Re: [amibroker] lastvalue and N last quotations
what about:
if (buy == 1);
murthysuresh wrote:
i add to watchlist in my scans using lastvalue(Buy)
however if i set my N last quotations 1 then it will not work properly as
the Buy signal could have been in a earlier bar. how can i detect the value
of the N last quotations and check for Buy signals within the N last
quotations and combine it with a if statement.
for eg this is my code which i need to convert to use the N last quotations.
if((LastValue(Buy)==1 )) {
CategoryAddSymbol(,categoryWatchlist, wlnumber)
}
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Re: [amibroker] Yahoo ticker downloader
How often do you need to update? Things don't change that fast do they? Anthony Faragasso wrote: Has anyone done anything with the downloader that Jim provided. I feel the ticker updater would be a great addition to keep the database up to date with new tickers added... The us-stock template provided by Tomasz...( Thank you ) does not provide a way to update the tickers in the database...periodically...
[amibroker] No quotesplus plugin
I was thinking of getting some futures data from QuotesPlus, but that plugin doesn't show when I try to create a new EOD database. I'm a registered user with 5.20. I see the QP2.dll in the plugins folder. Thanks
Re: [amibroker] AmiBroker under attack :-)
Tomasz,
I can see your concern but you have little to fear.. AB rocks and people are
not stupid.
- Original Message -
From: Tomasz Janeczko gro...@amibroker.com
To: amibroker@yahoogroups.com
Sent: Wednesday, February 25, 2009 6:01 PM
Subject: [amibroker] AmiBroker under attack :-)
Hello,
One of AmiBroker users brought this to my attention:
http://forum.tssupport.com/viewtopic.php?t=6058
Rarely I see so much nonsense posted about AmiBroker.
Below is the AFL that does what MC people were thinking is impossible in
AB:
SetPositionSize( 1, spsValue ); // dollar value of each position
Buy = True; // just open long trade at very first bar of test
Sell = Short = Cover = False; // the rest done in custom backtester code.
SetOption(MaxOpenPositions, 2 );
SetOption(UseCustomBacktestProc, True );
if( Status(action) == actionPortfolio )
{
bo = GetBacktesterObject();
bo.PreProcess(); // Initialize backtester
for(bar=0; bar BarCount; bar++)
{
bo.ProcessTradeSignals( bar );
totalprofit = 0;
for( pos = bo.GetFirstOpenPos(); pos; pos = bo.GetNextOpenPos() )
{
totalprofit += pos.GetProfit();
}
if( totalprofit 2000 )
{
for( pos = bo.GetFirstOpenPos(); pos; )
{
price = pos.GetPrice( bar + 1, O );
symb = pos.Symbol;
pos = bo.GetNextOpenPos();
bo.ExitTrade( bar + 1, symb, price ); // exit long
bo.EnterTrade( bar + 1, symb, False, price, 1 ); // enter
short
}
}
}
bo.PostProcess(); // Finalize backtester
}
Best regards,
Tomasz Janeczko
amibroker.com
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This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
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IMPORTANT PLEASE READ
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This is *NOT* technical support channel.
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Re: [amibroker] A shorter syntax to reference past elements of array
Most simple seems:
EarlyClose = Close(5)
I'd use positive integers to refer to the past, as that is the normal way to
reference data.
- Original Message -
From: Tomasz Janeczko gro...@amibroker.com
To: amibroker@yahoogroups.com
Sent: Thursday, February 19, 2009 11:08 AM
Subject: [amibroker] A shorter syntax to reference past elements of array
Hello,
As a convenience feature I was contemplating for some time to allow
shorter syntax to very common operation of referring to past elements of
the array.
As you now current syntax to refer to past is:
Ref( array, -bars )
So close five bars back is Ref( C, -5 )
I don't have any technical problem with adding new operator that will make
it shorter,
but I am wondering about the most preferrable form,
that is easy to use and does not create confusion.
So I would like to ask you which
short form would you prefer.
- c...@5
- C#5
- C(5)
- I don't like the idea at all
Please use this poll to vote:
http://finance.groups.yahoo.com/group/amibroker/surveys?id=2828485
Thank you.
Best regards,
Tomasz Janeczko
amibroker.com
IMPORTANT PLEASE READ
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This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
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TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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Yahoo! Groups Links
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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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Re: [amibroker] A shorter syntax to reference past elements of array
Re: [amibroker] A shorter syntax to reference past elements of array
Either C(-5) or C(5) seems fine to me. Whichever you choose, programmers will
quickly learn how to use it.
- Original Message -
From: Tomasz Janeczko
To: amibroker@yahoogroups.com
Sent: Thursday, February 19, 2009 11:39 AM
Subject: Re: [amibroker] A shorter syntax to reference past elements of array
Herman,
You are right that it maight be confusing, therefore I was thinking about
using this short form only to reference past
(as it is most common scenario, considering the fact that we all the time
attempt *not* to look into the future).
The whole story is just to make common expressions like C - Ref( C, -1 )
shorter, like this: C - C(1)
but I have second thoughts as well, as it truly may create lots of confusion.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: Herman
To: Tomasz Janeczko
Sent: Thursday, February 19, 2009 5:20 PM
Subject: Re: [amibroker] A shorter syntax to reference past elements of
array
Sorry , but imo the new forms are critic and counter intuitive.
C(5) looks back 5 bars what would looking forward look like? C(-5)?
imo, very confusing. I can't help but wonder what made this idea surface
:-))
herman
Thursday, February 19, 2009, 11:08:25 AM, you wrote:
Hello,
As a convenience feature I was contemplating for some time to allow
shorter syntax to very common operation of referring to past elements of
the array.
As you now current syntax to refer to past is:
Ref( array, -bars )
So close five bars back is Ref( C, -5 )
I don't have any technical problem with adding new
operator that will make it shorter,
but I am wondering about the most preferrable form,
that is easy to use and does not create confusion.
So I would like to ask you which
short form would you prefer.
- c...@5
- C#5
- C(5)
- I don't like the idea at all
Please use this poll to vote:
http://finance.groups.yahoo.com/group/amibroker/surveys?id=2828485
Thank you.
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/
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[amibroker] Show list of equity prices
How do I put the bar x bar equities into an exploration or scan? I tried with exploration, but this didn't work (always put the last bar's equity) Thanks Filter = 1; AddTextColumn(WriteVal(Equity()), Equity);
Re: [amibroker] Email list Protocol question on 'thank you' type posts.
Most of us get hundreds of emails every day. And when we answer a question we
don't know if it helped or not unless someone replies. Personally I am pleased
when somone bothers to say thanks.
cs
- Original Message -
From: jim fenster
To: amibroker@yahoogroups.com
Sent: Friday, October 31, 2008 7:48 PM
Subject: Re: [amibroker] Email list Protocol question on 'thank you' type
posts.
Very true. This list has helped me enormously and I always want to
respond thank you but feel like Im
cluttering the boardlol..
--- On Fri, 10/31/08, Tomasz Janeczko [EMAIL PROTECTED] wrote:
From: Tomasz Janeczko [EMAIL PROTECTED]
Subject: Re: [amibroker] Email list Protocol question on 'thank you'
type posts.
To: amibroker@yahoogroups.com
Date: Friday, October 31, 2008, 6:44 PM
I don't think that 'thank-you' post will annoy anyone.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: ozzyapeman [EMAIL PROTECTED] com
To: [EMAIL PROTECTED] ps.com
Sent: Friday, October 31, 2008 11:02 PM
Subject: [amibroker] Email list Protocol question on 'thank you' type
posts.
Maybe a dumb question, but I normally reply with a 'thank you' when
someone answers one of my questions. I know most people get these
Yahoo messages via email instead of the web - so the question is: Do
'thank you' posts annoy the rest of the list participants, by adding
extra non informational posts? Or can people live with those type of
posts?
Since I access Yahoo exclusively via web, thank you posts are not a
problem for me, as they can easily be glossed over.
- - --
IMPORTANT
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This is *NOT* technical support channel.
*
TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail
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SUPPORT {at} amibroker.com
*
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Re: [amibroker] Re: Semi-OT: Portfolio Manager for frequent Swing Trading
Mike, Could you please elaborate? Specifically, what do you mean when you say: I prefer to trade futures because it eliminates 99.9% of the tax paperwork in the US. I didn't realize the reporting was different on stocks and futures trades in the US Thanks! - Original Message - From: Mike [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Wednesday, October 22, 2008 8:30 PM Subject: [amibroker] Re: Semi-OT: Portfolio Manager for frequent Swing Trading Steve, I'll defer to Dennis' reply on that. I don't personally have any experience trading from an IRA. Mike --- In amibroker@yahoogroups.com, Steve Dugas [EMAIL PROTECTED] wrote: Hi Mike - I bought Green's book a couple of years ago, have been getting e-mails to join his conference calls ever since 8 - ) These restricted margin IRA's are not true margin accounts, i.e. you can't borrow money or short stocks, the main thing they offer over the IRA's of other brokers is that T+3 is effectively waived, you can close one trade and open another without waiting the usual 3 days for the funds to settle like a cash account. The ban on shorting is not a problem with ETF's as you can just go long an inverse ETF and I was wondering if anything like that might be available for futures, but per Grover they allow us to actually short the futures. Are you thinking there may be some tax consequences to shorting futures in an IRA? Thanks! Steve - Original Message - From: Mike [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Wednesday, October 22, 2008 2:43 PM Subject: [amibroker] Re: Semi-OT: Portfolio Manager for frequent Swing Trading There's a conference call most Thursdays in which trader tax issues (including trading your IRA) and hedge fund formation/management are discussed. For example, last I heard, you can't use margin within an IRA. It's largely a means for the hosts to try and drum up new business for themselves, and as often as not ends up with set up a consultation with me for more detail. But, it is question and answer based and they will directly answer some of the more direct questions. It may be helpful for your initial explorations. http://www.greencompany.com/EducationCenter/InteractiveOnlineMeetings. shtml Mike --- In amibroker@yahoogroups.com, Steve Dugas sjdugas@ wrote: Thank you Dennis, just shrinking the paperwork is a pretty good reason to switch. 8 - ) BTW, would you happen to know about trading futures in an IRA? Can it be done? Can one somehow use futures to go short in an IRA? Thanks again! Steve - Original Message - From: Dennis Brown To: amibroker@yahoogroups.com Sent: Tuesday, October 21, 2008 5:57 PM Subject: Re: [amibroker] Semi-OT: Portfolio Manager for frequent Swing Trading Steve, With stocks and options, you have to reconcile and show every transaction in your account during the year on Schedule-D. For an active trader, this can amount to a lot of work matching trades and figuring out special situations like mergers. With futures (commodities in IRS speak), the broker just gives you a statement that says you made x dollars in the year on Y commodity (like the SP 500 or Silver)... end of story. You fill out a different one page schedule --not Schedule-D. Stocks are considered individual investments. Futures are considered a hedge for real stuff as a business need for producers. Futures speculators help keep the commodities prices liquid and at a fair price which helps the economy run smoothly. BR, Dennis On Oct 21, 2008, at 5:18 PM, Steve Dugas wrote: Hi Dennis - I have been thinking about trying futures lately, I know they get the beneficial 60/40 tax treatment but I never knew the paperwork was so much easier...could you briefly explain what the IRS requires for futures? Thanks! Steve - Original Message - From: Dennis Brown To: amibroker@yahoogroups.com Sent: Tuesday, October 21, 2008 3:19 PM Subject: Re: [amibroker] Semi-OT: Portfolio Manager for frequent Swing Trading Hello Ken, I am a frequent trader. I use thinkorswim as a broker. I use their built-in tools for all actual trade accounting, including tax prep. Actually tax accounting is such a pain, that I prefer to trade futures because it eliminates 99.9% of the tax paperwork in the US. To get an equity curve, I input my account basis and liquidation value in a spreadsheet each night. It only takes about 5 minutes. I also keep a trade log of my trades each day for my own learning purposes. There is no connection between TOS and AmiBroker programs. Best regards, Dennis On Oct 21, 2008, at 3:47 AM, Ken Close wrote: Google searches produce nothing
Re: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so!
I've had no trouble with IB at all... In which version of the platform has this new problem (the repeating ID problem) occurred? - Original Message - From: scourt2000 [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Friday, October 17, 2008 6:17 PM Subject: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so! Ed, I am using eSignal 8.0 rc2 charting / datafeed with IB as my broker. It has been rock solid throughout all of this volatility. Version 10.x of eSignal charting is still a mess. There's data lags galore there. Someone did their best and brightest to mess that version cycle up but good. I would assume that the Amibroker real-time front-end charting with an eSignal data backend is very solid too. It's just that I only use Amibroker for research purposes. --- In amibroker@yahoogroups.com, Ed Fast [EMAIL PROTECTED] wrote: For what it is worth, I do not know of any platform that is performing reliably. The Trade Station people are screaming about lock ups, The Ninja people the same. I think that the incredible volatility is just overwhelming the systems everywhere. If anyone has had a solid reliable rock steady platform the last 2 weeks, I would like to hear about it. Ed _ From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of James Sent: Friday, October 17, 2008 11:59 AM To: amibroker@yahoogroups.com Subject: Re: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so! FWIW: I just went to the elitetrader message board www.elitetrader.com to see if anyone was complaining. The board is pretty active and IB monitors it or has in the past. This is the first thing I saw: http://www.elitetrader.com/i/down.gif Interactive Brokers treat http://www.elitetrader.com/br/?action=viewR_FirmID=43 customers like they're ex-boyfriends. unreliable platform. http://www.elitetrader.com/i/down.gif Interactive Brokers charts and http://www.elitetrader.com/br/?action=viewR_FirmID=43 backfill useless http://www.elitetrader.com/i/down.gif Interactive Brokers HORRENDOUS http://www.elitetrader.com/br/? action=viewR_FirmID=43 SUPPORT - IB GET YOUR BACK FILL CORRECTED so maybe they will get the message. I hate IB, but I also hate to change while I am in the middle of learning AB. Don't need anymore on my plate. I think IB is the main platform that TJ has supported as far as a plugins and automated trading. If TJ jumps ship, I'm going where he goes. MFglobal seems to have some decent futures platforms but I don't think they clear stocks so I guess that is out of the question. Too bad IB can't get their act together, because it is a wonderful concept to be able to trade all these markets and instruments worldwide with one account and one platform. _ From: Peter [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Friday, October 17, 2008 1:25:53 PM Subject: RE: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so! Hi Same for me with ESZ8-GLOBEX- FUT. Hopeless!! Can anyone comment on using another live data supplier e.g. eSignal and still use Amibroker to trade a Interactive Brokers account? Is this possible? Peter From: [EMAIL PROTECTED] ps.com http://ps.com/ [mailto:amibroker@ yahoogroups. com] On Behalf Of James Sent: Saturday, 18 October 2008 7:09 a.m. To: [EMAIL PROTECTED] ps.com Subject: Re: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so! I am currently trying to backfill 1 day of data for 6CZ8-GLOBEX- FUT. It has been running for over two hours and the Plugin Status window says: Connected OK Backfilling (#18) 6CZ8-GLOBEX- FUT (1/1) No throttling messages to my knowledge. It is streaming fine from the moment I clicked on the symbol, but the overnight history is missing. _ From: Tomasz Janeczko [EMAIL PROTECTED] com To: [EMAIL PROTECTED] ps.com Sent: Friday, October 17, 2008 2:48:17 AM Subject: Re: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so! Hello, The fix was required because recent TWS started to REJECT backfill requests with same requestID but different start/end times. Pre-1.8.0 versions used same requestID for ONE symbol in order to backfill more than 5 days for one symbol. But new TWS simply rejects it with error code. So new (1.8.0) uses continuously increasing requests IDs for each subsequent backfill request and this is actually the only way to get backfill longer than 5 days working with newest TWS. It works fine on my end and from the feedback I received in a couple of days, it works for others too better than 1.7.0 Error 162 is Historical market Data Service error message. It means that something is wrong on TWS/IB end (i.e. with their historical server). You may be not connected or you may be facing IB throttling.
Re: [amibroker] Limit number of shares per symbol?
Thanks Paul! - Original Message - From: Paul Ho To: amibroker@yahoogroups.com Sent: Tuesday, September 09, 2008 10:31 PM Subject: RE: [amibroker] Limit number of shares per symbol? You can do it two ways 1. Custom Backtester - which does keep the no of shares for you. just use backtester object to find the open position until it matches the symbol and then you can read the current shares in trade 2. Another way is to keep the share size yourself, using the following buysize = shares * (buy == 1 || buy == sigscalein) // shares is an array of buy size sellsize = shares *(sell || buy == sigscaleout) // you have to make sure that shares has correct value when sell = 1 holding = cum(buysize) - cum(sellsize); if you dont know what shares to sell when there is a sell signal then sellsize = shares * (buy == sigscalout) and just add the following after holding is defined. sellsize = iif(sell, holding, sellsize); // so all in holding are sold , this is defining sellsize the second time; holding = cusm(buysize) - cum(sellsize); // doing it once more. From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of cstrader Sent: Wednesday, 10 September 2008 11:44 AM To: amibroker@yahoogroups.com Subject: Re: [amibroker] Limit number of shares per symbol? Well, OK, I see that. But what if I try to scale in using sigscalein? I guess I need to know how to determine the current number of owned shares in the symbol in order to determine how many more I can buy. Is there a variable that specifies the current number of owned shares? - Original Message - From: Paul Ho To: amibroker@yahoogroups.com Sent: Tuesday, September 09, 2008 9:34 PM Subject: RE: [amibroker] Limit number of shares per symbol? if shares is what you normally work out to be what you buy shares = . setpositionsize(min(shares, 500), spsShares); From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of cstrader Sent: Wednesday, 10 September 2008 10:22 AM To: amibroker@yahoogroups.com Subject: [amibroker] Limit number of shares per symbol? Dumb question I'm sure, but what's the best way to limit the maximum number of shares per symbol in the backtester? (for instance, only allow a maximum of 500 shares even if there's cash for more) Thanks
[amibroker] Limit number of shares per symbol?
Dumb question I'm sure, but what's the best way to limit the maximum number of shares per symbol in the backtester? (for instance, only allow a maximum of 500 shares even if there's cash for more) Thanks
Re: [amibroker] Limit number of shares per symbol?
Well, OK, I see that. But what if I try to scale in using sigscalein? I guess I need to know how to determine the current number of owned shares in the symbol in order to determine how many more I can buy. Is there a variable that specifies the current number of owned shares? - Original Message - From: Paul Ho To: amibroker@yahoogroups.com Sent: Tuesday, September 09, 2008 9:34 PM Subject: RE: [amibroker] Limit number of shares per symbol? if shares is what you normally work out to be what you buy shares = . setpositionsize(min(shares, 500), spsShares); From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of cstrader Sent: Wednesday, 10 September 2008 10:22 AM To: amibroker@yahoogroups.com Subject: [amibroker] Limit number of shares per symbol? Dumb question I'm sure, but what's the best way to limit the maximum number of shares per symbol in the backtester? (for instance, only allow a maximum of 500 shares even if there's cash for more) Thanks
Re: [amibroker] Date format
OK, I can see I can change the date format... but can the decimal separator
be changed from . to ,?
Thanks
- Original Message -
From: Panos Boufardeas [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Saturday, August 16, 2008 9:12 AM
Subject: Re: [amibroker] Date format
I am not sure if you asking to see the date format like dd-mm- or to
export a file with this format?
But I think this belong to region settings in control panel
Region settings /region Option and go to TAB Customize/date
In the tab “ short day” write dd-MM- and press ENTER
P.S Remember these settings is for all of your windows system / programms
cstrader wrote:
How can I change the Date format, for instance to dd-MM- or change
the decimal separator from . to ,?
I see that the thousands separator can be changed.
Thanks
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
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To get support from AmiBroker please send an e-mail directly to
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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[amibroker] Date format
How can I change the Date format, for instance to dd-MM- or change the decimal separator from . to ,? I see that the thousands separator can be changed. Thanks - Original Message - From: Rakesh Sahgal To: Amibroker Yahoogroup Sent: Saturday, August 16, 2008 7:59 AM Subject: [amibroker] constructing Continuous contracts with eSignal data for Non-US futures Hi All, Any advice on methods to construct continuous futures contracts using esignal intra-day data? Am just starting out and whatever I was able to find on their KB seems to indicate that they only facilitate continuous contracts for US futures via the #F symbol route(which also is constrained to the eSignal charting platform). If my understanding is incorrect, will be very grateful to anyone who can point me in the right direction. One work aorund that I can think of is , keep the basic symbol and manually change the extension/addition to the symbol which denotes the contract specs every rollover date and keep on saving the data locally.This however seems to be an error prone method as, in my case(the Indian market), there are a total of approx 240 odd symbols which comprise SSF symbols and Index futures and a typo is all thats required to make any symbol incorrect. Best Regards R
Re: [amibroker] Date format
Thanks!
- Original Message -
From: Panos Boufardeas [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Saturday, August 16, 2008 9:12 AM
Subject: Re: [amibroker] Date format
I am not sure if you asking to see the date format like dd-mm- or to
export a file with this format?
But I think this belong to region settings in control panel
Region settings /region Option and go to TAB Customize/date
In the tab “ short day” write dd-MM- and press ENTER
P.S Remember these settings is for all of your windows system / programms
cstrader wrote:
How can I change the Date format, for instance to dd-MM- or change
the decimal separator from . to ,?
I see that the thousands separator can be changed.
Thanks
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Re: [amibroker] Re: free delayed streaming tick data or historical tick data
Oh, too bad. Next best that I know of is to get an account at Interactive
Brokers - not free, but not expensive either.
- Original Message -
From: how97 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Thursday, August 14, 2008 5:40 AM
Subject: [amibroker] Re: free delayed streaming tick data or historical tick
data
Thank you very much for your advice. The problem ist that Opentick
does not take up any new users presently according to the
information on their website. Are there any other possibilities?
how97
--- In amibroker@yahoogroups.com, cstrader [EMAIL PROTECTED] wrote:
try www.opentick.com
- Original Message -
From: how97 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Wednesday, August 13, 2008 4:36 PM
Subject: [amibroker] free delayed streaming tick data or
historical tick
data
I am interested to get free tick data for testing purposes. I am
primarily interested in futures data (e-mini NDX100 and e-mini
SP500).
Initially historical tick data would be fine, but at a later
stage I
would like to get streaming delayed tickdata. Is there a
possibility
within AmiBroker to get such data for free?
Regards
how97
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
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To get support from AmiBroker please send an e-mail directly to
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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Re: [amibroker] Trendline Indicator
check out the linregslope indicator, for instance: x = Cum(1); lastx = LastValue( x ); Daysback = 10; aa = LastValue( LinRegIntercept( Close, Daysback) ); bb = LastValue( LinRegSlope( Close, Daysback ) ); y = Aa + bb * ( x - (Lastx - DaysBack) ); Plot( Close, Close, colorBlack, styleCandle ); Plot( IIf( x = (lastx - Daysback), y, -1e10 ), LinReg, colorRed ); - Original Message - From: convertah To: amibroker@yahoogroups.com Sent: Wednesday, August 13, 2008 6:55 PM Subject: [amibroker] Trendline Indicator Kind Greetings, I have been trying to code an indicator that will render a trendline that will be used as a support-resistance reference line. The trendline would be drawn through yesterdays 9:30AM candle (open+close)/2 and yesterdays 4:00PM candle (open+close)/2 and extend into today. I'm new to AFL and after l studied the users guide on AFL function references I realized I'm not sure where to even start. If someone could give me a little starting push it would be greatly appreciated. Thank you, All the best Geary
Re: [amibroker] free delayed streaming tick data or historical tick data
try www.opentick.com
- Original Message -
From: how97 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Wednesday, August 13, 2008 4:36 PM
Subject: [amibroker] free delayed streaming tick data or historical tick
data
I am interested to get free tick data for testing purposes. I am
primarily interested in futures data (e-mini NDX100 and e-mini SP500).
Initially historical tick data would be fine, but at a later stage I
would like to get streaming delayed tickdata. Is there a possibility
within AmiBroker to get such data for free?
Regards
how97
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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http://www.amibroker.com/support.html
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Re: [amibroker] Optimizing Rotational - Curious Result
But did the cmae approach actually increase or decrease the time when you ran it? - Original Message - From: Ken Close To: amibroker@yahoogroups.com Sent: Tuesday, August 12, 2008 9:19 AM Subject: [amibroker] Optimizing Rotational - Curious Result I thought this was a curious development---I wondered if it was possible to optimize a rotational model. Of course it is. To test, I stuck three variables into a fairly long afl code (complex positionscore calculations). Raw optimization said 75 steps, estimated time ~ 4 minutes. I added the cmae engine statement at the beginning and the optimize screen said 9662 steps with est time of ~ 6 hours. I thought the cmae optimization step would decrease time, not increase the time so dramatically. What do you think was going on? Have any of you optimized a rotational strategy? Ken
Re: [amibroker] Re: Freakishly fast backtest using 64 cores
Wow... is this why the second and subsequent runs of many optimization problems seem so incredibly fast? (first run loads data into memory, subsequent runs do not?) Thanks - Original Message - From: Tomasz Janeczko [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Tuesday, August 12, 2008 3:40 PM Subject: Re: [amibroker] Re: Freakishly fast backtest using 64 cores Hello, What is true for GPU it is not necesarily true for CPU. GPU has dedicated wide RAM bus and faster RAM as opposed to system memory. AmiBroker does a lot to utilise memory to maximum extent where possible/feasible. Actually AFL speed is limited by system memory if you run out of on-chip cache. http://www.amibroker.com/kb/2008/08/12/afl-execution-speed/ So going for more memory usage not always means faster execution. Sure you can pre-compute everything, and use pre-computed values but you need to understand that people are doing VERY different things with AmiBroker and their problems are not the same as problems you are trying to solve. For example some customers are backtesting entire US stock universe (8000+ symbols) over 10 or 20 years. That's about 1.3GB for DATA alone. Now if you are running porfolio backtest you need to keep trading signals and that can be as much as 1GB in such case. Quickly you are reaching 3GB RAM limit of 32 OS. There is no place to store pre-computed values. AmiBroker by nature needs to provide best blend of speed, moderate memory / CPU requirements. User-specific single-task solutions may go into specialisation and tricks that are not feasible for commercial general-purpose product that is intended to keep large user base happy. Best regards, Tomasz Janeczko amibroker.com - Original Message - From: dloyer123 [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Tuesday, August 12, 2008 4:09 PM Subject: [amibroker] Re: Freakishly fast backtest using 64 cores The programing guide lists the 8600M and 8700M as having 32 computing cores. Not sure what they are clocked at. Power is an issue. The desktop versions need dedicated power connectors. The big cards need two. Actually, when I am doing development on my laptop, I just use the emulator. It is about 100x slower than my desktop system, but still about 20x to 50x faster than Ami alone. The speed difference in emulation mode is mostly due to the precomputed and cached price arrays. Tomasz: I suspect that there is an opportunity to trade memory for speed, even with 1 core. Memory is cheap and would be a simpler way to get a performance boost than porting to multi core, GPU or CPU. --- In amibroker@yahoogroups.com, Tomasz Janeczko [EMAIL PROTECTED] wrote: Dell has 3 off the shelf laptops in their entertainment/performance range that use GeForce 8600M and 8700M with 256MB 2*2456MB (min 256 required for CUDA?) Mobile ones are very poor cousins. Belive me. I own brand new notebook (ASUS) with GeForce8600M and it is SLOW in 3D. I mean SLOW. Did I mention that it is SLOW? In 3D Mark it gets the same results as my 3 year old desktop 6600GT. Best regards, Tomasz Janeczko amibroker.com - Original Message - From: brian_z111 [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Tuesday, August 12, 2008 12:40 AM Subject: [amibroker] Re: Freakishly fast backtest using 64 cores DL I am following at the top level and understand what you are doing OK (you make me wish I had learnt programming/IT). I like your CPU. Allowing niche trading is what AB is all about? I'll put my money on MS/general purpose computing on GPU - I don't think the masses are in love with MS but for 80% of people who can do 80% of what they want with MS the price to move elsewhere is too high - they are just in love with max output for min input. If you go to the trouble to write a plug-in do you think it will be around long/require much ongoing support from you? I can see the benefits of the speed - for a group of traders it is a definite edge they would have for a year or two (I don't think any other trading software will be seeing this for a while? - especially in the AT area where more crunching could be done fast enough to keep up with live data. I don't blame Tomasz for not sitting his backside on the cutting edge - too dangerous for developers with long term clientele. Not having a go at Tomasz - to clarify - Tomeasz said GEForce 8800 can't be put in a notebook? To my understanding there seems to be a reasonable number of laptops around that could use your method e.g. Dell has 3 off the shelf laptops in their entertainment/performance range that use GeForce 8600M and 8700M with 256MB 2*2456MB (min 256 required for CUDA?) I looked at the GeF links in Paul's post but they didn't have much specific info there that I could see - I assume the above cards wiil run your system.
Re: [amibroker] Custom AFL Programming Service?
Maybe... what do you need?
- Original Message -
From: ozzyapeman [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, August 08, 2008 3:56 PM
Subject: [amibroker] Custom AFL Programming Service?
Hi,
I wrote an AFL trading system and am looking for an experienced coder
to debug and enhance it. The handful of advertised AFL coders out
there seem backlogged with work and will take close to two months just
to start.
If there is any one else out there who is willing to do custom
AFL programming for a reasonable fee, please private message me via email.
Thanks!
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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Re: [amibroker] Custom AFL Programming Service?
Ooops sorry, that was meant to be a private.
- Original Message -
From: cstrader [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, August 08, 2008 6:04 PM
Subject: Re: [amibroker] Custom AFL Programming Service?
Maybe... what do you need?
- Original Message -
From: ozzyapeman [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, August 08, 2008 3:56 PM
Subject: [amibroker] Custom AFL Programming Service?
Hi,
I wrote an AFL trading system and am looking for an experienced coder
to debug and enhance it. The handful of advertised AFL coders out
there seem backlogged with work and will take close to two months just
to start.
If there is any one else out there who is willing to do custom
AFL programming for a reasonable fee, please private message me via
email.
Thanks!
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
Re: [amibroker] Re: Freakishly fast backtest using 64 cores
Which video cards provide this feature? As far as I can tell, it's only the 8-Series (G8X) GPU from NVIDIA, found in the GeForce, Quadro and Tesla lines. Who will have one of these? Are many people likely to have them in the future? Thanks - Original Message - From: dloyer123 [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Wednesday, August 06, 2008 12:22 AM Subject: [amibroker] Re: Freakishly fast backtest using 64 cores Very good question. That was a head scratcher. So the thing is, AmiBroker does a lot more work in a optimization pass then execute AFL code. In fact, the AFL code may take very little of the total run time. As an example, using a database with good amount of data, write a afl file that does nothing buy set the buy/sell/short/cover arrays to 0. The backtest will still take a good bit of time. So, even reducing the AFL run time to zero is not enough. It will not help much at all. So, to avoid this, I pass a mode variable to my Dll. This mode is set by a simple optimization statement: mode = optimize(mode,0,1,3,1); When mode = 0, the dll will evaluate one symbol like a normal dll. So if I click on a bar, it will update my printf statements, etc. buy/sell/short/cover arrays are set. A single backtest (not optimize) will use the normal AmiBroker trade match and evaluate code and generate stats as normal. When mode = 1, this means load the data. The Dll will copy the price data to a stage area in memory. buy/sell/short/cover are set to 0 to generate no trades. Having AmiBroker align the symbol bars was a big help here. When mode = 2, on the first symbol and the first symbol only, it loads the price data to the video card and executes as many backtest passes as it needs at a few ms per pass. Once the best combination is found it returns. buy/sell/short/cover are set to 0. Note that I can not use the Amibroker signal match and fitness function code. I have to provide my own. This is where the performance advantage of all of the extra cores come into play. It may run hundreds or thousands of parameter combinations very quickly. I cant use the built in optimize suppport, but brute force is enough for now. After all, I get 200 combinations per second. When mode = 3, each symbol evaluates using the best parms found on the last mode=2 run. buy/sell/short/cover are set. In a walkforward test, this will always have the best score and be used for the walkforward step. A custom backtest function adds the chosen parameters to the backtest report. Mode 3 works like mode 0 except it uses the optimal parameters rather than defualt values. The action(status) and action(statusex) codes could also be used, but they did not tell me quite what I needed to know. Also, I could have avoided the mode=2 step if I could find a way to know I was on the last symbol and run the optimization then. I guess I could pass the name of the last symbol. So I use AmiBroker to load and keep the datbase, visualize the trades, validate, walkforward and provide deep metrics of the backtest. If I wanted to take this further, I would move the trade system logic out of the Dll and make it programable from Afl. That way it could be used by anyone without needing to program C. I would do this by passing handles to cuda arrays through the Afl code. --- In amibroker@yahoogroups.com, Paul Ho [EMAIL PROTECTED] wrote: thanks for your insight. I hope you dont mind sharing a little bit more detail You said Get get the best performance, my AFL code makes one pass over the data, calling a Dll. The Dll takes all of the data needed by the calculation and loads a copy to the video card. This upload is slow, the entire upload takes about 45 seconds for all 1000 symbols. Once all of the data is uploaded, the Dll loads a kernel into the graphics cores that perform the actual computation and generates the trade list. normally AB loads the data from database as needed, and calls a function in a dll, and passes data in arrays or whatever as arguments of the function. The function will be called for every ticker in the watchlist, and data pertaining that symbol is passed each time. I wonder how you do a single pass over the data. Because AB passes the data as part of the argument regardless of how many optimizations It had previously with the same data. I just wonder you do it. cheers Paul. --- In amibroker@yahoogroups.com, dloyer123 dloyer123@ wrote: This uses the mid range video card that happened to come with my system, a 9800GT. The newer 260 and 280 cards are 3 to 4 times faster. The 260 can be found at best buy for $300. Some laptops have compatible cards as well. The video card has its own memory, mine has 512MB, some have as much as 1GB. This memory is very fast, once it is loaded from the main system. Nvidia has a professional line of products that have much more
Re: [amibroker] Re: Freakishly fast backtest using 64 cores
Thanks Paul. - Original Message - From: Paul Ho [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Wednesday, August 06, 2008 9:16 AM Subject: [amibroker] Re: Freakishly fast backtest using 64 cores Click on the individual chipset, you'll get the manufacturers that are using those chipset. --- In amibroker@yahoogroups.com, Paul Ho [EMAIL PROTECTED] wrote: http://www.nvidia.com/object/cuda_learn_products.html _ From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of cstrader Sent: Wednesday, 6 August 2008 10:51 PM To: amibroker@yahoogroups.com Subject: Re: [amibroker] Re: Freakishly fast backtest using 64 cores Which video cards provide this feature? As far as I can tell, it's only the 8-Series (G8X) GPU from NVIDIA, found in the GeForce, Quadro and Tesla lines. Who will have one of these? Are many people likely to have them in the future? Thanks - Original Message - From: dloyer123 [EMAIL PROTECTED] mailto:dloyer123%40yahoo.com com To: [EMAIL PROTECTED] mailto:amibroker%40yahoogroups.com ps.com Sent: Wednesday, August 06, 2008 12:22 AM Subject: [amibroker] Re: Freakishly fast backtest using 64 cores Very good question. That was a head scratcher. So the thing is, AmiBroker does a lot more work in a optimization pass then execute AFL code. In fact, the AFL code may take very little of the total run time. As an example, using a database with good amount of data, write a afl file that does nothing buy set the buy/sell/short/cover arrays to 0. The backtest will still take a good bit of time. So, even reducing the AFL run time to zero is not enough. It will not help much at all. So, to avoid this, I pass a mode variable to my Dll. This mode is set by a simple optimization statement: mode = optimize(mode,0,1,3,1); When mode = 0, the dll will evaluate one symbol like a normal dll. So if I click on a bar, it will update my printf statements, etc. buy/sell/short/cover arrays are set. A single backtest (not optimize) will use the normal AmiBroker trade match and evaluate code and generate stats as normal. When mode = 1, this means load the data. The Dll will copy the price data to a stage area in memory. buy/sell/short/cover are set to 0 to generate no trades. Having AmiBroker align the symbol bars was a big help here. When mode = 2, on the first symbol and the first symbol only, it loads the price data to the video card and executes as many backtest passes as it needs at a few ms per pass. Once the best combination is found it returns. buy/sell/short/cover are set to 0. Note that I can not use the Amibroker signal match and fitness function code. I have to provide my own. This is where the performance advantage of all of the extra cores come into play. It may run hundreds or thousands of parameter combinations very quickly. I cant use the built in optimize suppport, but brute force is enough for now. After all, I get 200 combinations per second. When mode = 3, each symbol evaluates using the best parms found on the last mode=2 run. buy/sell/short/cover are set. In a walkforward test, this will always have the best score and be used for the walkforward step. A custom backtest function adds the chosen parameters to the backtest report. Mode 3 works like mode 0 except it uses the optimal parameters rather than defualt values. The action(status) and action(statusex) codes could also be used, but they did not tell me quite what I needed to know. Also, I could have avoided the mode=2 step if I could find a way to know I was on the last symbol and run the optimization then. I guess I could pass the name of the last symbol. So I use AmiBroker to load and keep the datbase, visualize the trades, validate, walkforward and provide deep metrics of the backtest. If I wanted to take this further, I would move the trade system logic out of the Dll and make it programable from Afl. That way it could be used by anyone without needing to program C. I would do this by passing handles to cuda arrays through the Afl code. --- In [EMAIL PROTECTED] mailto:amibroker%40yahoogroups.com ps.com, Paul Ho paul.tsho@ wrote: thanks for your insight. I hope you dont mind sharing a little bit more detail You said Get get the best performance, my AFL code makes one pass over the data, calling a Dll. The Dll takes all of the data needed by the calculation and loads a copy to the video card. This upload is slow, the entire upload takes about 45 seconds for all 1000 symbols. Once all of the data is uploaded, the Dll loads a kernel into the graphics cores that perform the actual computation and generates the trade list. normally AB loads the data from database as needed, and calls a function in a dll, and passes data in arrays or whatever
Re: [amibroker] Re: Freakishly fast backtest using 64 cores
Amazing... thanks so much for bringing this to our attention. - Original Message - From: dloyer123 [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Tuesday, August 05, 2008 10:06 AM Subject: [amibroker] Re: Freakishly fast backtest using 64 cores The same hardware that lets a game render life like 3d graphics. They perform single percision floating point math at rates that are in the relm of the super computers of a few years ago. Lots of floating point operations per second and lots of bandwidth to memory. The graphics cores have advanced to the point of being able to run a subset of c, making it programable with freely downloadable tools. --- In amibroker@yahoogroups.com, cstrader [EMAIL PROTECTED] wrote: Re: [amibroker] Freakishly fast backtest using 64 coresYes, I'm puzzled too. Looping should depend upon the speed of the CPU (or so I thought). Why would putting the data in a different memory store increase looping speed? I noticed that AB runs its second backtest much faster than the first -- I assumed because somehow it caches all of the files on the first run (although these are big files, and how it does that is a mystery to me). In any case, completely fascinating! cs - Original Message - From: Herman To: dloyer123 Cc: amibroker@yahoogroups.com Sent: Tuesday, August 05, 2008 5:09 AM Subject: Re: [amibroker] Freakishly fast backtest using 64 cores This is amazing... But, i am sorry to say, i don't understand what you are doing... can you put this in layman's terms? best regards, herman Monday, August 4, 2008, 7:18:45 PM, you wrote: Greetings, I ported part of my AFL backtest code to a plugin, that takes advantage of the graphics math cores on the video card that are normally used for 3d graphics. I was able to get a several thousand fold performance improvement over AFL code alone. My goal was to reduce the 25 seconds AFL code alone uses for a single portfolio level back test to less than 1 second, allowing multi day optimization and walkforward runs to complete in a more reasonable time, and also just to see how fast I could get it to run. The backtest runs over 1 year of 5 minute bars for about 1000 symbols. 1 year of data normally takes 25 seconds for AmiBroker alone, or 18 seconds for 6 months of data. A typical optimization run takes hundreds of these passes per walk forward step, taking hours. Using the Nvidia CUDA API, running on my mid range video card. It was much faster. Much, much, much faster. How fast? It reduced the run time from 25s to... 4.4ms. That is more than 200/s! I didnt believe the timing when I saw it at first. So, I put 1,000 runs in a loop and sure enough, it ran 1,000 iterations in about 4 1/2 seconds. This far exceeded my gaol or expectations. The resulting trade list matches that obtained by the AFL version of this code. I estimate that it is processing 32GB of bar data/sec. Getting this to work at peak performance was tricky. Most of what I have learned about code optimization does not apply. It uses AmiBroker to load the symbol data and perform calculations that do not depend on the optimization parameters. Once loaded into video memory, repeated passes can be made with different parameters, avoiding any overhead. For non backtest/optimization runs, the code just evaluates one symbol and passes the data back to AmiBroker buy/sell/short/cover arrays, making it easy to test, validate and visualize the trades. There is very little performance gain in this case. There are problems, however. To run optimizations at peak speed, I can not use AmiBroker to calculate the optimization goal function. So, I am in the process of writing code to match signals and calculate the portfolio fitness function. Once I do this, I will be able to perform full optimizations and walk forwards at 3 orders of magnitude faster than is possible with AmiBroker alone. Also, this is not general purpose code. Changing the system code means changing a dll written in C. However, there is no reason that this could not be made more general. I have made some prototypes of Cuda versions of basic AFL functions. The idea is to queue the function calls into a definition executed by a micro kernel running on the graphics cores. The result would be the ability to use the full power of the graphics cores by modifying AFL code to use Cuda aware versions
Re: SV: [amibroker] Re: Anyone actually making money?
The only way to really answer this question is to get some objective information, the best that you can. One place is www.collective2.com. The traders there are forced to place their trades in a transparent and objective way, and the system even tries to monitor how close you as a follower can get to what they as the originators are doing. I think there are some winning systems. ...oh, and 7 months isn't enough... ..oh, and I completely agree with Paul a propos trendlines, support resistance ..oh, and I am perhaps getting a little bit better myselfreally really hard. cs - Original Message - From: Thomas Ludwig [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Thursday, July 31, 2008 1:16 PM Subject: Re: SV: [amibroker] Re: Anyone actually making money? Hi people, I am a discretionary trader myself. So am I. I'm combining relative strength, trendlines, momentum and general sentiment (useful websites are http://www.indexindicators.com/ and http://www.schaeffersresearch.com/streetools/market_tools/inv_intel.aspx ), I place strict stop-loss orders and don't risk too much of my capital in any single trade. I'm not a full-time trader (only EOD and trading at next day's open) but I'm making money - not enough money to live from, though. ;-) But I can understand Louis' problem: Quite a while ago I started thinking about trading the systematic way. I've tested and modified hundreds of trading systems, including, e.g., breakout systems, all types of adaptive indicators and using ADX or r-squared to distinguish trending from non-trending situations. Oh, some of them had absolutely beautiful equity curves after optimization. But most of them failed miserably after performing an OOS test. And after TJ added walk-forward analysis (which I've always considered the ultimate reality check since reading the first edition of Pardo's book) I've applied that approach to all my systems. Result: So far, I haven't found any system worth being traded. I'm not giving up searching for good systems because I think they would save me valuable time and might make it possible to trade more markets. But in the meantime I'll stick to my discretionary approach sigh. Regards, Thomas The whole discussion has now evolved to the point of know yourself etcetera. Then, why do you argue about discretionary versus system? Is it not obvious to you that some peoples personality calls for a trading system, while others personality calls for a discretionary approach. It seems to me that the focus of the discussion has been lost. Best regards / JM _ Från: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] För sidhartha70 Skickat: den 31 juli 2008 15:56 Till: amibroker@yahoogroups.com Ämne: [amibroker] Re: Anyone actually making money? Ohh Paul... I agree about knowing yourself as I said in my answer to Brian. But that's a given surely...?? You only learn that from years of trading and observing yourself... you can of course become informed on the subject of yourself... there's plenty of literature on it... Mark Douglas obviously. But I stand by what I said... you can become a great trader by really understanding trendlines, support resistance in it's many forms and studying price volume action... I know it... because I've seen it... and I've done it. You have your techniques Paul... and good luck to you. Great if they work for you. For me, this is what has worked for me... Henrik thanks for your response. Good to see others agree. Paul, might I suggest you get out more and make some more human connections... you'd probably find you'd be happier, less angry, less arrogant, less superior and might even enjoy some of this money you make trading... --- In [EMAIL PROTECTED] mailto:amibroker%40yahoogroups.com ps.com, Paul Ho [EMAIL PROTECTED] wrote: I'm still waiting for your to say something sensible, that's of value, rather than just dig everyone out...??? LOL, I just told you. YOu cant become a good trader until you know yourself, really know yourself. Knowing how to draw a few lines makes you a TA guy, not a trader. understanding the market makes you a market analyst. Even know how to develop a system doesnt make you a trader either, you are merely a system developer. When you master yourself, you are on your way to become a real trader. Just because you've been involved in trading for years, seeing others making millions, no more makes your a trader than me an olympian just because I've been watching olypmics for the last 45 years. You might think I'm slagging you off, but in years to come, you will find out for yourself whats true. --- In [EMAIL PROTECTED] mailto:amibroker%40yahoogroups.com ps.com, sidhartha70 sidhartha70@ wrote: Paul, I programme too... nothing wrong with programming and making your life easier. And nothing wrong with asking for someone to 'throw you a bone' in
[amibroker] Symbol count
...should know this, but how do I see how many symbols were scanned in an exploration? Thanks
Re: [amibroker] Re: Symbol count
OK, thanks
- Original Message -
From: Mike [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Monday, July 21, 2008 4:38 PM
Subject: [amibroker] Re: Symbol count
If nothing else, you could always just add to composite and then show
the result in a column of the exploration. Something along the lines
of:
...
AddToComposite( 1, ~Counter, X, atcFlagDefaults |
atcFlagEnableInExplore);
...
AddColumn(Foreign(~Counter, X), Count);
...
Mike
--- In amibroker@yahoogroups.com, cstrader [EMAIL PROTECTED] wrote:
...should know this, but how do I see how many symbols were scanned
in an
exploration?
Thanks
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SUPPORT {at} amibroker.com
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[amibroker] Computing CAR
Is there a formula available for the computation of CAR? I'm working with this: (Ending Value) /(Beginning Value)^(1/Number of years)-1. On a daily chart, I used number of years = number of bars in trade/ 251. But this doesn't match the AB backtest output. Thanks
Re: [amibroker] Computing CAR
Excellent! Thanks Thomas!
- Original Message -
From: Thomas Ludwig [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Wednesday, July 02, 2008 2:51 PM
Subject: Re: [amibroker] Computing CAR
Hi,
TJ presented this code some time ago:
Symbol = ~~~OSEQUITY; // change the ticker to your preference
eq = Foreign( Symbol, C );
//if( Name() != Symbol ) Title = You should change symbol to +
Symbol;
function TotalDays()
{
yy = Year();
dy = DayOfYear();
LastLeapYear = (yy % 4) == 1 yy != 2001;
YearChg = yy != Ref(yy, -1);
YearChg = IIf(IsNull(YearChg), False, YearChg);
YearLen = IIf(YearChg, IIf(LastLeapYear, 366, 365), 0);
return Cum(YearLen) + dy - dy[0];
}
dr = 100 * ( eq/Highest(eq) - 1);
profit = 100 * ( eq/eq[0] - 1 );
td = TotalDays();
Days = td[ BarCount - 1 ] - td[ 0 ];
Car = 100 * ( ( eq / eq[ 0 ] ) ^ ( 365 / Days ) - 1 );
Plot( dr, DD%, colorRed );
Plot( Lowest(dr), Max DD%, colorBlue );
Plot( profit, Profit %, colorGreen );
Plot( Car, CAR, colorDarkGreen );
Plot( Car/Highest( -dr ), CAR/MDD, colorOrange );
I think the main difference is that he's using calendar days while
you're using trading days.
Greetings,
Thomas
Is there a formula available for the computation of CAR?
I'm working with this:
(Ending Value) /(Beginning Value)^(1/Number of years)-1.
On a daily chart, I used number of years = number of bars in trade/
251.
But this doesn't match the AB backtest output.
Thanks
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To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
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Re: [amibroker] The EASIEST way to use new optimizer engines
Yes, and more generally, what are these systems? They seem to mimic
evolutionary processes... how are they applied to optimization? And how do
we know that they work well for our particular needs -- are financial
markets and Darwinian evolution really the same processes? Any sources,
references appreciated.
Thanks
- Original Message -
From: Thomas Ludwig [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, June 27, 2008 12:43 PM
Subject: Re: [amibroker] The EASIEST way to use new optimizer engines
TJ,
the new engines work very well. But just one question:
(the best one which is CMA-ES).
Are there still cases where the other engines are preferable? I mean
there must be a reason why you included them ;-)
Best regards,
Thomas
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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Re: [amibroker] The EASIEST way to use new optimizer engines
Thanks, that helps... basically these are all different variations of
solvers, right? And they don't care what they are modelling -- they just
do the math looking for the single best solution? So it's just speed that
matters? Or do different solvers get different solutions?
And I echo all of the recent praises... take care of yourself Tomasz!
Chuck
- Original Message -
From: Tomasz Janeczko [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, June 27, 2008 2:05 PM
Subject: Re: [amibroker] The EASIEST way to use new optimizer engines
Hello,
These are general-purpose optimization algorithms of non-linear functions.
Any trading system is a function of certain number of arguments. The
inputs
are parameters and quotation data , the output is your optimization target
(say CAR/MDD). And you are looking for maximum of given function.
I provided links to scientific articles describing the math that is
underlying these algorithms
- see the README file
http://www.amibroker.com/devlog/wp-content/uploads/2008/06/readme5130.html
Some are based on nature (animal behavior) - PSO algorithm,
or biological process - Genetic algorithms,
and some are based on mathematical concepts derived by humans - CMA-ES.
These algorithms are used in many different areas, including finance.
Enter PSO finance or CMA-ES finance in Google and you will find lots
of info.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: cstrader [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, June 27, 2008 7:39 PM
Subject: Re: [amibroker] The EASIEST way to use new optimizer engines
Yes, and more generally, what are these systems? They seem to mimic
evolutionary processes... how are they applied to optimization? And how
do
we know that they work well for our particular needs -- are financial
markets and Darwinian evolution really the same processes? Any sources,
references appreciated.
Thanks
- Original Message -
From: Thomas Ludwig [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, June 27, 2008 12:43 PM
Subject: Re: [amibroker] The EASIEST way to use new optimizer engines
TJ,
the new engines work very well. But just one question:
(the best one which is CMA-ES).
Are there still cases where the other engines are preferable? I mean
there must be a reason why you included them ;-)
Best regards,
Thomas
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
* To visit your group on the web, go to:
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Re: [amibroker] The EASIEST way to use new optimizer engines
Thanks.. a simple tutorial is at http://www.solver.com/tutorial.htm
- Original Message -
From: Tomasz Janeczko [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, June 27, 2008 2:33 PM
Subject: Re: [amibroker] The EASIEST way to use new optimizer engines
Hello,
Yes these are different solvers.
In principle only exhaustive search is guaranteed to find global optimum
value.
Non-exhaustive (or intelligent) methods will find global or local
optimum.
The goal is of course to find global one, but if there is a single sharp
peak
out of zillions parameter combinations, non-exhaustive methods may fail
to find this single peak, but taking it form trader's perspecive, finding
single sharp peak
is useless for trading because that result would be instable (too fragile)
and
not replicable in real trading. In optimization process we are rather
looking
for plateau regions with stable parameters and this is the area where
intelligent methods shine.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: cstrader [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, June 27, 2008 8:25 PM
Subject: Re: [amibroker] The EASIEST way to use new optimizer engines
Thanks, that helps... basically these are all different variations of
solvers, right? And they don't care what they are modelling -- they
just
do the math looking for the single best solution? So it's just speed
that
matters? Or do different solvers get different solutions?
And I echo all of the recent praises... take care of yourself Tomasz!
Chuck
- Original Message -
From: Tomasz Janeczko [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, June 27, 2008 2:05 PM
Subject: Re: [amibroker] The EASIEST way to use new optimizer engines
Hello,
These are general-purpose optimization algorithms of non-linear
functions.
Any trading system is a function of certain number of arguments. The
inputs
are parameters and quotation data , the output is your optimization
target
(say CAR/MDD). And you are looking for maximum of given function.
I provided links to scientific articles describing the math that is
underlying these algorithms
- see the README file
http://www.amibroker.com/devlog/wp-content/uploads/2008/06/readme5130.html
Some are based on nature (animal behavior) - PSO algorithm,
or biological process - Genetic algorithms,
and some are based on mathematical concepts derived by humans - CMA-ES.
These algorithms are used in many different areas, including finance.
Enter PSO finance or CMA-ES finance in Google and you will find lots
of info.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: cstrader [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, June 27, 2008 7:39 PM
Subject: Re: [amibroker] The EASIEST way to use new optimizer engines
Yes, and more generally, what are these systems? They seem to mimic
evolutionary processes... how are they applied to optimization? And
how
do
we know that they work well for our particular needs -- are financial
markets and Darwinian evolution really the same processes? Any
sources,
references appreciated.
Thanks
- Original Message -
From: Thomas Ludwig [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, June 27, 2008 12:43 PM
Subject: Re: [amibroker] The EASIEST way to use new optimizer engines
TJ,
the new engines work very well. But just one question:
(the best one which is CMA-ES).
Are there still cases where the other engines are preferable? I mean
there must be a reason why you included them ;-)
Best regards,
Thomas
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
Re: [amibroker] The EASIEST way to use new optimizer engines
...but I'm still a bit confused. If we use the default solver -- that is,
we don't put an optimizerset = line in, then we get an exhaustive search,
right. Every possible combination of values is tested and compared.
Wouldn't that be the best solution if it's possible in a reasonable
timeframe?
So, what happens when the cmae optimizer is used instead? Something like
this?
1. AB computes CAR/MDD from the default values of the optimizing variables
2. AB computes CAR/MDD from another set of optimizing variables
3. 1 and 2 are sent to the optimizer, and it returns a set of variables to
try next.
4. Repeat 2 and 3 until a solution is reached?
Sorry, but this is pretty new to me.
- Original Message -
From: Tomasz Janeczko [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, June 27, 2008 2:33 PM
Subject: Re: [amibroker] The EASIEST way to use new optimizer engines
Hello,
Yes these are different solvers.
In principle only exhaustive search is guaranteed to find global optimum
value.
Non-exhaustive (or intelligent) methods will find global or local
optimum.
The goal is of course to find global one, but if there is a single sharp
peak
out of zillions parameter combinations, non-exhaustive methods may fail
to find this single peak, but taking it form trader's perspecive, finding
single sharp peak
is useless for trading because that result would be instable (too fragile)
and
not replicable in real trading. In optimization process we are rather
looking
for plateau regions with stable parameters and this is the area where
intelligent methods shine.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: cstrader [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, June 27, 2008 8:25 PM
Subject: Re: [amibroker] The EASIEST way to use new optimizer engines
Thanks, that helps... basically these are all different variations of
solvers, right? And they don't care what they are modelling -- they
just
do the math looking for the single best solution? So it's just speed
that
matters? Or do different solvers get different solutions?
And I echo all of the recent praises... take care of yourself Tomasz!
Chuck
- Original Message -
From: Tomasz Janeczko [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, June 27, 2008 2:05 PM
Subject: Re: [amibroker] The EASIEST way to use new optimizer engines
Hello,
These are general-purpose optimization algorithms of non-linear
functions.
Any trading system is a function of certain number of arguments. The
inputs
are parameters and quotation data , the output is your optimization
target
(say CAR/MDD). And you are looking for maximum of given function.
I provided links to scientific articles describing the math that is
underlying these algorithms
- see the README file
http://www.amibroker.com/devlog/wp-content/uploads/2008/06/readme5130.html
Some are based on nature (animal behavior) - PSO algorithm,
or biological process - Genetic algorithms,
and some are based on mathematical concepts derived by humans - CMA-ES.
These algorithms are used in many different areas, including finance.
Enter PSO finance or CMA-ES finance in Google and you will find lots
of info.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: cstrader [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, June 27, 2008 7:39 PM
Subject: Re: [amibroker] The EASIEST way to use new optimizer engines
Yes, and more generally, what are these systems? They seem to mimic
evolutionary processes... how are they applied to optimization? And
how
do
we know that they work well for our particular needs -- are financial
markets and Darwinian evolution really the same processes? Any
sources,
references appreciated.
Thanks
- Original Message -
From: Thomas Ludwig [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, June 27, 2008 12:43 PM
Subject: Re: [amibroker] The EASIEST way to use new optimizer engines
TJ,
the new engines work very well. But just one question:
(the best one which is CMA-ES).
Are there still cases where the other engines are preferable? I mean
there must be a reason why you included them ;-)
Best regards,
Thomas
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
Please note that this group is for discussion between users only.
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SUPPORT {at} amibroker.com
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Re: [amibroker] The EASIEST way to use new optimizer engines
thanks for the information...very nice. - Original Message - From: Tomasz Janeczko [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Friday, June 27, 2008 7:28 PM Subject: Re: [amibroker] The EASIEST way to use new optimizer engines Hello, Exhaustive search is perfectly fine as long as it is reasonable to use it. Let's say you have 2 parameters each ranging from 1 to 100 (step 1). That's 1 combinations - perfectly OK for exhaustive search. Now with 3 parameters you got 1 million combinations - it is still OK for exhaustive search (but can be lenghty). With 4 parameters you have 100 million combinations and with 5 parameters (1..100) you have 10 billion combinations. In that case it would be too time consuming to check all of them, and this is the area where non-exhaustive smart-search methods can solve the problem that is not solvable in reasonable time using exhaustive search. As to algorithm used by non-exhaustive search it looks as follows: a) the optimizer generates some (usually random) starting population of parameter sets b) backtest is performed by AmiBroker for each parameter set from the population c) the results of backtests are evaluated according to the logic of algorithm and new population is generated based on the evolution of results, d) if new best is found - save it and go to step b) until stop criteria are met Example stop criteria can include: a) reaching specified maximum iterations b) stop if the range of best objective values of last X generations is zero c) stop if adding 0.1 standard deviation vector in any principal axis direction does not change the value of objective value d) others Best regards, Tomasz Janeczko amibroker.com - Original Message - From: cstrader [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Friday, June 27, 2008 10:32 PM Subject: Re: [amibroker] The EASIEST way to use new optimizer engines ...but I'm still a bit confused. If we use the default solver -- that is, we don't put an optimizerset = line in, then we get an exhaustive search, right. Every possible combination of values is tested and compared. Wouldn't that be the best solution if it's possible in a reasonable timeframe? So, what happens when the cmae optimizer is used instead? Something like this? 1. AB computes CAR/MDD from the default values of the optimizing variables 2. AB computes CAR/MDD from another set of optimizing variables 3. 1 and 2 are sent to the optimizer, and it returns a set of variables to try next. 4. Repeat 2 and 3 until a solution is reached? Sorry, but this is pretty new to me. - Original Message - From: Tomasz Janeczko [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Friday, June 27, 2008 2:33 PM Subject: Re: [amibroker] The EASIEST way to use new optimizer engines Hello, Yes these are different solvers. In principle only exhaustive search is guaranteed to find global optimum value. Non-exhaustive (or intelligent) methods will find global or local optimum. The goal is of course to find global one, but if there is a single sharp peak out of zillions parameter combinations, non-exhaustive methods may fail to find this single peak, but taking it form trader's perspecive, finding single sharp peak is useless for trading because that result would be instable (too fragile) and not replicable in real trading. In optimization process we are rather looking for plateau regions with stable parameters and this is the area where intelligent methods shine. Best regards, Tomasz Janeczko amibroker.com - Original Message - From: cstrader [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Friday, June 27, 2008 8:25 PM Subject: Re: [amibroker] The EASIEST way to use new optimizer engines Thanks, that helps... basically these are all different variations of solvers, right? And they don't care what they are modelling -- they just do the math looking for the single best solution? So it's just speed that matters? Or do different solvers get different solutions? And I echo all of the recent praises... take care of yourself Tomasz! Chuck - Original Message - From: Tomasz Janeczko [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Friday, June 27, 2008 2:05 PM Subject: Re: [amibroker] The EASIEST way to use new optimizer engines Hello, These are general-purpose optimization algorithms of non-linear functions. Any trading system is a function of certain number of arguments. The inputs are parameters and quotation data , the output is your optimization target (say CAR/MDD). And you are looking for maximum of given function. I provided links to scientific articles describing the math that is underlying these algorithms - see the README file http://www.amibroker.com/devlog/wp-content/uploads/2008/06/readme5130.html Some are based on nature (animal behavior) - PSO algorithm
Re: [amibroker] future symbols for AB from interactive brokers
Hello??? June 2004 futures are long since expired (as are June 2008 for
that matter!)) try ESU8-GLOBEX-FUT
- Original Message -
From: petenglish [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Monday, June 23, 2008 9:45 AM
Subject: [amibroker] future symbols for AB from interactive brokers
Hi, I'm having trouble inputting future symbols from IB to AB.
From what I can gather, it should be symbol-exchange-type so for Emini
ES Jun04 futures, Globex, my symbols should be ESM4-GLOBEX-FUT but
still not working.
Any ideas anyone?
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Re: [amibroker] Re: Questions for people using automatic transactions with IB
Hi, Well, I'm not really sure but it seems that one-minute bars have so many trades (assuming your contract is at least somewhat liquid) that these errors should pretty much cancel out and stop being a problem. - Original Message - From: Louis Préfontaine To: amibroker@yahoogroups.com Sent: Monday, June 23, 2008 9:40 AM Subject: Re: [amibroker] Re: Questions for people using automatic transactions with IB Hi, I wonder if the problems with HFAT can happen in « normal » trading. I mean: if I trade with 1-minute bars, I will build a system with data that has been revised at the end of the day. E.g. the data errors will not be there anymore. However, in real-time trading, those errors will be there.. So how can one deal with this, even without automatic trading? Louis 2008/6/23 reinsley [EMAIL PROTECTED]: thank you, I discovered the use of static var on that occasion and now this point is much better. Too many things are missing in my formula, I can't ask help as it could seem that i'am asking for a ready-made solution. I have to keep my cards when I'll be trapped. I need to scambled for the archive first. Regards
Re: [amibroker] Fundamental data for Australian stocks
Well, yes it might be possible to create these dat
- Original Message -
From: alan4171 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Tuesday, June 17, 2008 10:33 PM
Subject: [amibroker] Fundamental data for Australian stocks
I have read the few previous threads on this, however, Yahoo do
provide some of this information, eg.
http://au.finance.yahoo.com/q/aks?s=WBC.AX
Anyway to utilise this in Amibroker for Aussie stocks ??
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Re: [amibroker] Fundamental data for Australian stocks
Well, yes it would be possible to get these data into a .csv file pretty
easily which could then be used in AB. But we need a list of .AX stocks
first. I don't know how to download a complete list.
Thanks
- Original Message -
From: alan4171 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Tuesday, June 17, 2008 10:33 PM
Subject: [amibroker] Fundamental data for Australian stocks
I have read the few previous threads on this, however, Yahoo do
provide some of this information, eg.
http://au.finance.yahoo.com/q/aks?s=WBC.AX
Anyway to utilise this in Amibroker for Aussie stocks ??
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
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Re: [amibroker] AFL
function linregslope()
- Original Message -
From: John J [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Wednesday, June 11, 2008 9:25 AM
Subject: [amibroker] AFL
Hello,
I want to write an AFL to print the angle of any indicator line
crossing a horizontal line on the chart . Any suggestions?
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Re: [amibroker] Re: Can Amibroker do Top-Down Trading?
Well, yes you can link to the appropriate industry and sector from each
stock. But what data are you expecting to retrieve by industry and sector?
For instance, perhaps, the mean change of the stocks in the industry or
sector over the past day?
- Original Message -
From: matrix10014 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Monday, June 09, 2008 5:34 PM
Subject: [amibroker] Re: Can Amibroker do Top-Down Trading?
Tomasz,
I know you are the master,but are you sure Amibroker can do this??
I think there may be a bit of confusion as to what it is he was
asking.I have asked of this capability and was told it was an
extremely difficult task for a mere programming mortal.
He initially requested the ability to
Looking to sort stocks from the strength at the top
Sector, then Industry, then strongest stocks..
In order to do this analysis,the stock must be linked to the Industry
and Sector,and the Industry must be linked to to Sector.PositionScore
wont help if there is not a linking between stocks and their
repective industries and sector.
Does Ami have the capability to select stocks based on a selected
stock criteria as well as conditional criteria of the respective
industry and sector???
Thanks in advance,
Allan
--- In amibroker@yahoogroups.com, Tomasz Janeczko [EMAIL PROTECTED]
wrote:
Sure, that's what PositionScore is about.
http://www.amibroker.com/guide/h_portfolio.html
If you want multiple targets simply apply weights.
Assuming individual scores range from 0..100 appropriate
code would look like this:
PositionScore = SectorScore * 1 + 100 * IndustryScore +
StockScore;
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: cadvantag [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Saturday, June 07, 2008 4:31 AM
Subject: [amibroker] Can Amibroker do Top-Down Trading?
Looking to sort stocks from the strength at the top
Sector, then Industry, then strongest stocks.
Can this be done using Amibroker?
Thanks for any help.
Brian
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To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
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Yahoo! Groups Links
Re: [amibroker] Re: JimSwindle US STOCKS DATABASE UPDATE
It seems to me that developing a historical database is best left to those who have the time and inclination -- probably need to pay them for their effort. However, keeping a relatively uptodate list of of the current tickers trading on the AMEX, NYSE, and NASDAQ seems doable. I uploaded my first stab at this to the files section. Comments welcome. http://f1.grp.yahoofs.com/v1/EG1JSJDpHpXzpMtgQbl9r0XEItEyN0D5s8tGnT1sO0ncMDN8X0Vit1p_GRbHrIjejkzfOfkf75Fe1FG0P936aRGYBUn5iqileQ/US%20Stocks%20List%20-%206-2008.csv cs - Original Message - From: Richard Dale [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Wednesday, June 04, 2008 11:29 PM Subject: RE: [amibroker] Re: JimSwindle US STOCKS DATABASE UPDATE We use a proprietary number - actually an integer. We're currently up to almost 400,000 unique securities in our database now and growing each day. There is no such universal number unfortunately. The ISIN was supposed to be that unique identifier but this can and does change (e.g. when a company reorganises its capital structure, it often creates a new set of ISINs, thus making it difficult to construct a continuous history for that security). Also, many exchanges re-use ISIN codes too (which they're not supposed to do under the guidelines - but they are only guidelines I guess). Every (decent) data vendor out there has such a unique identifier (including us). This is rarely shown to the end user though. Unfortunately there is no universal indicator that is 100% effective. Currently AmiBroker's (proprietary, structure unknown) database appears to use the symbol as its primary means of identifying a security. Due to symbol overlap/code re-use issues this is not ideal. However, changing such a database structure is not a activity that should be considered likely. It will probably require a reasonable amount of code to be rewritten within AmiBroker. One day we hope to either interface our databases directly into AmiBroker through a data plug-in OR write into the native (proprietary, structure unknown) AmiBroker database. The Microsoft Access/ODBC method of databases becomes painfully slow when you have databases in excess of a few hundred megabytes (such as price databases). It's just not efficient for large databases. Best regards, Richard Dale. Norgate Investor Services - Premium quality Stock, Futures and Foreign Exchange Data for markets in Australia, Asia, Canada, Europe, UK USA - www.premiumdata.net From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of brian_z111 Sent: Thursday, 5 June 2008 9:06 AM To: amibroker@yahoogroups.com Subject: [amibroker] Re: JimSwindle US STOCKS DATABASE UPDATE Richard, Re: universal symbol identifiers Further issues remain with respect to annotations on charts within AmiBroker and symbol changes. This is due, in part, to the way that AmiBroker uses the traded code as the sole identifier for a security. Internally we use a unique numerical identifier which never changes even if a security changes its code, exchange or listed status. It would be great to work with Tomasz to enhance the AmiBroker chart database structure to provide a more robust method for matching securities on the basis of an identifier rather than the code. What are you using for your identifier - are you using a proprietry number or a universal number? What changes do you see that would enhance AB's database capabilities (briefly)? I started talking about this when I first purchased AB (2 yrs ago). It seemed to me that it was unusual that AB was originally designed with an enhanced database structure in mind but, at that time, it was still limited to the inbuilt OHLCOI fields. Since then the ODBC plugin has been developed, as an AB database supplement, although I see recent comments from Chris dePuy, who appears to have done his homework on the subject, that it slows down considerably as it grows. I had an interest in the subject from AB day1 because I wanted to use a custom database to pull together info from different sources and tie it to a symbol, via a unique identifier (no real reason outside of curiousity/research). I had noticed in my travels, that say, CSI, were using a proprietry ID and that some major players had made attempts to introduce universal identification (in their own format of course). It seems from the discussion on importing extra data to the vacant OI field that there is still interest out there, on efficient ways to mangage custom import, from some users. To get to the point: Do you favour any current universal identifier (there seems to be a power play between some of the different majors) - do we have an identifier that is globally accepted or that you believe should be globally accepted? If we had one, is AB's current database structure actually capable of handling large, flexible, multi-field databases efficiently and taking advantage of it? brian_z --- In amibroker@yahoogroups.com, Richard Dale
Re: [amibroker] Re: JimSwindle US STOCKS DATABASE UPDATE
Yeah, I can find the ETF and AMEX list. But I haven't yet found a list of NAZ or NYSE stocks. - Original Message - From: wavemechanic To: amibroker@yahoogroups.com Sent: Wednesday, June 04, 2008 7:03 AM Subject: Re: [amibroker] Re: JimSwindle US STOCKS DATABASE UPDATE I agree and ETFs are easy. A number of websites, including those with RSS feeds, publish new listings (e.g., Seeking Alpha) as they are applied for and listed. Stocks are probably similarly available from websites, exchanges, brokers, etc. but I don't follow them. Google away. Bill - Original Message - From: cstrader To: amibroker@yahoogroups.com Sent: Tuesday, June 03, 2008 11:32 PM Subject: Re: [amibroker] Re: JimSwindle US STOCKS DATABASE UPDATE Well, I'm not sure why anyone needs to pay for stuff that's available free. For instance, CSI is a great vendor, but then Yahoo gets the data from CSI and publishes it for free. What's really needed is the list of tickers, however, and perhaps that can only be done efficiently by paying for it. For me, it's not so bad that there's a ticker that no longer exists -- I just check to see what the last download date was -- if it's in the past then I assume it's dead. However, keeping up with new issues is more difficult. I don't understand how to scrape the Yahoo site for a list of, say all of the current ETFs, or all of the stocks currently trading on the AMEX. Can anyone help me with that? I was using Swindle's list, but now that seems to be gone... so I need to hunt for a new list. Thanks - Original Message - From: dingo [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Tuesday, June 03, 2008 10:23 PM Subject: RE: [amibroker] Re: JimSwindle US STOCKS DATABASE UPDATE I haven't investigated any thing other than Yahoo. If there is a weg site that lists the tickers, etc without having a subscription, etc. then I could prolly scrape it. As designed the program scrapes the data and presents it to you in a grid organized by sector/industry or index or etf then you can select those that you want to delete and THEN it will create the database. d -Original Message- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of marketmonk777 Sent: Tuesday, June 03, 2008 8:35 PM To: amibroker@yahoogroups.com Subject: [amibroker] Re: JimSwindle US STOCKS DATABASE UPDATE I would be interested in this program. But all I am looking for is a program that creates a list of symbols. What would be nice is for it to compare a current download to a previous download and have a report generated showing what was added and what is missing. That way I can decide which stocks to add to my own database. The benefit to me is that I don't have to strip out symbols from the pink sheets or OTC BB. Amiquote does a great job of downloading the data and don't see a need to replace that functionality. As for the price .. that would depend on the functionality that you decide to put into it. Will it work with just Yahoo? Regards, MM --- In amibroker@yahoogroups.com, dingo [EMAIL PROTECTED] wrote: There is not a separate list of added / deleted stocks - Yahoo just updates their site on the fly. You would need to build a new list and compare it with those in the database. There is a trail of Yahoo pages that contains what they consider to be the stocks avail in the US - grouped by sector / industry. These pages have to be scraped to get the tickers and names. Then a problem arises when you go to down load quotes for the entire list that you've built by scraping - Yahoo doesn't have quotes for all of them and some have even had their tickers changed but the pages haven't been updated yet. Plus, you also get pink sheet stocks and other stuff. The indexes, etfs, mutual funds, etc are all on their own pages and would have to be scraped also. I've done some of this in a program I wrote several years ago - it even updates the quotes and can be scheduled via the scheduler. It will retireve historical, current and fundamental data. What it doesn't do at present is detect those stocks that have no quotes or that have ceased trading - those that give an error msg when you try to use Amiquote. It also does NOT update the database - it just builds them and updates the quotes. I stopped working on it because I thought TJ was going to address this and decided not put any more of my time into it. I can be talked into finishing it but I
Re: [amibroker] Re: JimSwindle US STOCKS DATABASE UPDATE
Right, but this can't be rocket science (although I have to admit I can't quite get it yet). If you do a search for industry from http://biz.yahoo.com/p/s_pr1d.html for a given ticker you should be able to return the industry and sector within the URL. The problem is that there are some click links that evidently link to the right Sector/industry page (for instance searching for the industry for IBM gets you to: http://biz.yahoo.com/p/810conameu.html#ibm). Question is how to determine the appropriate industry/sector number (e.g. 810 above) from the link. - Original Message - From: areehoi [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Wednesday, June 04, 2008 10:31 AM Subject: [amibroker] Re: JimSwindle US STOCKS DATABASE UPDATE I believe most of you are missing the point. The symbols are easy to get for all the exchanges and ETF's. The problem Jim has solved is to put the Symbols Name in the proper Sector Industry groups.(look at his EXCEL spreadsheet) based on http://biz.yahoo.com/p/s_pr1d.html;. Jim has provided an invaluable service by providing this for us gratis and has put a lot of time an effort into the project. I'm sure Jim will respond, he is out of the country for extended periods, hopefully soon. Dick H. --- In amibroker@yahoogroups.com, cstrader [EMAIL PROTECTED] wrote: Yeah, I can find the ETF and AMEX list. But I haven't yet found a list of NAZ or NYSE stocks. - Original Message - From: wavemechanic To: amibroker@yahoogroups.com Sent: Wednesday, June 04, 2008 7:03 AM Subject: Re: [amibroker] Re: JimSwindle US STOCKS DATABASE UPDATE I agree and ETFs are easy. A number of websites, including those with RSS feeds, publish new listings (e.g., Seeking Alpha) as they are applied for and listed. Stocks are probably similarly available from websites, exchanges, brokers, etc. but I don't follow them. Google away. Bill - Original Message - From: cstrader To: amibroker@yahoogroups.com Sent: Tuesday, June 03, 2008 11:32 PM Subject: Re: [amibroker] Re: JimSwindle US STOCKS DATABASE UPDATE Well, I'm not sure why anyone needs to pay for stuff that's available free. For instance, CSI is a great vendor, but then Yahoo gets the data from CSI and publishes it for free. What's really needed is the list of tickers, however, and perhaps that can only be done efficiently by paying for it. For me, it's not so bad that there's a ticker that no longer exists -- I just check to see what the last download date was -- if it's in the past then I assume it's dead. However, keeping up with new issues is more difficult. I don't understand how to scrape the Yahoo site for a list of, say all of the current ETFs, or all of the stocks currently trading on the AMEX. Can anyone help me with that? I was using Swindle's list, but now that seems to be gone... so I need to hunt for a new list. Thanks - Original Message - From: dingo [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Tuesday, June 03, 2008 10:23 PM Subject: RE: [amibroker] Re: JimSwindle US STOCKS DATABASE UPDATE I haven't investigated any thing other than Yahoo. If there is a weg site that lists the tickers, etc without having a subscription, etc. then I could prolly scrape it. As designed the program scrapes the data and presents it to you in a grid organized by sector/industry or index or etf then you can select those that you want to delete and THEN it will create the database. d -Original Message- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of marketmonk777 Sent: Tuesday, June 03, 2008 8:35 PM To: amibroker@yahoogroups.com Subject: [amibroker] Re: JimSwindle US STOCKS DATABASE UPDATE I would be interested in this program. But all I am looking for is a program that creates a list of symbols. What would be nice is for it to compare a current download to a previous download and have a report generated showing what was added and what is missing. That way I can decide which stocks to add to my own database. The benefit to me is that I don't have to strip out symbols from the pink sheets or OTC BB. Amiquote does a great job of downloading the data and don't see a need to replace that functionality. As for the price .. that would depend on the functionality that you decide to put into it. Will it work with just Yahoo? Regards, MM --- In amibroker@yahoogroups.com, dingo dingo@ wrote: There is not a separate list of added / deleted stocks - Yahoo just updates their site on the fly. You would need to build a new list
Re: [amibroker] JimSwindle US STOCKS DATABASE UPDATE
Perhaps we should try to help Jim out a bit. What features would we want to see in such a stocks database? Thanks - Original Message - From: Ronald Davis To: amibroker@yahoogroups.com Sent: Tuesday, June 03, 2008 9:21 AM Subject: [amibroker] JimSwindle US STOCKS DATABASE UPDATE Has anyone heard from Jim regarding when a later update will be available? This link to Jim Swindle's US STOCKS DATABASE site shows that it was last udated on Jan 4, 2008. I also recall that Jim was planning to create a method so that each of us could run a LATEST TICKER symbol update an any time. We all are grateful to Jim for having done this. Ron D
Re: [amibroker] JimSwindle US STOCKS DATABASE UPDATE
Aha, I thought Jim was doing this for free. But in any case, how does AB determine which stocks are current and should be on the list? Yahoo has almost 40,000 tickers; who determines which ones go into the US STOCK SYMBOL list? Thanks - Original Message - From: Ronald Davis To: amibroker@yahoogroups.com Sent: Tuesday, June 03, 2008 4:17 PM Subject: Re: [amibroker] JimSwindle US STOCKS DATABASE UPDATE This origional post was an inquiry asking when Jim Swindle would place a LATER than JAN/4/2008 UPDATED LIST OF US STOCK SYMBOLS on his UPDATE website. Jim was paid to create this updating UPDATING software, so he is not at liberty to simply give it away to Amibroker users. Yes, I would love to help JIM, but I can't think of anything I can do to assist writing code FOR a NEW version of this updating software. I do recall that Dingo and Jim discussed the possibility of a Joint effort once, BUT I DON'T THINK IT WENT ANYWHERE. HERE IS MORE INFORMATIONJim Swindle's US STOCKS DATABASE UPDATE SITE is simply an updated list of the most recent SYMBOLS in the US STOCKS FOLDER within Amibroker. When you run a download from this site, it installs the MORE RECENT list of the symbols over the OLDER list of symbols. This process of UPDATING the symbols must be followed by a HISTORICAL download of all of the TICKER data for as far back as you want to have in your database. === - Original Message - From: cstrader To: amibroker@yahoogroups.com Sent: Tuesday, June 03, 2008 1:46 PM Subject: Re: [amibroker] JimSwindle US STOCKS DATABASE UPDATE Perhaps we should try to help Jim out a bit. What features would we want to see in such a stocks database? Thanks - Original Message - From: Ronald Davis To: amibroker@yahoogroups.com Sent: Tuesday, June 03, 2008 9:21 AM Subject: [amibroker] JimSwindle US STOCKS DATABASE UPDATE Has anyone heard from Jim regarding when a later update will be available? This link to Jim Swindle's US STOCKS DATABASE site shows that it was last udated on Jan 4, 2008. I also recall that Jim was planning to create a method so that each of us could run a LATEST TICKER symbol update an any time. We all are grateful to Jim for having done this. Ron D
Re: [amibroker] JimSwindle US STOCKS DATABASE UPDATE
Hi Ronald, You say: ... DOWNLOAD ALL OF THE SYMBOLS THAT YAHOO has ADDED in their YAHOO database of STOCK SYMBOLS AND PRICES, VOL ,etc. DO YOU KNOW WHERE THAT ADDED LIST IS LOCATED? If YAHOO discontinues carrying a symbol, then their NEW CURRENT list of symbols will...NOT... DO YOU KNOW WHERE THAT NEW CURRENT LIST IS LOCATED? AND WHAT IS THE NEW CURRENT LIST. I'M CURIOUS IF IT'S POSSIBLE TO DOWNLOAD THE ENTIRE LIST OF YAHOO STOCKS SOMEHOW. Thanks - Original Message - From: Ronald Davis To: amibroker@yahoogroups.com Sent: Tuesday, June 03, 2008 5:27 PM Subject: Re: [amibroker] JimSwindle US STOCKS DATABASE UPDATE Cs, he HAS been doing it for free. AB does NOT KNOW which symbols are current. That is why there exists a need DOWNLOAD ALL OF THE SYMBOLS THAT YAHOO has ADDED in their YAHOO database of STOCK SYMBOLS AND PRICES, VOL ,etc. If YAHOO discontinues carrying a symbol, then their NEW CURRENT list of symbols will , NOT have it anymore, and it will have been purged from your AB database of SYMBOLS in the AB US STOCKS FOLDER. Ron D - Original Message - From: cstrader To: amibroker@yahoogroups.com Sent: Tuesday, June 03, 2008 4:03 PM Subject: Re: [amibroker] JimSwindle US STOCKS DATABASE UPDATE Aha, I thought Jim was doing this for free. But in any case, how does AB determine which stocks are current and should be on the list? Yahoo has almost 40,000 tickers; who determines which ones go into the US STOCK SYMBOL list? Thanks - Original Message - From: Ronald Davis To: amibroker@yahoogroups.com Sent: Tuesday, June 03, 2008 4:17 PM Subject: Re: [amibroker] JimSwindle US STOCKS DATABASE UPDATE This origional post was an inquiry asking when Jim Swindle would place a LATER than JAN/4/2008 UPDATED LIST OF US STOCK SYMBOLS on his UPDATE website. Jim was paid to create this updating UPDATING software, so he is not at liberty to simply give it away to Amibroker users. Yes, I would love to help JIM, but I can't think of anything I can do to assist writing code FOR a NEW version of this updating software. I do recall that Dingo and Jim discussed the possibility of a Joint effort once, BUT I DON'T THINK IT WENT ANYWHERE. HERE IS MORE INFORMATIONJim Swindle's US STOCKS DATABASE UPDATE SITE is simply an updated list of the most recent SYMBOLS in the US STOCKS FOLDER within Amibroker. When you run a download from this site, it installs the MORE RECENT list of the symbols over the OLDER list of symbols. This process of UPDATING the symbols must be followed by a HISTORICAL download of all of the TICKER data for as far back as you want to have in your database. === - Original Message - From: cstrader To: amibroker@yahoogroups.com Sent: Tuesday, June 03, 2008 1:46 PM Subject: Re: [amibroker] JimSwindle US STOCKS DATABASE UPDATE Perhaps we should try to help Jim out a bit. What features would we want to see in such a stocks database? Thanks - Original Message - From: Ronald Davis To: amibroker@yahoogroups.com Sent: Tuesday, June 03, 2008 9:21 AM Subject: [amibroker] JimSwindle US STOCKS DATABASE UPDATE Has anyone heard from Jim regarding when a later update will be available? This link to Jim Swindle's US STOCKS DATABASE site shows that it was last udated on Jan 4, 2008. I also recall that Jim was planning to create a method so that each of us could run a LATEST TICKER symbol update an any time. We all are grateful to Jim for having done this. Ron D
Re: [amibroker] Re: JimSwindle US STOCKS DATABASE UPDATE
Well, I'm not sure why anyone needs to pay for stuff that's available free. For instance, CSI is a great vendor, but then Yahoo gets the data from CSI and publishes it for free. What's really needed is the list of tickers, however, and perhaps that can only be done efficiently by paying for it. For me, it's not so bad that there's a ticker that no longer exists -- I just check to see what the last download date was -- if it's in the past then I assume it's dead. However, keeping up with new issues is more difficult. I don't understand how to scrape the Yahoo site for a list of, say all of the current ETFs, or all of the stocks currently trading on the AMEX. Can anyone help me with that? I was using Swindle's list, but now that seems to be gone... so I need to hunt for a new list. Thanks - Original Message - From: dingo [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Tuesday, June 03, 2008 10:23 PM Subject: RE: [amibroker] Re: JimSwindle US STOCKS DATABASE UPDATE I haven't investigated any thing other than Yahoo. If there is a weg site that lists the tickers, etc without having a subscription, etc. then I could prolly scrape it. As designed the program scrapes the data and presents it to you in a grid organized by sector/industry or index or etf then you can select those that you want to delete and THEN it will create the database. d -Original Message- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of marketmonk777 Sent: Tuesday, June 03, 2008 8:35 PM To: amibroker@yahoogroups.com Subject: [amibroker] Re: JimSwindle US STOCKS DATABASE UPDATE I would be interested in this program. But all I am looking for is a program that creates a list of symbols. What would be nice is for it to compare a current download to a previous download and have a report generated showing what was added and what is missing. That way I can decide which stocks to add to my own database. The benefit to me is that I don't have to strip out symbols from the pink sheets or OTC BB. Amiquote does a great job of downloading the data and don't see a need to replace that functionality. As for the price .. that would depend on the functionality that you decide to put into it. Will it work with just Yahoo? Regards, MM --- In amibroker@yahoogroups.com, dingo [EMAIL PROTECTED] wrote: There is not a separate list of added / deleted stocks - Yahoo just updates their site on the fly. You would need to build a new list and compare it with those in the database. There is a trail of Yahoo pages that contains what they consider to be the stocks avail in the US - grouped by sector / industry. These pages have to be scraped to get the tickers and names. Then a problem arises when you go to down load quotes for the entire list that you've built by scraping - Yahoo doesn't have quotes for all of them and some have even had their tickers changed but the pages haven't been updated yet. Plus, you also get pink sheet stocks and other stuff. The indexes, etfs, mutual funds, etc are all on their own pages and would have to be scraped also. I've done some of this in a program I wrote several years ago - it even updates the quotes and can be scheduled via the scheduler. It will retireve historical, current and fundamental data. What it doesn't do at present is detect those stocks that have no quotes or that have ceased trading - those that give an error msg when you try to use Amiquote. It also does NOT update the database - it just builds them and updates the quotes. I stopped working on it because I thought TJ was going to address this and decided not put any more of my time into it. I can be talked into finishing it but I won't do it for free - I done quite a few free programs for AB and won't do that any more. S - what's a price that people are willing to pay and and how many would be interested. If theres not that much interest then I won't bother. d _ From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of cstrader Sent: Tuesday, June 03, 2008 6:20 PM To: amibroker@yahoogroups.com Subject: Re: [amibroker] JimSwindle US STOCKS DATABASE UPDATE Hi Ronald, You say: ... DOWNLOAD ALL OF THE SYMBOLS THAT YAHOO has ADDED in their YAHOO database of STOCK SYMBOLS AND PRICES, VOL ,etc. DO YOU KNOW WHERE THAT ADDED LIST IS LOCATED? If YAHOO discontinues carrying a symbol, then their NEW CURRENT list of symbols will...NOT... DO YOU KNOW WHERE THAT NEW CURRENT LIST IS LOCATED? AND WHAT IS THE NEW CURRENT LIST. I'M CURIOUS IF IT'S POSSIBLE TO DOWNLOAD THE ENTIRE LIST OF YAHOO STOCKS SOMEHOW. Thanks - Original Message - From: Ronald Davis mailto:[EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Tuesday, June 03, 2008 5:27 PM Subject: Re: [amibroker] JimSwindle US
Re: [amibroker] Re: JimSwindle US STOCKS DATABASE UPDATE
Sheesh, as in buck up and pay? - Original Message - From: dingo [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Tuesday, June 03, 2008 11:35 PM Subject: RE: [amibroker] Re: JimSwindle US STOCKS DATABASE UPDATE Sheeesh... -Original Message- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of cstrader Sent: Tuesday, June 03, 2008 11:32 PM To: amibroker@yahoogroups.com Subject: Re: [amibroker] Re: JimSwindle US STOCKS DATABASE UPDATE Well, I'm not sure why anyone needs to pay for stuff that's available free. For instance, CSI is a great vendor, but then Yahoo gets the data from CSI and publishes it for free. What's really needed is the list of tickers, however, and perhaps that can only be done efficiently by paying for it. For me, it's not so bad that there's a ticker that no longer exists -- I just check to see what the last download date was -- if it's in the past then I assume it's dead. However, keeping up with new issues is more difficult. I don't understand how to scrape the Yahoo site for a list of, say all of the current ETFs, or all of the stocks currently trading on the AMEX. Can anyone help me with that? I was using Swindle's list, but now that seems to be gone... so I need to hunt for a new list. Thanks - Original Message - From: dingo [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Tuesday, June 03, 2008 10:23 PM Subject: RE: [amibroker] Re: JimSwindle US STOCKS DATABASE UPDATE I haven't investigated any thing other than Yahoo. If there is a weg site that lists the tickers, etc without having a subscription, etc. then I could prolly scrape it. As designed the program scrapes the data and presents it to you in a grid organized by sector/industry or index or etf then you can select those that you want to delete and THEN it will create the database. d -Original Message- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of marketmonk777 Sent: Tuesday, June 03, 2008 8:35 PM To: amibroker@yahoogroups.com Subject: [amibroker] Re: JimSwindle US STOCKS DATABASE UPDATE I would be interested in this program. But all I am looking for is a program that creates a list of symbols. What would be nice is for it to compare a current download to a previous download and have a report generated showing what was added and what is missing. That way I can decide which stocks to add to my own database. The benefit to me is that I don't have to strip out symbols from the pink sheets or OTC BB. Amiquote does a great job of downloading the data and don't see a need to replace that functionality. As for the price .. that would depend on the functionality that you decide to put into it. Will it work with just Yahoo? Regards, MM --- In amibroker@yahoogroups.com, dingo [EMAIL PROTECTED] wrote: There is not a separate list of added / deleted stocks - Yahoo just updates their site on the fly. You would need to build a new list and compare it with those in the database. There is a trail of Yahoo pages that contains what they consider to be the stocks avail in the US - grouped by sector / industry. These pages have to be scraped to get the tickers and names. Then a problem arises when you go to down load quotes for the entire list that you've built by scraping - Yahoo doesn't have quotes for all of them and some have even had their tickers changed but the pages haven't been updated yet. Plus, you also get pink sheet stocks and other stuff. The indexes, etfs, mutual funds, etc are all on their own pages and would have to be scraped also. I've done some of this in a program I wrote several years ago - it even updates the quotes and can be scheduled via the scheduler. It will retireve historical, current and fundamental data. What it doesn't do at present is detect those stocks that have no quotes or that have ceased trading - those that give an error msg when you try to use Amiquote. It also does NOT update the database - it just builds them and updates the quotes. I stopped working on it because I thought TJ was going to address this and decided not put any more of my time into it. I can be talked into finishing it but I won't do it for free - I done quite a few free programs for AB and won't do that any more. S - what's a price that people are willing to pay and and how many would be interested. If theres not that much interest then I won't bother. d _ From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of cstrader Sent: Tuesday, June 03, 2008 6:20 PM To: amibroker@yahoogroups.com Subject: Re: [amibroker] JimSwindle US STOCKS DATABASE UPDATE Hi Ronald
Re: [amibroker] New Yahoo US-Stocks Database
Dear John Swindle,
Has there been a recent update of your Yahoo US-Stocks database?
Thanks!
- Original Message -
From: jrswindle2001 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Saturday, October 06, 2007 5:57 PM
Subject: [amibroker] New Yahoo US-Stocks Database
Greetings all,
I have posted a new Yahoo US-Stocks database out on my site. Data is
effective as of 10.05.2007 (Friday). The Excel spreadsheet is
updated and I have also added an updated US-Stocks database for anyone
that wants to download a loaded one, data is from 01.01.2000 to
10.05.2007. About 163mb...
http://www.icc-az.com/update-ab.html
Regards,
Jim
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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Re: [amibroker] NAAIM Presentation -- How to Build an Effective Trading System
Outstanding presentation Howard. Thank you so much! Chuck - Original Message - From: Robert Grigg To: amibroker@yahoogroups.com Sent: Friday, May 09, 2008 3:08 AM Subject: RE: [amibroker] NAAIM Presentation -- How to Build an Effective Trading System Hi Howard, Thank you for sharing your work. Your very generous offer to share the actual material and allow re-use is greatly appreciated. I actually made use of some of the material in a presentation given to the ATAA (Australian Technical Analysts Association) yesterday. Regards, Robert From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of Howard Bandy Sent: Friday, 9 May 2008 07:20 To: amibroker@yahoogroups.com Subject: [amibroker] NAAIM Presentation -- How to Build an Effective Trading System Greetings all -- I was asked in a private email if the presentation I gave at the NAAIM conference yesterday was available. The title of the talk is How to Build an Effective Trading System, and Build Confidence that it will be Profitable. There may be general interest in reading it. Yes, it is available as a PowerPoint file. You can download it here: http://www.blueowlpress.com/NAAIM.html You are welcome to use the information and graphics from individual slides in emails and other presentations, providing credit is given to the author and copyright holder, Howard Bandy. You may post a link to the download page. Please do not copy the presentation and repost or distribute it. There are trading system examples written in AmiBroker in the presentation. These are for educational purposes only. They may be interesting starting points for further development, but that are not systems that are ready to trade, and they will probably not be profitable as published. If you do modify and develop these systems and find interesting results, please post the code and the results back to this forum. Constructive comments and discussion are welcome. The NAAIM conference was very well organized and very valuable. You can learn more about NAAIM -- National Association of Active Investment Managers -- here: http://www.naaim.org/ Thanks, Howard
Re: [amibroker] Re: Intraday Volume
LLoyd.
What day are you looking at for your LNN Volume (May 8th?)
- Original Message -
From: burlap58 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, May 09, 2008 7:52 AM
Subject: [amibroker] Re: Intraday Volume
I've been doing it that way, but today it's not right. V (daily)
gives me 1,120,674 for volume for LNN, while the Realtime quote gives
me 406,000 and IB gives me 403,000. V minute timeset gives me
1,120,674 also. Any explainations would be appreciated. Thanks, Lloyd
--- In amibroker@yahoogroups.com, [EMAIL PROTECTED] wrote:
Change your time frame to daily and your volume will be the total
volumr for the day from intraday data.
burlap58 [EMAIL PROTECTED] wrote:
How can I create an exploration using intraday cummulative volume as
an AddColumn function. I've tried timeset1minute-but I get yesterdays
volume. I tried changing my settings daily to minutes and I got
readings for the last minute. I thought I had it going but today my
data was way off.Any suggestions would be appreciated. Thanks,Lloyd
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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For other support material please check also:
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Yahoo! Groups Links
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To get support from AmiBroker please send an e-mail directly to
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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[amibroker] Stochastic calculations
I'm wondering how StochK and StochD are computed. I thought that StochK was based on the MA(KSmooth) of MA(Period) High, Low and Close values. And that StochD was based on the MA(DSmooth) of StochK. If period = 5 and Ksmooth = 3 shouldn't the first value of StochK appear on bar 7 (calculated from Close High and Low on bars 5, 6 and 7)? And if DSmooth is also 3 shouldn't the first value of StochD appear on bar 9 (as the average of StochK on bars 7-9)? But StochK and StochD seem to appear only on bars 8 and 11 respectively.Sure I'm missing something. Thanks
Re: [amibroker] Re: AmiQuote 2.00 released
Try something like:
http://finance.google.com/finance/historical?q=NASDAQ:CSCOoutput=csv
But unlike Yahoo it seems that we must know the right exchange ahead of
time?
I can only figure out how to get 1 year of quotes, unlike Yahoo which allows
specifying the start and end dates of the query.
cs
- Original Message -
From: brian_z111 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Wednesday, April 23, 2008 7:03 PM
Subject: [amibroker] Re: AmiQuote 2.00 released
How do you get from the googlefinance to the historical quotes - I
can't find the link from the frontpages to the CSCO(example) you give.
thanks
brian_z
--- In amibroker@yahoogroups.com, Tomasz Janeczko [EMAIL PROTECTED]
wrote:
Hello,
At the moment Google does not supply historical data for indexes
in spreadsheet format.
Only symbols that have Download to spreadsheet link available on
Google site
can be used with AmiQuote.
See this:
http://finance.google.com/finance/historical?q=NASDAQ:CSCO
(Download to spreadsheet link present)
As compared with:
http://finance.google.com/finance/historical?q=INDEXDJX:.DJI
(Download to spreadsheet link absent)
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: areehoi [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Wednesday, April 23, 2008 5:37 PM
Subject: [amibroker] Re: AmiQuote 2.00 released
Great work Tomasz. I've been looking for another data source as
back-up to Yahoo. I've downloaded and already tried to use it
with
the DJI. The symbol for Yahoo is ^DJI while Google
shows .DJI. I
tried to download this symbol from Google but they don't recognize
it?? I tries several times but no work. Am I doing something
wrong?
Dick Hoierman
--- In amibroker@yahoogroups.com, Tomasz Janeczko groups@
wrote:
Hello,
http://www.amibroker.com/devlog/2008/04/23/amiquote-200-released/
A new version of AmiQuote 2.00 has been released.
Download link:
http://www.amibroker.com/bin/aq2000.exe
CHANGES (as compared to 1.95):
1.. Added new Google Finance EOD data source
(finance.google.com),
US and International stocks (finance.google.com) - very fast
downloads, much faster than Yahoo
2.. Fixed some rare random crashes
3.. Fixed occassional crash on Vista
4.. Historical EOD downloads overwrite temporary files always
to
prevent consuming too much hard disk space
5.. Livecharts/Quote.com by default is now disabled because
vendor
discontinued the service. (Use Tools-Settings to re-enable if
needed)
NOTE: Backup your files inside Formats subfolder if you did any
editing because the setup program will install default ones.
Best regards,
Tomasz Janeczko
amibroker.com
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To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
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Yahoo! Groups Links
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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Re: [amibroker] Futures Rollover
I'm not really sure what's desired here -- some type of continuous futures
contract? If so, what method of calculation would be preferred?
Thanks
- Original Message -
From: Dennis Brown [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Thursday, March 27, 2008 1:01 PM
Subject: Re: [amibroker] Futures Rollover
I have it on my things to do list. I am using an ugly half AFl, half
manual method right now. I will share on the UKB when I get it
working well.
Best regards,
Dennis Brown
On Mar 26, 2008, at 11:09 PM, hoolee0820 wrote:
Has anyone done a rollover price adjustment utility? or can someone
point me to the right dirction of doing that? TIA
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Yahoo! Groups Links
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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Re: [amibroker] live data
interactivebrokers -- rated, as I recall, as #1 for forex trading in the
TASC survey.
- Original Message -
From: mariancostin22 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Tuesday, March 25, 2008 7:09 AM
Subject: [amibroker] live data
Hello to all member's of ambibroker community,
I would very much appreciate your suggestions to the following matter:
I am interested in online data for ambibroker, but only for forex
pairs. I have tested signal and it's OK, the only drawback is the price
too high for only 10 forex pairs that I use (175USD/month).
Could you please recommend me another option as professional as
ambibroker but with lower costs.
Thank you for the support and kind regards,
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Re: [amibroker] Re: Using #include but not wanting those indicator's PLOT
Well create the whole file together, run it, be sure it works, then break
out the #include. The include is mostly to put code that you don't really
want to see every day somewhere else.
- Original Message -
From: gmorlosky [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Monday, March 24, 2008 8:54 PM
Subject: [amibroker] Re: Using #include but not wanting those indicator's
PLOT
I'm still missing something. I do have the PlotAll ahead of the
Include in the main file in a simple setup, BUT how in the world is
the separate, independent Include file, which is a standalone *.afl
file, going to know that PlotAll is a defined variable
somewhere...anywhere else ? The Formula Editor won't accept:
Using your test.afl
ln: 1, Col: 13: Error 29. Variable 'plotall' used without having been
intialzed.
Thanks for your persistenc and patience.
Re: [amibroker] Re: Using #include but not wanting those indicator's
PLOT
The paramtoggle must be ahead of the include file. Include files can
be inserted anywhere in your code.
try it out with a simple test first and toggle the PlotAll in the
Param window of the main program.
Main program:
PlotAll = ParamToggle(Plot All,NO|YES,0);
#include test.afl
Include file Test.afl:
if( PlotAll ) Plot(C,Close,1,128);
best regards,
herman
Herman. I must be missing something. If I use the variable PlotAll
in the include file, the include file has no idea there is a defining
statement over in the main file, so it gives me an error of PlotAll
not intialized. Is there some leading statement I need to put in the
include file to tell it to look over at the main file to see if the
variable is defined there ?
In the main file:
PlotAll = ParamToggle(Plot the Include File
Indicators?,No|Yes,0);
In the include file:
if(PlotAll)
{
Plot( 100, , SARColor, styleArea|styleOwnScale|styleNoLabel, 0,
100);
}
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Re: [amibroker] Re: Free EOD futures contracts downloads?
opentick?
- Original Message -
From: tipequity [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Thursday, November 29, 2007 8:35 PM
Subject: [amibroker] Re: Free EOD futures contracts downloads?
I am interested in the same. Did you find a source?
Thanks
--- In amibroker@yahoogroups.com, cstrader [EMAIL PROTECTED] wrote:
Does this exist? I guess britefutures is gone in this regard? Are
there
any alternatives? I'm tired of paying for CSI...
Thanks
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Re: [amibroker] Re: Interactive Brokers plugin policy change
Yes, completely silly as we can trade FUTURES contracts at many brokerages
with only $2K. What the heck are they thinking?
- Original Message -
From: Yuki Taga [EMAIL PROTECTED]
To: Tomasz Janeczko amibroker@yahoogroups.com
Sent: Wednesday, March 12, 2008 9:14 PM
Subject: Re: [amibroker] Re: Interactive Brokers plugin policy change
Hi Tomasz,
TJ US securities regulations require at least USD 25,000 (or USD
equivalent) in equity to day trade.
I always thought this was a silly little looks like we are
protecting the little guys kind of law.
So, somebody without very much cash is prohibited from repeatedly
wagering (and let's assume losing) an amount of cash that is, by most
measures, rather inconsequential. But somebody with poor trading
skills and an amount of cash that is a bit more meaningful is free to
squander their larger pile, which may be just as large a percentage
of their net worth as is the case with the smaller guy -- until they
have a very little egg left, which they are then protected from
day-trading away. Such scratch-my-head public policy.
Las Vegas gives worse odds than the equity market, but I don't think
anyone is required to put up 25 K to day-trade Blackjack. ^_^
Yuki (who agrees in principle that 25 K is not enough to attempt
making a living in the market -- or at Las Vegas)
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Re: [amibroker] Please direct me
Plot using stylecloud I think
- Original Message -
From: Mohammed [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Wednesday, March 05, 2008 7:51 AM
Subject: [amibroker] Please direct me
Hi,
I remember that read article about paint the area between the bands
line in userkb. any one remember where it is?
Regards
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[amibroker] ecbot to cme/globex?
Aren't some futures moving from cbot to cme? Does IB support the new tickers? I can't seem to find them. Thanks
Re: [amibroker] Re: ecbot to cme/globex?
OK.. thanks... same tickers, same exchange?
- Original Message -
From: blakerandy [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Tuesday, February 26, 2008 5:44 PM
Subject: [amibroker] Re: ecbot to cme/globex?
--- In amibroker@yahoogroups.com, cstrader [EMAIL PROTECTED] wrote:
Aren't some futures moving from cbot to cme?
Does IB support the new tickers? I can't seem to find them.
Thanks
Nothing has changed as far as IB is concerned. Same tickers
Randy
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Re: [amibroker] static portfolio of stocks
Sure.. account manager ... file, new account
- Original Message -
From: Antonio [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Wednesday, February 13, 2008 1:54 PM
Subject: [amibroker] static portfolio of stocks
Hello,
is it possible with Amibroker to see the evolution of a portfolio of
stocks.
Inputs would be date of purchase and ammount.
Something like portfolio equity, but not in a trading system.
Thank-you
Antonio
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Re: [amibroker] Re: Trading platform + AB
Oh, right.. the new stylecloud might be easier than my incremental line
function which I just posted.
- Original Message -
From: Herman
To: brian_z111
Cc: amibroker@yahoogroups.com
Sent: Wednesday, January 30, 2008 9:03 AM
Subject: Re: [amibroker] Re: Trading platform + AB
for vertical thick lines I use StyleArea.
for other plots you can make your own Plot function using StyleCloud, with a
custom thickness expressed in y Chart range.
Dashed thick line would require repetitive plotting - this slows down you
execution speed a little but it is workable if you don't have too many plots.
best regards,
herman
For tips on developing Real-Time Auto-Trading systems visit:
http://www.amibroker.org/userkb/
Wednesday, January 30, 2008, 8:49:37 AM, you wrote:
Chart-Trading is really the thing of the future. In Amibroker it is
possible to create VERY visually revealing charts/display that can
be interpreted by the trader a hundred times faster that scrolling
tables with lots of numbers
Yes, Higgs post on the current speed of execution at the Merc was
sobering and we would be burying our heads in the sand if we didn't
think of ways to utilize speed to our advantage (especially for an
old tortoise like me).
One of my strengths as a trader is that I don't have a lot of things
to unlearn so I just follow where the bouncing ball takes me and 'in
time trading' based on visual cues is definitely where I am at.
Keep up the good work Herman.
However since my eyesight is not as good as it used to be before I
got glasses some thick, thicker and thickest lines would be nice not
to mention some dashed, dashier and dashiest ones as well (anybody
got some code for a thick and thin dashed and dotted vertical line?)
brian_z
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Individual Email | Traditional
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
mailto:[EMAIL PROTECTED]
mailto:[EMAIL PROTECTED]
[EMAIL PROTECTED]
http://docs.yahoo.com/info/terms/
Re: [amibroker] Re: Trading platform + AB
To make a thicker line, just plot the same line a few times at small
increments. For instance, I use this function for indicators:
Hope it helps
function Drawthickline(Startpoint, DrawColor)
{
Offset = 0.01;
if (ST == ER)
{Offset = .001;}
if (ST == YM)
{Offset = .3;}
if (ST == EU OR ST == FG OR ST == AU OR ST == GB)
{Offset = .01;}
//Offset = .001;
Plot(Startpoint, , DrawColor, 5);
Plot(Startpoint+Offset, , DrawColor, 5+4096);
Plot(Startpoint+Offset, , DrawColor, 5+4096);
Plot(Startpoint+Offset, , DrawColor, 5+4096);
Plot(Startpoint+Offset, , DrawColor, 5+4096);
}
- Original Message -
From: brian_z111 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Wednesday, January 30, 2008 8:49 AM
Subject: [amibroker] Re: Trading platform + AB
Chart-Trading is really the thing of the future. In Amibroker it is
possible to create VERY visually revealing charts/display that can
be interpreted by the trader a hundred times faster that scrolling
tables with lots of numbers
Yes, Higgs post on the current speed of execution at the Merc was
sobering and we would be burying our heads in the sand if we didn't
think of ways to utilize speed to our advantage (especially for an
old tortoise like me).
One of my strengths as a trader is that I don't have a lot of things
to unlearn so I just follow where the bouncing ball takes me and 'in
time trading' based on visual cues is definitely where I am at.
Keep up the good work Herman.
However since my eyesight is not as good as it used to be before I
got glasses some thick, thicker and thickest lines would be nice not
to mention some dashed, dashier and dashiest ones as well (anybody
got some code for a thick and thin dashed and dotted vertical line?)
brian_z
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To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
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Re: [amibroker] Re: ZB data feed
My regular ECBOT feed is working fine for ZB. no need to change yet
that I can see.
- Original Message -
From: hoolee0820 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Monday, January 28, 2008 11:30 AM
Subject: [amibroker] Re: ZB data feed
One more thing I want to metion is that my AB + qchart plug-in is also
working fine like before. Only AB + IB plug-in stops working.
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Re: [amibroker] Average Range
MA(H-L, 14); ??
- Original Message -
From: longarm61 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Monday, January 28, 2008 3:59 PM
Subject: [amibroker] Average Range
I would simply like an indicator that shows the average range, from
high to low, of x number of bars. Just the bars only. ATR takes
into account the previous close, which I don't want.
Anyone have or can point me to a formula for this?
Thanks in advance,
Grant
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Re: [amibroker] Re: ZB data feed
Are you sure you have the tickername right?
ZB MAR 08-ECBOT-FUT
Three spaces between zb and mar and one space between mar and 08
- Original Message -
From: hoolee0820 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Monday, January 28, 2008 12:06 PM
Subject: [amibroker] Re: ZB data feed
Thank you. My AB is 5.00.1 with IB plug-in 1.6.8, what's yours?
--- In amibroker@yahoogroups.com, cstrader [EMAIL PROTECTED] wrote:
My regular ECBOT feed is working fine for ZB. no need to change
yet
that I can see.
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Re: [amibroker] New Yahoo US-Stocks Database
Thanks Jim! Really appreciated!
chuck
- Original Message -
From: jrswindle2001 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Monday, January 07, 2008 10:08 PM
Subject: [amibroker] New Yahoo US-Stocks Database
Greetings all,
I have posted a new Yahoo US-Stocks database out on my site. Data is
effective as of 01.04.2008. The Excel spreadsheet is
updated and I have also added an updated US-Stocks database for
anyone that wants to download a loaded (and cleaned) one,
data is from 01.01.2000 to 01.07.2008. About 160+mb...
Please note this link is to a new area, the old short cuts will not
work.
http://www.icc-az.com/amibroker_files/update-ab.html
Regards,
Jim
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Re: [amibroker] Import signals from file ?
One way is to read your signals in as a ticker. Put the signals in for
instance the closeprice. Then access the signals using the foreign()
function.
- Original Message -
From: irek_smaczny [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Sunday, January 06, 2008 12:36 PM
Subject: [amibroker] Import signals from file ?
Hi,
I want to analyse public system, but I have only buy and sell signals
in file:
date,time,price,signal
where signal is buy or sell.
How can I import it to amibroker to show this on chart and run
backtest on it ?
Regards
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Re: [amibroker] Hello Tomasz, Which C++ compiler do you use to compile AmiBroker ?
What's most impressive perhaps is that Tomasz has succeeded in developing and marketing AB DESPITE his nerdy background :) Not only did he understand the hardware and the software but he understood, and was willing to work with, marketing, GUIs, and yes, user support. Furthermore, despite his tendency to sometimes be a bit brusque, Tomasz does I think like people even more than he likes INMOS T8xx Transputers. Kudos TJ. - Original Message - From: Dennis Brown [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Saturday, January 05, 2008 11:55 AM Subject: Re: [amibroker] Hello Tomasz, Which C++ compiler do you use to compile AmiBroker ? Tomasz, Wow, a man after my own heart! It is rare today to find a programmer that understands the machine from the ground up. We have so many levels of abstraction today. I have speed tested some of your array operations and have been very impressed with them. Now I know how you did it --you spent a lifetime preparing. I started a bit earlier (1970) --having to design my own TTL CPUs before LSI microprocessors. I progressed along the same lines, though I had easy access to parts, but an actual computer was beyond my means. I was motivated by a desire for a personal computer and a love of programming (productivity tools) --which I only had access to at the local colleges. I had to design and build my own: 8 bit serial TTL computer -- coded with port-a-punch cards and 8 LEDs for output 8 bit 8008 microprocessor -- coded through a teletype paper tape reader 12 bit parallel TTL computer -- programmed through a teletype paper tape reader 16 bit virtual memory TTL computer -- moved up to high speed paper tape reader CRT and line printer 6800 microprocessor Jupiter II computer (I made kits for sale). Finally Floppy Disks Z80 microprocessor Jupiter III computer. Finally a hard drive. All of these were programmed at the machine code level and my own programming was generally for implementation of simple interpreter languages (in my day BASIC would be considered high level) and RT direct control of automated machine tool motors. Software DDA algorithms for stepper motors and machine operator UI and control languages etc. By 1980 I was specializing in floppy disk drive designs then hard disk drives and I never designed another CPU. Though the hard disk drives had a 68k CPU system on a chip and were more powerful than any computer I had designed in a big box! In 1984 I purchased my first computer designed by someone else -- an Apple Macintosh. I went from needing to build them to just wanting to use them to do other things. I had a disk drive array project that I wanted to use a Transputer product in. It was quite an interesting product, though the project did not get funded. In the late 90's and up to a couple of years ago I was writing my own EOD stock market simulation and graphing applications in HyperCard/ SuperCard/Revolution. However, when I wanted to jump to intraday trading, I went looking for a faster program. Higher level languages like Revolution running on a VM are great for creating custom user interfaces and general problem solutions, but RT markets require real purpose-built array processing. AmiBroker was the fastest program I found and a great price too. If Apple had not moved to the intel processor, I might never have looked at AmiBroker (I am spoiled by OS X). The world is indeed shrinking and differences are quickly disappearing. Just as I tipped my hat to Apple for making a better PC than I did, I tip my hat to you for making a better market analysis program than I did. It frees me to use rather than invent solutions. Thank you, Dennis On Jan 5, 2008, at 5:47 AM, Tomasz Janeczko wrote: Hello, Microsoft Visual C++ 6.0 SP6 for 32 bit version and Visual C++ 2005 for 64 bit version. TJ, are you aware of http://agner.org/optimize/ - might be useful for you ... Thanks, but with all respect due, I don't think so. As a 10 year old I started learning about TTL logic (gates, counters, de/multiplexers, shifters) moved later to arthmetic logic, 12 year old I built among other things 16-step digital sequencer for analog synthesiser. as a 13 year old I started my coding experience with hand coding in machine 8080 code (directly in binary, without help of assembler), then coded entire OS for my own microcomputer based on Zilog Z80 (when I was 17) then coded Motorola MC68000 demos in m68k assembler (20 years old) and critical parts of AmiBroker code on PC are also optimized on assembly level. My masters thesis involved assembly on INMOS T8xx Transputers (anyone here knows what it was?) In the past wrote native code emulators, cross compilers and many low-level programs all involving hand optimizations, hand register allocations, manual CPU cycle calculation, etc. With all that background I can safely say that I can write optimized code
Re: [amibroker] How to Calculate Probabilities and Statistics?
Well you could get the data by running a scan, but to get the statistics
you'd have to I think enter them into another program, such as Excel.
- Original Message -
From: bilbo0211 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Tuesday, November 27, 2007 7:28 PM
Subject: [amibroker] How to Calculate Probabilities and Statistics?
I will give some examples of what I would like to be able to do.
1. http://www.topgunsoftware.com/ has some interesting trading tools.
One thing it does is make statistical range projections (i,e., next
bar's high and low with confidence levels). I would like to do
something similar with Amibroker.
2. I would like to do a statistical analysis of how often Pivot Point
S/R levels hold and see if there is any correlation to ATR.
3. I would like to do a statistical analysis to see if there is any
bias as to when (time of day) the high and low occur.
Does Amibroker have any built in functionality that makes these kind
of calculations easy?
Bill
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Re: [amibroker] Price-to-nearest-tick alogrithm
Thank you!!! - Original Message - From: Tomasz Janeczko To: amibroker@yahoogroups.com Sent: Wednesday, October 31, 2007 4:58 PM Subject: Re: [amibroker] Price-to-nearest-tick alogrithm Hello, // TickSize = ... defines tick size PriceRounded = floor( Close / TickSize ) * TickSize; // rounding down PriceRounded = ceil( Close / TickSize ) * TickSize; // rounding up Best regards, Tomasz Janeczko amibroker.com - Original Message - From: cstrader To: amibroker@yahoogroups.com Sent: Wednesday, October 31, 2007 7:25 PM Subject: [amibroker] Price-to-nearest-tick alogrithm For someone who is smarter than me, I have a question: I would like to find an algorithm that locates the nearest tick (up or down, as specified) to a given price. for instance, if the price is 106.76, and the tick is 1.00, then I'd like to find either 106 or 107, as requested Similarly, if the price is 1500.91, and the tick is .25, then I'd like to find either 1500.75 or 1501.00. I'm sure it's simple tia chuck
[amibroker] Price-to-nearest-tick alogrithm
For someone who is smarter than me, I have a question: I would like to find an algorithm that locates the nearest tick (up or down, as specified) to a given price. for instance, if the price is 106.76, and the tick is 1.00, then I'd like to find either 106 or 107, as requested Similarly, if the price is 1500.91, and the tick is .25, then I'd like to find either 1500.75 or 1501.00. I'm sure it's simple tia chuck
Re: [amibroker] broker with API
what's wrong with mb as an alternative?
- Original Message -
From: spa969 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Monday, October 29, 2007 3:44 PM
Subject: [amibroker] broker with API
Hello
A bit off topic..sorry...I use Interavtive Brokers API to connect
Amibroker to my trading account.
I want to move away from Interactive Brokers. Does anybody know of good
brokers with API access? I already have tried MB Trading and
Tradestation..
Thanks
Phil
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Re: [amibroker] re: lost IBc unlock code
Did you get the new code? Try: http://www.amibroker.com/at/agreement.php - Original Message - From: Herman To: AmiBroker Users Group Sent: Friday, September 28, 2007 10:53 AM Subject: [amibroker] re: lost IBc unlock code Sorry folks, clicked the wrong email address, clicked group instead :-) herman.
[amibroker] AB Datafile format
Is the format of AB datafiles (labelled simply for instance as IBM with no
file extension in the database directory) publicly available? Seems like it
might be nice to write data directly to these files.
Thanks
- Original Message -
From: areehoi [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Tuesday, September 11, 2007 1:45 PM
Subject: [amibroker] Re: US-Stocks database template
Keith,
Read message #'s 115001-2-6-7-9 and others before
Dick H
--- In amibroker@yahoogroups.com, Keith McCombs [EMAIL PROTECTED] wrote:
Dick --
What _discussion_ on the future of the template? Posted by who,
when,
and subject?
Thanks.
-- Keith
areehoi wrote:
I've note with interest the discussion on the future of the template
of the US-Stocks database that Jim Swindle has provided to Amibroker
users. I've used the US-Stocks database from day one with Amibroker
(about 4 years) and switched over to the Hemscott version several
years ago. Before Jim came along with his easy to use template it was
next to impossible the update the database with new IPOS, ETF's,
handle splits etc. Jim has been doing this for over a year now on a
regular basis and it has been a real blessing. I am not a programmer
or I would be one of the first to jump in and take over. Hopefully,
someone in this group will can realize the strong need for this
project to continue and will step forward and take it over. It is
sorely needed.
Incidentally, this database can be used from sources other than Yahoo
both free and paid. It is the only database (I know of) available on a
gratis basis. Incidentally, Hemscott has more or less become the
standard as TC2007 and others have switched to it.
Let's not let this opportunity pass us buy!
Dick Hoierman
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Re: [amibroker] Re: Please Help
Make it easier on yourself -- do it this way!
ColorTouse = IIf( TBuy, EntryColor, DownColor );
Plot(Close, , ColorToUse, styleBar );
- Original Message -
From: Mohammed [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, September 14, 2007 12:52 PM
Subject: [amibroker] Re: Please Help
Hi cstrader;
Thank you very much, But this plot Price in line style, I need it to
be in bar style.
Regards
--- In amibroker@yahoogroups.com, cstrader [EMAIL PROTECTED] wrote:
Try this:
Plot( Close, , IIf( LongSetup, IIf( TBuy, EntryColor,
DownColor ) , styleBar | ParamStyle (Style)));
- Original Message -
From: Mohammed
To: amibroker@yahoogroups.com
Sent: Friday, September 14, 2007 12:03 PM
Subject: [amibroker] Please Help
Hi,
Any one can help with this formula,
_SECTION_BEGIN(Close);
Plot( Close, , IIf( LongSetup, UpColor, DownColor, IIf( TBuy,
EntryColor, DownColor ) , styleBar | ParamStyle (Style)));
_SECTION_END();
I got Too many arguments error.
Thanks an advance
Regards
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Re: [amibroker] Re: Please Help
I wonder why messages that I sent 5 days ago are just appearing now? Where
the heck have they been hiding?
- Original Message -
From: cstrader [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, September 14, 2007 1:15 PM
Subject: Re: [amibroker] Re: Please Help
Make it easier on yourself -- do it this way!
ColorTouse = IIf( TBuy, EntryColor, DownColor );
Plot(Close, , ColorToUse, styleBar );
- Original Message -
From: Mohammed [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, September 14, 2007 12:52 PM
Subject: [amibroker] Re: Please Help
Hi cstrader;
Thank you very much, But this plot Price in line style, I need it to
be in bar style.
Regards
--- In amibroker@yahoogroups.com, cstrader [EMAIL PROTECTED] wrote:
Try this:
Plot( Close, , IIf( LongSetup, IIf( TBuy, EntryColor,
DownColor ) , styleBar | ParamStyle (Style)));
- Original Message -
From: Mohammed
To: amibroker@yahoogroups.com
Sent: Friday, September 14, 2007 12:03 PM
Subject: [amibroker] Please Help
Hi,
Any one can help with this formula,
_SECTION_BEGIN(Close);
Plot( Close, , IIf( LongSetup, UpColor, DownColor, IIf( TBuy,
EntryColor, DownColor ) , styleBar | ParamStyle (Style)));
_SECTION_END();
I got Too many arguments error.
Thanks an advance
Regards
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To get support from AmiBroker please send an e-mail directly to
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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Re: [amibroker] Please Help
Try this: Plot( Close, , IIf( LongSetup, IIf( TBuy, EntryColor, DownColor ) , styleBar | ParamStyle (Style))); - Original Message - From: Mohammed To: amibroker@yahoogroups.com Sent: Friday, September 14, 2007 12:03 PM Subject: [amibroker] Please Help Hi, Any one can help with this formula, _SECTION_BEGIN(Close); Plot( Close, , IIf( LongSetup, UpColor, DownColor, IIf( TBuy, EntryColor, DownColor ) , styleBar | ParamStyle (Style))); _SECTION_END(); I got Too many arguments error. Thanks an advance Regards
Re: [amibroker] generating orders from amibroker to a text file
Seems like it would only be for AB to know if the file has been changed.
fileischanged is not written to the textfile that I can see.
- Original Message -
From: Padhu
To: [EMAIL PROTECTED] ; amibroker@yahoogroups.com
Sent: Wednesday, September 12, 2007 12:58 AM
Subject: [amibroker] generating orders from amibroker to a text file
hello,
Below is code snippet from the files section of AT . basically Amibroker
creates a text file and ninjatrader picksup the files and places orders.
question is, how is the
fileischanged being used here ?. I see that after a change its value is set
to 1. Is this just to let ninjatrader know that file has changed. I dont know
why this vaiable is used here?.
any thoughts?. thanks,Padhu
NINJATRADER OIF INTEGRATION
/// Ninja Trader Automation - START ///
fileischanged = 0;
if (LastValue(Buy) == 1 AND AutomationSwitch ==1) {
mvOrderOIF =
ES +
,+ ContractsOrShareSize +
,+ TimeInForces +
,+ WriteIf(Buy,Action1,Action3) +
, + ORdertypes +
,+ WriteVal(Limitprice ,1.2) +
,+
,+
,+
,+
,+
, + Simulatortypes +
, + strategyname + ,;
Uniquefilename=WriteVal(DateTime(),formatDateTime)+ +Name();
mvOrderOIFLog =
Name() +
,+ ContractsOrShareSize +
,+ TimeInForces +
,+ WriteIf(Buy,Action1,Action3) +
, + ORdertypes +
,+ WriteVal(Limitprice ,1.2) +
,+
,+
,+
,+
,+
, + Simulatortypes +
, + strategyname + , + Date() +,+WriteVal(Close ,1.4) +\n;
Uniquefilename=WriteVal(DateTime(),formatDateTime)+ +Name();
filepath=My Documents\NinjaTrader 6\incoming\oif.txt;
filehandle=fopen(filepath, w);
fputs(mvOrderOIF, filehandle);
fclose(filehandle);
filepath=My Documents\NinjaTrader 6\LOG\ORDERLOG.txt;
filehandle=fopen(filepath, a);
fputs(mvOrderOIFLog, filehandle);
fclose(filehandle);
fileischanged=1;
};
/// Sell Automation
fileischanged = 0;
if (LastValue(Sell) == 1 AND AutomationSwitch ==1) {
mvOrderOIF =
ES +
,+ ContractsOrShareSize +
,+ TimeInForces +
,+ WriteIf(Sell,Action2,Action3) +
, + ORdertypes +
,+ WriteVal(Limitprice ,1.2) +
,+
,+
,+
,+
,+
, + Simulatortypes +
, + strategyname + ,;
mvOrderOIFLog =
Name() +
,+ ContractsOrShareSize +
,+ TimeInForces +
,+ WriteIf(Sell,Action2,Action3) +
, + ORdertypes +
,+ WriteVal(Limitprice ,1.2) +
,+
,+
,+
,+
,+
, + Simulatortypes +
, + strategyname + , + Date() +,+WriteVal(Close ,1.4) +\n;
filepath=C:\\Program Files\\NinjaTrader\\NinjaTrader Version
3\\AT\\order.txt;
filehandle=fopen(filepath, w);
fputs(mvOrderOIF, filehandle);
fclose(filehandle);
filepath=C:\\Program Files\\NinjaTrader\\NinjaTrader Version
3\\DATA\\ATorderlog.txt;
filehandle=fopen(filepath, a);
fputs(mvOrderOIFLog, filehandle);
fclose(filehandle);
fileischanged=1;
};
/ NinjaTrader integration code - end //
[amibroker] Mass text file read: plugin or AFL Code?
I was wondering why although we have a plugin that reads from metastock files we do not (that I know of) have one that reads all of the text files in a subdirectory into AB at once. Anyone figure that out yet? Thanks
Re: [amibroker] Mass text file read: plugin or AFL Code?
But let's say you have 2000 stocks in 2000 text files in a directory. I'd
want to load them/update them all in at once, just like happens with
Metastock files.
- Original Message -
From: Tomasz Janeczko [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Tuesday, September 11, 2007 10:03 PM
Subject: Re: [amibroker] Mass text file read: plugin or AFL Code?
Text files? What kind of text files?
There are generic functions like fopen/fgets/fputs/fclose
http://www.amibroker.com/f?fopen
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: cstrader [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Wednesday, September 12, 2007 3:54 AM
Subject: [amibroker] Mass text file read: plugin or AFL Code?
I was wondering why although we have a plugin that reads from metastock
files we do not (that I know of) have one that reads all of the text
files
in a subdirectory into AB at once. Anyone figure that out yet?
Thanks
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
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To get support from AmiBroker please send an e-mail directly to
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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Re: [amibroker] Mass text file read: plugin or AFL Code?
OK, sorry... I didn't realize you could choose multiple files in the ASCII
import. That solves the problem.
Thanks GP and everyone.
Chuck
- Original Message -
From: cstrader [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Tuesday, September 11, 2007 11:09 PM
Subject: Re: [amibroker] Mass text file read: plugin or AFL Code?
But let's say you have 2000 stocks in 2000 text files in a directory. I'd
want to load them/update them all in at once, just like happens with
Metastock files.
- Original Message -
From: Tomasz Janeczko [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Tuesday, September 11, 2007 10:03 PM
Subject: Re: [amibroker] Mass text file read: plugin or AFL Code?
Text files? What kind of text files?
There are generic functions like fopen/fgets/fputs/fclose
http://www.amibroker.com/f?fopen
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: cstrader [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Wednesday, September 12, 2007 3:54 AM
Subject: [amibroker] Mass text file read: plugin or AFL Code?
I was wondering why although we have a plugin that reads from metastock
files we do not (that I know of) have one that reads all of the text
files
in a subdirectory into AB at once. Anyone figure that out yet?
Thanks
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
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Yahoo! Groups Links
Re: [amibroker] OpenTick Data
Historical works great for me... What symbol can't you get?
- Original Message -
From: optiontrader6 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Wednesday, August 29, 2007 2:04 PM
Subject: [amibroker] OpenTick Data
Has anyone had any luck using opentick data. I have gotten 1min
historical data for rut--$rut-co. I can't seem to get data for any
other stocks or indices.It would seem useful to use OT to download
historical data and then use IB/dde or quote.com for intraday to keep
current. Am i kidding my self with this feed.
Thanks.
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To get support from AmiBroker please send an e-mail directly to
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Re: [amibroker] Re: ascii to metastock
Hi Lester.
This is super code, and I want to use it I think, but I'm curious when you
say the Old Metastock EOD format...
Is this Old format still in use? For instance, is this the format of
current CSI EOD downloads?
The folder that I get has Master and *.DOP files as well as the *.DAT files.
Would your program write in the correct format for the *.DATs?
Thanks!
chuck
- Original Message -
From: Lester Vanhoff [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Tuesday, April 03, 2007 6:23 AM
Subject: [amibroker] Re: ascii to metastock
This code will export data from Ami to ASCii in the old MS Eod format.
/*** START ***/
// Export data to C:\Test in MetaStock format: Tkr,D,yymmdd,O,H,L,C,V,I
// 1) Execution: AA - ApplyTo (set filters) - Date Range (doesn't
work) - Scan
// 2) If the directory doesn't exist it WILL be created automatically
// 3) Hitting verify or apply buttons exports only the active symbol.
Use scan to export a watch list
output_folder = C:\\Test;
output_file = Mseod.csv;
if ( Status(stocknum) == 0 )
{
fmkdir( output_folder ); // if the directory doesn't exists it will be
automatically created
fopen( output_folder + \\ + output_file, w); // if the file already
exists all data will be w=overwritten
}
fh = fopen( output_folder + \\ + output_file, a); // a=append needed
to get all tickers from watch list
if (fh)
{
t = Name();
p = D;
y = Year()%100;
m = Month();
d = Day();
for( i = 0; i BarCount; i++ ) // loop
{
fputs( t + , , fh );
fputs( p + , , fh );
ds = StrFormat( %02.0f%02.0f%02.0f,, y[i], m[i], d[i] ); // date string
fputs( ds, fh );
qs = StrFormat(%.4f,%.4f,%.4f,%.4f,%.0f,%.0f\n, O[i], H[i], L[i], C[i],
V[i], OI[i] ); // quote string
fputs( qs, fh );
}
fclose( fh );
}
Buy = 0; // link to scan button
/***
One time switch is used; it opens the file in overwrite mode once and
then runs in append mode
rest of the time.
***/
/*** END ***/
--- In amibroker@yahoogroups.com, chandrakant [EMAIL PROTECTED] wrote:
hello senior members,
i am looking for afl which converts ascii formatt into metastock
formatt and exports [ as export data afl is available which can export
data amibroker data into .txt or .csv formatt].
sorry ... my english is weak ...thank you
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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Re: [amibroker] Interesting Story about a Japanese Trader
Yukiko Ikebe is our own one and only Yuki!!! Really! That is amazing!
Yuki please let us know how you are doing when you get a chance!
- Original Message -
From: jim_trades_stocks [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, August 24, 2007 10:43 AM
Subject: [amibroker] Interesting Story about a Japanese Trader
Fri Aug 24, 1:22 AM ET
TOKYO (Reuters) - A financially savvy Tokyo housewife who made 400
million yen (1.7 million pounds) trading in foreign exchange markets
was fined on Friday for evading tax, a court official said.
Yukiko Ikebe, 60, got a suspended jail sentence and was fined 34
million yen, after she used relatives' names to make her gains look
smaller and avoid paying tax, NHK said.
She felt it was unfair to have to pay tax on her gains, when she made
losses some years, NHK quoted the judge as saying. She spent the
money on kimonos and jewellery.
Forex trading has become more popular in recent years in Japan, where
low interest rates have led retail investors to seek new sources of
profit.
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To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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Re: [amibroker] IB plug in users - wrong closing value
Well trades after hours -- does IWM? If so, this could be the issue.
Check the timestamps on the quotes.
- Original Message -
From: Barry Scarborough [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Monday, July 30, 2007 8:29 AM
Subject: [amibroker] IB plug in users - wrong closing value
I am using the Interactive Brokers plug-in and I noticed that the EOD
value differs from Yahoo, IB TWS and Scottrade values, which agree.
The real close for IWM was 76.63 but the plug-in shows 77.25.
The real close for was 47.99 but the plug-in shows 48.09.
I tried changing the database settings but the plug-in values did not
change. I used the 24 hour setting and looked an hour away from 1600
but while the values were closer they were not correct. I am the
central USA zone. Has anyone else experienced this? If so did you find
a remedy? What could the problem be?
Thanks,
Barry
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To get support from AmiBroker please send an e-mail directly to
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[amibroker] Problem calling Amiquote using the object model
If I open AB and then choose tools -autoupdate quotes, everything is fine. However, if I try to do the same thing calling Amiquote from vb.net: Dim oAQ = CreateObject(AmiQuote.Document) oAQ.GetSymbolsFromAmiBroker() oAQ.Autoimport = True oAQ.Source = 0 oAQ.Download() Then the download starts fine, but quits after a few seconds. AQ just closes up. Any ideas what might be causing this? I'm not sending any further commands to AQ. Thanks
Re: [amibroker] Re: Amiquote question
Yeah, you really need to import right away.
- Original Message -
From: Homar Simpson [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Wednesday, July 25, 2007 1:13 AM
Subject: [amibroker] Re: Amiquote question
Good luck trying to impost an entire db that way.
Theres a limit to the number of symbols.
--- In amibroker@yahoogroups.com, Prashanth [EMAIL PROTECTED] wrote:
Hello,
File - Import ASCII
Select File of Type as AmiQuote (.aqd).
Cheers
Prashanth
- Original Message -
From: cstrader
To: amibroker@yahoogroups.com
Sent: Friday, July 20, 2007 9:58 PM
Subject: [amibroker] Amiquote question
Dumb question I'm sure, but
If I download some EOD from Yahoo using Amiquote, but do not
automatically import it into AB, how can I later load it into AB?
Thanks
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To get support from AmiBroker please send an e-mail directly to
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Re: [amibroker] Re: query from Vb.net-work around
Nice... I'm looking forward to do something similar
chuck
- Original Message -
From: murthysuresh [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Saturday, July 14, 2007 9:03 PM
Subject: [amibroker] Re: query from Vb.net-work around
Here is the workaround that i did
afl file
AddColumn(EMA(Close,9),EMA);
Buy=1;
Sell=1;
Filter=True;
vb file.
oAb = CreateObject(Broker.Application)
oActiveDoc = oAb.activedocument
txtSymbol.Text = oActiveDoc.Name
oAA = oAB.Analysis
oAA.applyTo = 1 'get the current symbol
oAA.RangeN = 1 'get last day
oAA.LoadFormula(C:\\Program
Files\\AmiBroker\\Formulas\\Scans\\nineemascan.afl)
oAA.explore()
oAA.Export(sOutputFile)
oRead = File.OpenText(sOutputFile)
While oRead.EndOfStream True
eachLine = oRead.ReadLine()
eachLine = oRead.ReadLine() ' I am interestd in the
second line only.
End While
oRead.Close()
txt9Ema.Text = eachLine.ToString().Split(,)(2)
Catch ex As Exception
txtmessages.Text = ex.ToString()
End Try
--- In amibroker@yahoogroups.com, dingo [EMAIL PROTECTED] wrote:
You can't get to the AFL functions via OLE. Check the help file
for the
things you CAN do.
d
-Original Message-
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] On Behalf Of murthysuresh
Sent: Friday, July 13, 2007 7:36 PM
To: amibroker@yahoogroups.com
Subject: [amibroker] query from Vb.net
Hello
I am trying to access ami from vb.net. Can i access AFL
functions. I am
tryign to get the 9 ema price and 20 DMA of volume. Here is
my starter
code
Try
ab = CreateObject(Broker.Application)
activedoc = ab.activedocument
txtSymbol.Text = activedoc.Name
'' need to figure out how to get the 9 ema price
and 20 dma
volume.
Catch ex As Exception
txtmessages.Text = ex.ToString()
End Try
Regards
Seede
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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Re: [amibroker] Re: query from Vb.net-New hitch
Is it possible that you have another version of AB running in the
background? I'd reboot, or check in the task list.
- Original Message -
From: murthysuresh [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Sunday, July 15, 2007 5:38 PM
Subject: [amibroker] Re: query from Vb.net-New hitch
Hello
It always returns ASTSF. I am not hardcoding the symbol in my
callout. Infact all the code i use is attached here. Why does the
oAb.activedocument get stuck with ASTSF. My Ami has other symbols
currently that i am using.
This piece of code always returns ASTSF.
In fact i renamed ASTSF to ASTSF1 and my current symbol is YHOO and
it still returns ASTSF.
i sure there is some caching. either in the Vb.net or in the AMI.
Trying to figure out where.
oAb = CreateObject(Broker.Application)
oActiveDoc = oAb.activedocument
txtSymbol.Text = oActiveDoc.Name
oAA = oAB.Analysis
oAA.applyTo = 1 'get the current symbol
oAA.RangeN = 1 'get last day
oAA.LoadFormula(C:\\Program
Files\\AmiBroker\\Formulas\\Scans\\nineemascan.afl)
oAA.explore()--- In amibroker@yahoogroups.com, dingo
[EMAIL PROTECTED] wrote:
Another thing you might want to keep in the back of your head:
To gain a lot of flexibility you can emit an AFL Formula to a text
file and
then run it. Or an include routine that can be used to alter a
static AFL's
behavior.
d
-Original Message-
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] On Behalf Of cstrader
Sent: Sunday, July 15, 2007 2:14 PM
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] Re: query from Vb.net-work around
Nice... I'm looking forward to do something similar
chuck
- Original Message -
From: murthysuresh [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Saturday, July 14, 2007 9:03 PM
Subject: [amibroker] Re: query from Vb.net-work around
Here is the workaround that i did
afl file
AddColumn(EMA(Close,9),EMA);
Buy=1;
Sell=1;
Filter=True;
vb file.
oAb = CreateObject(Broker.Application)
oActiveDoc = oAb.activedocument
txtSymbol.Text = oActiveDoc.Name
oAA = oAB.Analysis
oAA.applyTo = 1 'get the current symbol
oAA.RangeN = 1 'get last day
oAA.LoadFormula(C:\\Program
Files\\AmiBroker\\Formulas\\Scans\\nineemascan.afl)
oAA.explore()
oAA.Export(sOutputFile)
oRead = File.OpenText(sOutputFile)
While oRead.EndOfStream True
eachLine = oRead.ReadLine()
eachLine = oRead.ReadLine() ' I am interestd in
the
second line only.
End While
oRead.Close()
txt9Ema.Text = eachLine.ToString().Split(,)(2)
Catch ex As Exception
txtmessages.Text = ex.ToString()
End Try
--- In amibroker@yahoogroups.com, dingo dingo@ wrote:
You can't get to the AFL functions via OLE. Check the help
file
for the
things you CAN do.
d
-Original Message-
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] On Behalf Of murthysuresh
Sent: Friday, July 13, 2007 7:36 PM
To: amibroker@yahoogroups.com
Subject: [amibroker] query from Vb.net
Hello
I am trying to access ami from vb.net. Can i access AFL
functions. I am
tryign to get the 9 ema price and 20 DMA of volume. Here is
my starter
code
Try
ab = CreateObject(Broker.Application)
activedoc = ab.activedocument
txtSymbol.Text = activedoc.Name
'' need to figure out how to get the 9 ema price
and 20 dma
volume.
Catch ex As Exception
txtmessages.Text = ex.ToString()
End Try
Regards
Seede
Please note that this group is for discussion between users
only.
To get support from AmiBroker please send an e-mail directly
to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check
DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
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[amibroker] AB Com Object OK Quotes Com Object not
I have both AB and Quotes open.
In vb.net:
This works fine:
Dim oAb = CreateObject(Broker.Application)
but this doesn't:
Dim oAQ = CreateObject(Quote.Document)
Any ideas?
thanks
- Original Message -
From: murthysuresh [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Sunday, July 15, 2007 5:38 PM
Subject: [amibroker] Re: query from Vb.net-New hitch
Hello
It always returns ASTSF. I am not hardcoding the symbol in my
callout. Infact all the code i use is attached here. Why does the
oAb.activedocument get stuck with ASTSF. My Ami has other symbols
currently that i am using.
This piece of code always returns ASTSF.
In fact i renamed ASTSF to ASTSF1 and my current symbol is YHOO and
it still returns ASTSF.
i sure there is some caching. either in the Vb.net or in the AMI.
Trying to figure out where.
oAb = CreateObject(Broker.Application)
oActiveDoc = oAb.activedocument
txtSymbol.Text = oActiveDoc.Name
oAA = oAB.Analysis
oAA.applyTo = 1 'get the current symbol
oAA.RangeN = 1 'get last day
oAA.LoadFormula(C:\\Program
Files\\AmiBroker\\Formulas\\Scans\\nineemascan.afl)
oAA.explore()--- In amibroker@yahoogroups.com, dingo
[EMAIL PROTECTED] wrote:
Another thing you might want to keep in the back of your head:
To gain a lot of flexibility you can emit an AFL Formula to a text
file and
then run it. Or an include routine that can be used to alter a
static AFL's
behavior.
d
-Original Message-
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] On Behalf Of cstrader
Sent: Sunday, July 15, 2007 2:14 PM
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] Re: query from Vb.net-work around
Nice... I'm looking forward to do something similar
chuck
- Original Message -
From: murthysuresh [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Saturday, July 14, 2007 9:03 PM
Subject: [amibroker] Re: query from Vb.net-work around
Here is the workaround that i did
afl file
AddColumn(EMA(Close,9),EMA);
Buy=1;
Sell=1;
Filter=True;
vb file.
oAb = CreateObject(Broker.Application)
oActiveDoc = oAb.activedocument
txtSymbol.Text = oActiveDoc.Name
oAA = oAB.Analysis
oAA.applyTo = 1 'get the current symbol
oAA.RangeN = 1 'get last day
oAA.LoadFormula(C:\\Program
Files\\AmiBroker\\Formulas\\Scans\\nineemascan.afl)
oAA.explore()
oAA.Export(sOutputFile)
oRead = File.OpenText(sOutputFile)
While oRead.EndOfStream True
eachLine = oRead.ReadLine()
eachLine = oRead.ReadLine() ' I am interestd in
the
second line only.
End While
oRead.Close()
txt9Ema.Text = eachLine.ToString().Split(,)(2)
Catch ex As Exception
txtmessages.Text = ex.ToString()
End Try
--- In amibroker@yahoogroups.com, dingo dingo@ wrote:
You can't get to the AFL functions via OLE. Check the help
file
for the
things you CAN do.
d
-Original Message-
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] On Behalf Of murthysuresh
Sent: Friday, July 13, 2007 7:36 PM
To: amibroker@yahoogroups.com
Subject: [amibroker] query from Vb.net
Hello
I am trying to access ami from vb.net. Can i access AFL
functions. I am
tryign to get the 9 ema price and 20 DMA of volume. Here is
my starter
code
Try
ab = CreateObject(Broker.Application)
activedoc = ab.activedocument
txtSymbol.Text = activedoc.Name
'' need to figure out how to get the 9 ema price
and 20 dma
volume.
Catch ex As Exception
txtmessages.Text = ex.ToString()
End Try
Regards
Seede
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only.
To get support from AmiBroker please send an e-mail directly
to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check
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For other support material please check also:
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To get support from AmiBroker please send an e-mail directly to
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For NEW RELEASE ANNOUNCEMENTS and other news always check
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Re: [amibroker] Re: AB Com Object OK Quotes Com Object not
I have registered AQ (v 1.92) I just get an error: Cannot create ActiveX component. - Original Message - From: murthysuresh [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Sunday, July 15, 2007 9:02 PM Subject: [amibroker] Re: AB Com Object OK Quotes Com Object not I think you should have a registered amiquote for you to access it thro automatuion. its in the readme file Note: AmiQuote's OLE automation interface is available for REGISTERED AmiQuote users only and requires at least version 1.70 of AmiQuote. If you attempt to trigger download or import from OLE automation interface using unregistered version you will be presented with a message box telling you to register. --- In amibroker@yahoogroups.com, cstrader [EMAIL PROTECTED] wrote: I have both AB and Quotes open. In vb.net: This works fine: Dim oAb = CreateObject(Broker.Application) but this doesn't: Dim oAQ = CreateObject(Quote.Document) Any ideas? thanks - Original Message - From: murthysuresh [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Sunday, July 15, 2007 5:38 PM Subject: [amibroker] Re: query from Vb.net-New hitch Hello It always returns ASTSF. I am not hardcoding the symbol in my callout. Infact all the code i use is attached here. Why does the oAb.activedocument get stuck with ASTSF. My Ami has other symbols currently that i am using. This piece of code always returns ASTSF. In fact i renamed ASTSF to ASTSF1 and my current symbol is YHOO and it still returns ASTSF. i sure there is some caching. either in the Vb.net or in the AMI. Trying to figure out where. oAb = CreateObject(Broker.Application) oActiveDoc = oAb.activedocument txtSymbol.Text = oActiveDoc.Name oAA = oAB.Analysis oAA.applyTo = 1 'get the current symbol oAA.RangeN = 1 'get last day oAA.LoadFormula(C:\\Program Files\\AmiBroker\\Formulas\\Scans\\nineemascan.afl) oAA.explore()--- In amibroker@yahoogroups.com, dingo dingo@ wrote: Another thing you might want to keep in the back of your head: To gain a lot of flexibility you can emit an AFL Formula to a text file and then run it. Or an include routine that can be used to alter a static AFL's behavior. d -Original Message- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of cstrader Sent: Sunday, July 15, 2007 2:14 PM To: amibroker@yahoogroups.com Subject: Re: [amibroker] Re: query from Vb.net-work around Nice... I'm looking forward to do something similar chuck - Original Message - From: murthysuresh money@ To: amibroker@yahoogroups.com Sent: Saturday, July 14, 2007 9:03 PM Subject: [amibroker] Re: query from Vb.net-work around Here is the workaround that i did afl file AddColumn(EMA(Close,9),EMA); Buy=1; Sell=1; Filter=True; vb file. oAb = CreateObject(Broker.Application) oActiveDoc = oAb.activedocument txtSymbol.Text = oActiveDoc.Name oAA = oAB.Analysis oAA.applyTo = 1 'get the current symbol oAA.RangeN = 1 'get last day oAA.LoadFormula(C:\\Program Files\\AmiBroker\\Formulas\\Scans\\nineemascan.afl) oAA.explore() oAA.Export(sOutputFile) oRead = File.OpenText(sOutputFile) While oRead.EndOfStream True eachLine = oRead.ReadLine() eachLine = oRead.ReadLine() ' I am interestd in the second line only. End While oRead.Close() txt9Ema.Text = eachLine.ToString().Split(,)(2) Catch ex As Exception txtmessages.Text = ex.ToString() End Try --- In amibroker@yahoogroups.com, dingo dingo@ wrote: You can't get to the AFL functions via OLE. Check the help file for the things you CAN do. d -Original Message- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of murthysuresh Sent: Friday, July 13, 2007 7:36 PM To: amibroker@yahoogroups.com Subject: [amibroker] query from Vb.net Hello I am trying to access ami from vb.net. Can i access AFL functions. I am tryign to get the 9 ema price and 20 DMA of volume. Here is my starter code Try ab = CreateObject(Broker.Application) activedoc = ab.activedocument txtSymbol.Text = activedoc.Name '' need to figure out how to get the 9 ema price and 20 dma volume. Catch ex As Exception txtmessages.Text = ex.ToString
Re: [amibroker] Re: Volatility vs. STD?
OK, digging deeper I found a can of worms (http://www.sitmo.com/eqcat/4)
Below is a simple formula, although there are others (for instance some that
ignore overnight gaps)
Anyone might have already coded this in AFL?, or feel like doing it? (my
patience is too thin today)
However, I found that if I use the the STD divided by the square-root of the
#bars for the year, then I get a figure that seems to mesh with other
sources. For instance, the 30 and 200 day volatilies of using these
formulas:
VOl200a = StDev(C, 200) / sqrt(265);
Vol30a = StDev(C, 30) / sqrt(265);
turn out to be about .22 and .11 respectively.
Maybe that is close enough?
List of symbols
Volatility
The closing price on the ith day
n
Number of historical days used in the volatility estimate
Log return on the ith day
Z
The number of closing prices in a year
Historical Close-to-Close Volatility
Historical volatility calculation using close-to-close prices.
- Original Message -
From: vlanschot [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, July 13, 2007 5:33 AM
Subject: [amibroker] Re: Volatility vs. STD?
Several points:
1) Usually people use the returns to calculate volatility, not Price,
i.e. ROC (C,1) or LN(C/Ref(C,-1)).
2)Strictly speaking, one needs to make a distinction between full
population or sample. As far as I know, afl's StDev assumes full
population.
3) Volty is usually quoted indeed on an annualised basis. Therefore
multiply your calc by the square-root of the #bars for the year, i.e.
sqrt (12) if you've calculated in monthly mode, sqrt (256) or sqrt
(365) in daily, etc.
PS
--- In amibroker@yahoogroups.com, cstrader [EMAIL PROTECTED] wrote:
Sorry, but what's the difference? Is the annualized volatility of a
stock
about the same as STDev(C, 200)?
Thanks!
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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clip_image002.jpgclip_image004.jpgclip_image006.jpgclip_image002.jpgclip_image004.jpg
Re: [amibroker] Re: Volatility vs. STD?
Lovely... thank you
- Original Message -
From: wavemechanic
To: amibroker@yahoogroups.com
Sent: Friday, July 13, 2007 1:22 PM
Subject: Re: [amibroker] Re: Volatility vs. STD?
historical volatility = StDev(log(C / Ref(C, -1), period) * sqrt(251) * 100
- Original Message -
From: cstrader [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, July 13, 2007 8:05 AM
Subject: Re: [amibroker] Re: Volatility vs. STD?
Formula attached...
- Original Message -
From: cstrader [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, July 13, 2007 7:47 AM
Subject: Re: [amibroker] Re: Volatility vs. STD?
OK, digging deeper I found a can of worms (http://www.sitmo.com/eqcat/4)
Below is a simple formula, although there are others (for instance some
that
ignore overnight gaps)
Anyone might have already coded this in AFL?, or feel like doing it? (my
patience is too thin today)
However, I found that if I use the the STD divided by the square-root of
the
#bars for the year, then I get a figure that seems to mesh with other
sources. For instance, the 30 and 200 day volatilies of using these
formulas:
VOl200a = StDev(C, 200) / sqrt(265);
Vol30a = StDev(C, 30) / sqrt(265);
turn out to be about .22 and .11 respectively.
Maybe that is close enough?
List of symbols
Volatility
The closing price on the ith day
n
Number of historical days used in the volatility estimate
Log return on the ith day
Z
The number of closing prices in a year
Historical Close-to-Close Volatility
Historical volatility calculation using close-to-close prices.
- Original Message -
From: vlanschot [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, July 13, 2007 5:33 AM
Subject: [amibroker] Re: Volatility vs. STD?
Several points:
1) Usually people use the returns to calculate volatility, not Price,
i.e. ROC (C,1) or LN(C/Ref(C,-1)).
2)Strictly speaking, one needs to make a distinction between full
population or sample. As far as I know, afl's StDev assumes full
population.
3) Volty is usually quoted indeed on an annualised basis. Therefore
multiply your calc by the square-root of the #bars for the year, i.e.
sqrt (12) if you've calculated in monthly mode, sqrt (256) or sqrt
(365) in daily, etc.
PS
--- In amibroker@yahoogroups.com, cstrader [EMAIL PROTECTED] wrote:
Sorry, but what's the difference? Is the annualized volatility of a
stock
about the same as STDev(C, 200)?
Thanks!
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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Yahoo! Groups Links
--
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.476 / Virus Database: 269.10.4/898 - Release Date: 7/12/2007
4:08 PM
[amibroker] Volatility vs. STD?
Sorry, but what's the difference? Is the annualized volatility of a stock about the same as STDev(C, 200)? Thanks!
[amibroker] Open, Explore, Close from Command line?
Is it possible using jscript or vbscript (or other) to open an AB database externally and then run an exploration and then close AB? thank you
Re: [amibroker] Re: VBScript / Jscript
Sorry, I've been away... what are ATC's?
thanks
- Original Message -
From: bruce1r [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Sunday, June 24, 2007 8:39 AM
Subject: [amibroker] Re: VBScript / Jscript
Ara -
I addressed it - just not in detail. I mentioned that ATC's normally
operate out of ticker data cache. AB maintains its own memory cache
for ticker data. So, your retrievals of your ATC static arrays
should be coming from this memory via a Foreign() call - and this is
fast. They are probably not coming from disk. So, I can think of
only three remotely possible reasons that you might see disk reads -
1. The settings in Tools/Preferences/Data are unusually small for the
cache, and the ATC tickers cannot be kept there. This seems unlikely.
2. AB has a bug that flushes the cache. Unlikely knowing TJ, and it
probably would have been noticed by now.
3. Your watchlist is lengthy or you do a large number of foreign's
that flush the ATC's out of the cache. Also unlikely.
BUT, I said that I would show you a hack for static arrays, and I'll
do it in the a follow-up post to this.
Bruce R.
--- In amibroker@yahoogroups.com, Ara Kaloustian [EMAIL PROTECTED] wrote:
Bruce
Thanks for the response.
After reading it, something seemed missing, so I read my initial
question.
To restate the issue, the program works but takes far too long
because of
the repeated disk read operations.
I realize now my point was not stated clearly.
My reason for desiring Static arrays is that I would have to read
the disk
info only once and save it in the Static Array. This should save a
lot of
time.
Appreciate any further comments
Ara
- Original Message -
From: bruce1r [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Saturday, June 23, 2007 8:46 AM
Subject: [amibroker] Re: VBScript / Jscript
Ara -
I only check in here occasionally, but found your question, and it
relates to some things that I've done in the past, so I'll try to
share what I found.
Bottom line - ATC's are roughly as fast as any alternate,
off-the-shelf solution since they operate out of the ticker memory
cache - just a little messier if you have you are managing a large
number of results.
ATC addresses the main problem in an WL explore, though, because it
performs array truncation and alignment. That issue is this - as each
ticker is looped through, a new default array length with entry dates
is defined. This applies to all arrays created in that pass. For
example, if you had a WL of two tickers - say the RUT-I and UCPIX in
the FT database, the default array would have a start date of 9/1/88
for the RUT-I and a start date of 1/29/04 for UCPIX. SO if you could
create a static indicator array for the SP-CP ticker and then tried to
read it when the UCPIX ticker was executed - it would be too long and
start at the wrong date. ATC's and Foreign's truncate if necessary
and align dates. The alignment is even more important if you mix data
from foreign markets that have different market dates and holidays.
If you're still convinced that you need a way to do static arrays and
are willing to use modified settings, let me know and I'll find some
time later to write it up.
-- Bruce R.
--- In amibroker@yahoogroups.com, Ara Kaloustian ara1@ wrote:
One my issues with Amibroker is the lack of static arrays ... I know
it's coming, but ... I have a backtest that uses sector data stored in
ATCs.
Question I have:
If I use jscript or VB script, can I do something like this (below)
so that once I define arrays, they stay defined?
Code below to be called only once using #include_once command
Start script
Declare arrays
Read disk
Assign info from disk read to script arrays
continue with rest of code
call arrays from memory when needed
The intent is to avoid reading disk for every symbol I process
during backtest
TIA
Ara
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To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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