- Keith On 7/7/2010 16:57, michaels_musings wrote: Anyone know how to get the Backtester and Optimizer to include all trades in their results? The code below (firstSystemPostCopy.afl) initiates trades that get captured by the logfile, but they don't show up or get accumulated in the Backtester or Optimizer. The results are from ~six months of 1-minute bars of FAS. The Backtester shows 16 trades with profit of $7,110.38. Per the logfile there were 24 trades with profit of $3,751.29. Anyone know why the extra 8 trades weren't included in the Backtester? Thanks, Michael First few trades from Backtester: Ticker Trade Entry Exit FAS Long 11/30/2009 2:53:00 PM 25.03 12/8/2009 7:32:00 AM 23.52 FAS Long 12/23/2009 7:27:00 AM 25.03 1/5/2010 2:42:00 PM 27.03 FAS Long 2/16/2010 2:31:00 PM 23.18 2/22/2010 1:24:00 PM 25.03 FAS Long 3/5/2010 9:44:00 AM 27.03 3/10/2010 9:10:00 AM 29.19 First few trades from Log File: Symbol, Action, Date, Time, Buy point, Entry, Exit FAS, Bought, 2009-11-30, 14:53:00, 5, 25.0300 FAS, StopLoss, 2009-12-08, 07:32:00, 5, 25.0300, 23.5200 FAS, Bought, 2009-12-23, 07:27:00, 5, 25.0300 FAS, Profit, 2010-01-05, 14:42:00, 5, 25.0300, 27.0300 FAS, Bought, 2010-01-05, 14:42:00, 6, 27.0300 FAS, StopLoss, 2010-01-22, 06:11:00, 6, 27.0300, 25.4000 FAS, Bought, 2010-02-16, 14:31:00, 4, 23.1800 FAS, Profit, 2010-02-22, 13:24:00, 4, 23.1800, 25.0300 [Since no one wants a 1,000 line email, full files are at: http://michaels-musings.com/amibroker-optimizer-and-backtester-losing-trades.html ] firstSystemPostCopy.afl - Script I'm running trades.html - Backtester trade list settings.html - Backtester settings stats.html - Backtester stats firstSystemLog.txt - Log File created by firstSystemPostCopy.afl AmiBrokerLostTrades.xls - Trade list from log file w/ computed Profit
[amibroker] Re: Optimizer and Backtester losing trades
--- In amibroker@yahoogroups.com, Mike sfclimb...@... wrote:
You have not indicated how you generated your log file (or at least it is not
showing up on the web forum). But, the backtester will reject trades due to a
number of settings that your log would appear not to be considering; e.g. max
positions, insufficient funds, position size shrinking, redundant signals,
etc. etc.
AmiBroker is a very mature product with thousands of users. When something is
not working out the way you expect, 99.9% of the time it's going to be
because of something we the users are doing incorrectly, rather than what
AmiBroker is doing incorrectly ;)
Run your backtest with detailed reporting (see AA Settings) and you will get
a bar by bar breakdown of signals, entries, exits and reason for rejections.
Mike
Hi Mike,
You've been a great help, and I agree with you fully, I figure it's something
I'm either unintentionally doing wrong or I just haven't found the proper
switch yet to accept all trades.
To that end I re-wrote the code to avoid any overlapping of Buy/Sell pairs
(below). Other than it messes up the trade dates anyone see a problem with
this not collecting every trade?
One must learn to crawl before one can run,
Michael
Buy/Sell/Stops from Logfile:
* Symbol : FAS *
Setup Vars:
symbolsLow-17.4000, symbolsHigh-39.7933, buyPriceMin-15.6500,
buyPriceMax-39.8000
Optimization Vars:
buyPriceStart-17.0500, profitPctChange-0.0800, stopLossPctChange-0.0600,
tradeActPctChange-0.0700
BuyPrices: [0] Buy-17.0500, Activate-15.8565, Stop-16.0270, Profit-18.4140
BuyPrices: [1] Buy-18.4100, Activate-17.1200, Stop-17.3000, Profit-19.8800
BuyPrices: [2] Buy-19.8800, Activate-18.4800, Stop-18.6800, Profit-21.4700
BuyPrices: [3] Buy-21.4700, Activate-19.9600, Stop-20.1800, Profit-23.1800
BuyPrices: [4] Buy-23.1800, Activate-21.5500, Stop-21.7800, Profit-25.0300
BuyPrices: [5] Buy-25.0300, Activate-23.2700, Stop-23.5200, Profit-27.0300
BuyPrices: [6] Buy-27.0300, Activate-25.1300, Stop-25.4000, Profit-29.1900
BuyPrices: [7] Buy-29.1900, Activate-27.1400, Stop-27.4300, Profit-31.5200
BuyPrices: [8] Buy-31.5200, Activate-29.3100, Stop-29.6200, Profit-34.0400
BuyPrices: [9] Buy-34.0400, Activate-31.6500, Stop-31.9900, Profit-36.7600
BuyPrices: [10] Buy-36.7600, Activate-34.1800, Stop-34.5500, Profit-39.7000
BuyPrices: [11] Buy-39.7000, Activate-36.9200, Stop-37.3100, Profit-42.8700
BuyPrices: [12] Buy-42.8700, Activate-39.8600, Stop-40.2900, Profit-46.2900
// This writes the above table //
op = StrFormat(BuyPrices: [%g] Buy-%.4f, Activate-%.4f, Stop-%.4f,
Profit-%.4f\n,
i,buyPrices[i],tradeActivationPrices[i],myStopLosss[i],sellPrices[i] );
fputs( op, fhLog );
{skipping setup, it's at michaels-musings.com if you want to see it}
// numBuyPoints is 12.
// stickBuySellAt starts at zero.
for ( i = 0; i BarCount; i++ ) // Loop over all bars in the chart
{
for ( j = 0; j numBuyPoints; j++ ) // Loop over all Buy points
{
if ( openPos[j] ) // Have an open position, check to sell it
{
if ( Low[i] myStopLosss[j] ) // Check for Stops First
{
BuyPrice[stickBuySellAt] = buyPrices[j];
Buy[stickBuySellAt] = True;
stickBuySellAt = stickBuySellAt + 1;
SellPrice[stickBuySellAt] = myStopLosss[j];
Sell[stickBuySellAt] = True;
stickBuySellAt = stickBuySellAt + 1;
openPos[j] = False; // No longer have open position
lastLow[j] = iif( Close[i] SellPrice[i], Close[i], SellPrice[i] ); //
ReSet lastLow[j] for Buy Check
if ( writeLog == TRUE )
{
op = Name() + ,StopLoss;
op = op + StrFormat(,%02.0f-%02.0f-%02.0f,%02.0f:%02.0f:%02.0f, y[
i ], m[ i ], d[ i ], r[ i ], e[ i ], n[ i ] );
op = op + StrFormat(,%g,%.4f,%.4f,%.4f\n, j, buyPrices[j],
myStopLosss[j], stickBuySellAt );
fputs( op, fhLog );
}
}
else
{
if ( High[i] sellPrices[j] ) // Check for Profits
{
BuyPrice[stickBuySellAt] = buyPrices[j];
Buy[stickBuySellAt] = True;
stickBuySellAt = stickBuySellAt + 1;
SellPrice[stickBuySellAt] = sellPrices[j];
Sell[stickBuySellAt] = True;
stickBuySellAt = stickBuySellAt + 1;
openPos[j] = False; // No longer have open position
lastLow[j] = iif( Close[i] SellPrice[i], Close[i], SellPrice[i] );
// ReSet lastLow[j] for Buy Check
if ( writeLog == TRUE )
{
op = Name() + ,Profit;
op = op + StrFormat(,%02.0f-%02.0f-%02.0f,%02.0f:%02.0f:%02.0f,
y[ i ], m[ i ], d[ i ], r[ i ], e[ i ], n[ i ] );
op = op + StrFormat(,%g,%.4f,%.4f,%.4f\n, j, buyPrices[j],
SellPrice[i], stickBuySellAt );
fputs( op, fhLog );
}
}
}
}
else // Nothing open on this BuyPoint, see if we can buy something
{
if ( ( lastLow[j] tradeActivationPrices[j] )
AND (
[amibroker] Re: AmiBroker 5.30.1 64-bit edition (experimental)
Mike - Minor correction and maybe more than you are interested in, but SPSO appears to initialize its random number generator with a fixed seed on each optimization, so the search sequence is the same - so, SPSO runs are reproducible. This is actually useful in certain cases. I found that I wished that all of the opt DLL's would have had fixed init OR random timer init as an option, so I added it. -- Bruce --- In amibroker@yahoogroups.com, Mike sfclimb...@... wrote: Did you perform your test using an exhaustive optimization on identical machines (or better yet, the same machine), differing only by 32 bit windows vs. 64 bit windows? If not, your test is comparing apples to oranges. 1. If using different machines, the hardware will play a very large role in the performance. My high end 64bit server takes 20 seconds to compute what my low end 32bit laptop does in 8 minutes. I can assure you it has very little to do with the operating system! 2. If using a non exhaustive optimizer, the built-in randomness of the optimizer can result in a different number of actual backtest operations. An optimization will take some period of time to converge. Immediately running the same optimization again on the same machine may converge sooner or take longer. The timing is not fixed, as it would be for an exhaustive optimization that will always perform exactly the same number of backtests. Mike --- In amibroker@yahoogroups.com, dubi1974 gonzales74@ wrote: Hi, I tested it and compared an normal optimization process between 32bit and 64 bit. On the same formula Amibroker 32-bit took more than 8 hours for the optimization process, and Amibroker 64-bit just 4h:50min. So my experience shows me, that it's much faster. My question is, could you Tomasz provide us the optimizer.dll in 64-bit? Like cmae or tribes? For testing purpose. Many thanks. Regards, dubi --- In amibroker@yahoogroups.com, Tomasz Janeczko groups@ wrote: Hello, AmiBroker 5.30.1 64-bit edition (experimental) is now available for download from: http://www.amibroker.com/x64/ This is experimental version *only* for people running 64-bit Windows and wanting to utilise *more* than 4GB of memory. 64-bit version does NOT offer anything more, just ability to access more memory. It can (and should) be installed into *separate* folder, so it does not overwrite 32-bit edition (if installed). This version includes only 2 plugins: CMAE and IB (interactive brokers) plugin. 64-bit version of IQFeed plugin is in the works and it will arrive later. Note that regular users, even running 64-bit Windows should rather run regular, 32-bit version of AmiBroker as it offers more compatibility and was tested on way more installations. Please note that 64-bit version has BETA/experimental status and in case of problems you should use 32-bit version instead. Best regards, Tomasz Janeczko amibroker.com
AB and TOS -- RE: [amibroker] Re: Here's how to integrate AmiBroker with thinkorswim via DDE for real-time streaming quotes of options, etc.
David: Thanks for the doc file with instructions. I just got my TOS data stream flowing into Amibroker. Did you find any way to backfill? Or did you just have to collect data each day until you had enough to make indicators useful, etc? Any other tricks? For example, I use 400 tick charts on TOS and want to use them in AB. How do I set up a 400 tick chart. I see the standard 10, 20, 50, 100 tick menu items. Ken _ From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf Of David Sent: Thursday, July 08, 2010 6:19 AM To: chetan Cc: amibroker@yahoogroups.com Subject: Re: [amibroker] Re: Here's how to integrate AmiBroker with thinkorswim via DDE for real-time streaming quotes of options, etc. Yes, live futures data such as /ES is accessible via thinkorswim thinkDesktop's DDE interface. Warm regards, David On Wed, Jul 7, 2010 at 5:31 PM, chetan chetan.abm...@gmail.com wrote: Is it possible to download streaming live futures data (say for ES) using this link to TOS; i would love that as that would save me a bit more than 100$ every month that i have to pay to a data vendor. thanks in advance! -gariki On Fri, 28 May 2010 01:55:44 -0700, David amibroker.ygro...@personalfreedom.com wrote: Sure thing, Lance. I just posted my message, including the screen shot, at http://finance.groups.yahoo.com/group/amibroker/files/thinkDesktop%20integra tion/. Warm regards, David On Thu, May 27, 2010 at 9:46 AM, smoothtrader6171 growl...@yahoo.comwrote: Hi David, I am very interested in this. Would you mind posting the image to the files areas of the group? I was not able to view the attached configuration image from your message. I appreciate it! Thank you, Lance --- In amibroker@yahoogroups.com amibroker%40yahoogroups.com, David amibroker.ygro...@... wrote: As one step along the path to determine whether I can back test option strategies with AmiBroker even though AmiBroker isn't designed for options traders, I've integrated AmiBroker with thinkorswim via DDE for real-time streaming quotes of every instrument you can trade via thinkDesktop, e.g. options, futures, stocks, ETFs, forex. To do the same, just follow the instructions on http://www.amibroker.com/dde.html and copy this screen after you click the CONFIGURE button. These entries are case sensitive. [image: Capture.PNG] Since AmiBroker doesn't use the last two fields anyway, I'm using them for additional data I want. I used the first field for the Strike of an option so AmiBroker can find the option I'm looking for more quickly than having to parse the Ticker field for that info (I'm perhaps incorrectly assuming that AmiBroker indexes that first field). I used the second field for the VIX-style Implied Volatility index of the underlying stock, index, future, etc. You can chose any of the thinkorswim DDE fields below instead of the two I chose. 52HIGH 52LOW ASK ASKX ASK_SIZE AX BACK_VOL BA_SIZE BETA BID BIDX BID_SIZE BX CALL_VOLUME_INDEX CLOSE COVERED_RETURN CUSTOM1 CUSTOM2 CUSTOM3 CUSTOM4 CUSTOM5 CUSTOM6 CUSTOM7 CUSTOM8 CUSTOM9 DELTA DESCRIPTION DIV DIV_DATE DIV_FREQ DT EPS EXCHANGE EXPIRATION EXTRINSIC FRONT_VOL GAMMA HIGH HTB_ETB IMPL_VOL INTRINSIC LAST LASTX LAST_SIZE LOW LX MARK MARKET_CAP MAX_COVERED_RETURN NET_CHANGE OPEN OPEN_INT OPTION_VOLUME_INDEX PE PERCENT_CHANGE PROB_OF_EXPIRING PROB_OF_TOUCHING PUT_CALL_RATIO PUT_VOLUME_INDEX RHO ROC ROR SHARES STRIKE SYMBOL THETA VEGA VOLUME VOL_DIFF VOL_INDEX YIELD Warm regards, David -- Using Opera's revolutionary e-mail client: http://www.opera.com/mail/
Re: [amibroker] Re: Optimizer and Backtester losing trades [1 Attachment]
Michael -- I compared your trades with your log file. And observed that all of your 'missing' trades attempted to buy on the *same* day as you closed a previous trade. That is only a hint. See attachment. However, there were two trades that were made in the trade list that did buy on the same day as you closed a previous trade. These two trades were opened on 4/13/2010 and 6/14/2010. Other comments: I just briefly scanned your code. And I notice that you use for loops a lot, and also there were no Ref() or ExRem() functions. I am guessing that you could do without so many for loops and with somewhat simpler code. Also, I noticed that iif() was not capitalized as IIf(), indicating that at least this part of your code had not been checked in AB's Editor. It would be much easier to compare the log with the trades.html if the log file looked more like the trades file. For example, open and close of trade on the same line. That being said, based on your forum postings, you have been using AB for only about a month. You're miles ahead of where I would expect one to be, after such a short time. -- Keith On 7/8/2010 11:51, michaels_musings wrote: Sorry Keith, I apparently didn't have non-logged in members able to view uploaded files :( It's been fixed. Michael --- In amibroker@yahoogroups.com mailto:amibroker%40yahoogroups.com, Keith McCombs kmcco...@... wrote: Michael -- I went to your web site. via your link below. However, I couldn't find any of the files you refer to. Do I need a secret password or handshake? -- Keith On 7/7/2010 16:57, michaels_musings wrote: Anyone know how to get the Backtester and Optimizer to include all trades in their results? The code below (firstSystemPostCopy.afl) initiates trades that get captured by the logfile, but they don't show up or get accumulated in the Backtester or Optimizer. The results are from ~six months of 1-minute bars of FAS. The Backtester shows 16 trades with profit of $7,110.38. Per the logfile there were 24 trades with profit of $3,751.29. Anyone know why the extra 8 trades weren't included in the Backtester? Thanks, Michael First few trades from Backtester: Ticker Trade Entry Exit FAS Long 11/30/2009 2:53:00 PM 25.03 12/8/2009 7:32:00 AM 23.52 FAS Long 12/23/2009 7:27:00 AM 25.03 1/5/2010 2:42:00 PM 27.03 FAS Long 2/16/2010 2:31:00 PM 23.18 2/22/2010 1:24:00 PM 25.03 FAS Long 3/5/2010 9:44:00 AM 27.03 3/10/2010 9:10:00 AM 29.19 First few trades from Log File: Symbol, Action, Date, Time, Buy point, Entry, Exit FAS, Bought, 2009-11-30, 14:53:00, 5, 25.0300 FAS, StopLoss, 2009-12-08, 07:32:00, 5, 25.0300, 23.5200 FAS, Bought, 2009-12-23, 07:27:00, 5, 25.0300 FAS, Profit, 2010-01-05, 14:42:00, 5, 25.0300, 27.0300 FAS, Bought, 2010-01-05, 14:42:00, 6, 27.0300 FAS, StopLoss, 2010-01-22, 06:11:00, 6, 27.0300, 25.4000 FAS, Bought, 2010-02-16, 14:31:00, 4, 23.1800 FAS, Profit, 2010-02-22, 13:24:00, 4, 23.1800, 25.0300 [Since no one wants a 1,000 line email, full files are at: http://michaels-musings.com/amibroker-optimizer-and-backtester-losing-trades.html ] firstSystemPostCopy.afl - Script I'm running trades.html - Backtester trade list settings.html - Backtester settings stats.html - Backtester stats firstSystemLog.txt - Log File created by firstSystemPostCopy.afl AmiBrokerLostTrades.xls - Trade list from log file w/ computed Profit
Re: [amibroker] Amibroker portfolio help
Add all your stocks to a Watchlist. Create a AFL to explore for all your requirements (High, Low, etc) and explore them for that particular Watchlist. That should provide what you need. Cheers Prashanth - Original Message - From: Rajashekhara Saidam To: amibroker@yahoogroups.com Sent: Thursday, July 08, 2010 11:27 AM Subject: [amibroker] Amibroker portfolio help dear friends how to create our own portfolio with different columns like- high, low, avg, 52-week-avg-high etc... -- Thanks Regards Rajashekhara Saidam --
[amibroker] Re: AmiBroker 5.30.1 64-bit edition (experimental)
Hi Mike, Same machine, same optimization. I am using Windows 7x64bit. CPU is Intel i7 920. 6GB DDRAM3. And I compared the same optimization of a formula on Amibroker 32bit and Amibroker 64bit. Regarding exhaustive optimizer. There is not exhaustive optimizer for 64bit. That's why I did neither use it for the 32bit and the 64bit. That's why I asked Tomasz if a exhaustive optimizer 64bit plugin is planed. Regards, dubi --- In amibroker@yahoogroups.com, Mike sfclimb...@... wrote: Did you perform your test using an exhaustive optimization on identical machines (or better yet, the same machine), differing only by 32 bit windows vs. 64 bit windows? If not, your test is comparing apples to oranges. 1. If using different machines, the hardware will play a very large role in the performance. My high end 64bit server takes 20 seconds to compute what my low end 32bit laptop does in 8 minutes. I can assure you it has very little to do with the operating system! 2. If using a non exhaustive optimizer, the built-in randomness of the optimizer can result in a different number of actual backtest operations. An optimization will take some period of time to converge. Immediately running the same optimization again on the same machine may converge sooner or take longer. The timing is not fixed, as it would be for an exhaustive optimization that will always perform exactly the same number of backtests. Mike --- In amibroker@yahoogroups.com, dubi1974 gonzales74@ wrote: Hi, I tested it and compared an normal optimization process between 32bit and 64 bit. On the same formula Amibroker 32-bit took more than 8 hours for the optimization process, and Amibroker 64-bit just 4h:50min. So my experience shows me, that it's much faster. My question is, could you Tomasz provide us the optimizer.dll in 64-bit? Like cmae or tribes? For testing purpose. Many thanks. Regards, dubi --- In amibroker@yahoogroups.com, Tomasz Janeczko groups@ wrote: Hello, AmiBroker 5.30.1 64-bit edition (experimental) is now available for download from: http://www.amibroker.com/x64/ This is experimental version *only* for people running 64-bit Windows and wanting to utilise *more* than 4GB of memory. 64-bit version does NOT offer anything more, just ability to access more memory. It can (and should) be installed into *separate* folder, so it does not overwrite 32-bit edition (if installed). This version includes only 2 plugins: CMAE and IB (interactive brokers) plugin. 64-bit version of IQFeed plugin is in the works and it will arrive later. Note that regular users, even running 64-bit Windows should rather run regular, 32-bit version of AmiBroker as it offers more compatibility and was tested on way more installations. Please note that 64-bit version has BETA/experimental status and in case of problems you should use 32-bit version instead. Best regards, Tomasz Janeczko amibroker.com
[amibroker] Re: AmiBroker 5.30.1 64-bit edition (experimental)
Bruce, Thanks for the info. I haven't got around to dissecting that optimizer yet. And, yes, I completely agree that a fixed seed option would be very useful. Mike --- In amibroker@yahoogroups.com, Bruce bru...@... wrote: Mike - Minor correction and maybe more than you are interested in, but SPSO appears to initialize its random number generator with a fixed seed on each optimization, so the search sequence is the same - so, SPSO runs are reproducible. This is actually useful in certain cases. I found that I wished that all of the opt DLL's would have had fixed init OR random timer init as an option, so I added it. -- Bruce --- In amibroker@yahoogroups.com, Mike sfclimbers@ wrote: Did you perform your test using an exhaustive optimization on identical machines (or better yet, the same machine), differing only by 32 bit windows vs. 64 bit windows? If not, your test is comparing apples to oranges. 1. If using different machines, the hardware will play a very large role in the performance. My high end 64bit server takes 20 seconds to compute what my low end 32bit laptop does in 8 minutes. I can assure you it has very little to do with the operating system! 2. If using a non exhaustive optimizer, the built-in randomness of the optimizer can result in a different number of actual backtest operations. An optimization will take some period of time to converge. Immediately running the same optimization again on the same machine may converge sooner or take longer. The timing is not fixed, as it would be for an exhaustive optimization that will always perform exactly the same number of backtests. Mike --- In amibroker@yahoogroups.com, dubi1974 gonzales74@ wrote: Hi, I tested it and compared an normal optimization process between 32bit and 64 bit. On the same formula Amibroker 32-bit took more than 8 hours for the optimization process, and Amibroker 64-bit just 4h:50min. So my experience shows me, that it's much faster. My question is, could you Tomasz provide us the optimizer.dll in 64-bit? Like cmae or tribes? For testing purpose. Many thanks. Regards, dubi --- In amibroker@yahoogroups.com, Tomasz Janeczko groups@ wrote: Hello, AmiBroker 5.30.1 64-bit edition (experimental) is now available for download from: http://www.amibroker.com/x64/ This is experimental version *only* for people running 64-bit Windows and wanting to utilise *more* than 4GB of memory. 64-bit version does NOT offer anything more, just ability to access more memory. It can (and should) be installed into *separate* folder, so it does not overwrite 32-bit edition (if installed). This version includes only 2 plugins: CMAE and IB (interactive brokers) plugin. 64-bit version of IQFeed plugin is in the works and it will arrive later. Note that regular users, even running 64-bit Windows should rather run regular, 32-bit version of AmiBroker as it offers more compatibility and was tested on way more installations. Please note that 64-bit version has BETA/experimental status and in case of problems you should use 32-bit version instead. Best regards, Tomasz Janeczko amibroker.com
[amibroker] Re: AmiBroker 5.30.1 64-bit edition (experimental)
Dubi, According to Tomasz, CMAE is available in 64 bit. http://finance.groups.yahoo.com/group/amibroker/message/150820 Mike --- In amibroker@yahoogroups.com, dubi1974 gonzale...@... wrote: Hi Mike, Same machine, same optimization. I am using Windows 7x64bit. CPU is Intel i7 920. 6GB DDRAM3. And I compared the same optimization of a formula on Amibroker 32bit and Amibroker 64bit. Regarding exhaustive optimizer. There is not exhaustive optimizer for 64bit. That's why I did neither use it for the 32bit and the 64bit. That's why I asked Tomasz if a exhaustive optimizer 64bit plugin is planed. Regards, dubi --- In amibroker@yahoogroups.com, Mike sfclimbers@ wrote: Did you perform your test using an exhaustive optimization on identical machines (or better yet, the same machine), differing only by 32 bit windows vs. 64 bit windows? If not, your test is comparing apples to oranges. 1. If using different machines, the hardware will play a very large role in the performance. My high end 64bit server takes 20 seconds to compute what my low end 32bit laptop does in 8 minutes. I can assure you it has very little to do with the operating system! 2. If using a non exhaustive optimizer, the built-in randomness of the optimizer can result in a different number of actual backtest operations. An optimization will take some period of time to converge. Immediately running the same optimization again on the same machine may converge sooner or take longer. The timing is not fixed, as it would be for an exhaustive optimization that will always perform exactly the same number of backtests. Mike --- In amibroker@yahoogroups.com, dubi1974 gonzales74@ wrote: Hi, I tested it and compared an normal optimization process between 32bit and 64 bit. On the same formula Amibroker 32-bit took more than 8 hours for the optimization process, and Amibroker 64-bit just 4h:50min. So my experience shows me, that it's much faster. My question is, could you Tomasz provide us the optimizer.dll in 64-bit? Like cmae or tribes? For testing purpose. Many thanks. Regards, dubi --- In amibroker@yahoogroups.com, Tomasz Janeczko groups@ wrote: Hello, AmiBroker 5.30.1 64-bit edition (experimental) is now available for download from: http://www.amibroker.com/x64/ This is experimental version *only* for people running 64-bit Windows and wanting to utilise *more* than 4GB of memory. 64-bit version does NOT offer anything more, just ability to access more memory. It can (and should) be installed into *separate* folder, so it does not overwrite 32-bit edition (if installed). This version includes only 2 plugins: CMAE and IB (interactive brokers) plugin. 64-bit version of IQFeed plugin is in the works and it will arrive later. Note that regular users, even running 64-bit Windows should rather run regular, 32-bit version of AmiBroker as it offers more compatibility and was tested on way more installations. Please note that 64-bit version has BETA/experimental status and in case of problems you should use 32-bit version instead. Best regards, Tomasz Janeczko amibroker.com
[amibroker] Re: Optimizer and Backtester not logging trades the way I want...
--- In amibroker@yahoogroups.com, Keith McCombs kmcco...@... wrote:
Michael --
I compared your trades with your log file. And observed that all
of your 'missing' trades attempted to buy on the *same* day as you
closed a previous trade. That is only a hint. See attachment.
Thank you, basing this on observation (not fact), that explains where they
went. AB is 'skipping' opens if there's a close on that bar and my logging is
capturing them as real trades. I can work with that.
Other comments:
I just briefly scanned your code. And I notice that you use for
loops a lot, and also there were no Ref() or ExRem() functions.
I am guessing that you could do without so many for loops and
with somewhat simpler code.
You use what you know :) I know for loops, and I'm specifically trying to
capture all trade opens (as limit orders at a broker would do the same). When
I get the for loops to validate, then I can dig into doing it with AB specific
language.
I do have to admit, I've become very frustrated at having to work around not
being able to natively do multiple Sells on the same bar.
I would ask if anyone know how much Tomasz charges for an hour, but if I don't
learn why it was coded the way it was coded, then I won't have the proper
foundation to be able to move forward with more advanced concepts...
Also, I noticed that iif() was not capitalized as IIf(), indicating
that at least this part of your code had not been checked
in AB's Editor.
I don't use AB's Editor, I'm more comfy with *nix, but my editor of choice for
AB is Notepad++ as you can set it to treat a .afl as a C source file. (I'm
also horrible at blowing { } levels, which Notepad++ highlights well.)
It would be much easier to compare the log with the trades.html
if the log file looked more like the trades file.
For example, open and close of trade on the same line.
I've tried, but so far I haven't figured out how to do something like:
op = StrFormat(,%02.0f-%02.0f-%02.0f,%02.0f:%02.0f:%02.0f, y[ i ], m[ i ], d[
i ], r[ i ], e[ i ], n[ i ] );
op = op + StrFormat(,%g,%.4f\n, j, buyPrices[j] );
openPos[j] = op;
So I can let the Sell log both the Buy and Sell.
AB keeps bitching that openPos() must have a number :(
Is there anything to assign strings to arrays in AB? Besides this reference
from 2006? (Which would seem to be a huge performance hit?)
StaticVarSetText(MyVar + Name() + i , text at bar i);
textatbari = StaticVarGetText(MyVar + Name() + i);
That being said, based on your forum postings, you have been
using AB for only about a month. You're miles ahead of where
I would expect one to be, after such a short time.
-- Keith
Thank you Keith, AB does have a steep learning curve :)
Best Regards,
Michael
Re: [amibroker] Re: AmiBroker 5.30.1 64-bit edition (experimental)
Hello,
Exhaustive (i.e. full grid) optimization is the one that is default and
built-in in AmiBroker, does not require any plugin.
Only NON-exhaustive methods require any plugins.
Regarding non-exhaustive optimization, 64-bit version already has it - CMAE.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-08 20:04, dubi1974 wrote:
Hi Mike,
Same machine, same optimization.
I am using Windows 7x64bit. CPU is Intel i7 920. 6GB DDRAM3.
And I compared the same optimization of a formula on Amibroker 32bit and
Amibroker 64bit.
Regarding exhaustive optimizer. There is not exhaustive optimizer for 64bit.
That's why I did neither use it for the 32bit and the 64bit. That's why I
asked Tomasz if a exhaustive optimizer 64bit plugin is planed.
Regards, dubi
--- In amibroker@yahoogroups.com, Mikesfclimb...@... wrote:
Did you perform your test using an exhaustive optimization on identical
machines (or better yet, the same machine), differing only by 32 bit windows
vs. 64 bit windows? If not, your test is comparing apples to oranges.
1. If using different machines, the hardware will play a very large role in
the performance. My high end 64bit server takes 20 seconds to compute what
my low end 32bit laptop does in 8 minutes. I can assure you it has very
little to do with the operating system!
2. If using a non exhaustive optimizer, the built-in randomness of the
optimizer can result in a different number of actual backtest operations. An
optimization will take some period of time to converge. Immediately running
the same optimization again on the same machine may converge sooner or take
longer. The timing is not fixed, as it would be for an exhaustive
optimization that will always perform exactly the same number of backtests.
Mike
--- In amibroker@yahoogroups.com, dubi1974gonzales74@ wrote:
Hi,
I tested it and compared an normal optimization process between 32bit and
64 bit. On the same formula Amibroker 32-bit took more than 8 hours for the
optimization process, and Amibroker 64-bit just 4h:50min.
So my experience shows me, that it's much faster. My question is, could you
Tomasz provide us the optimizer.dll in 64-bit? Like cmae or tribes? For
testing purpose.
Many thanks.
Regards, dubi
--- In amibroker@yahoogroups.com, Tomasz Janeczkogroups@ wrote:
Hello,
AmiBroker 5.30.1 64-bit edition (experimental) is now available for
download from:
http://www.amibroker.com/x64/
This is experimental version *only* for people running 64-bit Windows
and wanting to utilise *more* than 4GB of memory. 64-bit version does
NOT offer anything more, just ability to access more memory. It can
(and should) be installed into *separate* folder, so it does not
overwrite 32-bit edition (if installed). This version includes only 2
plugins: CMAE and IB (interactive brokers) plugin. 64-bit version of
IQFeed plugin is in the works
and it will arrive later.
Note that regular users, even running 64-bit Windows should rather run
regular, 32-bit version of AmiBroker as it offers more compatibility and
was tested on way more installations.
Please note that 64-bit version has BETA/experimental status and in case
of problems you should use 32-bit version instead.
Best regards,
Tomasz Janeczko
amibroker.com
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: AmiBroker 5.30.1 64-bit edition (experimental)
Sorry... you are right, in the hurry, I confused up.
I did use the exhaustive for the 32bit and the 64bit and not the
NON-exhaustive. So the results are comparable.
Regards, dubi
--- In amibroker@yahoogroups.com, Tomasz Janeczko gro...@... wrote:
Hello,
Exhaustive (i.e. full grid) optimization is the one that is default and
built-in in AmiBroker, does not require any plugin.
Only NON-exhaustive methods require any plugins.
Regarding non-exhaustive optimization, 64-bit version already has it - CMAE.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-08 20:04, dubi1974 wrote:
Hi Mike,
Same machine, same optimization.
I am using Windows 7x64bit. CPU is Intel i7 920. 6GB DDRAM3.
And I compared the same optimization of a formula on Amibroker 32bit and
Amibroker 64bit.
Regarding exhaustive optimizer. There is not exhaustive optimizer for
64bit. That's why I did neither use it for the 32bit and the 64bit. That's
why I asked Tomasz if a exhaustive optimizer 64bit plugin is planed.
Regards, dubi
--- In amibroker@yahoogroups.com, Mikesfclimbers@ wrote:
Did you perform your test using an exhaustive optimization on identical
machines (or better yet, the same machine), differing only by 32 bit
windows vs. 64 bit windows? If not, your test is comparing apples to
oranges.
1. If using different machines, the hardware will play a very large role
in the performance. My high end 64bit server takes 20 seconds to compute
what my low end 32bit laptop does in 8 minutes. I can assure you it has
very little to do with the operating system!
2. If using a non exhaustive optimizer, the built-in randomness of the
optimizer can result in a different number of actual backtest operations.
An optimization will take some period of time to converge. Immediately
running the same optimization again on the same machine may converge
sooner or take longer. The timing is not fixed, as it would be for an
exhaustive optimization that will always perform exactly the same number
of backtests.
Mike
--- In amibroker@yahoogroups.com, dubi1974gonzales74@ wrote:
Hi,
I tested it and compared an normal optimization process between 32bit and
64 bit. On the same formula Amibroker 32-bit took more than 8 hours for
the optimization process, and Amibroker 64-bit just 4h:50min.
So my experience shows me, that it's much faster. My question is, could
you Tomasz provide us the optimizer.dll in 64-bit? Like cmae or tribes?
For testing purpose.
Many thanks.
Regards, dubi
--- In amibroker@yahoogroups.com, Tomasz Janeczkogroups@ wrote:
Hello,
AmiBroker 5.30.1 64-bit edition (experimental) is now available for
download from:
http://www.amibroker.com/x64/
This is experimental version *only* for people running 64-bit Windows
and wanting to utilise *more* than 4GB of memory. 64-bit version does
NOT offer anything more, just ability to access more memory. It can
(and should) be installed into *separate* folder, so it does not
overwrite 32-bit edition (if installed). This version includes only 2
plugins: CMAE and IB (interactive brokers) plugin. 64-bit version of
IQFeed plugin is in the works
and it will arrive later.
Note that regular users, even running 64-bit Windows should rather run
regular, 32-bit version of AmiBroker as it offers more compatibility and
was tested on way more installations.
Please note that 64-bit version has BETA/experimental status and in case
of problems you should use 32-bit version instead.
Best regards,
Tomasz Janeczko
amibroker.com
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: Entries and Exits
Roger, There are a number of afls based on technical analysis that TJ wrote based on articles in Stocks and Commodities. We can access them by going to the member's section of AmiBroker. --- In amibroker@yahoogroups.com, Robert robertnd...@... wrote: Hi members, I am new to amibroker and i would like your help regarding entries and exits based on technicals. Thank you. Robert Ndege.
[amibroker] Re: Multiple buys and sells on the same bar?
--- In amibroker@yahoogroups.com, ang_60 ima_c...@... wrote: Hi All, Somewhat of a theoretical question, but is it possible to set multiple buys and sells on a single bar within AFL code? Hi Michael, Point 1: I know it is possible to get multiple buys and sells on the same bar with the use of the CBT because I had the job done by a professional programmer. Of course, I would have liked to program it by myself, but the code was beyond my programming skills. Hi Angelo, Here is some code that will allow as many buys and sells on a single bar as you desire. But, be warned you will lose the actual date/time of the trades within AB. You can use the Log file output to verify trades are accurate. On the page: http://michaels-musings.com/amibroker-files.html In the Attachment list, the files are: firstSystem2.afl inc1minuteOptions.afl Best Regards, Michael
[amibroker] ApplyStop Internals
Hello, How does the ApplyStop function work internally - is there some array where the stop price values for each bar are stored (... and can I access them via the CBT)? Thanks in advance!
[amibroker] Re: AmiBroker running stinking slow on super fast new system ???
Plan to buy a new computer, which one is faster for AB exploration, 1.Inspiron 14 Notebook (Inspiron 1440) Intel Core 2 Duo P8700 2.53GHz, 1066Mhz, 3M L2 Cache 8GB, DDR2, 800MHZ, 2 DIMM 500G HARD DRIVE, 5400RPM Hard Drive Intel Graphics Media Accelerator 4500MHD 2. Dell Studio 14 (1458) Intel Core i7-720QM Quad Core Mobile CPU 4GB Shared Dual Channel DDR3 at 1066MHz 500GB 7200 RPM SATA Hard Disk Drive ATI Mobility Radeon HD 5450 1GB Thanks, --- In amibroker@yahoogroups.com, Keith McCombs kmcco...@... wrote: 50 times faster, is that what they told you? On 6/29/2010 09:49, gmorlosky wrote: I'm using alien technology (top secret Area 51 stuff) :-) --- In amibroker@yahoogroups.com mailto:amibroker%40yahoogroups.com, Keith McCombs kmccombs@ wrote: Where on earth did you get the 50 times faster from? On 6/27/2010 08:26, gmorlosky wrote: I am very disappointed in the speed I am getting running an Explore in AmiBroker 5.20. Here is my example: Both units are running the same 32 bit version of Amibroker 5.20, running the same Explore I created, with no other software other than basic antivirus running. *** Old system (about 7 years): Pentium D (single core) 2.4 mhz, 1 gig memory 233 mhz, 5400 rpm drive, Windows XP Pro Results of Explore (5500 sysmbols): CPU usage 100%, 8 minutes 5 seconds *** New system (about 2 months): i7-930 (quad core) 2.6 mhz, 6 gig memory 1600 mhz, 7200 high rpm drive, Windows 7 64 bit Results of Explore (5500 sysmbols): CPU usage 12%, 2 minutes 3 seconds *** Why so stinking slow ??? when the new system is roughly 50 times faster in overall processing ???
Re: AB and TOS -- RE: [amibroker] Re: Here's how to integrate AmiBroker with thinkorswim via DDE for real-time streaming quotes of options, etc.
You're welcome, Ken. Glad to hear the instructions worked for you. I don't believe there's currently a way to backfill from thinkorswim. I'm pushing thinkorswim for backfilling and trading integration with AmiBroker. As you are probably aware, TOS does have historical data back to 12/27/02, as witnessed in thinkback. I'd be happy to have more TOS customers pushing the same requirements! I'm more of an end of day trader, so don't use tick data. Sounds like your 400 tick AmiBroker chart question would be a good one to post separately to the AmiBroker list since it doesn't appear to be related to just thinkorswim users. Warm regards, David On Thu, Jul 8, 2010 at 10:19 AM, Ken Close ken45...@gmail.com wrote: David: Thanks for the doc file with instructions. I just got my TOS data stream flowing into Amibroker. Did you find any way to backfill? Or did you just have to collect data each day until you had enough to make indicators useful, etc? Any other tricks? For example, I use 400 tick charts on TOS and want to use them in AB. How do I set up a 400 tick chart. I see the standard 10, 20, 50, 100 tick menu items. Ken -- *From:* amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] *On Behalf Of *David *Sent:* Thursday, July 08, 2010 6:19 AM *To:* chetan *Cc:* amibroker@yahoogroups.com *Subject:* Re: [amibroker] Re: Here's how to integrate AmiBroker with thinkorswim via DDE for real-time streaming quotes of options, etc. Yes, live futures data such as /ES is accessible via thinkorswim thinkDesktop's DDE interface. Warm regards, David On Wed, Jul 7, 2010 at 5:31 PM, chetan chetan.abm...@gmail.com wrote: Is it possible to download streaming live futures data (say for ES) using this link to TOS; i would love that as that would save me a bit more than 100$ every month that i have to pay to a data vendor. thanks in advance! -gariki On Fri, 28 May 2010 01:55:44 -0700, David amibroker.ygro...@personalfreedom.com wrote: Sure thing, Lance. I just posted my message, including the screen shot, at http://finance.groups.yahoo.com/group/amibroker/files/thinkDesktop%20integration/ . Warm regards, David On Thu, May 27, 2010 at 9:46 AM, smoothtrader6171 growl...@yahoo.com wrote: Hi David, I am very interested in this. Would you mind posting the image to the files areas of the group? I was not able to view the attached configuration image from your message. I appreciate it! Thank you, Lance --- In amibroker@yahoogroups.com amibroker%40yahoogroups.com, David amibroker.ygro...@... wrote: As one step along the path to determine whether I can back test option strategies with AmiBroker even though AmiBroker isn't designed for options traders, I've integrated AmiBroker with thinkorswim via DDE for real-time streaming quotes of every instrument you can trade via thinkDesktop, e.g. options, futures, stocks, ETFs, forex. To do the same, just follow the instructions on http://www.amibroker.com/dde.html and copy this screen after you click the CONFIGURE button. These entries are case sensitive. [image: Capture.PNG] Since AmiBroker doesn't use the last two fields anyway, I'm using them for additional data I want. I used the first field for the Strike of an option so AmiBroker can find the option I'm looking for more quickly than having to parse the Ticker field for that info (I'm perhaps incorrectly assuming that AmiBroker indexes that first field). I used the second field for the VIX-style Implied Volatility index of the underlying stock, index, future, etc. You can chose any of the thinkorswim DDE fields below instead of the two I chose. 52HIGH 52LOW ASK ASKX ASK_SIZE AX BACK_VOL BA_SIZE BETA BID BIDX BID_SIZE BX CALL_VOLUME_INDEX CLOSE COVERED_RETURN CUSTOM1 CUSTOM2 CUSTOM3 CUSTOM4 CUSTOM5 CUSTOM6 CUSTOM7 CUSTOM8 CUSTOM9 DELTA DESCRIPTION DIV DIV_DATE DIV_FREQ DT EPS EXCHANGE EXPIRATION EXTRINSIC FRONT_VOL GAMMA HIGH HTB_ETB IMPL_VOL INTRINSIC LAST LASTX LAST_SIZE LOW LX MARK MARKET_CAP MAX_COVERED_RETURN NET_CHANGE OPEN OPEN_INT OPTION_VOLUME_INDEX PE PERCENT_CHANGE PROB_OF_EXPIRING PROB_OF_TOUCHING PUT_CALL_RATIO PUT_VOLUME_INDEX RHO ROC ROR SHARES STRIKE SYMBOL THETA VEGA VOLUME VOL_DIFF VOL_INDEX YIELD Warm regards, David -- Using Opera's revolutionary e-mail client: http://www.opera.com/mail/
Re: AB and TOS -- RE: [amibroker] Re: Here's how to integrate AmiBroker with thinkorswim via DDE for real-time streaming quotes of options, etc.
Ken -- You can have what ever ticks you want. Use the Preferences Icon (looks like a gear). PreferencesIntradayCustom N-tick/N-volume/range chart settings -- Keith On 7/8/2010 13:19, Ken Close wrote: David: Thanks for the doc file with instructions. I just got my TOS data stream flowing into Amibroker. Did you find any way to backfill? Or did you just have to collect data each day until you had enough to make indicators useful, etc? Any other tricks? For example, I use 400 tick charts on TOS and want to use them in AB. How do I set up a 400 tick chart. I see the standard 10, 20, 50, 100 tick menu items. Ken *From:* amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] *On Behalf Of *David *Sent:* Thursday, July 08, 2010 6:19 AM *To:* chetan *Cc:* amibroker@yahoogroups.com *Subject:* Re: [amibroker] Re: Here's how to integrate AmiBroker with thinkorswim via DDE for real-time streaming quotes of options, etc. Yes, live futures data such as /ES is accessible via thinkorswim thinkDesktop's DDE interface. Warm regards, David On Wed, Jul 7, 2010 at 5:31 PM, chetan chetan.abm...@gmail.com mailto:chetan.abm...@gmail.com wrote: Is it possible to download streaming live futures data (say for ES) using this link to TOS; i would love that as that would save me a bit more than 100$ every month that i have to pay to a data vendor. thanks in advance! -gariki On Fri, 28 May 2010 01:55:44 -0700, David amibroker.ygro...@personalfreedom.com mailto:amibroker.ygro...@personalfreedom.com wrote: Sure thing, Lance. I just posted my message, including the screen shot, at http://finance.groups.yahoo.com/group/amibroker/files/thinkDesktop%20integration/ http://finance.groups.yahoo.com/group/amibroker/files/thinkDesktop%20integration/. Warm regards, David On Thu, May 27, 2010 at 9:46 AM, smoothtrader6171 growl...@yahoo.com mailto:growl...@yahoo.comwrote: Hi David, I am very interested in this. Would you mind posting the image to the files areas of the group? I was not able to view the attached configuration image from your message. I appreciate it! Thank you, Lance --- In amibroker@yahoogroups.com mailto:amibroker@yahoogroups.com amibroker%40yahoogroups.com http://40yahoogroups.com, David amibroker.ygro...@... wrote: As one step along the path to determine whether I can back test option strategies with AmiBroker even though AmiBroker isn't designed for options traders, I've integrated AmiBroker with thinkorswim via DDE for real-time streaming quotes of every instrument you can trade via thinkDesktop, e.g. options, futures, stocks, ETFs, forex. To do the same, just follow the instructions on http://www.amibroker.com/dde.html http://www.amibroker.com/dde.html and copy this screen after you click the CONFIGURE button. These entries are case sensitive. [image: Capture.PNG] Since AmiBroker doesn't use the last two fields anyway, I'm using them for additional data I want. I used the first field for the Strike of an option so AmiBroker can find the option I'm looking for more quickly than having to parse the Ticker field for that info (I'm perhaps incorrectly assuming that AmiBroker indexes that first field). I used the second field for the VIX-style Implied Volatility index of the underlying stock, index, future, etc. You can chose any of the thinkorswim DDE fields below instead of the two I chose. 52HIGH 52LOW ASK ASKX ASK_SIZE AX BACK_VOL BA_SIZE BETA BID BIDX BID_SIZE BX CALL_VOLUME_INDEX CLOSE COVERED_RETURN CUSTOM1 CUSTOM2 CUSTOM3 CUSTOM4 CUSTOM5 CUSTOM6 CUSTOM7 CUSTOM8 CUSTOM9 DELTA DESCRIPTION DIV DIV_DATE DIV_FREQ DT EPS EXCHANGE EXPIRATION EXTRINSIC FRONT_VOL
[amibroker] TWS IB Invalid Symbol
I was having this problem using the 907.0f beta and now the same thing is happening with the latest browser based release 906.9 released today. Stock symbols are fine but any futures symbol returns an invalid symbol error in AB 5.30 I have downloaded the previous standalone version and all of my symbols backfill fine. Beware and don't upgrade TWS just yet. Randy
Re: [amibroker] Re: AmiBroker running stinking slow on super fast new system ???
At the risk of being potentially wrong, since no one has said, I believe it must be the second one. HDD is faster RAM is faster Processor is faster. Only drawback is less overall RAM - Original Message - From: Weidong To: amibroker@yahoogroups.com Sent: Thursday, July 08, 2010 3:25 PM Subject: [amibroker] Re: AmiBroker running stinking slow on super fast new system ??? Plan to buy a new computer, which one is faster for AB exploration, 1.Inspiron 14 Notebook (Inspiron 1440) Intel Core 2 Duo P8700 2.53GHz, 1066Mhz, 3M L2 Cache 8GB, DDR2, 800MHZ, 2 DIMM 500G HARD DRIVE, 5400RPM Hard Drive Intel Graphics Media Accelerator 4500MHD 2. Dell Studio 14 (1458) Intel Core i7-720QM Quad Core Mobile CPU 4GB Shared Dual Channel DDR3 at 1066MHz 500GB 7200 RPM SATA Hard Disk Drive ATI Mobility Radeon HD 5450 1GB Thanks, --- In amibroker@yahoogroups.com, Keith McCombs kmcco...@... wrote: 50 times faster, is that what they told you? On 6/29/2010 09:49, gmorlosky wrote: I'm using alien technology (top secret Area 51 stuff) :-) --- In amibroker@yahoogroups.com mailto:amibroker%40yahoogroups.com, Keith McCombs kmccombs@ wrote: Where on earth did you get the 50 times faster from? On 6/27/2010 08:26, gmorlosky wrote: I am very disappointed in the speed I am getting running an Explore in AmiBroker 5.20. Here is my example: Both units are running the same 32 bit version of Amibroker 5.20, running the same Explore I created, with no other software other than basic antivirus running. *** Old system (about 7 years): Pentium D (single core) 2.4 mhz, 1 gig memory 233 mhz, 5400 rpm drive, Windows XP Pro Results of Explore (5500 sysmbols): CPU usage 100%, 8 minutes 5 seconds *** New system (about 2 months): i7-930 (quad core) 2.6 mhz, 6 gig memory 1600 mhz, 7200 high rpm drive, Windows 7 64 bit Results of Explore (5500 sysmbols): CPU usage 12%, 2 minutes 3 seconds *** Why so stinking slow ??? when the new system is roughly 50 times faster in overall processing ???
[amibroker] Broker.layers file corrupted
i am getting the mesaage , broker.layer file corrupted , amibroker will not be loaded Please help urgentlyDeepak Patade
Re: [amibroker] Re: AmiBroker running stinking slow on super fast new system ???
Which is the toughest (or at least better) laptop brand, when it comes to: Body stability Battery life Heating issues etc. Thanks. On 7/9/2010 3:25 AM, Weidong wrote: Plan to buy a new computer, which one is faster for AB exploration, 1.Inspiron 14 Notebook (Inspiron 1440) Intel Core 2 Duo P8700 2.53GHz, 1066Mhz, 3M L2 Cache 8GB, DDR2, 800MHZ, 2 DIMM 500G HARD DRIVE, 5400RPM Hard Drive Intel Graphics Media Accelerator 4500MHD 2. Dell Studio 14 (1458) Intel Core i7-720QM Quad Core Mobile CPU 4GB Shared Dual Channel DDR3 at 1066MHz 500GB 7200 RPM SATA Hard Disk Drive ATI Mobility Radeon HD 5450 1GB Thanks, --- In amibroker@yahoogroups.com mailto:amibroker%40yahoogroups.com, Keith McCombs kmcco...@... wrote: 50 times faster, is that what they told you? On 6/29/2010 09:49, gmorlosky wrote: I'm using alien technology (top secret Area 51 stuff) :-) --- In amibroker@yahoogroups.com mailto:amibroker%40yahoogroups.com mailto:amibroker%40yahoogroups.com, Keith McCombs kmccombs@ wrote: Where on earth did you get the 50 times faster from? On 6/27/2010 08:26, gmorlosky wrote: I am very disappointed in the speed I am getting running an Explore in AmiBroker 5.20. Here is my example: Both units are running the same 32 bit version of Amibroker 5.20, running the same Explore I created, with no other software other than basic antivirus running. *** Old system (about 7 years): Pentium D (single core) 2.4 mhz, 1 gig memory 233 mhz, 5400 rpm drive, Windows XP Pro Results of Explore (5500 sysmbols): CPU usage 100%, 8 minutes 5 seconds *** New system (about 2 months): i7-930 (quad core) 2.6 mhz, 6 gig memory 1600 mhz, 7200 high rpm drive, Windows 7 64 bit Results of Explore (5500 sysmbols): CPU usage 12%, 2 minutes 3 seconds *** Why so stinking slow ??? when the new system is roughly 50 times faster in overall processing ???
