Re: [amibroker] Misunderstanding of Arrays
Hi - REF operates on the entire array like most other AB functions. It
shifts the array by the number of bars you specify. You can plot a couple of
different REF's to see it in action. When you need to use IF with an array,
use IIF instead -
MARY = IIF( Ref( Lowest_ROC_NUM, 0 ) == 9, 10, 0 );
Also, saying
Ref( Lowest_ROC_NUM, 0 )
shifts the array by zero bars, so it is the same as just using the original
array...
Lowest_ROC_NUM
- Original Message -
From: trfy1120 trfy1...@yahoo.com
To: amibroker@yahoogroups.com
Sent: Thursday, August 26, 2010 3:58 PM
Subject: [amibroker] Misunderstanding of Arrays
I have an array called lowest_roc_num.
If I use the test:
JOHN = Ref(Lowest_ROC_NUM,0)==9;
JOHN gets the value of zero or 1 appropriately.
If I use the syntax:
if (Ref(Lowest_ROC_NUM,0) == 9)
MARY=10;
I get an error message saying that the condition in an IF, WHILE or FOR
statement must be numeric or boolean, you cannot use an array here. It
then says to use [] to refer to an element of the array.
I have two problems. First, I thought REF was referring to an element of
the array rather than the whole array and, second, I don't know how to
refer to the current bar using [].
Thanks for any help.
TRFY
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Re: [amibroker] buy/sell rules for different market regimes
Hi - Try this way
Buy = IIF( C MA( C, 200 ), BullBuyCond, BearBuyCond );
Similar for sell, short, cover.
- Original Message -
From: Paolo pcavat...@gmail.com
To: amibroker@yahoogroups.com
Sent: Thursday, June 24, 2010 2:07 PM
Subject: [amibroker] buy/sell rules for different market regimes
I'm missing how to code a very simple idea...basically I need to have
different buy/sell rules according to different market regimes (for
instance Bull and Bear markets).
I tried somethink like the below code but it doesn't work since if/else
statements require array subscript and therefore for cycle which I'd like
to avoid.
if ( C MA(C, 200) ) //Bull Market
{
Buy = ...myBullBuyCond;
Sell = ...myBullSellCond;
Short = ...myBullShortCond;
Cover = ...myBullCoverCond;
}
else //Bear Market
{
Buy = ...myBearBuyCond;
Sell = ...myBearSellCond;
Short = ...myBearShortCond;
Cover = ...myBearCoverCond;
}
Any hints is appreciated,
Paolo
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Re: [amibroker] Re: buy/sell rules for different market regimes
You could stack them one inside another...
Buy = IIF( BullMkt AND LowVol , LVBullBuyCond,
IIF( BullMkt AND HighVol, HVBullBuyCond,
IIF( BearMkt AND LowVol, LVBearBuyCond, HVBearBuyCond )));
- Original Message -
From: Paolo pcavat...@gmail.com
To: amibroker@yahoogroups.com
Sent: Thursday, June 24, 2010 2:32 PM
Subject: [amibroker] Re: buy/sell rules for different market regimes
Unfortunately I had already tried that but it doesn't work if market
regimes are more than 2 (for instance bull low vol, bull high vol, bear
high vol and bear low vol).
Thanks for your suggestion anyway,
Paolo
--- In amibroker@yahoogroups.com, Steve Dugas sjdu...@... wrote:
Hi - Try this way
Buy = IIF( C MA( C, 200 ), BullBuyCond, BearBuyCond );
Similar for sell, short, cover.
- Original Message -
From: Paolo pcavat...@...
To: amibroker@yahoogroups.com
Sent: Thursday, June 24, 2010 2:07 PM
Subject: [amibroker] buy/sell rules for different market regimes
I'm missing how to code a very simple idea...basically I need to have
different buy/sell rules according to different market regimes (for
instance Bull and Bear markets).
I tried somethink like the below code but it doesn't work since if/else
statements require array subscript and therefore for cycle which I'd
like
to avoid.
if ( C MA(C, 200) ) //Bull Market
{
Buy = ...myBullBuyCond;
Sell = ...myBullSellCond;
Short = ...myBullShortCond;
Cover = ...myBullCoverCond;
}
else //Bear Market
{
Buy = ...myBearBuyCond;
Sell = ...myBearSellCond;
Short = ...myBearShortCond;
Cover = ...myBearCoverCond;
}
Any hints is appreciated,
Paolo
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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Yahoo! Groups Links
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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Re: [amibroker] Re: buy/sell rules for different market regimes
Mike beat me to it...he must live closer to the server... 8 - )
- Original Message -
From: Steve Dugas sjdu...@comcast.net
To: amibroker@yahoogroups.com
Sent: Thursday, June 24, 2010 2:49 PM
Subject: Re: [amibroker] Re: buy/sell rules for different market regimes
You could stack them one inside another...
Buy = IIF( BullMkt AND LowVol , LVBullBuyCond,
IIF( BullMkt AND HighVol, HVBullBuyCond,
IIF( BearMkt AND LowVol, LVBearBuyCond, HVBearBuyCond )));
- Original Message -
From: Paolo pcavat...@gmail.com
To: amibroker@yahoogroups.com
Sent: Thursday, June 24, 2010 2:32 PM
Subject: [amibroker] Re: buy/sell rules for different market regimes
Unfortunately I had already tried that but it doesn't work if market
regimes are more than 2 (for instance bull low vol, bull high vol, bear
high vol and bear low vol).
Thanks for your suggestion anyway,
Paolo
--- In amibroker@yahoogroups.com, Steve Dugas sjdu...@... wrote:
Hi - Try this way
Buy = IIF( C MA( C, 200 ), BullBuyCond, BearBuyCond );
Similar for sell, short, cover.
- Original Message -
From: Paolo pcavat...@...
To: amibroker@yahoogroups.com
Sent: Thursday, June 24, 2010 2:07 PM
Subject: [amibroker] buy/sell rules for different market regimes
I'm missing how to code a very simple idea...basically I need to have
different buy/sell rules according to different market regimes (for
instance Bull and Bear markets).
I tried somethink like the below code but it doesn't work since
if/else
statements require array subscript and therefore for cycle which I'd
like
to avoid.
if ( C MA(C, 200) ) //Bull Market
{
Buy = ...myBullBuyCond;
Sell = ...myBullSellCond;
Short = ...myBullShortCond;
Cover = ...myBullCoverCond;
}
else //Bear Market
{
Buy = ...myBearBuyCond;
Sell = ...myBearSellCond;
Short = ...myBearShortCond;
Cover = ...myBearCoverCond;
}
Any hints is appreciated,
Paolo
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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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:
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Re: [amibroker] Help with a Plot(AFL containing IIF AFL's
Hi Ron - Unless something has changed, the Style arg won't take an array, i.e. style must be the same for all bars. I think a workaround like this using multiple plot statments would probably work... Plot( IIF( tXa, yFe50, NULL ), a, colorRed, styleDots ); Plot( IIF( aXt, yFe50, NULL ), a, colorWhite, styleDots ); ... - Original Message - From: ronald davis To: amibroker@yahoogroups.com Sent: Saturday, June 19, 2010 7:57 PM Subject: [amibroker] Help with a Plot(AFL containing IIF AFL's Above the dotted line, I have pasted an AFL Plot that works great. The aqua plot color changes color correctly when a cross occurs. Below the dotted line is an AFL Plot that I would like to have, but it will not work. I would be appreciate it if a code guru would change this plot statement so that it still changes color, but also changes the style from line to dots. Ron D tXa=Cross(t,a);aXt=Cross(a,t); Plot(yFe50,a,IIf(tXa,colorRed,IIf(aXt,colorRed,colorAqua)),styleThick); Plot(yFe50,a,IIf(tXa,colorRed|styleDots,IIf(aXt,colorWhite|styleDots,colorAqua)),styleThick);
Re: [amibroker] Help with a Plot(AFL containing IIF AFL's
oops! 2nd line should say styleLine...forgot to change it when I copied/pasted the 1st line... - Original Message - From: Steve Dugas To: amibroker@yahoogroups.com Sent: Saturday, June 19, 2010 9:49 PM Subject: Re: [amibroker] Help with a Plot(AFL containing IIF AFL's Hi Ron - Unless something has changed, the Style arg won't take an array, i.e. style must be the same for all bars. I think a workaround like this using multiple plot statments would probably work... Plot( IIF( tXa, yFe50, NULL ), a, colorRed, styleDots ); Plot( IIF( aXt, yFe50, NULL ), a, colorWhite, styleDots ); ... - Original Message - From: ronald davis To: amibroker@yahoogroups.com Sent: Saturday, June 19, 2010 7:57 PM Subject: [amibroker] Help with a Plot(AFL containing IIF AFL's Above the dotted line, I have pasted an AFL Plot that works great. The aqua plot color changes color correctly when a cross occurs. Below the dotted line is an AFL Plot that I would like to have, but it will not work. I would be appreciate it if a code guru would change this plot statement so that it still changes color, but also changes the style from line to dots. Ron D tXa=Cross(t,a);aXt=Cross(a,t); Plot(yFe50,a,IIf(tXa,colorRed,IIf(aXt,colorRed,colorAqua)),styleThick); Plot(yFe50,a,IIf(tXa,colorRed|styleDots,IIf(aXt,colorWhite|styleDots,colorAqua)),styleThick);
Re: [amibroker] How Do You Handle Plotting Huge Max/Min Values In An Indicator?
Hi - How about something like this...
RelPct = YourCalc;
RelPct = Max( Min( RelPct, 50 ), -50 );
- Original Message -
From: jorgen_wallgren jorgen.wallg...@gmail.com
To: amibroker@yahoogroups.com
Sent: Friday, June 11, 2010 10:59 PM
Subject: [amibroker] How Do You Handle Plotting Huge Max/Min Values In An
Indicator?
Hi there!
I have a problem I am hoping someone on the list can help me to solve. I
have an Indicator (in it's own pane) which gives me a relative percentage
value. At the market opening, this value can sometimes be very big or very
small- for example oscillate between +245% and -450%. So at the opening I
can clearly see in which direction the indicator goes and everything is
great.
But after a while when things cool down, the relative percentage value
will go down and it can then oscillate between for example between -20%
and +30% for the remaining time of the trading day.
Due to the huge difference between these values during the day and the
opening values, all I now can see is a plot of the opening values and the
lower values are now just a thin line. Sure- I could of course just zoom
in so the initial plotting of the huge values disappear from screen. But
then I loose bar resolution and I want to display a full trading day.
So I was thinking that this can probably be solved by some code which cut
off the abnormal opening values, once the Relative Percentage comes
closer to the normal values- so I can clearly see the graph.
But I have not yet been able to figure out a good way to handle this
automatically via code?
Any suggestions? Anyone have solved this?
Thanks and Regards,
Jorgen
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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Re: [amibroker] Wow what a plunge !
That was me, I decided to sell off a few holdings... 8 - ) Sorry about that !! 8 - ) Seriously, perhaps program trading kicking off more program trading? - Original Message - From: Fred Tonetti To: amibroker@yahoogroups.com Sent: Thursday, May 06, 2010 3:16 PM Subject: RE: [amibroker] Wow what a plunge ! The reality of not being able to get blood from a stone starts to be understood. -- From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf Of Tomasz Janeczko Sent: Thursday, May 06, 2010 3:12 PM To: amibroker@yahoogroups.com Subject: [amibroker] Wow what a plunge ! Hello, Wow what a plunge ! Did some quant algorithms gone wild again ? Best regards, Tomasz Janeczko amibroker.com
Re: [amibroker] AB 5.29, Windows 7 (64bit) and i7
Hi - I am guessing that your computer is multi-core? AB is not written for
multi-threaded optimization - I have a quad-core, 1 instance of AB uses 25%
of total CPU power so I run 4 instances side-by-side when optimizing to keep
the CPU maxed out. I don't think I have heard of a 6-core machine but 16%
CPU usage sounds like maybe 6 cores? Anyway, you can run multiple
instances, OR you should also check out Fred's MCO program in the files
section which he wrote for maximizing use of multiple cores and even
multiple computers.
Steve
- Original Message -
From: liveyourdream4ever frankhass...@yahoo.de
To: amibroker@yahoogroups.com
Sent: Saturday, March 13, 2010 5:27 AM
Subject: [amibroker] AB 5.29, Windows 7 (64bit) and i7
Hello,
i'm running AB 5.29 on W7(64bit) with a i7 CPU. When using the optimizer
the i7 CPU isn't really busy, only up to 16%.
Has anyone experience with such an environment?
What can i expect in terms of CPU load factor?
Thanks for your response.
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This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
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Re: [amibroker] Could someone comment on how this loop is executed (Basic)
Hi - untested but you can try something like this...
emaCross = Cross( EMA1, EMA2 );
cumCross = Cum( emaCross );
thirdCross = emaCross AND ( cumCross % 3 == 0 );
Steve
- Original Message -
From: m.kuschel31 m.kusche...@yahoo.com
To: amibroker@yahoogroups.com
Sent: Friday, February 12, 2010 1:13 PM
Subject: [amibroker] Could someone comment on how this loop is executed
(Basic)
Hi,
I'm used to programming C during my years in university, but it's been a
while and by all means, I'm not an expert. I've been seriously working on
this for a couple of days and I cannot get a grip on it. I went through
the tutorials, references, etc.
What I am trying to accomplish is rather simple:
Count the number of EMA crossovers (upcross in this case), create an array
that's 1 at multiples of 3 corssovers(so to say after each 3rd crossover
array=1), otherwise the array is 0.
Well, it goes like this:
EMA1=EMA(C,10);
EMA2=EMA(C,200);
Plot(EMA1,EMA10, colorRed,styleLine);
Plot(EMA2,EMA20,colorBlue,styleLine);
Buycross[0]=0;
exit[0]=0;
threshold=3;
multiplier=1;
Buycross= Cross(EMA1,EMA2);
Counter=Cum(Buycross); //== Here the crossover are counted with CUM
// start loop
for(i=0; iBarCount;i++)
{
if (Counter[i]==threshold*multiplier)
{
multiplier++ AND exit[i]=1; // AND-statement?!?!
}
}
printf(buycross:\n);
WriteVal(Buycross,1);
printf(counter:\n);
WriteVal(Counter,1);
printf(multiplier:\n);
WriteVal(multiplier,1);
printf(exit:\n);
WriteVal(exit,1);
Counter here is an array, as opposed to the 2nd example. Looks strange,
but works.
Fine you might say, he did his job, so what's he asking for?
I only achieved this by some means of trial and error and I don't
understand, why I have to add AND in the loop.So to say, I don't
understand what I did. Ok, check this:
EMA1=EMA(C,10);
EMA2=EMA(C,200);
Plot(EMA1,EMA10, colorRed,styleLine);
Plot(EMA2,EMA20,colorBlue,styleLine);
Buycross[0]=0;
exit[0]=0;
COUNTER=0;// Integer, variable
threshold=3;
multiplier=1;
Buycross= Cross(EMA1,EMA2);
// start loop
for(i=0; iBarCount;i++)
{
if (buycross[i]==0)
{
counter++;//=== simple increment
}
if (Counter==threshold*multiplier)
{
multiplier++; //=== The two statements without AND
exit[i]=1; //=== don't seem to work
}
}
printf(buycross:\n);
WriteVal(Buycross,1);
printf(counter:\n);
WriteVal(Counter,1);
printf(multiplier:\n);
WriteVal(multiplier,1);
printf(exit:\n);
WriteVal(exit,1);
Eventhough my varible counter is initialized, the loop would simply not
do the increment. Like this, I cannot loop the process of crossover
counting. counter goes from 2 to 5, sometimes it's doing nothing or even
DEcreases. BTW, I'm checking every value of my OHLCV array from the
interpretation window.
Also, the 2 statements would not be executed properly without the AND. I
finally accomplished my task in the first code but I do not understand how
AFL treats the variables / arrays in a loop. I believe I am not the first
one to experience this problem and I would appreciate any kind of help or
explanation. I just know that the 2nd code in C would rather work.
I considered varget, global varibale, but the problem didn't seem to get
resolved. What am I missing? Where should I look to read up on this?
Thanks,
Matthias
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TO GET TECHNICAL SUPPORT send an e-mail directly to
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Re: [amibroker] Re: Projecting prices
Hi - AB allows you to define BuyPrice, SellPrice, etc. So if you have your signals defined as price crossing BB, couldn't you just say BuyPrice = BBandTop() or whatever? Steve - Original Message - From: mbausys mbau...@gmail.com To: amibroker@yahoogroups.com Sent: Friday, February 12, 2010 7:13 AM Subject: [amibroker] Re: Projecting prices Steve, What I want to do with this code is for it to allow me enter a trade exactly at the price which triggers a signal. In particular, I use Bollinger Bands and want trades to be executed at the price at which it equals Bollinger Bands. The price might then reverse and in EOD chart the closing price would be inside Bollinger Bands. However, I would know that the signal would have been generated intraday and I could have entered a position. I'm not proficient with Amibroker coding yet so the required twist might be very simple. Thank you for your help. Marius --- In amibroker@yahoogroups.com, Steve Dugas sjdu...@... wrote: Hi - What did you have in mind? Fred can correct me if I'm wrong, but I always imagined it was written for someone who wanted to trade at the close but only gets EOD data. By the time you do the nightly data download and see a new signal, the markets are closed and you can only trade NDO. With this code you can predict the price needed to trigger a signal, then put on CNBC or QuoteTracker to see if your price point has been met and trade just prior to today's close. For backtests, just set trade price to close and trade delay to zero, you should only need to predict the price for real-time trading. Steve - Original Message - From: mbausys mbau...@... To: amibroker@yahoogroups.com Sent: Thursday, February 11, 2010 4:10 PM Subject: [amibroker] Re: Projecting prices Thanks a lot for posting this. I'd like to ask how it would be possible to use this process in a backtest procedure as it only determines a required price for tomorrow. Please correct me if I'm wrong. Regards, Marius --- In amibroker@yahoogroups.com, Ara Kaloustian ara1@ wrote: Thanks Steve A - Original Message - From: Steve Dugas To: amibroker@yahoogroups.com Sent: Monday, April 10, 2006 10:53 AM Subject: Re: [amibroker] Projecting prices Hi Ara, Your question rang a bell with me, so I searched my saved e-mails and found this code that Fred was kind enough to post a couple of years ago. Maybe it will be helpful for you? Steve // *** // // An all purpose routine to find the price // necessary to move an indicator to a GOAL. // // This should work for virtually any indicator, // built in or otherwise. It's demonstrated // here using RSI BBand's ... // // Note: It will appear to use future quotes // because of the down shifting of the // price array, but obviously it can't // know tomorrows price. There's // probably a way to rectify this but // I was more concerned with the rest // of the process. // // The maximum iterations have arbitrarily been // set to 200 which is undoubtedly overkill // as I've yet to see anything take 200 even // when tolerance was set to 0 on datastreams // with very high prices. // // For real usage the saving of i in j and the // accuracy calculation can be tossed as they // were only put in for demonstration purposes // // *** // // This Routine requires the following things // // P0 = A price array or synthetic // // Goal = The goal value of the indicator // // Acc = An accuracy level for the calculations // // Set this to the order of magnitude // that you want. For example if you want // accuracy in calculated price to within // 0.01 then set it 0.01. It can even // be set to 0 which will force AB to // calculate until it can't find any // further improvements (Usually between // 150-170 iterations) but this is semi // useless as improvements relative to // price granularity have long since // been gone by. // // The lower you set it the longer it // will take but it's pretty quick // (Usually between 15-30 iterations) // unless you set it at 0. // // *** // // Note: Some goals are virtually unattainable on // the next bar, especially on the downside // as they would require a negative price // which is what this routine will show if // that is what is required. // // *** P0 = C; Acc = 0.0001; LVBI = LastValue(BarIndex()); Mult = 1; // *** // Shift
Re: [amibroker] ZigZag-Indicator
Hi - I have seen several user-coded versions of the Zig over the years, I
think there is one or two in the library and probably a couple in previous
posts, you might get lucky with those or at least they could give you some
starting code to tweak.
Steve
- Original Message -
From: Daphne Renault daphne.rena...@yahoo.com
To: amibroker@yahoogroups.com
Cc: Tomasz Janeczko gro...@amibroker.com
Sent: Friday, February 12, 2010 7:08 AM
Subject: [amibroker] ZigZag-Indicator
Hi,
is there a possibility to use the ZigZag-Indicator without a fixed
percentage? I think a fixed percentage is nice if volatility is constant.
But if volatility changes than 5% in a high volatility regime is by far a
less severe price change than in a low volatility regime.
A ZigZag-Indicator that accounts for this - e.g. instead of a fixed
percentage parameter, a fixed standard deviation (of returns) parameter
and a fixed time period to calculate the rolling standard deviation (of
returns) - would be very nice.
Does anybody know, how to setup such a modified version of the indicator
in amibroker?
Best wishes,
Daphne
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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(submissions sent via other channels won't be considered)
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Re: [amibroker] Re: Projecting prices
Hi - What did you have in mind? Fred can correct me if I'm wrong, but I
always imagined it was written for someone who wanted to trade at the close
but only gets EOD data. By the time you do the nightly data download and see
a new signal, the markets are closed and you can only trade NDO. With this
code you can predict the price needed to trigger a signal, then put on CNBC
or QuoteTracker to see if your price point has been met and trade just prior
to today's close. For backtests, just set trade price to close and trade
delay to zero, you should only need to predict the price for real-time
trading.
Steve
- Original Message -
From: mbausys mbau...@gmail.com
To: amibroker@yahoogroups.com
Sent: Thursday, February 11, 2010 4:10 PM
Subject: [amibroker] Re: Projecting prices
Thanks a lot for posting this. I'd like to ask how it would be possible to
use this process in a backtest procedure as it only determines a required
price for tomorrow. Please correct me if I'm wrong.
Regards,
Marius
--- In amibroker@yahoogroups.com, Ara Kaloustian a...@... wrote:
Thanks Steve
A
- Original Message -
From: Steve Dugas
To: amibroker@yahoogroups.com
Sent: Monday, April 10, 2006 10:53 AM
Subject: Re: [amibroker] Projecting prices
Hi Ara,
Your question rang a bell with me, so I searched my saved e-mails and
found this code that Fred was kind enough to post a couple of years ago.
Maybe it will be helpful for you?
Steve
// ***
//
// An all purpose routine to find the price
// necessary to move an indicator to a GOAL.
//
// This should work for virtually any indicator,
// built in or otherwise. It's demonstrated
// here using RSI BBand's ...
//
// Note: It will appear to use future quotes
// because of the down shifting of the
// price array, but obviously it can't
// know tomorrows price. There's
// probably a way to rectify this but
// I was more concerned with the rest
// of the process.
//
// The maximum iterations have arbitrarily been
// set to 200 which is undoubtedly overkill
// as I've yet to see anything take 200 even
// when tolerance was set to 0 on datastreams
// with very high prices.
//
// For real usage the saving of i in j and the
// accuracy calculation can be tossed as they
// were only put in for demonstration purposes
//
// ***
//
// This Routine requires the following things
//
// P0 = A price array or synthetic
//
// Goal = The goal value of the indicator
//
// Acc = An accuracy level for the calculations
//
// Set this to the order of magnitude
// that you want. For example if you want
// accuracy in calculated price to within
// 0.01 then set it 0.01. It can even
// be set to 0 which will force AB to
// calculate until it can't find any
// further improvements (Usually between
// 150-170 iterations) but this is semi
// useless as improvements relative to
// price granularity have long since
// been gone by.
//
// The lower you set it the longer it
// will take but it's pretty quick
// (Usually between 15-30 iterations)
// unless you set it at 0.
//
// ***
//
// Note: Some goals are virtually unattainable on
// the next bar, especially on the downside
// as they would require a negative price
// which is what this routine will show if
// that is what is required.
//
// ***
P0 = C;
Acc = 0.0001;
LVBI = LastValue(BarIndex());
Mult = 1;
// ***
// Shift Price up by n orders of magnitude to make
// it = 1. This is useful to increase
// accuracy on very low priced datastreams
// such as the JY.
// ***
for (i = 0; i 10; i++)
{
if (P0[LVBI] = 1)
i = 99;
else
Mult = Mult * 10;
}
// ***
P1 = Ref(P0, 1) * Mult;
UpDn = 100 * P1[LVBI];
for (i = 0; i 200; i++)
{
// An example for finding price associated with the next bars
BBandTop
//
//
**
***
// Put whatever indicator you want to goal seek here based on P1
//
**
***
Calc = P1;
//
**
***
// Put whatever you want for the goal here ...
//
// The reason for putting it in the loop is because sometimes
the goal is price
// oriented and will need to be recalculated on each
iteration
Re: [amibroker] Help with Parameter error
Remove the words default=. It is just there for informational purposes.
- Original Message -
From: benjamin.bolsa benjamin.bo...@yahoo.com
To: amibroker@yahoogroups.com
Sent: Monday, February 08, 2010 8:15 AM
Subject: [amibroker] Help with Parameter error
I have one AFL Formula but give me error with this line:
Cziparam = Param(CZI angle parameter,default=5,0,360);
Why ? Who cen help me ?
Thanks
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
Re: [amibroker] Problem removing OptimizerSetEngine(cmae);
Hi - Exhaustive optimizer can crash if the opt has too many steps and it eventually runs out of memory. Does the crash happen well into the opt? Steve - Original Message - From: James To: amibroker@yahoogroups.com Sent: Sunday, January 31, 2010 6:26 PM Subject: [amibroker] Problem removing OptimizerSetEngine(cmae); Has anyone else had a problem removing this line from their code: OptimizerSetEngine(cmae); and then trying to run an exhaustive optimization? Every file of code I remove this from, I then can an exception error crash when I try to optimize. I am running XP pro and version 5.29.6. James
Re: [amibroker] What are static variables used for?
Hi -I think the big thing with static vars is that they can be shared, i.e.
you can create a var in one chart and save it with StaticVarSet(), then you
can access it from other charts or from AA with a call to StaticVarGet().
Steve
- Original Message -
From: Pmxgs pm...@vizzavi.pt
To: amibroker@yahoogroups.com
Sent: Saturday, January 30, 2010 9:45 AM
Subject: [amibroker] What are static variables used for?
Hello,
can someone please explain me what ate static variables used for?
In the help section it says that a static varable keeps its value in
memory until the end of the program.
What's the difference between this and assigning a value to a normal
variable (which also doesn't change unless we assign another value to it).
For example: var=3; keeps this variable equal to 3 until we assign another
value to it.
I know I'm missing something obvious, but I'm learning how to program and
I can't understand this concept.
thanks
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
Re: [amibroker] PremiumData Question
Hi Richard - Your upcoming plugin sounds great, just wondering if it will be 64-bit? With 64-bit computers and OS's increasingly becoming the norm and 64-bit AmiBroker waiting in the wings, it would be real nice if just one maintenance-free data provider could provide a 64-bit API/plugin and remove the 3GB bottleneck for us. And perhaps get a bunch of new customers...Thank you Sir! Steve - Original Message - From: Richard Dale To: amibroker@yahoogroups.com Cc: patsgreatdeals Sent: Sunday, January 10, 2010 5:00 AM Subject: Re: [amibroker] PremiumData Question I'll try and explain how this works. It's all a bit complicated. There's three databases at work: 1. Premium Data's MetaStock format database 2. AmiBroker's native price database 3. AmiBroker's security details database There are two settings available: Use Local Data Storage - either Enabled or Disabled Data Source - either MetaStock Plug-in or Local Database. The default setting is when you set Use Local data storage to false and Data source: MetaStock Plugin. This uses databases 1 and 3. Database 1 is updated using the Premium Data program. Database 3 is maintained using the Tools-US-PremiumData command. Normally Database 2 isn't used, except for composite symbols you might create. Why would we want to change this? Some people have commented that accessing AmiBroker's native price database is quicker for large backtests. So how do we copy data from database1 into database 2? Set Local data storage to Enable and Data source - MetaStock Plugin, then any time you access a security in database 1, a COPY of the data is placed into database 2. Some people run a scan across all data to popuulate this (eg. with an entry condition that is always true). How do we then use that copied data? Set Local data storage to Enabled and Data source to Local Database. Note that any updates to database 1 will no longer be reflected in database 2. Now, should there be any maintenance required, you should either change back to the default setting or to the second setting. Ensure you run Tools-US-PremiumData in this mode too. If you decide that maintaining a duplicate of the price data in Amibroker's natvie price database is too cumbersome, then return the settings to default as described above.Then shut down AmiBroker. Make a backup of the entire C:\Program files\Amibroker\US-PremiumData folder. Delete the A-Z folders inside the folder C:\Program Files\AmiBroker\US-PremiumData folder. Start AmiBroker. Click Tools-US-PremiumData. What we are doing to improve this We are developing a native plugin to AmiBroker and also getting rid of the MetaStock file format. This should provide significant performance increases (so there is no need to utilise a native price database), automatically the database on-the-fly as code/symbol changes occur (i.e. no need to run Tools-US-PremiumData) plus also give us extra flexibility to offer new features (such as historical index constituents - eg. you will be able to specify in your entry conditions during backtesting SP 500 constituent = true and this will use the historical set of SP500 constituents on each relevant day to determine whether the entry condition is true. This is the ultimate survivorship-bias-free form of testing. Best regards, Richard Dale. Norgate Investor Services - Premium quality Stock, Futures and Foreign Exchange Data for markets in Australia, Asia, Canada, Europe, UK USA - www.premiumdata.net Original Message Subject: [amibroker] PremiumData Question From: patsgreatdeals patsgreatde...@yahoo.com To: amibroker@yahoogroups.com Date: Sun, 10 Jan 2010 05:14:24 - I was wondering when using PremiumData.net feed and switching checking Use Local Data so that AMIBroker will run faster with the data in the AMIBroker Database what happens when the PremiumData downloader renames symbols? I saw a bunch being renamed, will the AMIBroker DB then have two symbols one with the old name, and one with the renamed symbol?
Re: [amibroker] PremiumData Question
Thanks Richard - reading your reply I remember now that you just answered this question recently, I am sorry to bother you with it again. Looking forward to your new release! Steve - Original Message - From: Richard Dale To: amibroker@yahoogroups.com Sent: Thursday, January 14, 2010 11:34 AM Subject: Re: [amibroker] PremiumData Question Yes we will be looking to support 64 bit once a new 64 bit AmiBroker is compiled by Tomsasz... right now we have incorporated features into it that require v4.28+ but v4.22 was the last 64 bit version released so we'll have to wait for now. Best regards, Richard Dale. Norgate Investor Services - Premium quality Stock, Futures and Foreign Exchange Data for markets in Australia, Asia, Canada, Europe, UK USA - www.premiumdata.net Original Message Subject: Re: [amibroker] PremiumData Question From: Steve Dugas sjdu...@comcast.net To: amibroker@yahoogroups.com Date: Thu, 14 Jan 2010 11:24:01 -0500 Hi Richard - Your upcoming plugin sounds great, just wondering if it will be 64-bit? With 64-bit computers and OS's increasingly becoming the norm and 64-bit AmiBroker waiting in the wings, it would be real nice if just one maintenance-free data provider could provide a 64-bit API/plugin and remove the 3GB bottleneck for us. And perhaps get a bunch of new customers...Thank you Sir! Steve - Original Message - From: Richard Dale To: amibroker@yahoogroups.com Cc: patsgreatdeals Sent: Sunday, January 10, 2010 5:00 AM Subject: Re: [amibroker] PremiumData Question I'll try and explain how this works. It's all a bit complicated. There's three databases at work: 1. Premium Data's MetaStock format database 2. AmiBroker's native price database 3. AmiBroker's security details database There are two settings available: Use Local Data Storage - either Enabled or Disabled Data Source - either MetaStock Plug-in or Local Database. The default setting is when you set Use Local data storage to false and Data source: MetaStock Plugin. This uses databases 1 and 3. Database 1 is updated using the Premium Data program. Database 3 is maintained using the Tools-US-PremiumData command. Normally Database 2 isn't used, except for composite symbols you might create. Why would we want to change this? Some people have commented that accessing AmiBroker's native price database is quicker for large backtests. So how do we copy data from database1 into database 2? Set Local data storage to Enable and Data source - MetaStock Plugin, then any time you access a security in database 1, a COPY of the data is placed into database 2. Some people run a scan across all data to popuulate this (eg. with an entry condition that is always true). How do we then use that copied data? Set Local data storage to Enabled and Data source to Local Database. Note that any updates to database 1 will no longer be reflected in database 2. Now, should there be any maintenance required, you should either change back to the default setting or to the second setting. Ensure you run Tools-US-PremiumData in this mode too. If you decide that maintaining a duplicate of the price data in Amibroker's natvie price database is too cumbersome, then return the settings to default as described above.Then shut down AmiBroker. Make a backup of the entire C:\Program files\Amibroker\US-PremiumData folder. Delete the A-Z folders inside the folder C:\Program Files\AmiBroker\US-PremiumData folder. Start AmiBroker. Click Tools-US-PremiumData. What we are doing to improve this We are developing a native plugin to AmiBroker and also getting rid of the MetaStock file format. This should provide significant performance increases (so there is no need to utilise a native price database), automatically the database on-the-fly as code/symbol changes occur (i.e. no need to run Tools-US-PremiumData) plus also give us extra flexibility to offer new features (such as historical index constituents - eg. you will be able to specify in your entry conditions during backtesting SP 500 constituent = true and this will use the historical set of SP500 constituents on each relevant day to determine whether the entry condition is true. This is the ultimate survivorship-bias-free form of testing. Best regards, Richard Dale. Norgate Investor Services - Premium quality Stock, Futures and Foreign Exchange Data for markets in Australia, Asia, Canada, Europe, UK USA - www.premiumdata.net Original Message Subject: [amibroker] PremiumData Question From: patsgreatdeals patsgreatde...@yahoo.com To: amibroker@yahoogroups.com Date: Sun, 10 Jan 2010 05:14:24 - I was wondering when using PremiumData.net feed and switching
Re: [amibroker] PremiumData Question
BTW, could anyone tell me, when subscribing to Norgate data, how many computers does their license cover? Thank you! Steve - Original Message - From: Steve Dugas To: amibroker@yahoogroups.com Sent: Thursday, January 14, 2010 12:22 PM Subject: Re: [amibroker] PremiumData Question Thanks Richard - reading your reply I remember now that you just answered this question recently, I am sorry to bother you with it again. Looking forward to your new release! Steve - Original Message - From: Richard Dale To: amibroker@yahoogroups.com Sent: Thursday, January 14, 2010 11:34 AM Subject: Re: [amibroker] PremiumData Question Yes we will be looking to support 64 bit once a new 64 bit AmiBroker is compiled by Tomsasz... right now we have incorporated features into it that require v4.28+ but v4.22 was the last 64 bit version released so we'll have to wait for now. Best regards, Richard Dale. Norgate Investor Services - Premium quality Stock, Futures and Foreign Exchange Data for markets in Australia, Asia, Canada, Europe, UK USA - www.premiumdata.net Original Message Subject: Re: [amibroker] PremiumData Question From: Steve Dugas sjdu...@comcast.net To: amibroker@yahoogroups.com Date: Thu, 14 Jan 2010 11:24:01 -0500 Hi Richard - Your upcoming plugin sounds great, just wondering if it will be 64-bit? With 64-bit computers and OS's increasingly becoming the norm and 64-bit AmiBroker waiting in the wings, it would be real nice if just one maintenance-free data provider could provide a 64-bit API/plugin and remove the 3GB bottleneck for us. And perhaps get a bunch of new customers...Thank you Sir! Steve - Original Message - From: Richard Dale To: amibroker@yahoogroups.com Cc: patsgreatdeals Sent: Sunday, January 10, 2010 5:00 AM Subject: Re: [amibroker] PremiumData Question I'll try and explain how this works. It's all a bit complicated. There's three databases at work: 1. Premium Data's MetaStock format database 2. AmiBroker's native price database 3. AmiBroker's security details database There are two settings available: Use Local Data Storage - either Enabled or Disabled Data Source - either MetaStock Plug-in or Local Database. The default setting is when you set Use Local data storage to false and Data source: MetaStock Plugin. This uses databases 1 and 3. Database 1 is updated using the Premium Data program. Database 3 is maintained using the Tools-US-PremiumData command. Normally Database 2 isn't used, except for composite symbols you might create. Why would we want to change this? Some people have commented that accessing AmiBroker's native price database is quicker for large backtests. So how do we copy data from database1 into database 2? Set Local data storage to Enable and Data source - MetaStock Plugin, then any time you access a security in database 1, a COPY of the data is placed into database 2. Some people run a scan across all data to popuulate this (eg. with an entry condition that is always true). How do we then use that copied data? Set Local data storage to Enabled and Data source to Local Database. Note that any updates to database 1 will no longer be reflected in database 2. Now, should there be any maintenance required, you should either change back to the default setting or to the second setting. Ensure you run Tools-US-PremiumData in this mode too. If you decide that maintaining a duplicate of the price data in Amibroker's natvie price database is too cumbersome, then return the settings to default as described above.Then shut down AmiBroker. Make a backup of the entire C:\Program files\Amibroker\US-PremiumData folder. Delete the A-Z folders inside the folder C:\Program Files\AmiBroker\US-PremiumData folder. Start AmiBroker. Click Tools-US-PremiumData. What we are doing to improve this We are developing a native plugin to AmiBroker and also getting rid of the MetaStock file format. This should provide significant performance increases (so there is no need to utilise a native price database), automatically the database on-the-fly as code/symbol changes occur (i.e. no need to run Tools-US-PremiumData) plus also give us extra flexibility to offer new features (such as historical index constituents - eg. you will be able to specify in your entry conditions during backtesting SP 500 constituent = true and this will use the historical set of SP500 constituents on each relevant day to determine whether the entry condition is true. This is the ultimate survivorship-bias-free form of testing. Best regards, Richard Dale. Norgate Investor Services - Premium quality Stock, Futures and Foreign Exchange Data
Re: [amibroker] PremiumData Question
Thank you Louies! - Original Message - From: Louies To: amibroker@yahoogroups.com Sent: Thursday, January 14, 2010 3:57 PM Subject: Re: [amibroker] PremiumData Question They give you 2: one for the laptop; one for desktop. At least, that is in my case -- From: Steve Dugas sjdu...@comcast.net To: amibroker@yahoogroups.com Sent: Thu, January 14, 2010 11:10:45 AM Subject: Re: [amibroker] PremiumData Question BTW, could anyone tell me, when subscribing to Norgate data, how many computers does their license cover? Thank you! Steve - Original Message - From: Steve Dugas To: amibro...@yahoogrou ps.com Sent: Thursday, January 14, 2010 12:22 PM Subject: Re: [amibroker] PremiumData Question Thanks Richard - reading your reply I remember now that you just answered this question recently, I am sorry to bother you with it again. Looking forward to your new release! Steve - Original Message - From: Richard Dale To: amibro...@yahoogrou ps.com Sent: Thursday, January 14, 2010 11:34 AM Subject: Re: [amibroker] PremiumData Question Yes we will be looking to support 64 bit once a new 64 bit AmiBroker is compiled by Tomsasz... right now we have incorporated features into it that require v4.28+ but v4.22 was the last 64 bit version released so we'll have to wait for now. Best regards,Richard Dale.Norgate Investor Services- Premium quality Stock, Futures and Foreign Exchange Data for markets in Australia, Asia, Canada, Europe, UK USA -www.premiumdata. net Original Message Subject: Re: [amibroker] PremiumData Question From: Steve Dugas sjdu...@comcast. net To: amibro...@yahoogrou ps.com Date: Thu, 14 Jan 2010 11:24:01 -0500 Hi Richard - Your upcoming plugin sounds great, just wondering if it will be 64-bit? With 64-bit computers and OS's increasingly becoming the norm and 64-bit AmiBroker waiting in the wings, it would be real nice if just one maintenance- free data provider could provide a 64-bit API/plugin and remove the 3GB bottleneck for us. And perhaps get a bunch of new customers... Thank you Sir! Steve - Original Message - From: Richard Dale To: amibro...@yahoogrou ps.com Cc: patsgreatdeals Sent: Sunday, January 10, 2010 5:00 AM Subject: Re: [amibroker] PremiumData Question I'll try and explain how this works. It's all a bit complicated.. There's three databases at work: 1. Premium Data's MetaStock format database 2. AmiBroker's native price database 3. AmiBroker's security details database There are two settings available: Use Local Data Storage - either Enabled or Disabled Data Source - either MetaStock Plug-in or Local Database. The default setting is when you set Use Local data storage to false and Data source: MetaStock Plugin. This uses databases 1 and 3. Database 1 is updated using the Premium Data program. Database 3 is maintained using the Tools-US-PremiumData command. Normally Database 2 isn't used, except for composite symbols you might create. Why would we want to change this? Some people have commented that accessing AmiBroker's native price database is quicker for large backtests. So how do we copy data from database1 into database 2? Set Local data storage to Enable and Data source - MetaStock Plugin, then any time you access a security in database 1, a COPY of the data is placed into database 2. Some people run a scan across all data to popuulate this (eg. with an entry condition that is always true). How do we then use that copied data? Set Local data storage to Enabled and Data source to Local Database. Note that any updates to database 1 will no longer be reflected in database 2. Now, should there be any maintenance required, you should either change back to the default setting or to the second setting. Ensure you run Tools-US-PremiumData in this mode too. If you decide that maintaining a duplicate of the price data in Amibroker's natvie price database is too cumbersome, then return the settings to default as described above.Then shut down AmiBroker. Make a backup of the entire C:\Program files\Amibroker\ US-PremiumData folder. Delete the A-Z folders inside the folder C:\Program Files\AmiBroker\ US-PremiumData folder. Start AmiBroker. Click Tools-US-PremiumData. What we are doing to improve this We are developing a native plugin to AmiBroker and also getting rid of the MetaStock file format. This should provide significant performance increases (so there is no need to utilise a native price database
Re: [amibroker] Assistance request with a Custom Indicator
Hi - You can try this...
StartDate = ParamDate( Start Date, 1/4/2010 );
Plot (IIF( DateNum() StartDate, NULL, ROC(Foreign(^AORD,C)),1), All
Ords, colorWhite,styleThick);
...
Steve
- Original Message -
From: pacific5_au pacific5...@yahoo.com
To: amibroker@yahoogroups.com
Sent: Thursday, January 14, 2010 9:33 PM
Subject: [amibroker] Assistance request with a Custom Indicator
I would like a custom indicator to start from a date that I choose and not
show all the data of the tickers in question.
I basically want to show ROC on a series of indice tickers from a
nominated date, ie current calender year for example. I would like this
start date to be user definable from any date.
Here is what I have already, but it plots a running ROC on all the data
for the tickers.
_SECTION_BEGIN(AU Indices);
Plot (ROC(Foreign(^AORD,C),1), All Ords, colorWhite,styleThick);
Plot (ROC(Foreign(XSO,C),1), Small Ords, colorRed,styleThick );
Plot (ROC(Foreign(XMD,C),1), Mid Cap50,colorGreen,styleThick );
Plot (ROC(Foreign(XTL,C),1), 20, colorLime,styleThick );
Plot (ROC(Foreign(XFL,C),1), 50, colorYellow,styleThick );
Plot (ROC(Foreign(XTO,C),1), 100, colorViolet,styleThick );
Plot (ROC(Foreign(XJ0,C),1), 200, colorOrange,styleThick );
Plot (ROC(Foreign(XKO,C),1), 300, colorPaleGreen,styleThick );
_SECTION_END();
Have tried Startpoint and begin value but its not producing what I want
and clearly I'm on the wrong track.
Any assistance will be most appreciated.
TIA
Pacific
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
Re: [amibroker] Assistance request with a Custom Indicator
Oops, put the param in the wrong place, this one looks better...
Plot (IIF( DateNum() StartDate, NULL, ROC(Foreign(^AORD,C),1)), All
Ords, colorWhite,styleThick);
- Original Message -
From: Steve Dugas sjdu...@comcast.net
To: amibroker@yahoogroups.com
Sent: Thursday, January 14, 2010 10:05 PM
Subject: Re: [amibroker] Assistance request with a Custom Indicator
Hi - You can try this...
StartDate = ParamDate( Start Date, 1/4/2010 );
Plot (IIF( DateNum() StartDate, NULL, ROC(Foreign(^AORD,C)),1), All
Ords, colorWhite,styleThick);
...
Steve
- Original Message -
From: pacific5_au pacific5...@yahoo.com
To: amibroker@yahoogroups.com
Sent: Thursday, January 14, 2010 9:33 PM
Subject: [amibroker] Assistance request with a Custom Indicator
I would like a custom indicator to start from a date that I choose and not
show all the data of the tickers in question.
I basically want to show ROC on a series of indice tickers from a
nominated date, ie current calender year for example. I would like this
start date to be user definable from any date.
Here is what I have already, but it plots a running ROC on all the data
for the tickers.
_SECTION_BEGIN(AU Indices);
Plot (ROC(Foreign(^AORD,C),1), All Ords, colorWhite,styleThick);
Plot (ROC(Foreign(XSO,C),1), Small Ords, colorRed,styleThick );
Plot (ROC(Foreign(XMD,C),1), Mid Cap50,colorGreen,styleThick );
Plot (ROC(Foreign(XTL,C),1), 20, colorLime,styleThick );
Plot (ROC(Foreign(XFL,C),1), 50, colorYellow,styleThick );
Plot (ROC(Foreign(XTO,C),1), 100, colorViolet,styleThick );
Plot (ROC(Foreign(XJ0,C),1), 200, colorOrange,styleThick );
Plot (ROC(Foreign(XKO,C),1), 300, colorPaleGreen,styleThick );
_SECTION_END();
Have tried Startpoint and begin value but its not producing what I want
and clearly I'm on the wrong track.
Any assistance will be most appreciated.
TIA
Pacific
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
Re: [amibroker] Average MAE/MFE
Hi - I believe it is only the Professional Edition that has MAE / MFE. Steve - Original Message - From: James To: amibroker@yahoogroups.com Sent: Sunday, January 03, 2010 1:59 PM Subject: Re: [amibroker] Average MAE/MFE I must be overlooking this feature. I just updated to 5.29.6 and I still do not see average MAE/MFE. I have checked the settings in the Automatic Analysis window, run backtests in Trade list, Detailed log and Summary mode and have not seen anything. I have searched the latest users guide from the help menu and the PDF version, (both still 5.20) and the DevLog to no avail. Could someone please clearly point out where this feature is, like you are explaining it to a dummy. Just to clarify, I am looking for the averages of the MAE and MFE columns without having to go to excel. Best regards, James -- From: Gordon Pelletier gordonpellet...@gmail.com Yes 5.29 Beta Regards 2010/1/3 James jamesmemphis@ yahoo.com Neil, Could you be a little more specific regarding advanced? I am using 5.20. Is it a newer version that does this? Best regards, James From: Neil Wrightson ne...@nwe.net. au Hi James, The advanced AB version already does this for you. Regards, Neil Wrightson. From: amibro...@yahoogrou ps.com [mailto:amibroker@ yahoogroups. com] On Behalf Of James Sent: Saturday, 2 January 2010 10:26 AM To: amibro...@yahoogrou ps.com Subject: [amibroker] Average MAE/MFE I would like to calculate the average MAE and MFE for all trades in backtest results. I know I could save the report as a file and do it in excel, but was wondering if there was a faster, easier way - just to eyeball it. I thought a possible solution would be to add Avg. MAE and Avg MFE columns to the backtest results when using the optimize feature instead of backtest, but I am not sure how difficult this would be. TIA, James
Re: [amibroker] Does anyone do FX backtesting?
Hi - You can turn off that range checking by adding this to your code - SetOption( PriceBoundChacking, False ); Steve - Original Message - From: Potato Soup To: amibroker@yahoogroups.com Sent: Saturday, December 26, 2009 2:50 AM Subject: Re: [amibroker] Does anyone do FX backtesting? I tried using BuyPrice/SellPrice/ShortPrice/CoverPrice but the problem is it won't take values that fall outside the range of the Low and High for a bar. I can't think of any other way to trick it, any ideas? -- From: Potato Soup potatoso...@yahoo.com To: amibroker@yahoogroups.com Sent: Sat, December 26, 2009 1:27:54 AM Subject: [amibroker] Does anyone do FX backtesting? How do you handle pairs quoted against the dollar, such as USDCAD? To the backtester it will look like the symbol costs 1.0579, when in fact it costs .94520. Is there a way to fix this automatically, or do you test for this in the script by looking at the pair? And if the latter, how do you retrieve the price so that you can invert it?
Re: [amibroker] Does anyone do FX backtesting?
Oops, screwed that up pretty good. Try this one instead - SetOption( PriceBoundChecking, False ); - Original Message - From: Steve Dugas To: amibroker@yahoogroups.com Sent: Saturday, December 26, 2009 11:44 AM Subject: Re: [amibroker] Does anyone do FX backtesting? Hi - You can turn off that range checking by adding this to your code - SetOption( PriceBoundChacking, False ); Steve - Original Message - From: Potato Soup To: amibroker@yahoogroups.com Sent: Saturday, December 26, 2009 2:50 AM Subject: Re: [amibroker] Does anyone do FX backtesting? I tried using BuyPrice/SellPrice/ShortPrice/CoverPrice but the problem is it won't take values that fall outside the range of the Low and High for a bar. I can't think of any other way to trick it, any ideas? From: Potato Soup potatoso...@yahoo.com To: amibroker@yahoogroups.com Sent: Sat, December 26, 2009 1:27:54 AM Subject: [amibroker] Does anyone do FX backtesting? How do you handle pairs quoted against the dollar, such as USDCAD? To the backtester it will look like the symbol costs 1.0579, when in fact it costs .94520. Is there a way to fix this automatically, or do you test for this in the script by looking at the pair? And if the latter, how do you retrieve the price so that you can invert it?
[amibroker] OT - US Traders Tax
Hi - For those interested in signing, here is another petition regarding the proposed US Traders Tax. It would seem there are those in Congress who have latched onto this idea as a way to raise revenue for just about anything and everything, pretty much abandoning the pretense of forcing Wall Street to pay for any damage they may have done. In addition to the original HR1068 we also have HR3153 and HR4191 now - as far as I can see they have removed the sunset clause also, these look like they would be permanent regardless of when the TARP funds are repaid. http://www.rallycongress.com/greentradertax-traders-association1/2720/a-financial-transaction-tax-is-detrimental-to-many-industries/
Re: [amibroker] How to use custom indicator
Hi - Probably best to look at AA and charting as seperate modules, they do not see each other. You can save your variables to memory using StaticVarSet() and retrieve them using StaticVarGet(), then they will be visible to charts and AA, but better yet is to just write one code that includes the required statements for everything you want to do, i.e.you can write one code that includes - 1. Plot() function so you can chart it 2. AddColumn / AddTextColumn for explorations 3. Buy / Sell statements for the backtester 4. Optimize function if you want to optimize Very convenient !! Steve - Original Message - From: i cs To: amibroker@yahoogroups.com Sent: Monday, December 21, 2009 5:12 PM Subject: Re: [amibroker] How to use custom indicator Hi Rolf, I'm a bit of a newbie to AB as well, but I have worked as a programmer for a while. What I do with my custom indicators is put them in an include file in the include subdirectory and then use the #include myCustom.afl directive in the file in which I will refer to that indicator. This won't give you code completion, but it means you only have to write the indicator once. Not sure if you can get code completion on custom indicators. I'm sort of assuming no, simply because in AB there is no formal declaration of functions - let alone indicators, and you'd need some sort of formal declaration so that the editor would recognise the arguments that the function requires. To a newbie AB can seem complex, but trust me, languages which include formal declarations can become very, very complex quickly, so I suspect that there is balance between ease of use, steepness of the learning curve, execution speed and flexibiliity. Hope this helps a bit. RZ -- From: rolf.spuler rolf.spu...@yahoo.com To: amibroker@yahoogroups.com Sent: Mon, 21 December, 2009 3:53:17 AM Subject: [amibroker] How to use custom indicator Hello I have a beginner question but I could not figure out from the user guide what I am doing wrong. I coded my custom indicator. It is showing up in the Custom folder and I can attach it to a chart. But when I try to write a simple buy/sell script in the AFL Editor it does not recognize my indicator (syntax error). It also does not show up in the auto-completion drop down (typing first char and pressing ctrl + space). Did I miss something or do I have to include the indicator somehow? Thanks for any help Rolf -- See what's on at the movies in your area. Find out now.
Re: [amibroker] Traders Tax
Thanks for posting Jerry. There is also this one, it has been around longer and has 63,000 signatures so far. I have signed both. Steve http://www.rallycongress.com:80/no2tradertax/1536/tell-congres-to-block-trader-tax/ - Original Message - From: Jerry Gress pleasenospample...@comcast.net To: amibroker@yahoogroups.com Sent: Tuesday, December 08, 2009 11:19 AM Subject: [amibroker] Traders Tax Hello, Just received the below to fill out and automatically send to Washington written by Robert Green. Free on E-mail or $9 to have a service print and mail. JG PS. First from California to send, so it said? http://www.rallycongress.com/greentradertax-traders-association1/2644/save-t raders-jobs-do-not-enact-financial-transaction-tax/ begin letter Save Traders' Jobs: Do Not Enact a Financial-Transaction Tax Sign the Petition : 7,329 Letters and Emails Sent So Far Dear Congressman, Please don't pass a financial-transaction tax. It will cause my colleagues and me to lose our jobs. I understand you want to pass a financial-transaction to finance a new jobs recovery bill. That makes very little sense, because the tax would put me out of business and lead to job losses among my colleagues. Look at the number of people who have signed this petition and kindly count them as job losses. If you can table the financial-transaction tax, you can count this number as saved jobs. Rep. Peter DeFazio (D-Ore.) continues to support the tax as a way to pay for a jobs bill he is drafting with Rep. Ed Perlmutter (D-Colo.) titled Let Wall Street Pay for the Restoration of Main Street Act of 2009. They are proposing a 0.25-percent tax on the sale and purchase of financial instruments including stocks, options, derivatives, and futures. I'm a humble small business trader trading in an honest and legal manner to support my family. If you pass this tax and put me out of business, I have few job prospects in this economy. I understand recovery may take another year or two, and I can't wait that long. I'm not necessarily suitable for some of the new jobs advocated by the government, such as road construction, working in windmills, and green-energy installation jobs. I am doing a good job for myself and society using my higher education, knowledge of computers and the internet, and my savings to trade the financial markets. Many traders have already used up unemployment benefits after being laid off, so if you put them out of business, they will have no safety net. Traders buy goods and services from Main Street and most traders live on Main Street, not Wall Street. This tax proposal will hurt existing Main Street jobs and won't produce new ones, either. I've read that supporters view this transaction tax as a way to make Wall Street pay. But their logic is inaccurate: The economy's downward spiral was caused by the real estate bubble and poor lending practices; not by traders. The stock-market recovery since March 2009 - one of the few bright spots of the economic recovery - has been helped by traders like me bidding up stocks on a daily basis. Traders provided liquidity when financial markets crashed, buying stocks when other investors panicked and sold off. Kindly reassess the financial-transaction tax and do not include it in your jobs recovery efforts. If you believe taxes should be charged against some of those on Wall Street - big banks and institutions - please don't lump me in that category. Why not consider a bank levy as suggested by Secretary Geithner and the IMF instead? If you're looking to raise taxes from Wall Street, here's another idea. You could let the TARP banks and institutions pay bonuses to their workers in stock rather than cash. As I understand it, close to 50 percent of those bonus payments (whether in cash or stock) will go to federal, state, and city taxes, amounting to $50 billion dollars or more (rough estimates). This is a similar dollar amount you intend to raise with the financial-transaction tax. If you don't allow the Wall Street banks to pay bonuses and they retain those profits, it won't necessarily enhance capital and it won't lead to higher tax revenue. Those banks have large net operating losses to soak up the profits. Everyone I know in the trading business will be forced out of work with the financial-transaction tax, so you won't collect the projected tax revenue from us. If you pass this tax in the U.S. well before the rest of the world's financial centers pass it, traders all over the globe will trade foreign markets instead of U.S. markets. In addition to running me out of business, you'll also force my brokerage firm and the financial exchanges to lay off employees. This tax will bring many unintended consequences, including job losses on Main Street. President Obama empowered Treasury Secretary Geithner to speak for the U.S. on the world stage at the
Re: [amibroker] Re: What's a good k ratio,and thoughts on when k ratio clashes with MDD and Shar
Hi - For CAR, the user guide gives the formula used by AB...
AmiBroker is one of the few programs that calculates annual returns correctly
and will give you correct value of 20% as shown in the example above. The
formula that AmiBroker uses for annual return calculation is as follows:
correctly_annualized_perc_return = 100% * ( (final_value/initial_value) ^ ( 365
/ days_in_test ) - 1 )
- Original Message -
From: Mike
To: amibroker@yahoogroups.com
Sent: Tuesday, December 01, 2009 5:01 PM
Subject: [amibroker] Re: What's a good k ratio,and thoughts on when k ratio
clashes with MDD and Shar
Keith,
Change the granularity of your formula to be on a bar basis, as opposed to an
annual basis, and you should come out with a value very close to what AB
produces.
e.g.
SetCustomBacktestProc();
if (Status(action) == actionPortfolio) {
first = LastValue(ValueWhen(Status(firstbarinrange), BarIndex()));
last = LastValue(ValueWhen(Status(lastbarinrange), BarIndex()));
bo = GetBacktesterObject();
bo.Backtest();
CAR = 100 * ((bo.Equity/bo.InitialEquity) ^ (252 / (last - first + 1)) -
1);
bo.AddCustomMetric(MyCAR, CAR);
}
I believe that the information for K-Ratio is out of date. The formula has
been revised. I seem to recall the author suggesting that a value of 0.5 was
good. Howard has suggested that 0.15 was good.
Note that the metrics you were comparing dealt with return without regard for
how that return was achieved. K-Ratio measures the consistency of the return.
So, it is not unusual to have strong CAR/MDD with poor K-Ratio. A couple of big
gains would improve the former while hurting the latter.
I seem to recall a posting in this forum offering many of the calculations
that you're asking for. Otherwise, you can try looking at the Portfolio.afl of
IO since it displays many of the same values.
Mike
--- In amibroker@yahoogroups.com, Keith McCombs kmcco...@... wrote:
Mike --
The tooltip (which I must admit I was unaware of), unfortunately,
provides no more information than the AmiBroker User's Guide (which I
referred to in my previous posting).
Using your suggestion of Googling the metrics, I Googled CAR, and came
up with the following link:
http://www.investorglossary.com/compound-annual-return.htm#rate_definition
resulting in the definition, The formula for the compound annual return
is ((Ending Value) /(Beginning Value))^(1/Number of years)-1.
I just ran a portfolio backtest for a strategy from 10/26/07 to
10/25/09, a period of 2years. The results were:
Initial capital 10.00 10.00 10.00
Ending capital 134224.01 134224.01 10.00
Net Profit 34224.01 34224.01 0.00
Net Profit % 34.22 % 34.22 % 0.00 %
Exposure % 2.70 % 2.70 % 0.00 %
Net Risk Adjusted Return % 1268.77 % 1268.77 % N/A
Annual Return % 19.79 % 19.79 % 0.00 %
Risk Adjusted Return % 733.63 % 733.63 % N/A
Note that the net profit over the two year period is 34.22% and the
Annual Return is shown as 19.79%. However if one calculates the Annual
Return using net profit and the formula above,
1.3422401^.5 -1 = 15.855%.
The AB User's Guide suggests that a good system might have the following
characteristics:
CAR/MaxDD - Compound Annual % Return divided by Max. system % drawdown.
Good if bigger than 2.
Sharpe Ratio of trades - Measure of risk adjusted return of investment.
Above 1.0 is good, more than 2.0 is very good.
K-Ratio - Detects inconsistency in returns. Should be 1.0 or more.
The strategy tested above showed the following:
MDD = -8.02%
CAR/MDD = 2.47
RRR = 4.32
Sharpe = 5.27
K-Ratio =0.0051 (seems rather inconsistent with others)
I have back tested many profitable, low risk systems over the years, and
do not recall ever seeing a K-Ratio greater than 1.0.
So, I'd still like to have AFL formulas to produce results equivalent to
those shown in AB back tester analysis.
And, BTW, does AB calculate MDD from High/Low bars or from equity curve
based on closes. I suspect the latter, but don't really know.
Thank you.
-- Keith
Mike wrote:
For a textual description, generate a backtest report and then hover
your mouse over any metric name. The tooltip will provide a
description of the metric. For most, a mathematical explanation can be
found via google.
Mike
--- In amibroker@yahoogroups.com mailto:amibroker%40yahoogroups.com,
Potato Soup potatosoupz@ wrote:
Yes, I still don't have an explanation for what car is. And all the
others I listed.
-Original Message-
From: Keith McCombs kmccombs@
Date: Mon, 30 Nov 2009 14:05:23
To: amibroker@yahoogroups.com mailto:amibroker%40yahoogroups.com
Subject: Re: [amibroker] What's a good k ratio,
Re: [amibroker] Comparing Two Symbols Error Problem
Foreign() will return the entire array, just call it once, assign to a
variable and then reference the variable. Your 2nd call has the correct
format so you can just do this
y = Foreign(, Close); // current price for
x = ref( y, -260 );
- Original Message -
From: Alan a...@thenorthams.us
To: amibroker@yahoogroups.com
Sent: Saturday, November 28, 2009 11:39 AM
Subject: [amibroker] Comparing Two Symbols Error Problem
To group:
I am trying to compare AAPL to over the last 260 trading days.
Everything works except that I get an error with variable 'x' when
trying to return the closing price for 260 days ago. Can someone
correct the coding for variable 'x'?
// CURRENT SYMBOL
a = Ref(Close, -260); // closing price one year ago
b = Close; // current price
perf = b / a; // Performance = current price divided by the current
price one year ago
// FOREIGN SYMBOL
x = Foreign(, Ref(Close, -260)); // closing price of one year
ago
y = Foreign(, Close); // current price for
perf_foreign = y / x ; // Performance = current price of divided by
price of one year ago
// RELATIVE PRICE COMPARATIVE
rpc = perf / perf_foreign ; // compares the current symbol to the 's
// PLOT RESULTS
Plot(perf, ticker, colorDarkGreen, 1); // plot current symbol
performance
Plot(perf_foreign, , colorRed, 1); // plot performance of
Plot(rpc, Rel_Price_Comp, colorBlack, 32); // plot Relative Price
Comparative
Alan-
http://www.eset.com
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
Re: [amibroker] Walk Forward Test - How would you...
built-in Standard Particle Swarm Optimizer? - Original Message - From: Howard B To: amibroker@yahoogroups.com Sent: Friday, November 13, 2009 5:32 AM Subject: Re: [amibroker] Walk Forward Test - How would you... Hi Dubi -- What is SPSO? Thanks, Howard On Wed, Nov 11, 2009 at 9:07 AM, dubi1974 gonzale...@chello.at wrote: Hi! Is it possible to optimize a system (for e.g. best net performance %) with SPSO but then use the highest Ulcer Performance Index or CAR/MDD and use then this parameters for the out of sample test for the next period in the Walk Forward Test of Amibroker? I know I could do this in separate steps, but I would like to automize that. Or does someone know an other solution for this? Many thanks and kind regards, dubi
Re: [amibroker] AmiBroker 25x times faster!
Yep, I suppose it is human nature that when everything is going great, people just go about their business, mostly posting when they have a question or a problem. It is nice to see someone posting the good stuff, reminds me why we are all still here. AB rocks! 8 - ) - Original Message - From: Mark Hike To: amibroker@yahoogroups.com Sent: Tuesday, November 10, 2009 1:52 PM Subject: Re: [amibroker] AmiBroker 25x times faster! I am not surprised :-) Try to run a simple system over 3 year 1 minutes data with 100 symbols, AB would get it done in less than 5 minutes, and the other software just crashes! On Tue, Nov 10, 2009 at 1:41 PM, Jez j...@automated-trading-system.com wrote: I recently started using AmiBroker and realised how fast it was compared to my other back-testing platform (TradersStudio). I decided to stage a speed comparison test between both platforms to see how much faster AmiBroker really is. For an e-ratio calculation of a simple Donchian Channel breakout AmiBroker came out on top winning by a factor of 25! Yes AmiBroker was 25 times faster than TradersStudio. If you want to check it for yourself be sure to check the blog post detailing the results: http://bit.ly/3SPEV4 This is simply amazingly good!
Re: [amibroker] Re: Ami is exiting without an exit command
Same here, I stopped pressing Enter a year or more ago, now I just click on the param name to close the slider. Also agree is doesn't happen every time and is tough to pin down why it happens sometimes and not others. I can say that I only have EOD data so I don't think it is due to streaming data or continuous chart refreshes. However most all my codes now are pretty long and complex, and sometimes I drag/drop several copies to the same chart so that it can result in a noticable delay in refreshing the chart so perhaps I am overworking things... Steve - Original Message - From: Bruce bru...@zwave.net To: amibroker@yahoogroups.com Sent: Tuesday, November 03, 2009 8:58 AM Subject: [amibroker] Re: Ami is exiting without an exit command Dennis, Tomasz - I'll confirm this also - again. Its something that several that I know have experienced for a long time, but I've never been able to relate it to type of parameter, number of parameters (Param, ParamStr, etc.), length of time AB has been up, AB busy or not busy, etc. I just know to NOT use Enter in chart parameters. Unfortunately, I still do it sometimes, and Amibroker occasionally goes down hard and some work in progress in lost. I sympathize with Tomasz's problem in catching this. In an effort to reproduce this, I've even tried using AutoIt to repeatedly feed actions at a Parameter box without reproducing the problem. I'm afraid that it may remain an annoyance. -- BruceR --- In amibroker@yahoogroups.com, Dennis Brown se...@... wrote: Yes, It works most of the time for me also. That is why I have not sent it to support yet, because I can not reproduce it reliably, though it will happen at least once a day. I think it may happen only with a very slow chart that is busy when I hit enter, but I am not sure. Best regards, Dennis On Nov 2, 2009, at 7:10 PM, Tomasz Janeczko wrote: Hello, Tried that. I can enter number in param window and press ENTER and it works just fine. Best regards, Tomasz Janeczko amibroker.com - Original Message - From: Dennis Brown se...@... To: amibroker@yahoogroups.com Sent: Monday, November 02, 2009 11:49 PM Subject: Re: [amibroker] Ami is exiting without an exit command I have also seen this closing without warning or saving my data on this last beta only. However, for me it has nothing to do with the data feed. Instead, it closes when I enter a number into a slider control in the param window and hit the enter key. If I just click on some other control parameter it does not crash. It only does this on occasion, so I have developed the new habit of not using the enter key to complete a parameter entry. ;) BR, Dennis On Nov 2, 2009, at 1:12 PM, reinsley wrote: Barry, I got this issue from 5.26.5 to 5.29.2, as soon as TWS was running AB shuts. I fixed this way : downgrade to 5.20 then upgrade to 5.29.2. I lost few datas, but backfiiling recover the whole stuff. Backup your DB before. It's still running as a charm... Best regards Keith McCombs a écrit : Joris -- Have your lawyer call my lawyer. -- Keith Joris M.schuller wrote: That is an _old problem that began in the AB 4.X days_. Suddenly for no apparent reason, not just at the start of TWS, AB would close. (In fact, I can't rule out that it also happened with other data vendors such as IQFeed, QT) The first couple of times that was of course quite unsettling. After that you got used to it. It didn't seem to corrupt anything, apart from losing some data and on occasion an unsaved AFL. It clearly _is an intermittent problem_, which are the hardest to solve. I spent more time on fault isolation than it was worth, but could isolate the problem to AB: Different mice, computers, OS even UPS all on occasion showed the same problem. Currently (in AB 5.20-5.26) the problem is much reduced. The _high tech solution I use_ (of course proprietary and copyrighted, not to mention unique and never done by anyone else before, in short encompassing all the customary claims made in this field) is placing the AB in the taskbar on the left next to the Start button. Then after an inadvertent AB close, I then (and again this is proprietary) move the cursor over the AB icon, place one of my fingers (index selection not critical) on the mouse and press the Left mouse button and click: Like magic AB starts up and re-appears. I hope that this explanation is explicit enough: Otherwise, don't hesitate to contact Tomasz. *From:* amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] *On Behalf Of *Edward Pottasch *Sent:* Monday, November 02, 2009 9:02 AM *To:* amibroker@yahoogroups.com *Subject:* Re: [amibroker] Ami is exiting without an exit command yes, see the AT group. In my case I have the TWS already started. Then I start AB and
Re: [amibroker] Help? Strange Foreign Function Behavior
Hi - Probably a dumb question but is PSIG a valid ticker in your DB? I
don't see it in my DB and I believe SetForeign will just return the current
ticker if it can't find the one requested. SetForeign seems to work fine
for me...
Steve
- Original Message -
From: Mike m...@earthlink.net
To: amibroker@yahoogroups.com
Sent: Saturday, October 31, 2009 10:43 AM
Subject: [amibroker] Help? Strange Foreign Function Behavior
I am seeing something I have never seen before. I can only see foreign
function plots and calculations if the symbol called by foreign function is
also the selected symbol.
'm using end of day data on Yahoo indexes along with externally calculated
signal file.
It doesn't matter whether or not I use the yahoo data or signal as the
foreign function. No foreign data is pulled in unless that ticker is
selected.
Has to be something simple I'm overlooking but can't see it. Has anyone
encountered this and know what simple thing I'm just not seeing? Using
version 5.2 professional.
Thank you, Mike
SetForeign(psig);
SIG = C;
Plot(SIG,signal,colorGreen,512);
RestorePriceArrays();
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
Re: [amibroker] help with HighestSince in loop
- Original Message -
From: James
To: amibroker@yahoogroups.com
Sent: Sunday, October 25, 2009 6:52 PM
Subject: [amibroker] help with HighestSince in loop
In the code below, I cannot use an array after HighestSince. Can someone help
explain how can I achieve this without using an array? Reverse equals inlong
==0.
TIA,
James
if ( inlong )
{
if (High [ i ] HighestSince( reverse, H, 1))
{
nBarNet [i] = Max (findNthLowerLow( n, currentBar, dflt ), nBarNet [
i-1 ]);
}
else
{
nBarNet [i] = nBarNet [ i-1 ];
Re: [amibroker] Re: activeX ..how to perform EXPLORE() on current symbol only using ActiveX`
Hi - Actually I haven't done any of this OLE stuff in years and I was never
too good at it anyway, but after a quick look at the Object Model I might
try something like this. I really don't know if it is correct or not without
trying it, there are others here who know this OLE stuff much better than me
so perhaps someone else can comment...
AB.Stock.Ticker = MSFT
- Original Message -
From: gajanan gajan...@gmail.com
To: amibroker@yahoogroups.com
Sent: Monday, October 19, 2009 2:49 AM
Subject: [amibroker] Re: activeX ..how to perform EXPLORE() on current
symbol only using ActiveX`
HI,
Thanks a lotsteve.. that helped partially ...
I'm having problem setting the current symbol through VB.
AOneStk = AStks.Item(stkPosition) 'only1 added
ADocs.Open(symbol) 'SHUD THIS SET THE CURRENT SYMBOL?
AOneDoc = ADocs.Item(0)
tempName = AOneDoc.Name
' add to watchllist 9
'AOneStk.WatchListBits = AOneStk.WatchListBits + (1 9)
AB.RefreshAll()
' use watchlist 9
AA.Filter(0, watchlist) = 9 ' /* watch list number */;
'set explore prams
AA.ApplyTo = 1 ' current stock..but how is this selected.
AA.RangeMode = RngMode.RngMode_ALL ' all quotes
AA.LoadFormula(AflFile)
AA.LoadSettings(AbSettings)
AA.Explore() '
Any advice is immensely appreciated.
Gajanan
--- In amibroker@yahoogroups.com, Steve Dugas sjdu...@... wrote:
Hi - I think this will do it...
Steve
AA.ApplyTo = 1; // 0=all symbols, 1=current symbol, 2=use filter
- Original Message -
From: gajanan gajan...@...
To: amibroker@yahoogroups.com
Sent: Saturday, October 17, 2009 10:30 PM
Subject: [amibroker] activeX ..how to perform EXPLORE() on current
symbol
only using ActiveX`
HI,
I wanted to automate Explore() in VB for Amibroker. I was able to do so
for a watchlist. how do I do it for the current symbol or for only 1
symbol.
e.g. Code below..
AB = CreateObject(Broker.Application)
AA = AB.Analysis
AA.ClearFilters()
AA.Filter(0, watchlist) = 6 ' /* watch list number */;
AA.ApplyTo = 2 ' use filter
' set range
AA.RangeMode = RngMode.RngMode_LastNDays ' all quotes
AA.RangeN = AbLastNDays '- defines N (number of bars/days to
backtest)
'AA.RangeFromDate()'- defines From date
'AA.RangeToDate() '- defines To date
AA.LoadFormula(AflFile)
AA.LoadSettings(AbSettings)
AA.Explore()
will perform Explore on Watchlist 6 for last N days.
now
instead of performing on watchlist 6 i just want to perform it on one
stock symbol. How do I do that..
I see 2 possible solutions
1) set current symbol only property somewhere ?
2) clear a watchlist, set it to have only one symbol..use it..
Can any one plz suggest, how can i do either of the two?
Thank You,
Gajanan
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
Re: [amibroker] Re: MA cross with %filter
Hi - Close, it is Exrem that removes all signals until opposite signal is
generated. Flip, after a True, will continue to return True until it comes
to a True in the 2nd array. I think it is convenient to look at it as Signal
( buy, sell, use Exrem ) vs. State ( in long, in short, use Flip ) In your
case, if you have 2 arrays...
11011000111 // in buy zone, occasionally drops into neutral
territory
0011000 // in sell zone
then after doing
InLong = Flip( InBuyZone, InSellZone );
you will have
11011000111 // in buy zone
0011000 // in sell zone
1100111 // in long, here is the filter you wanted I think?
- Original Message -
From: levibreidenbach lev...@comcast.net
To: amibroker@yahoogroups.com
Sent: Monday, October 19, 2009 11:15 AM
Subject: [amibroker] Re: MA cross with %filter
Hello:
I'm still having difficulty understanding both the flip() and exrem()
function. Can somebody help to explain them. I've read documentation,
but it is fairly brief.
Does flip remove all signals until a opposite signal is generated? Not
sure if I'm understanding it.
Thanks
Levi
--- In amibroker@yahoogroups.com, levibreidenbach lev...@... wrote:
Hello:
Fairly new to Amibroker with a question regarding MA crossover. This is
probably very simple to code, but I can't seem to wrap my head around it.
I would like to have a filter that I include with buy logic as follows:
Using SP500 data, whenever price moves above 65 week moving average by
1%, filter = 1. Whenever price moves below MA by 1% filter = 0.
The part I'm getting hung up on is what happens in between filter. Say
price trends down from buy zone (1.01*65 week MA), but doesn't close
below sell zone (.99*65 week MA). Then price comes back up above 1% buy
filter. During this period, the filter should always = 1. But if it
crosses 1% sell filter, it should become 0 until it crosses above 1% buy
filter.
I think I'm making this much more confusing than it needs to be. I'm
sure there is a very simple way to program this - that's what I'm looking
for.
Thanks ahead of time,
Levi
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
Re: [amibroker] MA cross with %filter
Hi - Have a look at the Flip() function, once price enters your buy zone it
can return a 1 until it enters your sell zone.
Steve
- Original Message -
From: levibreidenbach lev...@comcast.net
To: amibroker@yahoogroups.com
Sent: Friday, October 16, 2009 4:47 PM
Subject: [amibroker] MA cross with %filter
Hello:
Fairly new to Amibroker with a question regarding MA crossover. This is
probably very simple to code, but I can't seem to wrap my head around it.
I would like to have a filter that I include with buy logic as follows:
Using SP500 data, whenever price moves above 65 week moving average by
1%, filter = 1. Whenever price moves below MA by 1% filter = 0.
The part I'm getting hung up on is what happens in between filter. Say
price trends down from buy zone (1.01*65 week MA), but doesn't close below
sell zone (.99*65 week MA). Then price comes back up above 1% buy filter.
During this period, the filter should always = 1. But if it crosses 1%
sell filter, it should become 0 until it crosses above 1% buy filter.
I think I'm making this much more confusing than it needs to be. I'm sure
there is a very simple way to program this - that's what I'm looking for.
Thanks ahead of time,
Levi
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
[amibroker] Fw: [holygrailsm] Stratfor - George Friedman interview on Financial situation
Hey TJ, we will have to get together in 2050 or so for the big victory party! Please leave some room in your social calender... 8 - ) Steve - Original Message - From: Stan Sztaba To: holygrai...@yahoogroups.com Sent: Sunday, October 18, 2009 5:03 PM Subject: [holygrailsm] Stratfor - George Friedman interview on Financial situation Below is a link to an interview from the current issue of Stock Futures and Options magazine with George Friedman, founder of Stratfor, a geo-political analytical company. The interview is Friedman's analysis of the current financial situation in the US http://sfomag.com/ArticlePrint.aspx?ID=1414 Friedman's analysis is always interesting and thought provoking, and this interview is no exception. His book The Next Hundred Years is a fascinating read. In addition to describing weakness in China, and the collapse of Russia, he describes the build-up to the next World War in mid-century, between the then current world powers: the United States allied with Poland, against Japan allied with Turkey. http://www.amazon.com/Next-100-Years-Forecast-Century/dp/038551705X/ref=sr_1_1?ie=UTF8s=booksqid=1255899526sr=8-1-catcorr Stan
Re: [amibroker] activeX ..how to perform EXPLORE() on current symbol only using ActiveX`
Hi - I think this will do it...
Steve
AA.ApplyTo = 1; // 0=all symbols, 1=current symbol, 2=use filter
- Original Message -
From: gajanan gajan...@gmail.com
To: amibroker@yahoogroups.com
Sent: Saturday, October 17, 2009 10:30 PM
Subject: [amibroker] activeX ..how to perform EXPLORE() on current symbol
only using ActiveX`
HI,
I wanted to automate Explore() in VB for Amibroker. I was able to do so
for a watchlist. how do I do it for the current symbol or for only 1
symbol.
e.g. Code below..
AB = CreateObject(Broker.Application)
AA = AB.Analysis
AA.ClearFilters()
AA.Filter(0, watchlist) = 6 ' /* watch list number */;
AA.ApplyTo = 2 ' use filter
' set range
AA.RangeMode = RngMode.RngMode_LastNDays ' all quotes
AA.RangeN = AbLastNDays '- defines N (number of bars/days to
backtest)
'AA.RangeFromDate()'- defines From date
'AA.RangeToDate() '- defines To date
AA.LoadFormula(AflFile)
AA.LoadSettings(AbSettings)
AA.Explore()
will perform Explore on Watchlist 6 for last N days.
now
instead of performing on watchlist 6 i just want to perform it on one
stock symbol. How do I do that..
I see 2 possible solutions
1) set current symbol only property somewhere ?
2) clear a watchlist, set it to have only one symbol..use it..
Can any one plz suggest, how can i do either of the two?
Thank You,
Gajanan
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
Re: [amibroker] Ram Jam after optimization problem
Hi - Yes it can be quite easy for optimizations to use up all memory and
basically lock up your computer or generate an exception. I found that if I
started using smaller opts and then gradually increased the size until it
locked up I could get a pretty good idea of the upper step limit for
running future opts without overdoing it. There is also the 3GB switch,
you can probably get details on that by searching the posts in this group
although if you only have 2G to begin with I don't know if that could help
you.
Funny you should mention this because I was just thinking the other day, TJ
has implemented column hiding in AA but I believe the stats for the hidden
columns are still calculated and saved in memory. If this could be enhanced
so that only visible columns are calculated, it would seem that would allow
the opts to run faster while also using less memory to store the results. So
we could run both faster and larger opts? Perhaps *much* faster and larger
if we only wanted to see a few columns? Anyone have any thoughts? Thanks!
Steve
- Original Message -
From: melaleu...@sbcglobal.net blues...@sbcglobal.net
To: amibroker@yahoogroups.com
Sent: Tuesday, October 13, 2009 2:20 PM
Subject: [amibroker] Ram Jam after optimization problem
After running a long, multi symbol optimization, TaskManager shows
broker.exe using 1.2 Gb or more of Ram.
Problem one is that the optimization report, although usable, cannot be
saved with 'Export' or 'Select/Copy'. I push the 'Export' button and
usually it blinks, but no Export dialog appears. Copy doesn't copy.
In addition, afterwards, I can't clear the Ram and the computer is
basically useless; redrawing windows a little at a time, etc.
My only recourse is to restart the computer.
Ram would be the answer, but the computer is maxed out at 2Gb.
DuoCore Dell Laptop, XP, 2GB Ram (maxed out)
??
Balin
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
Re: [amibroker] Re: AB vers. 5.29
Hi Rob - Years ago I had an issue with params, I would open AB and find many
of the params kept reverting back to the defaults. That can happen if AB
doesn't save them properly - if it can't find them on startup then it will
use the defaults. I started tracking the size and contents of broker.params
whenever I would close AB and found the size would change drastically and
half the params weren't being saved to the file. Turns out that I was using
different keyboard characters in my param names, and somehow these
characters were causing AB to abort the save process when it would come
across them. I renamed all my params using only letters and numbers and
never had any more problems after that.
Steve
- Original Message -
From: Rob sidharth...@yahoo.com
To: amibroker@yahoogroups.com
Sent: Sunday, October 11, 2009 7:15 AM
Subject: [amibroker] Re: AB vers. 5.29
I had a similar issue... along with a separate issue regarding corrupted
parameter lists (this is an old issue pre 5.29)...
Anyway, I deleted broker.params file from the AB directory.. reloaded AB
and now my symbol window seems to be correct...
--- In amibroker@yahoogroups.com, Steve Dugas sjdu...@... wrote:
MessageThanks Gordon, beginning to look like there may be a bug or two,
I'll file a couple of reports and we'll see what comes of it.
Steve
- Original Message -
From: gos...@...
To: amibroker@yahoogroups.com
Sent: Saturday, October 10, 2009 4:18 PM
Subject: RE: [amibroker] AB vers. 5.29
Steve,
If I may butt in here, I have my Symbols tab checked for Hide Empty
Markets/Groups/Sectors etc and you are right, I have to 'Refresh All' to
get the Empty slots to hide every time I open AB. I am running
5.29.0Beta2. I also have issues with duplication of two days per symbol
in AA Explorations Reports and problems with WF Optimization crashes
using the exhaustive engine. I am working with Marcin on these issues.
Cheers,
Gordon Sutherland
-Original Message-
From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On
Behalf Of Steve Dugas
Sent: Sunday, 11 October 2009 6:51 a.m.
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] AB vers. 5.29
Ara, one question if you don't mid - When you click on the Symbols
tab, does your symbol tree come up with all tickers or do you have to
click Refresh All to fill it? I have to click Refresh All, that seems
like strange behavior to be by design, just wondering if my
installation might be corrupted or something...thanks!
Steve
- Original Message -
From: Steve Dugas
To: amibroker@yahoogroups.com
Sent: Saturday, October 10, 2009 1:37 PM
Subject: Re: [amibroker] AB vers. 5.29
Same here, things are messed up. I download mutual funds also, half
the mutual funds are listed under ETF's. Most all the ETF's and common
stocks are listed under Undefined. Something changed, either on the AB
side or the QP side. I had switched over to Gary's plugin that retrieves
the Morningstar industries and then switched back to TJ's plugin when he
updated it for the new DB, I wondered if that might be the problem but it
would seem not if you are having the same problems on a brand new DB.
Tough to get any answers out of QP these days, seems there is nobody home
anymore. Perhaps TJ could comment if it is possible the problem lies with
his new plugin?
Steve
- Original Message -
From: Ara Kaloustian
To: AB-Main
Sent: Saturday, October 10, 2009 12:20 AM
Subject: [amibroker] AB vers. 5.29
I am having a lot of trouble installing AB version 5.29 the
database contains very little data in Groups
I am running one QuotesPlus database and two installations of EOD
Amibrokers, Version 5.26 (old database) and 5.29 (new database) both
getting their data from the single QP database.
My original installation of version 5.26 still works fine, but
5.29 has very poor data integrity as it contains far fewer issues in
Groups.
For example, Common Stocks group contains only 384 issues
(version 5.26 contains 5170 issues for Common Stocks).
I recall a couple of others had similar issues.
Did anyone experience this and found a solution?
Thanks
ara
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
Re: [amibroker] Re: AB vers. 5.29
No I mean the name you see when you open the params. I was doing stuff like this MyParam = Param( % MyName ( ^ ) , It was a weird little system I had, each character meant something to me and when I saw them in the param window I knew what they meant. I thought since it was a literal string I could name it anything I wanted but when AB went to save those names there was some character or character combo that caused it to abort the save before it finished. I never did find out exactly which one, I just removed all the oddball characters from all the names and it has worked fine ever since. - Original Message - From: Rob sidharth...@yahoo.com To: amibroker@yahoogroups.com Sent: Sunday, October 11, 2009 11:54 AM Subject: [amibroker] Re: AB vers. 5.29 Steve, Interesting. I'm not sure what you mean when you talk about 'naming parameters'...? Do you simply mean the variable that they are assigned to...? TIA --- In amibroker@yahoogroups.com, Steve Dugas sjdu...@... wrote: Hi Rob - Years ago I had an issue with params, I would open AB and find many of the params kept reverting back to the defaults. That can happen if AB doesn't save them properly - if it can't find them on startup then it will use the defaults. I started tracking the size and contents of broker.params whenever I would close AB and found the size would change drastically and half the params weren't being saved to the file. Turns out that I was using different keyboard characters in my param names, and somehow these characters were causing AB to abort the save process when it would come across them. I renamed all my params using only letters and numbers and never had any more problems after that. Steve - Original Message - From: Rob sidharth...@... To: amibroker@yahoogroups.com Sent: Sunday, October 11, 2009 7:15 AM Subject: [amibroker] Re: AB vers. 5.29 I had a similar issue... along with a separate issue regarding corrupted parameter lists (this is an old issue pre 5.29)... Anyway, I deleted broker.params file from the AB directory.. reloaded AB and now my symbol window seems to be correct... --- In amibroker@yahoogroups.com, Steve Dugas sjdugas@ wrote: MessageThanks Gordon, beginning to look like there may be a bug or two, I'll file a couple of reports and we'll see what comes of it. Steve - Original Message - From: gosuth@ To: amibroker@yahoogroups.com Sent: Saturday, October 10, 2009 4:18 PM Subject: RE: [amibroker] AB vers. 5.29 Steve, If I may butt in here, I have my Symbols tab checked for Hide Empty Markets/Groups/Sectors etc and you are right, I have to 'Refresh All' to get the Empty slots to hide every time I open AB. I am running 5.29.0Beta2. I also have issues with duplication of two days per symbol in AA Explorations Reports and problems with WF Optimization crashes using the exhaustive engine. I am working with Marcin on these issues. Cheers, Gordon Sutherland -Original Message- From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf Of Steve Dugas Sent: Sunday, 11 October 2009 6:51 a.m. To: amibroker@yahoogroups.com Subject: Re: [amibroker] AB vers. 5.29 Ara, one question if you don't mid - When you click on the Symbols tab, does your symbol tree come up with all tickers or do you have to click Refresh All to fill it? I have to click Refresh All, that seems like strange behavior to be by design, just wondering if my installation might be corrupted or something...thanks! Steve - Original Message - From: Steve Dugas To: amibroker@yahoogroups.com Sent: Saturday, October 10, 2009 1:37 PM Subject: Re: [amibroker] AB vers. 5.29 Same here, things are messed up. I download mutual funds also, half the mutual funds are listed under ETF's. Most all the ETF's and common stocks are listed under Undefined. Something changed, either on the AB side or the QP side. I had switched over to Gary's plugin that retrieves the Morningstar industries and then switched back to TJ's plugin when he updated it for the new DB, I wondered if that might be the problem but it would seem not if you are having the same problems on a brand new DB. Tough to get any answers out of QP these days, seems there is nobody home anymore. Perhaps TJ could comment if it is possible the problem lies with his new plugin? Steve - Original Message - From: Ara Kaloustian To: AB-Main Sent: Saturday, October 10, 2009 12:20 AM Subject: [amibroker] AB vers. 5.29 I am having a lot of trouble installing AB version 5.29 the database contains very little data in Groups I am running one QuotesPlus database and two
Re: [amibroker] Re: AB vers. 5.29
Hi Ara - Have you tried retrieving the tickers from the QP database with the
new 5.29 plugin to see if the assignments were still correct? Thanks!
Steve
- Original Message -
From: Ara Kaloustian a...@san.rr.com
To: amibroker@yahoogroups.com
Sent: Sunday, October 11, 2009 4:44 PM
Subject: Re: [amibroker] Re: AB vers. 5.29
I just re-installed 5.29 on top of ver 5.26 and it installed OK.
None of the problems I encountered the first time. No idea why the
difference.
Ara
- Original Message -
From: Richard aree...@yahoo.com
To: amibroker@yahoogroups.com
Sent: Sunday, October 11, 2009 10:52 AM
Subject: [amibroker] Re: AB vers. 5.29
Ara,
When I went to beta 5.27 it blew out my database. I contacted support and
was told If I didn't make a backup tough luck you'll have to build a
new
one. The change (as I recall started with 5.27) I hope this isn't your
problem. I reinstalled 5.20 and am running it with no problem. I don't
know how this will be resolved with 5.30 ... does anybody know?
Dick H
--- In amibroker@yahoogroups.com, Ara Kaloustian a...@... wrote:
I am having a lot of trouble installing AB version 5.29 the database
contains very little data in Groups
I am running one QuotesPlus database and two installations of EOD
Amibrokers, Version 5.26 (old database) and 5.29 (new database) both
getting their data from the single QP database.
My original installation of version 5.26 still works fine, but 5.29 has
very poor data integrity as it contains far fewer issues in Groups.
For example, Common Stocks group contains only 384 issues (version 5.26
contains 5170 issues for Common Stocks).
I recall a couple of others had similar issues.
Did anyone experience this and found a solution?
Thanks
ara
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
Re: [amibroker] AB vers. 5.29
Same here, things are messed up. I download mutual funds also, half the mutual funds are listed under ETF's. Most all the ETF's and common stocks are listed under Undefined. Something changed, either on the AB side or the QP side. I had switched over to Gary's plugin that retrieves the Morningstar industries and then switched back to TJ's plugin when he updated it for the new DB, I wondered if that might be the problem but it would seem not if you are having the same problems on a brand new DB. Tough to get any answers out of QP these days, seems there is nobody home anymore. Perhaps TJ could comment if it is possible the problem lies with his new plugin? Steve - Original Message - From: Ara Kaloustian To: AB-Main Sent: Saturday, October 10, 2009 12:20 AM Subject: [amibroker] AB vers. 5.29 I am having a lot of trouble installing AB version 5.29 the database contains very little data in Groups I am running one QuotesPlus database and two installations of EOD Amibrokers, Version 5.26 (old database) and 5.29 (new database) both getting their data from the single QP database. My original installation of version 5.26 still works fine, but 5.29 has very poor data integrity as it contains far fewer issues in Groups. For example, Common Stocks group contains only 384 issues (version 5.26 contains 5170 issues for Common Stocks). I recall a couple of others had similar issues. Did anyone experience this and found a solution? Thanks ara
Re: [amibroker] AB vers. 5.29
Ara, one question if you don't mid - When you click on the Symbols tab, does your symbol tree come up with all tickers or do you have to click Refresh All to fill it? I have to click Refresh All, that seems like strange behavior to be by design, just wondering if my installation might be corrupted or something...thanks! Steve - Original Message - From: Steve Dugas To: amibroker@yahoogroups.com Sent: Saturday, October 10, 2009 1:37 PM Subject: Re: [amibroker] AB vers. 5.29 Same here, things are messed up. I download mutual funds also, half the mutual funds are listed under ETF's. Most all the ETF's and common stocks are listed under Undefined. Something changed, either on the AB side or the QP side. I had switched over to Gary's plugin that retrieves the Morningstar industries and then switched back to TJ's plugin when he updated it for the new DB, I wondered if that might be the problem but it would seem not if you are having the same problems on a brand new DB. Tough to get any answers out of QP these days, seems there is nobody home anymore. Perhaps TJ could comment if it is possible the problem lies with his new plugin? Steve - Original Message - From: Ara Kaloustian To: AB-Main Sent: Saturday, October 10, 2009 12:20 AM Subject: [amibroker] AB vers. 5.29 I am having a lot of trouble installing AB version 5.29 the database contains very little data in Groups I am running one QuotesPlus database and two installations of EOD Amibrokers, Version 5.26 (old database) and 5.29 (new database) both getting their data from the single QP database. My original installation of version 5.26 still works fine, but 5.29 has very poor data integrity as it contains far fewer issues in Groups. For example, Common Stocks group contains only 384 issues (version 5.26 contains 5170 issues for Common Stocks). I recall a couple of others had similar issues. Did anyone experience this and found a solution? Thanks ara
Re: [amibroker] AB vers. 5.29
MessageThanks Gordon, beginning to look like there may be a bug or two, I'll file a couple of reports and we'll see what comes of it. Steve - Original Message - From: gos...@xtra.co.nz To: amibroker@yahoogroups.com Sent: Saturday, October 10, 2009 4:18 PM Subject: RE: [amibroker] AB vers. 5.29 Steve, If I may butt in here, I have my Symbols tab checked for Hide Empty Markets/Groups/Sectors etc and you are right, I have to 'Refresh All' to get the Empty slots to hide every time I open AB. I am running 5.29.0Beta2. I also have issues with duplication of two days per symbol in AA Explorations Reports and problems with WF Optimization crashes using the exhaustive engine. I am working with Marcin on these issues. Cheers, Gordon Sutherland -Original Message- From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf Of Steve Dugas Sent: Sunday, 11 October 2009 6:51 a.m. To: amibroker@yahoogroups.com Subject: Re: [amibroker] AB vers. 5.29 Ara, one question if you don't mid - When you click on the Symbols tab, does your symbol tree come up with all tickers or do you have to click Refresh All to fill it? I have to click Refresh All, that seems like strange behavior to be by design, just wondering if my installation might be corrupted or something...thanks! Steve - Original Message - From: Steve Dugas To: amibroker@yahoogroups.com Sent: Saturday, October 10, 2009 1:37 PM Subject: Re: [amibroker] AB vers. 5.29 Same here, things are messed up. I download mutual funds also, half the mutual funds are listed under ETF's. Most all the ETF's and common stocks are listed under Undefined. Something changed, either on the AB side or the QP side. I had switched over to Gary's plugin that retrieves the Morningstar industries and then switched back to TJ's plugin when he updated it for the new DB, I wondered if that might be the problem but it would seem not if you are having the same problems on a brand new DB. Tough to get any answers out of QP these days, seems there is nobody home anymore. Perhaps TJ could comment if it is possible the problem lies with his new plugin? Steve - Original Message - From: Ara Kaloustian To: AB-Main Sent: Saturday, October 10, 2009 12:20 AM Subject: [amibroker] AB vers. 5.29 I am having a lot of trouble installing AB version 5.29 the database contains very little data in Groups I am running one QuotesPlus database and two installations of EOD Amibrokers, Version 5.26 (old database) and 5.29 (new database) both getting their data from the single QP database. My original installation of version 5.26 still works fine, but 5.29 has very poor data integrity as it contains far fewer issues in Groups. For example, Common Stocks group contains only 384 issues (version 5.26 contains 5170 issues for Common Stocks). I recall a couple of others had similar issues. Did anyone experience this and found a solution? Thanks ara
Re: [amibroker] [Backtesting] Going long/short on a particular date - problem with weekends
Hi - This should sell on 14th or following market day...
Sell = Day() = 14 AND Month() == 2;
Sell = Sell AND NOT ref( Sell, -1 );
Steve
- Original Message -
From: miloslavhebky miloslavhe...@yahoo.com
To: amibroker@yahoogroups.com
Sent: Tuesday, October 06, 2009 6:15 AM
Subject: [amibroker] [Backtesting] Going long/short on a particular date -
problem with weekends
Hi, I have futures EOD data and I'm trying to go long on a particular day.
So far I have this
Buy = Day() == 29 AND Month() == 1;
Sell = Day() == 14 AND Month() == 2;
The problem is when I enter on 1/29 and suppose 2/14 is holiday or
weekend, Sell command won't be executed because OHLC is not defined for
weekends so these days are skipped by AB during testing. How can I handle
these cases? How can I find closest trading day (the next or previous one)
when to leave or enter if the date I want to enter/leave is weekend?
I was going through the forums and few guys were struggling with similar
issue and they were told that one possible solution might be to edit EOD
files and put there dummy values for weekends and fill OHLC with -1 or
something. Then in a to code check Close value and if it is -1 that day
is weekend or holiday and then with use of Ref one can skip back and
forward to look for the first trading day.
imo this might work, but is there any better way. Thanks
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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Re: [amibroker] Need help - for loop MACD() not incrementing in array
Hi - If you want to step through the array bar-by-bar, you should be using
subscripts inside the loop that refer to the bar, e.g.
MCAD[i]
But unless you need the loop for something else, I think you could just
remove the looping code at the top and use your regular array-based AFL to
do what you want...
Steve
- Original Message -
From: Michael herps...@yahoo.com
To: amibroker@yahoogroups.com
Sent: Wednesday, October 07, 2009 12:08 PM
Subject: [amibroker] Need help - for loop MACD() not incrementing in array
Thanks for lookin'.
I am attempting to process a for loop through EOD data that includes a
test of the difference between the MACD() and Signal(). I installed a
trace and found that the MACD() and Signal() are not incrementing through
the data array. The numbers returned remain the same and I go nowhere.
What do I have to do to increment MACD() and Signal() through the EOD data
within a for loop?
Partial code sample follows:
for(i = 1; i BarCount; i++ )
{ // for loop bracket
x = MACD();
y = Signal();
Hist = x - y;
z = Hist Ref(Hist, -1); // z = 0 if True, 1 if False
_TRACE(x = + x + y = + y + Hist = + Hist);
Thanks,
Mike L.
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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Re: [amibroker] AB vers 5.29 - Sectors
Hi - I had a problem recently that in the symbol tree all markets, groups, etc were suddenly empty. Not sure when it started, I think either with addition of GICS support or when TJ recently updated the QP plugin and I had to revert from Gary's plugin back to TJ's. Anyway, I went to Symbol Organize Assignments, looked around and saw that everything looked intact, closed the window and then tickers appeared in the tree again. Ara - In your case could the second Utilities be left over from a previous classification? That happened to me once when QP eliminated one or two industries. I removed the tickers and renamed it back to default name, then updated from the QP database and it remained empty with original name. Steve - Original Message - From: Robert Nemeth To: amibroker@yahoogroups.com Sent: Wednesday, October 07, 2009 12:58 PM Subject: Re: [amibroker] AB vers 5.29 - Sectors Same issue here in AB 5.28. I am also having a big problem in groups. Nothing seems to be listed correctly in common stocks, etf's and others. This was after a complete reload of quotes plus database. Any insight appreciated. I sent a message to qp but maybe it is the wrong place. Robert -- From: Ara Kaloustian a...@san.rr.com To: AB-Main amibroker@yahoogroups.com Sent: Wed, October 7, 2009 12:18:12 AM Subject: [amibroker] AB vers 5.29 - Sectors [1 Attachment] Attachment shows the sectors menu with Utilities listed twice The top group of Utilities has all the components and works normally. The bottom group contains only one subsector and there are no symbols associate with it. Anyone having same issue? ara
Re: [amibroker] AB vers 5.29 - Sectors
Hmm...well now I have just looked again and tickers from symbol tree are gone again. Added them again by going to Organize Assignments, shut down / restarted AB and gone again. It seems AB does not save QP's markets, groups etc now when it shuts down? - Original Message - From: Steve Dugas To: amibroker@yahoogroups.com Sent: Wednesday, October 07, 2009 1:32 PM Subject: Re: [amibroker] AB vers 5.29 - Sectors Hi - I had a problem recently that in the symbol tree all markets, groups, etc were suddenly empty. Not sure when it started, I think either with addition of GICS support or when TJ recently updated the QP plugin and I had to revert from Gary's plugin back to TJ's. Anyway, I went to Symbol Organize Assignments, looked around and saw that everything looked intact, closed the window and then tickers appeared in the tree again. Ara - In your case could the second Utilities be left over from a previous classification? That happened to me once when QP eliminated one or two industries. I removed the tickers and renamed it back to default name, then updated from the QP database and it remained empty with original name. Steve - Original Message - From: Robert Nemeth To: amibroker@yahoogroups.com Sent: Wednesday, October 07, 2009 12:58 PM Subject: Re: [amibroker] AB vers 5.29 - Sectors Same issue here in AB 5.28. I am also having a big problem in groups. Nothing seems to be listed correctly in common stocks, etf's and others. This was after a complete reload of quotes plus database. Any insight appreciated. I sent a message to qp but maybe it is the wrong place. Robert From: Ara Kaloustian a...@san.rr.com To: AB-Main amibroker@yahoogroups.com Sent: Wed, October 7, 2009 12:18:12 AM Subject: [amibroker] AB vers 5.29 - Sectors [1 Attachment] Attachment shows the sectors menu with Utilities listed twice The top group of Utilities has all the components and works normally. The bottom group contains only one subsector and there are no symbols associate with it. Anyone having same issue? ara
Re: [amibroker] AB vers 5.29 - Sectors [1 Attachment]
Hi - I think I have this symbol behavior figured out now. If I shut down AB with the Symbols tab selected, then AB will fill the symbol tree when it starts again. But if I shut it down with another tab selected and then switch to the Symbols tab, the tree is not filled and there are no boxes to expand Markets, Groups etc ( as shown in attached pic ) and then I need to Refresh All to fill the tree.. So my 2 questions are 1. TJ, is the new symbols window supposed to work this way? 2. Is that how it works for other people too, or just on my machine? TIA for any info ! Steve - Original Message - From: Tomasz Janeczko To: amibroker@yahoogroups.com Sent: Wednesday, October 07, 2009 7:37 PM Subject: Re: [amibroker] AB vers 5.29 - Sectors You can not delete sectors. See how categories work: http://www.amibroker.com/guide/h_workspace.html What you should do is to MOVE symbols listed in wrong category using organize assignments and then use View-Refresh All. Best regards, Tomasz Janeczko amibroker.com - Original Message - From: Ara Kaloustian To: amibroker@yahoogroups.com Sent: Wednesday, October 07, 2009 9:50 PM Subject: Re: [amibroker] AB vers 5.29 - Sectors I deleted the second Utilities label, but the tree structure is still there with the + box. - Original Message - From: Steve Dugas To: amibroker@yahoogroups.com Sent: Wednesday, October 07, 2009 10:32 AM Subject: Re: [amibroker] AB vers 5.29 - Sectors Hi - I had a problem recently that in the symbol tree all markets, groups, etc were suddenly empty. Not sure when it started, I think either with addition of GICS support or when TJ recently updated the QP plugin and I had to revert from Gary's plugin back to TJ's. Anyway, I went to Symbol Organize Assignments, looked around and saw that everything looked intact, closed the window and then tickers appeared in the tree again. Ara - In your case could the second Utilities be left over from a previous classification? That happened to me once when QP eliminated one or two industries. I removed the tickers and renamed it back to default name, then updated from the QP database and it remained empty with original name. Steve - Original Message - From: Robert Nemeth To: amibroker@yahoogroups.com Sent: Wednesday, October 07, 2009 12:58 PM Subject: Re: [amibroker] AB vers 5.29 - Sectors Same issue here in AB 5.28. I am also having a big problem in groups. Nothing seems to be listed correctly in common stocks, etf's and others. This was after a complete reload of quotes plus database. Any insight appreciated. I sent a message to qp but maybe it is the wrong place. Robert From: Ara Kaloustian a...@san.rr.com To: AB-Main amibroker@yahoogroups.com Sent: Wed, October 7, 2009 12:18:12 AM Subject: [amibroker] AB vers 5.29 - Sectors [1 Attachment] Attachment shows the sectors menu with Utilities listed twice The top group of Utilities has all the components and works normally. The bottom group contains only one subsector and there are no symbols associate with it. Anyone having same issue? ara
Re: [amibroker] Getting Periodicity programmatically?
Interval() function
- Original Message -
From: Keith McCombs kmcco...@engineer.com
To: amibroker@yahoogroups.com
Sent: Wednesday, September 30, 2009 12:02 AM
Subject: [amibroker] Getting Periodicity programmatically?
Is there any way to programmatically determine the periodicity of a graph
or the setting in AA?
-- Keith
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)
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Re: [amibroker] how to create combined ticker in Amibroker and chart it
Hi - Since you want to create a new ticker you could put your 5 starting
tickers into a watchlist and then run AddToComposite() function over the
list. You can read about AddToComposite by using Search tab in the user
guide and also I think there is a very good tutorial by Herman in the files
section.
Would probably be simpler if you could get by without actually creating a
ticker but just an AFL named MPLSUTIL, e.g. -
Input1 = Foreign( epd, close );
Input2 = Foreign( paa, close );
MyIndex = ( 0.25 * Input1 ) + ( 0.15 * Input2 )
Plot( MyIndex...
Steve
- Original Message -
From: dicric_71 bdvo...@centrum.cz
To: amibroker@yahoogroups.com
Sent: Monday, September 28, 2009 11:22 AM
Subject: [amibroker] how to create combined ticker in Amibroker and chart it
I have studied AB help , tested some formulas, but I am little lost. Hope
somebody can help me.
I want to create ticker
ticker = ( 0.25 * EPD ) + ( 0.15 * PAA ) + ( 0.20 * RGNC ) + ( 0.15 * KMP)
+ (0.25 * ETP)
and have it under name MPLSUTIL in symbol list and then have it in list of
symbols with possibility to chart it in chart window (candlestick chart).
Can somebody help me how to do it ?
Thank you in advance,
Richard
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
Re: [amibroker] Help understanding array processing
Hi - I think you have run into the old recursive problem. In the first
line...
theHi[0] = C[0];
you set only the first bar of the Hi to the close. Don't know what the rest
of the array is offhand, AB may initialize it to zero or null or something,
otherwise I would think the values are whatever was previously in memory.
Then the second line operates on the entire array at once so it will use
whatever those values of theHi are at that point, it will *not* do one bar
at a time and then refer back to that bar, I think that is one reason why TJ
added looping.
It looks like you are looking for the highest Close in the array, could you
just use
Highest( Close) ?
Steve
- Original Message -
From: Barry razzba...@imageview.us
To: amibroker@yahoogroups.com
Sent: Monday, September 21, 2009 5:25 PM
Subject: [amibroker] Help understanding array processing
I am not new to Ami, been using it since 2003. But at times the array
processing drives me nuts. I tried to use barssince and looked at the buy
and sell arrays before they were set. so they were still nulls even when I
initialized them to buy = sell = 0;
But to try to understand what the arrays were doing I wrote a stupid
little program to see what was going on. The code is below.
What I am trying to do is save the highest hi in an array called theHi. I
set the first cell in theHi to the value of in the first cell of the
close. Then I compare them but theHi follows the close even when the
close goes down.
Then I wrote the same function in a for loop and it works fine.
Then I added the formula to Excel and it worked correctly.
=IF(C3D2,C3,D2) where C has the close and D the hi array values. Here I
also set the hi in cell 2 to the first value of Close.
SO excel works fine with the same formula as Afl but Afl fails.
I must be missing something really basic. Can anyone tell me why Ami won't
allow me to scan through the close array and save the high?
Thanks,
Barry
_SECTION_BEGIN(TestBarsSince);
_N(Title = StrFormat(BarsSince test - {{INTERVAL}} {{DATE}} \nOpen %g, Hi
%g, Lo %g, Close %g (%.1f%%) Vol +WriteVal( V, 1.0 ) + {{VALUES}}, O,
H, L, C, SelectedValue( ROC( C, 1 )) ));
Plot( C, Close, ParamColor(Color, colorBlack ), styleNoTitle |
styleBar ); // shows all style options
theHi[0] = C[0];
theHi = IIf(C Ref(theHi, -1), C, Ref(theHi, -1));
Plot(theHi, \nTheHi, colorBlue );
forHi[0] = C[0];
for (i = 1; i BarCount; ++i)
{
if(C[i] forHi[i-1]) forHi[i] = C[i]; else forHi[i] = forHi[i-1];
}
Plot(forHi, \nHi with for loop, colorGreen);
_SECTION_END();
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)
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Re: [amibroker] Re: Help understanding array processing
Hi Barry, I believe subscripts [] will use the shorter QuickAFL arrays and
not the entire dataset.
- Original Message -
From: Barry razzba...@imageview.us
To: amibroker@yahoogroups.com
Sent: Monday, September 21, 2009 7:46 PM
Subject: [amibroker] Re: Help understanding array processing
What I am trying to do is find the lowest low from the last sell so I can
calculate a buy point above that low, or below the high for a sell. The
first problem I ran into was what to do before the first trade. I used
highest and lowest but afterward I wanted to use hhv and llv. Ami goes
nuts when I try to reference buy and sell before they are ever set. So
barssince returned nulls for all bars.
Marcin told me I had to use loops. I remember loops really slowing things
down so I tried to do it another way. I tried to set my test hi and low
arrays one step at a time. The hi and lo just followed the close. I was
expecting it to operate one bar at a time. That did not work as you
pointed out.
I finally said to heck with it and used loops. I am used to arrays in C++
and I really get screwed up with Ami's arrays. Do you know if looping
slows the process down a lot or does Ami only go back far enough to load
the indicators correctly? I remember seeing something like that.
Thanks Steve,
Barry
--- In amibroker@yahoogroups.com, Steve Dugas sjdu...@... wrote:
Hi - I think you have run into the old recursive problem. In the first
line...
theHi[0] = C[0];
you set only the first bar of the Hi to the close. Don't know what the
rest
of the array is offhand, AB may initialize it to zero or null or
something,
otherwise I would think the values are whatever was previously in memory.
Then the second line operates on the entire array at once so it will use
whatever those values of theHi are at that point, it will *not* do one
bar
at a time and then refer back to that bar, I think that is one reason why
TJ
added looping.
It looks like you are looking for the highest Close in the array, could
you
just use
Highest( Close) ?
Steve
- Original Message -
From: Barry razzba...@...
To: amibroker@yahoogroups.com
Sent: Monday, September 21, 2009 5:25 PM
Subject: [amibroker] Help understanding array processing
I am not new to Ami, been using it since 2003. But at times the array
processing drives me nuts. I tried to use barssince and looked at the
buy
and sell arrays before they were set. so they were still nulls even when
I
initialized them to buy = sell = 0;
But to try to understand what the arrays were doing I wrote a stupid
little program to see what was going on. The code is below.
What I am trying to do is save the highest hi in an array called theHi.
I
set the first cell in theHi to the value of in the first cell of the
close. Then I compare them but theHi follows the close even when the
close goes down.
Then I wrote the same function in a for loop and it works fine.
Then I added the formula to Excel and it worked correctly.
=IF(C3D2,C3,D2) where C has the close and D the hi array values. Here
I
also set the hi in cell 2 to the first value of Close.
SO excel works fine with the same formula as Afl but Afl fails.
I must be missing something really basic. Can anyone tell me why Ami
won't
allow me to scan through the close array and save the high?
Thanks,
Barry
_SECTION_BEGIN(TestBarsSince);
_N(Title = StrFormat(BarsSince test - {{INTERVAL}} {{DATE}} \nOpen %g,
Hi
%g, Lo %g, Close %g (%.1f%%) Vol +WriteVal( V, 1.0 ) + {{VALUES}},
O,
H, L, C, SelectedValue( ROC( C, 1 )) ));
Plot( C, Close, ParamColor(Color, colorBlack ), styleNoTitle |
styleBar ); // shows all style options
theHi[0] = C[0];
theHi = IIf(C Ref(theHi, -1), C, Ref(theHi, -1));
Plot(theHi, \nTheHi, colorBlue );
forHi[0] = C[0];
for (i = 1; i BarCount; ++i)
{
if(C[i] forHi[i-1]) forHi[i] = C[i]; else forHi[i] = forHi[i-1];
}
Plot(forHi, \nHi with for loop, colorGreen);
_SECTION_END();
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback
Re: [amibroker] Strange behaviour of foreign
Hi - Data retrieved via Foreign() is synchronized to the data of the current
ticker, i.e. dates/times are aligned, so probably your data for DCO and ATN
ends a little sooner than the others? Try plotting basic price chart and
then changing the current ticker to see if those tickers have one less bar
or something.
Steve
- Original Message -
From: adrianmollenhorst adrianmollenho...@yahoo.com
To: amibroker@yahoogroups.com
Sent: Friday, September 04, 2009 8:51 AM
Subject: [amibroker] Strange behaviour of foreign
Hi,
Something really simple, but it's confounding me. I am using IQFeed data
and the following code:
f = Foreign(LMIA,C);
Plot(f,f,colorBlue);
When the open chart is LMIA,ATHN, or a few others, the last value for f is
9.20 (the correct last price of LMIA). When I use some other charts, such
as DCO, or ATN for example, it's 8.90 (The second to last price).
Why am I not getting the last price when using these other symbols?
Adrian
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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Re: [amibroker] Please help in my formula
Hi - You can shift the arrays to the left by using Ref with a positive number... CPctOne = ref( CPct0, 1 ); CPctTen = ref( CPct0, 10 ); PlotShapes( IIF( CPctOne... PlotShapes( IIF( CPctTen... Steve - Original Message - From: Vinay Gakkhar. To: Amibroker Sent: Saturday, August 29, 2009 8:34 PM Subject: [amibroker] Please help in my formula Can anyone please help me? I have the following formula: Plot (C, Close, colorBlue, styleThick, Null, Null, 0); CPct0 = (C-(Ref(C,-1)))*100/(Ref(C,-1)) ; PlotShapes( IIf( CPct0 = 4, shapeHollowUpArrow, shapeNone ) , colorPaleGreen ); PlotShapes( IIf( CPct0 = -4 , shapeHollowDownArrow, shapeNone ) , colorGold ); This gives me arrows after my condition of CPct0 = 4 or CPct0 = -4 is met. What should I change so that I get TWO arrows - the first arrow one bar before my condition is met, and the second arrow 10 bars before my condition is met. Thanks, and regards, Vinay Gakkhar
Re: [amibroker] Please help in my formula [1 Attachment]
*[Attachment(s) from Steve Dugas included below]
Hi Vinay - Your code seems to work fine on my computer...is this what it is
supposed to look like?
Steve
- Original Message -
From: Vinay Gakkhar. vgakk...@yahoo.co.uk
To: amibroker@yahoogroups.com
Sent: Saturday, August 29, 2009 9:24 PM
Subject: [amibroker] Please help in my formula
Dear Steve,
Many thanks for your immediate reply.
After incorporating improvements suggested by you, I am now getting
CPctOne arrows horizontally in my desired one-bar-before position, but
vertically these arrows are not coming on the plot-line and are positioned
much above or below the plot-line vertically.
Another point. I am not getting the CPctTen arrows.
Can you please guide me which corrections to make in my following revised
formula:
Plot (C, Close, colorBlue, styleThick, Null, Null, 0);
CPct0 = (C-(Ref(C,-1)))*100/(Ref(C,-1)) ;
CPctOne = Ref( CPct0, 1 );
CPctTen = Ref( CPct0, 10 );
PlotShapes( IIf( CPctOne = 4, shapeHollowUpArrow, shapeNone ) ,
colorPaleGreen );
PlotShapes( IIf( CPctOne = -4 , shapeHollowDownArrow, shapeNone ) ,
colorGold );
PlotShapes( IIf( CPctTen = 4, shapeHollowUpArrow, shapeNone ) ,
colorGreen );
PlotShapes( IIf( CPctTen = -4 , shapeHollowDownArrow, shapeNone ) ,
colorRed );
Waiting for your reply. And sorry to be encroaching upon your precious
time.
Vinay Gakkhar
On Sun, 30 Aug 2009 06:23:55 +0530, Steve Dugas sjdu...@comcast.net
wrote:
Hi - You can shift the arrays to the left by using Ref with a positive
number...
CPctOne = ref( CPct0, 1 );
CPctTen = ref( CPct0, 10 );
PlotShapes( IIF( CPctOne...
PlotShapes( IIF( CPctTen...
Steve
- Original Message -
From: Vinay Gakkhar.
To: Amibroker
Sent: Saturday, August 29, 2009 8:34 PM
Subject: [amibroker] Please help in my formula
Can anyone please help me?
I have the following formula:
Plot (C, Close, colorBlue, styleThick, Null, Null, 0);
CPct0 = (C-(Ref(C,-1)))*100/(Ref(C,-1)) ;
PlotShapes( IIf( CPct0 = 4, shapeHollowUpArrow, shapeNone ) ,
colorPaleGreen );
PlotShapes( IIf( CPct0 = -4 , shapeHollowDownArrow, shapeNone ) ,
colorGold );
This gives me arrows after my condition of CPct0 = 4 or CPct0 = -4 is
met.
What should I change so that I get TWO arrows - the first arrow one bar
before my condition is met, and the second arrow 10 bars before my
condition is met.
Thanks, and regards,
Vinay Gakkhar
--
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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*Attachment(s) from Steve Dugas:
* 1 of 1 Photo(s)
http://groups.yahoo.com/group/amibroker/attachments/folder/1470607089/item/list
* screenshot1.png
IMPORTANT PLEASE READ
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TO GET TECHNICAL SUPPORT send an e-mail directly to
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Re: [amibroker] dynamic color and decimal places in chart title
Hi - you can use NumToStr() function for title formatting...
Title= Pctval = + EncodeColor(SelectedValue(dyn_col)) + NumToStr(
pctval, 1.2 ) + %;
Steve
- Original Message -
From: doedau don.edwa...@doir.wa.gov.au
To: amibroker@yahoogroups.com
Sent: Wednesday, August 05, 2009 2:38 AM
Subject: [amibroker] dynamic color and decimal places in chart title
Hi all,
I am trying to modify color and decimal places in a chart title.
I found some clever person had already solved the color problem as below,
but I cant find a way to set the nummber of decimal places.
I have tried functions prec and strtonum but didnt work.
Can anyone help please?
Code snippet:
pctval is my calculated percentage for which I want to change color and
decimal places.
dyn_col = IIf(pctval0,colorGreen,colorRed);
Title= Pctval = + EncodeColor(SelectedValue(dyn_col)) + pctval + %;
Regards, Don from Perth Australia.
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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Re: [amibroker] AmiBroker 5.27.0 ALPHA released
Hi TJ - Re the new QP plugin, I think you are aware that Gary has added
Morningstar industry classification ( tickers !HMxxx ) and that your old
plugin would not retrieve these tickers from QP for some reason and that
Gary has released a modified version of your plugin that will retrieve these
tickers. Will your new QP plugin retrieve these tickers? Thanks very much
for all your hard work!
Steve
- Original Message -
From: Tomasz Janeczko gro...@amibroker.com
To: amibroker@yahoogroups.com
Sent: Monday, August 03, 2009 5:03 AM
Subject: [amibroker] AmiBroker 5.27.0 ALPHA released
Hello,
AmiBroker 5.27.0 ALPHA released
http://www.amibroker.com/devlog/2009/08/03/amibroker-5-27-0-alpha-released/
ALPHA means that this version is experimental and you *must* do backup of
your data files before installing it. New version changes
the format of database files (quotation / stock / drawings ),
so once data are saved with version 5.27 you will NOT be able to read them
in pre-5.27 version.
The ALPHA installer comes with simple backup program that will create a
copy of your AmiBroker directory - it will display right
after new program files are copied. The backup will be created in
C:\AmiBrokerBackup folder. Please note that this backup is
intended to copy the database files, not program files which will be
overwritten anyway. If you want to backup program files too,
you need to backup them manually prior to installation. If you made your
own backup prior to installation, you can skip (Cancel) the
backup part of the install routine.
CHANGES IN VERSION 5.27.0 (as compared to 5.26.0):
- changed core data structures to support the following
-- 64 bit date/time field with date range of 4095 years and resolution
down to microseconds
-- floating point volume and open interest fields
-- two new auxilliary data fields per bar (internally, not yet exposed)
-- 100 new user-defined fundamental data fields (internally, not yet
exposed)
-- support for GICS (internally, not yet exposed)
-- upto 48 character length in Symbol/Alias/WebID fields
- Updated plugins for eSignal, IQFeed, Interactive Brokers, Quotes Plus,
Metastock to support floating point volume/open int and 64
bit date/time
- 1-second interval bars
- Metastock plugin now reads long symbol description
- Symbol lock fixed (does not interfere with Interval linking)
- Added simple BackupAB.exe to backup entire AmiBroker folder after
installation to prevent data in old format.
Details in the read me:
http://www.amibroker.com/devlog/wp-content/uploads/2009/08/readme5270.html
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
SUPPORT {at} amibroker.com
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http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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Re: [amibroker] RestorePriceArrays()
SetForeign(MSFT);
Replaces the price arrays ( OHLC etc ) of the current ticker with those of
MSFT
Plot( Ultimate(), Ultimate from MSFT, colorRed );
Plots the Ultimate Oscillator derived from MSFT prices. That's just a simple
example, there is lots of stuff you can do, for example you could plot the
SP, Sector and Industry for your ticker, or anything derived from them.
RestorePriceArrays();
When finished doing stuff with other tickers, set the price arrays back to
the prices for the current ticker at the top of the screen. Good
housekeeping if nothing else, if you don't do it prices will still be set to
the last SetForeign ticker you called and it is easy to forget and wonder
why Amibroker isn't working right 8 - )
Steve
- Original Message -
From: haiguise sherif...@gmail.com
To: amibroker@yahoogroups.com
Sent: Friday, July 31, 2009 2:27 AM
Subject: [amibroker] RestorePriceArrays()
Can Someone Explain to me what Exactly RestorePriceArray does and when I
would need to call it and What happens if I dont. In the Reference, There
is
// Example 1: Plot the indicator using foreign security data
SetForeign(MSFT);
Plot( Ultimate(), Ultimate from MSFT, colorRed );
RestorePriceArrays();
Why Do I need RestorePriceArrays() called? Thanks
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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Re: [amibroker] Re: NAAIM Presentation -- How to Build an Effective Trading System
Hi - Go to www.blueowlpress.com , click on activities, scroll about 3/4 of
the way down, see 2 presentations, Atlanta and Irvine.
Steve
- Original Message -
From: Paolo Cavatore pcavat...@gmail.com
To: amibroker@yahoogroups.com
Sent: Thursday, July 23, 2009 4:24 AM
Subject: [amibroker] Re: NAAIM Presentation -- How to Build an Effective
Trading System
Hi Howard,
I cannot find your How to Build an Effective Trading System, and Build
Confidence that it will be Profitable presentation.
The link you provided - http://www.blueowlpress.com/NAAIM.html - doesn't
work and I cannot find any reference to it in your new link
http://www.blueowlpress.com/activities.html.
Can you help, pls?
paolo
--- In amibroker@yahoogroups.com, Howard B howardba...@... wrote:
Greetings --
All of the blue owl press websites have been refreshed.
All of the links to PowerPoint presentations and pdf files have been
moved
to the /Activities page of each website. For example:
http://www.blueowlpress.com/activities.html
http://www.introductiontoamibroker.com/activities.html
There are also some new links --
One describing the ATAA Australian Technical Analysts Association, and
their
annual Convention to be held in Melbourne in October 2009, where I will
be
speaking.
http://ataa.com.au/
Another describing a series of workshops I will be giving in Melbourne
the
week immediately following the ATAA conference.
http://www.howardinaustralia.com.au/
The ATAA Conference looks to be outstanding -- a great program and great
speakers.
The workshops will be similar in style and activity to the workshop I
gave
in Las Vegas in 2008. This time there will be three --
An introductory workshop that focuses on using AmiBroker.
An intermediate workshop about the design, testing, and validation of
trading systems similar to the Las Vegas workshop.
An advanced workshop that extends both trading systems and AmiBroker.
Thanks,
Howard
www.blueowlpress.com
On Sat, Jul 18, 2009 at 9:25 PM, Mike sfclimb...@... wrote:
http://www.blueowlpress.com/activities.html
Scroll down to Speaking. One version from Atlanta, Georgia, one from
Irvin, California.
Mike
--- In amibroker@yahoogroups.com amibroker%40yahoogroups.com,
zozuzoza
zozuka@ wrote:
Hi,
Could someone please send me the presentation. The link below is not
working. Please reply if you have it.
Thanks.
Zozu
--- In amibroker@yahoogroups.com amibroker%40yahoogroups.com,
Howard
Bandy howardbandy@ wrote:
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
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)
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http://www.amibroker.com/devlog/
Yahoo! Groups Links
Re: [amibroker] Re: AmiBroker 5.26.5 BETA released
Hi - In case you might find it useful, I often use a little piece of code
like this to lock in charts for different tickers...
Steve
Ticker = ParamStr( Ticker, CURRENT );
if ( Ticker != CURRENT )
{
SetForeign( Ticker, True, True );
TickerName = Ticker;
}
else
TickerName = Name();
...rest of your code...
Title = TickerName + the rest...
RestorePriceArrays();
- Original Message -
From: sidhartha70 sidharth...@yahoo.com
To: amibroker@yahoogroups.com
Sent: Sunday, July 12, 2009 12:23 PM
Subject: [amibroker] Re: AmiBroker 5.26.5 BETA released
I'm not talking about changing the 'symbol'... I'm talking about changing
the interval.
Speaking from my own perspective, symbol lock was a great feature because it
stopped charts changing 'symbols' erroneously. Which is something that
happened frequently to me when moving between floating windows
non-floating windows.
However, if in stopping that erroneous behavior I now can't interval link
charts, that creates a major problem... for obvious reasons. I have 8
interval linked charts. 4 floating. 4 non floating.
It's vital that they are interval linked. It's also vital that they don't
change symbols erroneously.
I'm not sure I see the logic or advantage of 'symbol lock' disabling
interval link??
--- In amibroker@yahoogroups.com, Tomasz Janeczko gro...@... wrote:
It is not a bug. It is fully intended operation.
Symbol lock means do not change the symbol for that chart
If active chart is symbol-locked, the symbol does not change
for that chart and obviously it does not change for any non-active
charts linked charts.
Lock means lock - do not change the symbol.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: sidhartha70 sidharth...@...
To: amibroker@yahoogroups.com
Sent: Sunday, July 12, 2009 1:36 PM
Subject: [amibroker] Re: AmiBroker 5.26.5 BETA released
TJ,
I've noticed what I think is a bug in the implementation of the symbol
lock.
In a nutshell, if you have a series of 'interval linked' charts, when
symbol lock is implemented in any of those charts, the
interval linking no longer works from that chart with the symbol lock
turned on.
--- In amibroker@yahoogroups.com, reinsley reinsley@ wrote:
Thank you TJ.
Lock is ok with floating windows.
A clear icon with a lock open and a lock close will be a plus.
The functionnality is great.
Best regards
sidhartha70 a écrit :
I largely agree with Sanjiv's suggestions.
Whatever you decide TJ, symbol lock is a great addition.
--- In amibroker@yahoogroups.com mailto:amibroker%40yahoogroups.com,
sumangalam sumangalam@ wrote:
Thanks for your views,
I will prefer to have it part of Symbol Link menu with Visual Cue
of a LOCK. That might save many support questions later. Better
Discoverability, Intuitive suggestion of usage and Saved Chart space
are
the reasons for my opinion.
Incidentally, saving on Chart Space is an area where you have a
dedicated version upgrade with more chart space as theme. It might be
possible to have around 15%-20% more chart space with a few changes,
which could be a breeze for a virtuoso like you. I was thiking of
sending an email with my thought about that. If you suggest, I will
send
the details.
As we see Google Chrome and Adobe Reader version 9, it seems world
is
moving towards more usage area. MS Office 2007 did reduce usage space,
However, Charting Software like AmiBroker may think about giving more
chart space where possible.
Oh, I diverged from the main topic of this mesage please take my
opinion for merger of Symbol_Lock with Symbol_Link.
With Regards
Sanjiv Bansal
--- In amibroker@yahoogroups.com
mailto:amibroker%40yahoogroups.com, Tomasz Janeczko groups@
wrote:
Hello,
I was thinking about it and it was first idea to put it on symbol
link menu,
however then I thought about scenario when I want to
*temporarily* lock
one window. Then having separate button is quicker than going
through the menu,
plus there is immediate and visual cue that window is
symbol-locked
(separate button with pressed state).
To avoid confusion I maight gray (disable) all link options in
the
symbol link sub menu.
Opinions ?
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: sumangalam sumangalam@
To: amibroker@yahoogroups.com
mailto:amibroker%40yahoogroups.com
Sent: Saturday, July 11, 2009 12:15 PM
Subject: [amibroker] Re: AmiBroker 5.26.5 BETA released
Hello Mr. Tomasz Janeczko,
Thanks for the new version. I had been eagerly looking for new
BETA (Although looking for some other features like support for BIG
Re: [amibroker] Re: AmiBroker 5.26.5 BETA released
Hi - I don't use AB with RT data streaming in so never noticed any slowdawn,
I imagine it could slow down the RT updates but no idea how much...
2. Not sure about insert linked, I use the same code on lots of charts set
to different tickers, but I just drag/drop them all and then set the ticker.
I like to plot a copy, then I can play around with it and save it if I want
without messing up the original...
Anyway, noticed you were having a problem so just thought I would throw it
out there in case you could use it... Good luck!
Steve
- Original Message -
From: sidhartha70 sidharth...@yahoo.com
To: amibroker@yahoogroups.com
Sent: Sunday, July 12, 2009 1:14 PM
Subject: [amibroker] Re: AmiBroker 5.26.5 BETA released
Thanks Steve.
disadvantages I see... (please set me straight if you don't agree!)
1. using foreign() slows code down... it seems to be one of the operations
in AB that requires a heavier overhead.
2. difficult to use this method when you have he same piece of code (insert
linked) on 8 charts all looking at different symbols...
--- In amibroker@yahoogroups.com, Steve Dugas sjdu...@... wrote:
Hi - In case you might find it useful, I often use a little piece of code
like this to lock in charts for different tickers...
Steve
Ticker = ParamStr( Ticker, CURRENT );
if ( Ticker != CURRENT )
{
SetForeign( Ticker, True, True );
TickerName = Ticker;
}
else
TickerName = Name();
...rest of your code...
Title = TickerName + the rest...
RestorePriceArrays();
- Original Message -
From: sidhartha70 sidharth...@...
To: amibroker@yahoogroups.com
Sent: Sunday, July 12, 2009 12:23 PM
Subject: [amibroker] Re: AmiBroker 5.26.5 BETA released
I'm not talking about changing the 'symbol'... I'm talking about changing
the interval.
Speaking from my own perspective, symbol lock was a great feature because
it
stopped charts changing 'symbols' erroneously. Which is something that
happened frequently to me when moving between floating windows
non-floating windows.
However, if in stopping that erroneous behavior I now can't interval link
charts, that creates a major problem... for obvious reasons. I have 8
interval linked charts. 4 floating. 4 non floating.
It's vital that they are interval linked. It's also vital that they don't
change symbols erroneously.
I'm not sure I see the logic or advantage of 'symbol lock' disabling
interval link??
--- In amibroker@yahoogroups.com, Tomasz Janeczko groups@ wrote:
It is not a bug. It is fully intended operation.
Symbol lock means do not change the symbol for that chart
If active chart is symbol-locked, the symbol does not change
for that chart and obviously it does not change for any non-active
charts linked charts.
Lock means lock - do not change the symbol.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: sidhartha70 sidhartha70@
To: amibroker@yahoogroups.com
Sent: Sunday, July 12, 2009 1:36 PM
Subject: [amibroker] Re: AmiBroker 5.26.5 BETA released
TJ,
I've noticed what I think is a bug in the implementation of the symbol
lock.
In a nutshell, if you have a series of 'interval linked' charts, when
symbol lock is implemented in any of those charts, the
interval linking no longer works from that chart with the symbol lock
turned on.
--- In amibroker@yahoogroups.com, reinsley reinsley@ wrote:
Thank you TJ.
Lock is ok with floating windows.
A clear icon with a lock open and a lock close will be a plus.
The functionnality is great.
Best regards
sidhartha70 a écrit :
I largely agree with Sanjiv's suggestions.
Whatever you decide TJ, symbol lock is a great addition.
--- In amibroker@yahoogroups.com
mailto:amibroker%40yahoogroups.com,
sumangalam sumangalam@ wrote:
Thanks for your views,
I will prefer to have it part of Symbol Link menu with Visual
Cue
of a LOCK. That might save many support questions later. Better
Discoverability, Intuitive suggestion of usage and Saved Chart space
are
the reasons for my opinion.
Incidentally, saving on Chart Space is an area where you have a
dedicated version upgrade with more chart space as theme. It might
be
possible to have around 15%-20% more chart space with a few changes,
which could be a breeze for a virtuoso like you. I was thiking of
sending an email with my thought about that. If you suggest, I will
send
the details.
As we see Google Chrome and Adobe Reader version 9, it seems
world
is
moving towards more usage area. MS Office 2007 did reduce usage
space,
However, Charting Software like AmiBroker may think about giving
more
chart space where possible.
Oh, I diverged from the main topic of this mesage please take
my
Re: [amibroker] how to feed data from tdameritrade (quotetracker)
Hi - There is currently no TDAM plugin and as far as I know TJ is not
writing one. If you are a programmer, perhaps you could use their API docs
to write one, or the easier approach would be to turn on QT's internal
server, feed TDAM data into QT, and then follow the directions in AB's user
guide to feed the data from QT into AB.
Steve
- Original Message -
From: oldfairy chenna...@gmail.com
To: amibroker@yahoogroups.com
Sent: Monday, July 06, 2009 2:34 AM
Subject: [amibroker] how to feed data from tdameritrade (quotetracker)
Hi, I have amibroker and TDameritrade (quotetracker) account.
Recently I got some API file from their forum.
Someone told me that I could feed amibroker with its data and get 2 year
introday data.
But I am not very familiar with both. Can someone tell me how to feed the
data?
Thank you very much
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
Re: [amibroker] Auto trading with TD AMERITRADE
Hi - Please see my earlier post that I just sent a minute ago.
Steve
- Original Message -
From: livinloud_1104 kapishmoh...@yahoo.com
To: amibroker@yahoogroups.com
Sent: Sunday, July 05, 2009 12:22 PM
Subject: [amibroker] Auto trading with TD AMERITRADE
Hello,
I am looking for an answer for my question; do we have any plug-in for
auto trading with TD AMERITRADE?
I use only AB for analysis, and I spent significant time in developing a
trading system with AFL, and I want to make use of it and keep it
improving.
Interactive Broker plug-in is good and can give access to markets
everywhere, but is there any plug-in for TD AMERITRADE or any other broker
for US and international markets? Anything under development?
Thanks
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
[amibroker] Attachments
Hi TJ - Don't know how you or the others feel about it, but if you are interested, here are some instructions I saw that allows a group owner to change their preferences so that full attachments are sent out again instead of only links to them. I always liked receiving the full attachments. 8 - ) To change the settings so attachments are treated as they were before recent changes go to YahooGroups Website: The specific instructions are listed below (from Groups help): ... if you prefer the old approach of having the full attachments distributed with emails, group owners (and moderators with the power to change group settings) can switch back to the old approach at any time. To do so: a.. Click Management in the left hand navigation b.. Click Messages under Group Settings. c.. Click Edit next to Posting and Archives d.. In the Attachments section, choose Include in emails (exclude from site) e.. Click the Save button at the bottom of the page.
Re: [amibroker] No quotesplus plugin
Hi - If I remember right, I *think* it will only show up if you already have
QP installed when you install AmiBroker. Also FYI, Gary at QP has updated
TJ's plugin to give you a choice of either their old IRL sector / industry
assignments or thier new Morningstar structure. In fact I beleive that TJ's
plugin will not import the Morningstar tickers at all, you will need Gary's
version to get those tickers into AB. You can try this...
Go to http://quotes-plus.com/joomla/index.php?option=com_frontpageItemid=1
Then select Support Program Intaller to download the plugin installer.
Not sure if that will cause the plugin to appear when setting up your DB but
worth a try and it is a good plugin to have anyway. Good luck...
Steve
- Original Message -
From: CSTrader cstrader...@cstrader.com
To: amibroker@yahoogroups.com
Sent: Wednesday, June 17, 2009 8:26 AM
Subject: [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
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
Re: [amibroker] Re: A question of style
I find this little utility almost indispensible when tweaking different versions of my AFL's, and it's free to boot! http://download.cnet.com/Files-Compare-Tool/3000-2248_4-10315688.html - Original Message - From: James To: amibroker@yahoogroups.com Sent: Wednesday, June 17, 2009 10:16 PM Subject: Re: [amibroker] Re: A question of style Speaking of cleaning up files, is there a way to compare two AFL files and have the editor show you the differences? Sometimes I get going so fast with different variations and I am putting a v1, v2, v3 etc. at the end of the file name, then sometime later I come back to that idea and it can be difficult to find what exactly I was doing. A program to automatically compare two files would be useful. James -- From: brian_z111 brian_z...@yahoo.com To: amibroker@yahoogroups.com Sent: Wednesday, June 17, 2009 6:04:41 PM Subject: [amibroker] Re: A question of style A lot of the heavy hitters collect and archive code from this forum etc and manage their snippets via third party software I assume they cut/copy and paste snippets as required e.g. Herman and others use Infoselect. --- In amibro...@yahoogrou ps.com, brian_z111 brian_z111@ ... wrote: So far I haven't had the need for long algorithms, or a lot of them, but I have found that maintaining AFL files lacks a few tools. Admittedly I am a messy worker and only saved by the fact that I don't archive other peoples code and don't archive all of my own forever. Up until now I have just relied on creating folder hierarchies and using the P_XYZ convention, etc, to delineate which files are primarily written as an indicator or scan etc. On top of that I have experimented with creating templates, with some all purpose code pre-written in them, but not as an #include. #includes seems like one of the 'logical' options the algorithmic traders seem to go down that path. I imagine that this also requires some ongoing management and possibly the need to remember what is in each #include template, as well as tracking versions, adding deleting new stuff as required I am generally opposed to continually adding tasks to my computer maintenance list. I am not sure if there are any execution implications that flow on from always loading up, at preprocessing, if you aren't going to use most of what is loaded (seems to be massive overkill). Three things seem to be lacking from my perspective: - finding the file you want from amongst a large number of files/folders ... AB needs the ability to search amongst the AFL files to find the file that has certain code in it - custom auto complete (like an excel macro that we assign to a key). One solution might be to use another editor, to get the benefit of search and customcomplete, but then any useful features in the AFLEditor will be lost and new maintenance issues created. For me the only two features of the AFLEditor I would miss are syntax checking and synchronisation between the current edit and the charts (I use apply indicator and watch the indicator to see how my code changes change the plot quite a bit ... if it wasn't for that basic need I would change editors). --- In amibro...@yahoogrou ps.com, ics4mer ics4mer@ wrote: Hi all, Just wondering how people out there are organising their AFL code between plots, backtests, explorations etc. Lets say I have 5 indicators which each require 50 lines of code to draw a plot, in other words too large to maintain in separate AFL files. Lets say I also want them all in a single exploration. So logically it seems that I should place each indicator into an include file and include that into each of the AFL types so I'd have include myTA_Tool.h in my b_backtest, e_exploration, and p_plot files? Just wondering how everybody else is handling this? RZ
Re: [amibroker] How to code a Adaptive StDev()
How to code a Adaptive StDev()Hi Herman - Not sure how fast it would be but
possibly something along these lines?
function xStDev( priceArray, Periods) // Periods 25
{
global BBTop, BBBot;
Periods = Max( 2, Min( 25, Periods ) );
BreakPoint = Min( 25, Highest( Periods ));
for( i = 2; i = BreakPoint; i++ )
{
VarSet( SD + i, StDev( PriceArray, i );
}
AdaptSD = 0;
for( i = 2; i = BreakPoint; i++ )
{
CurrSD = VarGet( SD + i );
AdaptSD = IIF( Periods == i, CurrSD, AdaptStDev );
}
return AdaptSD;
}
- Original Message -
From: Herman
To: AmiBroker User Group
Sent: Saturday, June 13, 2009 6:42 AM
Subject: [amibroker] How to code a Adaptive StDev()
Would anyone have coded an adaptive StDev? I am using the solution below but
is is VERY slow and the number of max period value is limited.
My math is just not up to this and any help would be very much appreciated!
have a great day,
Herman
function xStDev( priceArray, Periods) // Periods 25
{
global BBTop, BBBot;
Periods = Min( 25, periods );
Periods = Max( 2, Periods);
Deviation =
IIf( Periods == 2, StDev( PriceArray, 2 ),
IIf( Periods == 3, StDev( PriceArray, 3 ),
IIf( Periods == 4, StDev( PriceArray, 4 ),
IIf( Periods == 5, StDev( PriceArray, 5 ),
IIf( Periods == 6, StDev( PriceArray, 6 ),
IIf( Periods == 7, StDev( PriceArray, 7 ),
IIf( Periods == 8, StDev( PriceArray, 8 ),
IIf( Periods == 9, StDev( PriceArray, 9 ),
IIf( Periods == 10, StDev( PriceArray, 10 ),
IIf( Periods == 11, StDev( PriceArray, 11 ),
IIf( Periods == 12, StDev( PriceArray, 12 ),
IIf( Periods == 13, StDev( PriceArray, 13 ),
IIf( Periods == 14, StDev( PriceArray, 14 ),
IIf( Periods == 15, StDev( PriceArray, 15 ),
IIf( Periods == 16, StDev( PriceArray, 16 ),
IIf( Periods == 17, StDev( PriceArray, 17 ),
IIf( Periods == 18, StDev( PriceArray, 18 ),
IIf( Periods == 19, StDev( PriceArray, 19 ),
IIf( Periods == 20, StDev( PriceArray, 20 ),
IIf( Periods == 21, StDev( PriceArray, 21 ),
IIf( Periods == 22, StDev( PriceArray, 22 ),
IIf( Periods == 23, StDev( PriceArray, 23 ),
IIf( Periods == 24, StDev( PriceArray, 24 ),
StDev( PriceArray, 25 ;
return Deviation;
}
Re: [amibroker] How to code a Adaptive StDev()
How to code a Adaptive StDev()Oops! Just saw a typo, should be this insread...
function xStDev( priceArray, Periods) // Periods 25
{
global BBTop, BBBot;
Periods = Max( 2, Min( 25, Periods ) );
BreakPoint = Min( 25, Highest( Periods ));
for( i = 2; i = BreakPoint; i++ )
{
VarSet( SD + i, StDev( PriceArray, i );
}
AdaptSD = 0;
for( i = 2; i = BreakPoint; i++ )
{
CurrSD = VarGet( SD + i );
AdaptSD = IIF( Periods == i, CurrSD, AdaptSD );
}
return AdaptSD;
}
- Original Message -
From: Steve Dugas
To: amibroker@yahoogroups.com
Sent: Saturday, June 13, 2009 1:20 PM
Subject: Re: [amibroker] How to code a Adaptive StDev()
Hi Herman - Not sure how fast it would be but possibly something along these
lines?
function xStDev( priceArray, Periods) // Periods 25
{
global BBTop, BBBot;
Periods = Max( 2, Min( 25, Periods ) );
BreakPoint = Min( 25, Highest( Periods ));
for( i = 2; i = BreakPoint; i++ )
{
VarSet( SD + i, StDev( PriceArray, i );
}
AdaptSD = 0;
for( i = 2; i = BreakPoint; i++ )
{
CurrSD = VarGet( SD + i );
AdaptSD = IIF( Periods == i, CurrSD, AdaptStDev );
}
return AdaptSD;
}
Would anyone have coded an adaptive StDev? I am using the solution below but
is is VERY slow and the number of max period value is limited.
My math is just not up to this and any help would be very much appreciated!
have a great day,
Herman
function xStDev( priceArray, Periods) // Periods 25
{
global BBTop, BBBot;
Periods = Min( 25, periods );
Periods = Max( 2, Periods);
Deviation =
IIf( Periods == 2, StDev( PriceArray, 2 ),
IIf( Periods == 3, StDev( PriceArray, 3 ),
IIf( Periods == 4, StDev( PriceArray, 4 ),
IIf( Periods == 5, StDev( PriceArray, 5 ),
IIf( Periods == 6, StDev( PriceArray, 6 ),
IIf( Periods == 7, StDev( PriceArray, 7 ),
IIf( Periods == 8, StDev( PriceArray, 8 ),
IIf( Periods == 9, StDev( PriceArray, 9 ),
IIf( Periods == 10, StDev( PriceArray, 10 ),
IIf( Periods == 11, StDev( PriceArray, 11 ),
IIf( Periods == 12, StDev( PriceArray, 12 ),
IIf( Periods == 13, StDev( PriceArray, 13 ),
IIf( Periods == 14, StDev( PriceArray, 14 ),
IIf( Periods == 15, StDev( PriceArray, 15 ),
IIf( Periods == 16, StDev( PriceArray, 16 ),
IIf( Periods == 17, StDev( PriceArray, 17 ),
IIf( Periods == 18, StDev( PriceArray, 18 ),
IIf( Periods == 19, StDev( PriceArray, 19 ),
IIf( Periods == 20, StDev( PriceArray, 20 ),
IIf( Periods == 21, StDev( PriceArray, 21 ),
IIf( Periods == 22, StDev( PriceArray, 22 ),
IIf( Periods == 23, StDev( PriceArray, 23 ),
IIf( Periods == 24, StDev( PriceArray, 24 ),
StDev( PriceArray, 25 ;
return Deviation;
}
Re: [amibroker] How to code a Adaptive StDev()
Hi Dennis - I don't know that it works in every situation, I would guess that
maybe VarSet/Get handles the conversion internally?
Steve
- Original Message -
From: Dennis Brown
To: amibroker@yahoogroups.com
Sent: Saturday, June 13, 2009 2:25 PM
Subject: Re: [amibroker] How to code a Adaptive StDev()
Steve,
I did not realize that I could append a number to a string in AFL without
converting it first with NumToStr( i, 0.0).
It looks like I have been missing a big shortcut all this time.
BR,
Dennis
On Jun 13, 2009, at 1:26 PM, Steve Dugas wrote:
Oops! Just saw a typo, should be this insread...
function xStDev( priceArray, Periods) // Periods 25
{
global BBTop, BBBot;
Periods = Max( 2, Min( 25, Periods ) );
BreakPoint = Min( 25, Highest( Periods ));
for( i = 2; i = BreakPoint; i++ )
{
VarSet( SD + i, StDev( PriceArray, i );
}
AdaptSD = 0;
for( i = 2; i = BreakPoint; i++ )
{
CurrSD = VarGet( SD + i );
AdaptSD = IIF( Periods == i, CurrSD, AdaptSD );
}
return AdaptSD;
}
- Original Message -
From: Steve Dugas
To: amibroker@yahoogroups.com
Sent: Saturday, June 13, 2009 1:20 PM
Subject: Re: [amibroker] How to code a Adaptive StDev()
Hi Herman - Not sure how fast it would be but possibly something along
these lines?
function xStDev( priceArray, Periods) // Periods 25
{
global BBTop, BBBot;
Periods = Max( 2, Min( 25, Periods ) );
BreakPoint = Min( 25, Highest( Periods ));
for( i = 2; i = BreakPoint; i++ )
{
VarSet( SD + i, StDev( PriceArray, i );
}
AdaptSD = 0;
for( i = 2; i = BreakPoint; i++ )
{
CurrSD = VarGet( SD + i );
AdaptSD = IIF( Periods == i, CurrSD, AdaptStDev );
}
return AdaptSD;
}
Would anyone have coded an adaptive StDev? I am using the solution below
but is is VERY slow and the number of max period value is limited.
My math is just not up to this and any help would be very much
appreciated!
have a great day,
Herman
function xStDev( priceArray, Periods) // Periods 25
{
global BBTop, BBBot;
Periods = Min( 25, periods );
Periods = Max( 2, Periods);
Deviation =
IIf( Periods == 2, StDev( PriceArray, 2 ),
IIf( Periods == 3, StDev( PriceArray, 3 ),
IIf( Periods == 4, StDev( PriceArray, 4 ),
IIf( Periods == 5, StDev( PriceArray, 5 ),
IIf( Periods == 6, StDev( PriceArray, 6 ),
IIf( Periods == 7, StDev( PriceArray, 7 ),
IIf( Periods == 8, StDev( PriceArray, 8 ),
IIf( Periods == 9, StDev( PriceArray, 9 ),
IIf( Periods == 10, StDev( PriceArray, 10 ),
IIf( Periods == 11, StDev( PriceArray, 11 ),
IIf( Periods == 12, StDev( PriceArray, 12 ),
IIf( Periods == 13, StDev( PriceArray, 13 ),
IIf( Periods == 14, StDev( PriceArray, 14 ),
IIf( Periods == 15, StDev( PriceArray, 15 ),
IIf( Periods == 16, StDev( PriceArray, 16 ),
IIf( Periods == 17, StDev( PriceArray, 17 ),
IIf( Periods == 18, StDev( PriceArray, 18 ),
IIf( Periods == 19, StDev( PriceArray, 19 ),
IIf( Periods == 20, StDev( PriceArray, 20 ),
IIf( Periods == 21, StDev( PriceArray, 21 ),
IIf( Periods == 22, StDev( PriceArray, 22 ),
IIf( Periods == 23, StDev( PriceArray, 23 ),
IIf( Periods == 24, StDev( PriceArray, 24 ),
StDev( PriceArray, 25 ;
return Deviation;
}
Re: [amibroker] Re: Walk Forward Testing - Varies by Computer?
Hi Howard - between QP and Norgate, just wondering if you ever followed up on the differences in data and if you found one to be noticably cleaner than the other? Thanks very much! Steve - Original Message - From: Howard B To: amibroker@yahoogroups.com Sent: Saturday, June 06, 2009 12:41 PM Subject: Re: [amibroker] Re: Walk Forward Testing - Varies by Computer? Greetings -- Check the settings being used. And test runs can be surprisingly sensitive to small differences in the data being used. I regularly find significant differences between runs made using Norgate Premium data and Quotes Plus data, although when I plot the two price series, I cannot see obvious differences. Thanks, Howard On Thu, Jun 4, 2009 at 5:03 PM, toddk63 todd...@yahoo.com wrote: I just debugged a similar problem. Same system, same database, different answer. Turned out to be the Limit Trade Size option on the Settings dialog box. Default is 10, I need to set it to 0. I wish there were a function like SetOption(LimitTradeSize), but there is not... --- In amibroker@yahoogroups.com, jacklweinberg jacklweinb...@... wrote: Question: How is it possible for a walkforward test to produce different results on two different computers? Background: 1. AB program, database, system, watchlist, walkforward settings etc. are on a usb key that is moved from one computer to another. 2. Before the walk forward test, the same walkforward settings file is loaded. The same system is executed. The results are also put into the same usb key. Why do two different computers produce different results? (and strangely enough, very different results!)
[amibroker] Backtester / Optimizer Take Multipe Codes?
Hi TJ / All - I just was wondering if you think it might be possible / desirable someday to make the backtester / optimizer work like the charting currently works, i.e. instead of PICK one code to work with, we could ADD a code and then ADD one or more additional codes, and they would be kept seperate by Section_Begin / Section_End and the earlier codes could set static vars that are then accessed by the later codes, etc. This functionality is very handy in the charts and it would be great if it were also possible to optimize in a similar way. If you think the idea has any merit I will gladly add a suggestion, just thought I would try it here first to see if anyone else thinks they might find this useful. Thanks very much! Steve
Re: [amibroker] Re: Newbie Array / Looping Question
Hi - There is a page in the users guide that lists which functions will accept an array for the Periods arg, the rest expect a constant... http://www.amibroker.com/guide/a_varperiods.html Steve - Original Message - From: brian_z111 brian_z...@yahoo.com To: amibroker@yahoogroups.com Sent: Friday, June 05, 2009 3:00 AM Subject: [amibroker] Re: Newbie Array / Looping Question snipMedian() wants a number as its second argument. (The manual is clear!)snip To help me understand next time ... how did you decide that Median)array,period) wants a number from what is written in the manual? MA(array,periods); accepts an array and the only differential in the manual is plurality of the periods (do you think Tomasz intended the plurality to be significant?) MA(C,Cum(1));//this is OK? snip When are the for loops executed in the block of code? Knowing some more about the AFL execution order might be helpful.snip Sorry, don't know anything about execution. Recently Siddhartha said that learning the AFL execution was the best thing we can ever do ... I don't know where to find it though. You are not keen on my suggestion that calcs for the moments are arithmetic and so should fly in AFL without looping? I am a lay programmer but my instinct is to start there - looping will slow you down in RT indicators??? Plan C - use the RMath Plugin ... advanced stats available there. --- In amibroker@yahoogroups.com, i cs ics4...@... wrote: Hi Brian, Thanks for getting back to me. Unfortunately, Cum() returns array, Median() wants a number as its second argument. (The manual is clear!) I used median as an example because it's relatively easy to understand, and I will be using it, but I will also be plotting the growth factor in the same way - as well as the other moments of distribution - just one step at a time. Its possible to derive a lot of the moments of distribution from other the parts, but it comes back to the same problem - I'd have to write functions to derive kurtosis, mode etc. Some of the historic emails in the group included the following solutions: - code the functions myself - which I'm trying to avoid. - create a dynamic set of variables using VarSet - this seems a bit brutish especially if you are playing with a number of profile attributes. When are the for loops executed in the block of code? Knowing some more about the AFL execution order might be helpful. Might go down that track for a whileand check out the other 1500 references to loop in the email group. Thanks again... Robert Z From: brian_z111 brian_z...@... To: amibroker@yahoogroups.com Sent: Friday, 5 June, 2009 2:57:43 PM Subject: [amibroker] Re: Newbie Array / Looping Question I am not sure about this one now ... I think we need some help from the code/maths experts. Median() doesn't appear to accept an array as input (the manual doesn't say one way or another?) ... it might be demanding a constant (that wouldn't surprize me since mean/mode/median are moments of a distribution so massive calcs might be required to find them for skewed dists without having the distriution at hand) ... AB doesn't do that distributions off the shelf ... not AFAIK. I think you can calc Skewness from N, StDev, arithmetic mean etc ... once you have S you can back calc the Median or the Mode from the Mean and the StDev. Another brute method might be an algorithmic trial and error test for the Mode (loops required)... I forget what it is called in programming but if the value to the right of the mean has a higher frequency than the mean value the mode is somewhere to the right .. by halving the range between the freq test you will zero in on the mode and then you can calc the median by using the mean and mode values. AFAIK array processing will always be more timely than looping though. --- In amibro...@yahoogrou ps.com, brian_z111 brian_z111@ ... wrote: Median(array, periods) I assume you are measuring, say ROC(C,1) or similar for % price change. I guess you just need to get a progressive count, of the number of ROC datapoints, to make the function work. Things to look out for (if the AB function is going to work for you): - every element in the array you are measuring needs a value (nulls or zeros might trip up the math e.g. STDev, mean) ... I guess if you are interested in daily bars you will first create a daily ROC(C,1) or ROC of some other point of interest from within the bar HL range - the number of periods, in your array count, is range dependent i.e. in AB it can vary with mode ... QuickAFL can be used to change the range (in AA) and QickAFL will autoset the range in charts (or might ... I am not the full bottle on QuickAFL but there is an article by Tomasz in the AB KnowledgeBase) - BarsSince type functions might count one less
Re: [amibroker] Peakbars
Hi - it uses the Zig function to determine the peaks, so change is the %
change needed for a new legs of the zig zag. See Zig function for more
details.
Steve
- Original Message -
From: lucianomt lucian...@gmail.com
To: amibroker@yahoogroups.com
Sent: Tuesday, June 02, 2009 4:16 PM
Subject: [amibroker] Peakbars
What exactly is the second parameter in Peakbars? The manual says Change,
but how exactly does that work?
SYNTAX peakbars(ARRAY, change, n = 1)
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
Re: [amibroker] Question re price field parameter
I believe that TJ initializes his ParamField variable to -1, which is the first plot on the chart, and that name is added at the bottom of the param list. Try editing the default name of the original price plot to TEST to see what I mean. Steve - Original Message - From: Tony Grimes To: amibroker@yahoogroups.com Sent: Saturday, May 30, 2009 2:34 PM Subject: Re: [amibroker] Question re price field parameter Verified - Works on my machine as described. On Sat, May 30, 2009 at 2:09 PM, James jamesmemp...@yahoo.com wrote: Can someone please verify if this is just happening to me? Just drop the Amibroker simple MA from the charts onto a price chart and see if there are two Close in the price field parameter drop down box. If this is normal, why are there two close fields to choose from? James From: James jamesmemp...@yahoo.com To: amibroker@yahoogroups.com Sent: Friday, May 29, 2009 3:06:10 PM Subject: [amibroker] Question re price field parameter I have found that if I drop a moving average into a price chart, I am getting two Close in the price field parameter. Can anyone confirm they are seeing the same and if so explain why there are 2 Close price fields? This does not cause a problem until I start using formulas that use setTimeFrame. James
Re: [amibroker] How to increment dates in a for loop?
I would think you could associate your dates to BarIndex() and increment that
by 100, something like...
BegISbar = Valuewhen( DateNum() == BegISdate, BarIndex() );
EndISbar = Valuewhen( DateNum() == EndISdate, BarIndex() );
...
for (FromISbarNum = BegISbar; FromISbarNum = EndISbar; FromISbarNum =
FromISbarNum + StepIS)
- Original Message -
From: ozzyapeman
To: amibroker@yahoogroups.com
Sent: Tuesday, May 12, 2009 8:18 PM
Subject: [amibroker] How to increment dates in a for loop?
Hello, hoping someone can point out a good method for incrementing dates. I
am currently trying to build a basic Walk-Forward engine that does an
Optimization on In-Sample (IS) data using one formula, followed by an
Optimization on Out-Of-Sample (OOS) data using a second formula.
This is different than AB's built-in WF engine, which performs an
Optimization, followed by a Backtest using only one formula.
Anyway, I am currently stuck right at the beginning, trying to figure out a
sensible way to increment dates. This is what I have so far:
// datenum format: 1 * (year - 1900) + 100 * month + day,
// so 2001-12-31 becomes 1011231 and 1995-12-31 becomes 951231
BegISdate = 1031201;
EndISdate = 1090201;
StepIS = 100;
BegOOSdate = 1050101;
EndOOSdate = 1090301;
StepOOS= 100;
Formula1 = F:\\formula1.afl;
Formula2 = F:\\formula2.afl;
Database = F:\\AB Databases\\MyDB;
Settings = F:\\My Settings.ABS;
for (FromISdateNum = BegISDate; FromISdateNum = EndISdate; FromISdateNum =
FromISdateNum + StepIS)
{
AB = CreateObject(Broker.Application);
// Etc. .
Now the above won't exactly work because simply adding 100 to a datenum will
not allow the datenum to correctly roll over from December to January. For
example, incrementing 1031201 by 100 yields 1031301 instead of 1040101.
I know I can first convert the datenum to a string, then build a parser that
splits the datenum apart and analyzes the last four digits, converting 1301 to
0101, then reconstitute the string and reconvert to a datenum again. But that
all feels rather convoluted.
Is there an easier way to increment dates in AFL? I've searched the help
manual and can't seem to find anything. What if I first converted to DateTime
format? Is there an easy way to step through that format month by month?
Any pointers much appreciated.
And when I complete the WF Opt-Opt engine, I will be happy to post it here,
in case anyone else has a need for it.
Thanks!
Re: [amibroker] What Can't Amibroker Do?
A couple of things I have been wanting for years that have not made it into
AB yet -
1. Ability to use the Equity() line as feedback when trading NDO. The value
of the current bar's equity changes when new data is downloaded and it
becomes the next-to-last bar, causing signals to disappear or appear a day
late. Would require a tweak to the Equity() function I guess...
2. Ability to do individual opts on a watchlist and then be able to *sort by
ticker* I have added a seperate column ( via CBT ) for only the ticker
symbol but it won't sort when I click on the header..
I will just mention them once a year or so until TJ runs out of other things
to do... 8 - )
Steve
- Original Message -
From: caternore catern...@yahoo.com
To: amibroker@yahoogroups.com
Sent: Thursday, April 30, 2009 6:36 PM
Subject: [amibroker] What Can't Amibroker Do?
Hello All,
I have been trading my own account for about the last eight or so years.
I have gone through the typical cycle of people getting into trading
(buying advice, buying black box system, looking for the holy grail, etc)
and losing money the whole time. Recently ( last 4 years or so) I have
become moderately successful with a intermediate to long term trend
following system that I use on stocks. However I could never break that
barrier to ultimate success (consistency). I have come to relies (right
or wrongly) that a system is more than a pair of entry and exit rules it
must account for money management and position sizing as well(if you guys
would like to add anything that cool). I also relies the limited
capabilities in my (then) current software program Metastock. With
Metastock I had no way to thoroughly back test all of my ideas over a
portfolio of stock to see what would happened. I had no way to program
inside Metastock the various rules that I used to trade stocks. I
believe that of all the things that lead to my inconsistent performance,
the lack of the proper software was probably number 2 contributor to my
current situation (number 1 is me lol).
As a result I have been researching charting and back testing software,
that I could use to auto trade from for about the last 6 months or so. My
requirements for the new software are in order of importance.
1) True Portfolio-Level Back testing. But also with the capabilities to
back test a full system ( entry, exit, money management, position sizing,
etc).
2) A good charting interface.
3) The ability to Auto trade through my broker.
In addition to the above I was also looking for
1) I needed a program with its own language but robust enough not to limit
me. As I am not a programmer, I did not want to learn a computer
language (c+ etc) for the next 3 or 4 years before I could program my
system. But at the same I am willing to learn.
2) Software that can be extended and molded to what I need it to do.
3) A good community of people to bounce Ideas off of and to interact with.
After reading what I could online I decided to buy a few book by a MR.
Bandy and ask a few question on this board. To my surprise it seems as if
Amibroker not only meets these criteria but exceeds them. Which leads me
to my question. What Cant Amibroker do? Put another way what are the
limitation inherent in Amibroker?
Thank You
ACE
IMPORTANT PLEASE READ
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This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
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Re: [amibroker] individual optimization
Hmm... I really don't know, it runs fine on my computer as you can see in the pic I sent... Perhaps you made an error when editing the JS file? Maybe you need to get the latest version of Windows Script Host? Just guessing... - Original Message - From: jim fenster To: amibroker@yahoogroups.com Sent: Wednesday, April 22, 2009 3:56 PM Subject: Re: [amibroker] individual optimization Thanks alot. I renamed thefile so it ends in js. Now I did what you said but when I try and run it I get Windows Scripts host error. Saying Line 5, Char 27 expected';' Microsoft Jscript compilation error. Is there something Im doing wrong? --- On Wed, 4/22/09, Steve Dugas sjdu...@comcast.net wrote: From: Steve Dugas sjdu...@comcast.net Subject: Re: [amibroker] individual optimization To: amibroker@yahoogroups.com Received: Wednesday, April 22, 2009, 3:24 PM Hi Jim - First load the AFL file into AA - it is just a little sample system but you can replace it with your own once you get it running. Then edit the JS file ( you can use Notepad ) so it uses your desired watchlist, lookback pd, etc - all the options are commented, hopefully well enough to understand it. Then run the JS file - to do that, I added it to AmiBroker's Tools menu ( right-click menu bar, select customize, add it to tools ( see attached pic ). - Original Message - From: jim fenster To: amibro...@yahoogrou ps.com Sent: Wednesday, April 22, 2009 2:07 PM Subject: Re: [amibroker] individual optimization Im a bit of a noob, but how do I use this? Which one do I load into AA?I never used jscript before. I tried changing the second one to .js and running it and I get syntax errors. Im guessing cuz its not AFL. --- On Tue, 4/21/09, Steve Dugas sjdu...@comcast. net wrote: From: Steve Dugas sjdu...@comcast. net Subject: Re: [amibroker] individual optimization To: amibro...@yahoogrou ps.com Received: Tuesday, April 21, 2009, 8:08 PM Hi - You can try these, there are some directions at the top of the codes. You need to rename the .jsabc file back to .js ( jscript ). Only problem is you can't sort by ticker, you can see where I tried to add a sortable column via CBT for just the ticker but couldn't get it to work at the time... ( please let me know if you manage to get that part working.. 8 - ) Steve - Original Message - From: jim fenster To: amibro...@yahoogrou ps.com Sent: Tuesday, April 21, 2009 6:39 PM Subject: [amibroker] individual optimization I am trying to run an individual optimization on all the stocks in my watchlist number 1. I have searched through the archives and tried copying whatever is in there to my AA script page and nothing seems to work. Is there any standard script that I can copy and paste thats available anywhere? It would just take way too long to do them one by one. Thanks, Jim -- Be smarter than spam. See how smart SpamGuard is at giving junk email the boot with the All-new Yahoo! Mail Yahoo! Canada Toolbar : Search from anywhere on the web and bookmark your favourite sites. Download it now! -- Ask a question on any topic and get answers from real people. Go to Yahoo! Answers.
Re: [amibroker] individual optimization
Hi - You can try these, there are some directions at the top of the codes. You need to rename the .jsabc file back to .js ( jscript ). Only problem is you can't sort by ticker, you can see where I tried to add a sortable column via CBT for just the ticker but couldn't get it to work at the time... ( please let me know if you manage to get that part working.. 8 - ) Steve - Original Message - From: jim fenster To: amibroker@yahoogroups.com Sent: Tuesday, April 21, 2009 6:39 PM Subject: [amibroker] individual optimization I am trying to run an individual optimization on all the stocks in my watchlist number 1. I have searched through the archives and tried copying whatever is in there to my AA script page and nothing seems to work. Is there any standard script that I can copy and paste thats available anywhere? It would just take way too long to do them one by one. Thanks, Jim -- Be smarter than spam. See how smart SpamGuard is at giving junk email the boot with the All-new Yahoo! Mail Individual Optimize.afl Description: Binary data Individual Optimize.jsabc Description: Binary data
Re: [amibroker] OT: Driver Scanner
Hi Ara - If you mean one of those apps that automatically tells you whenever a newer version of your software/drivers is available, I tried a couple of those over the years. Both times I eventually screwed up my computer by installing a newer driver that they found and recommended. My attitude now is if it ain't broke, don't fix it, especially where drivers are concerned. Of course as Keith mentioned, if it already is broke I suppose it might be worth a try. Good luck! Steve - Original Message - From: Keith McCombs To: amibroker@yahoogroups.com Sent: Thursday, April 09, 2009 5:06 AM Subject: Re: [amibroker] OT: Driver Scanner I use DriverAgent. I was able to get my laptop working properly when all else failed. Was it worth it to me -- Yep! I forgot how much it cost -- must run a free scan first to find the price. I hate that. Usually walk right on by companies that do that. I usually don't trust them. Ara Kaloustian wrote: Does anyone use a driver scanner to update drivers? Is it worth having one? ($29.95) I am looking at Uniblue DriverScanner anyone familiar with it? I ran a scan with the unregistered version and 21 of my 96 drivers are not the latest version ... Thanks Ara
Re: [amibroker] Re: Discretionary Equity
Done.
- Original Message -
From: ang_60 ima_c...@yahoo.it
To: amibroker@yahoogroups.com
Sent: Monday, March 30, 2009 5:39 AM
Subject: [amibroker] Re: Discretionary Equity
--- In amibroker@yahoogroups.com, Steve Dugas sjdu...@... wrote:
Hi - I was playing with TJ's discretionary equity code from a few years
ago and made some changes, just thought I would post in case anyone might
find it useful. Your discretionary trades will be lost when you shut down
AB but I am having fun with it so may figure out how to write the trades
to disk
Hi Steve,
could you store your AFL code in the FILES section, as just people
receiving mail by mail messages can see the attachements?
Thanks,
Angelo.
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
Re: [amibroker] Re: Discretionary Equity
Thank you Blair!
Steve
- Original Message -
From: Blair snoopy.p...@gmail.com
To: amibroker@yahoogroups.com
Sent: Monday, March 30, 2009 4:26 PM
Subject: [amibroker] Re: Discretionary Equity
-Steve et All:
For your variables, you might want to check out the UKB article 2.13
Persistent variables.
Here is the direct link:
http://www.amibroker.org/userkb/2007/04/24/persistent-variables/
ALSO, try to check out Dennis Brown's Flexible Parameters. Can't find the
link right now, but he has built an interface that might meet your needs.
Good Luck and Good Trading
Blair
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
Re: [amibroker] BarsSince Question
First it finds the HHV(C,126). Presumably that will be a positive number
( i.e., TRUE ) on every bar, including the current bar, so BarsSince reports
0 bars since it was last true. Plotting the arrays can show you step-by-step
how it arrives there...
Steve D
- Original Message -
From: steve_almond m...@steveal.gotadsl.co.uk
To: amibroker@yahoogroups.com
Sent: Saturday, March 28, 2009 10:10 AM
Subject: [amibroker] BarsSince Question
I was trying to calculate the number of bars since the highest close of the
last 126 trading days.
This seems to work:
A1=(HHVBars(C,126));
But this doesn't (it always returns 0):
A1=BarsSince(HHV(C,126));
Why does that not work?
Steve
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
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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:
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Re: [amibroker] Re: Performance of anti virus programs
Hi TJ - I'm sure you are correct, I just mentioned it because I thought
perhaps your earlier findings on Norton...
He has shown that Norton anti virus program takes more time
(and hence machine gets slower) compared to other programs.
may not be applicable now due to their recent improvements. Thanks!
Steve
- Original Message -
From: Tomasz Janeczko gro...@amibroker.com
To: amibroker@yahoogroups.com
Sent: Thursday, March 26, 2009 12:11 PM
Subject: Re: [amibroker] Re: Performance of anti virus programs
No matter what antivirus is used, it is always recommended
to turn OFF virus checking on DATA files, especially inside
AmiBroker database folders, because no matter how antivirus is written,
checking data files by antivirus can slow the performance of scans
by factor of 10. Checking data files anyway has no sense because
the data are never executed.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: Steve Dugas sjdu...@comcast.net
To: amibroker@yahoogroups.com
Sent: Thursday, March 26, 2009 4:53 PM
Subject: Re: [amibroker] Re: Performance of anti virus programs
Hi - FWIW, the latest Norton product has been seriously reworked and the
improvments have gotten some pretty good reviews, better than the 2009
versions of most other security suites. Much less of a drag on the
system
now, and they want to prove it to you so they have added this monitor so
you
can look at the CPU load and how much of it is attributable to NIS. Just
thought I would pass it along FYI...
Steve
- Original Message -
From: Mike sfclimb...@yahoo.com
To: amibroker@yahoogroups.com
Sent: Thursday, March 26, 2009 1:43 AM
Subject: [amibroker] Re: Performance of anti virus programs
But only about 30 written by TJ :)
Most likely candidate is this:
http://finance.groups.yahoo.com/group/amibroker/message/123867
P.S. I'm always logged in, and I still get many many many failed
searches.
Mike
--- In amibroker@yahoogroups.com, Paul Ho paul.t...@... wrote:
The server is always busy for those who dont bother to log in.
login first and do the search and you will get the result. Just checked
myself. There are 214 hits with Norton anti virus.
--- In amibroker@yahoogroups.com, umrperumal umrperumal@ wrote:
Hi,
In one of his messages, TJ has given a detailed analysis of
performance
of various anti virus programs with respect to time taken for each
process. He has shown that Norton anti virus program takes more
time
(and hence machine gets slower) compared to other programs.
I am not able to get hold of that msg since yahoo group search engine
always reports server busy error and i am not able to see the
message.
Can TJ or anybody has any pointer to the msg. Thanks in advance
Perumal
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
Re: [amibroker] SETFOREIGN does not give me the correct answer ...
Hi - I don't believe SetForeign resizes the arrays, I think it just
overwrites the contents. I ran into that in the past, I think what I did
was to set the current ticker to an index or something with a very long
history and then search for the first non-null value. Might want to do a
quick plot of the foreign values though just to be sure...
Steve
- Original Message -
From: amsiev ton.sieverd...@scarlet.be
To: amibroker@yahoogroups.com
Sent: Tuesday, March 24, 2009 12:08 PM
Subject: [amibroker] SETFOREIGN does not give me the correct answer ...
Let's take 3 ETF's : AAXJ,BWV and EWN. I want to get the start date, first
close etc. of each time series by using SetForeign. What's wrong with the
following code ? It looks as if AB is using the selected symbol and not
the symbol from the SETFOREIGN ... Must be something very simple but ...
SetBarsRequired(sbrAll,sbrAll);
SetForeign(AAXJ);
printf(Symbol +Name()+\n);
printf(First Close +WriteVal(Close[0])+\n);
printf(Last Close +WriteVal(Close[BarCount-1])+\n);
printf(Total Bars +WriteVal(BarCount-1)+\n);
printf(Start Date +WriteVal( BeginValue( DateTime() ),
formatDateTime )+\n);
SetForeign(BWV);
printf(Symbol +Name()+\n);
printf(First Close +WriteVal(Close[0])+\n);
printf(Last Close +WriteVal(Close[BarCount-1])+\n);
printf(Total Bars +WriteVal(BarCount-1)+\n);
printf(Start Date +WriteVal( BeginValue( DateTime() ),
formatDateTime )+\n);
SetForeign(EWN);
printf(Symbol +Name()+\n);
printf(First Close +WriteVal(Close[0])+\n);
printf(Last Close +WriteVal(Close[BarCount-1])+\n);
printf(Total Bars +WriteVal(BarCount-1)+\n);
printf(Start Date +WriteVal( BeginValue( DateTime() ),
formatDateTime )+\n);
Regards, Ton.
IMPORTANT PLEASE READ
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This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
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Re: [amibroker] Discretionary Equity
Hi Jon, thank you. If you mean to use it on RT data Monday, I don't think it will work unless you are using daily bars and just updating the last bar. I said the sigs will stick on the same dates for all tickers, but what I meant is that it actually sticks to the bar that is X bars from the end of the array. The original code used BarIndex() to keep track of the signals ( i.e., X bars from the *beginning* ), that didn't work for scrolling through a watchlist because the histories of the tickers start on different dates, so I just switched to counting from the end instead so the sigs will stay at X bars ago from the current bar for all tickers. It works for me because I only have EOD data and I know I will lose the sigs each night anyway, but if I end up making the sigs persistent I will try to attach them to the actual dates... BTW, I have never made anything persistent before but I was looking into it this morning. It looks to me like I could use the file input/output functions or perhaps the Osaka plugin. Also I could try to save the signal arrays themselves or just a list of signals with corresponding dates. I was wondering if anyone with some experience here might be able to suggest which way they think would be best in terms of speed, convenience, flexibility, etc? Also any code snippets would always be welcome! 8 - ) Thanks for any advice! Steve - Original Message - From: Jan Riek To: amibroker@yahoogroups.com Sent: Saturday, March 21, 2009 8:52 PM Subject: Re: [amibroker] Discretionary Equity Very Nice Steve, thank you for the improvements, very nice. I use Discretionary Equity every day, will give it a try Monday (the next trading day). Jon --- On Sat, 3/21/09, Steve Dugas sjdu...@comcast.net wrote: From: Steve Dugas sjdu...@comcast.net Subject: [amibroker] Discretionary Equity To: Yahoo - AmiBroker amibroker@yahoogroups.com Date: Saturday, March 21, 2009, 6:41 PM Hi - I was playing with TJ's discretionary equity code from a few years ago and made some changes, just thought I would post in case anyone might find it useful. Your discretionary trades will be lost when you shut down AB but I am having fun with it so may figure out how to write the trades to disk For now changes include - 1. BH equity begins at first trade entry for better comparison. 2. Can now reverse position on single bar with one click. 3. Charts will take foreign tickers now. 4. Static vars now named using chart ID instead of ticker so can have different charts for different tickers or trade series. Also, with ticker set to CURRENT, can scroll thru a watchlist to compare profits and sigs will now stick to the same dates for all tickers. 5. Some other little stuff I can't remember...8 - )
Re: [amibroker] Discretionary Equity
Hi - Sent this post out this morning, never came thru so figured I would try again. Also the code I posted was quite slow, I profiled it and here is a faster version. Steve --- Hi Jon, thank you. If you mean to use it on RT data Monday, I don't think it will work unless you are using daily bars and just updating the last bar. I said the sigs will stick on the same dates for all tickers, but what I meant is that it actually sticks to the bar that is X bars from the end of the array. The original code used BarIndex() to keep track of the signals ( i.e., X bars from the *beginning* ), that didn't work for scrolling through a watchlist because the histories of the tickers start on different dates, so I just switched to counting from the end instead so the sigs will stay at X bars ago from the current bar for all tickers. It works for me because I only have EOD data and I know I will lose the sigs each night anyway, but if I end up making the sigs persistent I will try to attach them to the actual dates... BTW, I have never made anything persistent before but I was looking into it this morning. It looks to me like I could use the file input/output functions or perhaps the Osaka plugin. Also I could try to save the signal arrays themselves or just a list of signals with corresponding dates. I was wondering if anyone with some experience here might be able to suggest which way they think would be best in terms of speed, convenience, flexibility, etc? Also any code snippets would always be welcome! 8 - ) Thanks for any advice! Steve - Original Message - From: Jan Riek To: amibroker@yahoogroups.com Sent: Saturday, March 21, 2009 8:52 PM Subject: Re: [amibroker] Discretionary Equity Very Nice Steve, thank you for the improvements, very nice. I use Discretionary Equity every day, will give it a try Monday (the next trading day). Jon --- On Sat, 3/21/09, Steve Dugas sjdu...@comcast.net wrote: From: Steve Dugas sjdu...@comcast.net Subject: [amibroker] Discretionary Equity To: Yahoo - AmiBroker amibroker@yahoogroups.com Date: Saturday, March 21, 2009, 6:41 PM Hi - I was playing with TJ's discretionary equity code from a few years ago and made some changes, just thought I would post in case anyone might find it useful. Your discretionary trades will be lost when you shut down AB but I am having fun with it so may figure out how to write the trades to disk For now changes include - 1. BH equity begins at first trade entry for better comparison. 2. Can now reverse position on single bar with one click. 3. Charts will take foreign tickers now. 4. Static vars now named using chart ID instead of ticker so can have different charts for different tickers or trade series. Also, with ticker set to CURRENT, can scroll thru a watchlist to compare profits and sigs will now stick to the same dates for all tickers. 5. Some other little stuff I can't remember...8 - ) Discretionary Equity - Mine.afl Description: Binary data
[amibroker] Discretionary Equity
Hi - I was playing with TJ's discretionary equity code from a few years ago and made some changes, just thought I would post in case anyone might find it useful. Your discretionary trades will be lost when you shut down AB but I am having fun with it so may figure out how to write the trades to disk For now changes include - 1. BH equity begins at first trade entry for better comparison. 2. Can now reverse position on single bar with one click. 3. Charts will take foreign tickers now. 4. Static vars now named using chart ID instead of ticker so can have different charts for different tickers or trade series. Also, with ticker set to CURRENT, can scroll thru a watchlist to compare profits and sigs will now stick to the same dates for all tickers. 5. Some other little stuff I can't remember...8 - ) Discretionary Equity - Mine.afl Description: Binary data attachment: screenshot1.png
Re: [amibroker] AmiBroker 5.23.0 BETA released
Hi TJ - Haven't had a chance to try the new column features yet but just wanted to say thank you, it looks like a great solution that you implemented !! BTW ( for anyone who might know ), is there going to be an AB conference this year? I thought it was usually in Feb but Feb is gone now and haven't seen any mention of it. Thanks! Steve - Original Message - From: Tomasz Janeczko To: amibroker@yahoogroups.com Sent: Wednesday, March 04, 2009 12:42 PM Subject: Re: [amibroker] AmiBroker 5.23.0 BETA released Hello, Yes it is intended. Optimization params are not built-in columns. They are USER-defined columns that vary from optimization to optimization (because number of params does change). Read Me says: Storing column state [ ... ] The widths, ordering and visibility of all built-in columns in automatic-analysis is stored between runs. BUT THEN... AFL: SetOption(ExtraColumnsLocation, col) - this new option allows the user to change the location of custom columns added during backtest/optimization extra columns mean: a) any custom metrics added using custom backtester b) any optimization parameters defined using Optimize() function If both custom metrics and optimization parameters are present then custom metrics appear first then optimization parameters This function is provided to allow the user to change the default at the end location of custom columns/optimization parameters. For example SetOption(ExtraColumnsLocation, 1 ); will cause that custom metrics and opt params will be subsequently added starting from column 1 (as opposed to last column default) Note that this setting changes visual order of columns, not really in-memory order or export order, so exported data files or copy/paste format do not change. Best regards, Tomasz Janeczko amibroker.com - Original Message - From: David Fitch To: amibroker@yahoogroups.com Sent: Wednesday, March 04, 2009 4:50 PM Subject: Re: [amibroker] AmiBroker 5.23.0 BETA released In AA Optimization Mode the parameters being optimized will not stay in position set in Column Setup. For example, moving the parms to say the first columns and then running the same optimization (full optimization) results in the parms columns being repositioned to default position at end of window. Is this as intended ? Thanks Dave - Original Message - From: Tomasz Janeczko To: amibroker@yahoogroups.com Sent: Wednesday, March 04, 2009 4:34 AM Subject: [amibroker] AmiBroker 5.23.0 BETA released Hello, AmiBroker 5.23.0 BETA released http://www.amibroker.com/devlog/2009/03/04/amibroker-5230-beta-released/ CHANGES AS compared to 5.22.0 - Font used by progress window, string input, tip of the day, search file is now MS Shell Dlg (the same as elsewhere in AB) that means that is CoolType friendly (TTF) - AFL: SetOption(ExtraColumnsLocation, col) - this new option allows the user to change the location of custom columns added during backtest/optimization - Implemented hiding columns in all list views (right click over list view HEADER to bring Setup Columns dialog) - Storing column state (widths/ordering/visibility) in automatic analysis implemented - Data Window implemented (available from View-Data Window menu) - Home key was working incorrectly when more than one pane was used in the chart. Fixed - Implemented simple performance monitor Tools-Performance Monitor - TimeSales window now shows some recent statistics regarding trading Among other things you can now hide selected columns in all list-views, by clicking with right mouse button over list-view header and choosing Column Setup. In the setup dialog you can uncheck any column to hide it. Best regards, Tomasz Janeczko amibroker.com Column setup.gif
Re: [amibroker] Retrieving DB name via AFL
GetDatabaseName()
- Original Message -
From: sidhartha70 sidharth...@yahoo.com
To: amibroker@yahoogroups.com
Sent: Monday, March 02, 2009 4:43 PM
Subject: [amibroker] Retrieving DB name via AFL
Hi All,
Is there a way of returning the current DB name via AFL...?
TIA
IMPORTANT PLEASE READ
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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
http://www.amibroker.com/feedback/
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Re: [amibroker] Creating a Year over Year comparison screen
Hi - That is an idea, let me look at it over the long weekend, maybe I can add it. Steve - Original Message - From: Snoopy To: amibroker@yahoogroups.com Sent: Thursday, February 12, 2009 9:44 PM Subject: Re: [amibroker] Creating a Year over Year comparison screen Steve, Thanks for the tool, and the update. In doing more work, I am now trying to see if it is possible to plot the data based on a Percentage style chart. i.e. get the Year High and the Year Low, then Plot the Close on each day as a percentage of the range for the year. Doing this for multiple years is (so far) beyond my AFL programming abilities. Any ideas or suggestions would be greatly appreciated. -- Snoopy Still trying to shoot down that Red Baron
Re: [amibroker] Re: Creating a Year over Year comparison screen
Hi - If the params look weird, that sounds like AB thinks it is all one code
and there are dup names in the params - perhaps it is not adding the
Section_Begin and Section_End lines? Before going further, can you dragging
and dropping all copies to the chart? That's what I do and so far so good
Thanks!
- Original Message -
From: MarkK
To: amibroker@yahoogroups.com
Sent: Wednesday, February 11, 2009 2:16 PM
Subject: RE: [amibroker] Re: Creating a Year over Year comparison screen
Steve
Yes of course
First running prof v 5.20
I open up a tap and put the seasonality.afl in and it shows one chart ( line)
and I set it for the time period I want
then I go to charts and click on the Seasonality.afl and click overlay, the
parameters window opens up but it is blank, I close it open it up again and
have two sets of parameters one for each year and set the last one
Then I go back again and click on seasonality.afl click on overlay and then
the parameters box opens again blank and on the header instead of having three
seasonality's there now there are four lines. I close the parameters box and
then open it again and only have two Seasonality there to set
Attached is the chart I end up on the third overlay along with the Parameters
box and the updated afl too
Thank you for your help
MarkK
From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf
Of Steve Dugas
Sent: Wednesday, February 11, 2009 2:08 PM
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] Re: Creating a Year over Year comparison screen
Hi Mark - I jusr checked mine, it is still working fine with 12 copies
dropped on the same chart. If you can be more specific about what is happening
I could try to work with you to fix it...
Steve
- Original Message -
From: MarkK
To: amibroker@yahoogroups.com
Sent: Wednesday, February 11, 2009 1:28 PM
Subject: RE: [amibroker] Re: Creating a Year over Year comparison screen
Steve,
Great code
Question
Is there a reason why I may not be able to apply more than two of the alf's
at a time?
I open one then overlay another and on the third one it will not work
anymore
Thank you
Markk
From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On
Behalf Of Steve Dugas
Sent: Sunday, January 25, 2009 7:11 PM
To: Yahoo - AmiBroker
Subject: [amibroker] Re: Creating a Year over Year comparison screen
Hi - I was looking at that old Seasonality chart today and decided to make
a
couple of improvements. New code is below. Changes ( shown in attached pic
)
are
1. new title format
2. can set to foreign ticker now
2. scroll current year backward, then match dates to see projected market
direction from other years
3. setting begin/end values shows color-coded performance for that period
in
the title
No more changes coming so it is safe to upgrade if you want. 8 - )
***
// Seasonality
SetBarsRequired( sbrAll, sbrAll );
SetChartOptions( 0, chartShowDates );
Ticker = ParamStr( Ticker, CURRENT );
ShiftBars = Param( Shift Bars, 0, -5200, 5200, 1 );
UpColor = ParamColor( Up Color, colorSkyblue );
DownColor = ParamColor( Down Color, colorBlue );
UnchColor = ParamColor( Unch Color, colorWhite );
Style = ParamStyle( Style, styleLine, maskAll );
NewLine = ParamToggle( New Title Line, No|Yes, 1 );
GraphZOrder = ParamToggle( GraphZOrder, 0|1, 1 );
GraphXSpace = Param( GraphXSpace, 0, 0, 100, 1);
if ( Ticker == CURRENT )
{
TickerPrice = Close;
TickerName = Name();
}
else
{
TickerPrice = Foreign( Ticker, close );
TickerName = Ticker;
}
if ( NewLine )
NewTitleLine = \n;
else
NewTitleLine = ;
ShiftedClose = Ref( TickerPrice, -ShiftBars );
YestShiftedClose = Ref( ShiftedClose, -1 );
Color = IIf( ShiftedClose YestShiftedClose, UpColor, IIf( ShiftedClose
YestShiftedClose, DownColor, UnchColor ) );
if ( ShiftBars 0 AND SelectedValue( BarIndex() ) = BarCount + ShiftBars )
ChartDate = FUTURE;
else
ChartDate = NumToStr( Ref( Year(), -ShiftBars ), 1.0 ) + -
+ NumToStr( Ref( Month(), -ShiftBars ), 1.0 ) + -
+ NumToStr( Ref( Day(), -ShiftBars ), 1.0 );
TickerPctChg = ( EndValue( ShiftedClose ) - BeginValue( ShiftedClose ) ) /
BeginValue( ShiftedClose ) * 100;
if ( BeginValue( BarIndex() ) == 0 )
{
TickerPctChgStr = N/A;
TickerPctChgColor = colorBlack;
}
else
{
TickerPctChgStr = NumToStr( TickerPctChg, 0.1 );
TickerPctChgColor = IIf( TickerPctChg 0, colorBrightGreen, IIf(
TickerPctChg 0, colorRed, colorWhite
Re: [amibroker] Re: Creating a Year over Year comparison screen
Hi Mark - I just looked at the code you posted, looks like it has some Section_Begins but no Section_Ends, that is probably your problem. The original code should not have either of these lines, here is a fresh copy. Try doing these steps, which works good for me... 1. Double-click on the AFL, that should pop up a new chart with one line on it. 2. Now drag and drop the same AFL as many times as you want onto the same chart. 3. Open params, click on refrsh, now go ahead and set all params how you want them. Steve - Original Message - From: MarkK To: amibroker@yahoogroups.com Sent: Wednesday, February 11, 2009 3:26 PM Subject: RE: [amibroker] Re: Creating a Year over Year comparison screen Steve, When I try to drag and drop it is doing the same thing Can you send me the afl at an attachment? maybe my copy and paste did something to it Thank you Mark From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf Of Steve Dugas Sent: Wednesday, February 11, 2009 2:36 PM To: amibroker@yahoogroups.com Subject: Re: [amibroker] Re: Creating a Year over Year comparison screen Hi - If the params look weird, that sounds like AB thinks it is all one code and there are dup names in the params - perhaps it is not adding the Section_Begin and Section_End lines? Before going further, can you dragging and dropping all copies to the chart? That's what I do and so far so good Thanks! - Original Message - From: MarkK To: amibroker@yahoogroups.com Sent: Wednesday, February 11, 2009 2:16 PM Subject: RE: [amibroker] Re: Creating a Year over Year comparison screen Steve Yes of course First running prof v 5.20 I open up a tap and put the seasonality.afl in and it shows one chart ( line) and I set it for the time period I want then I go to charts and click on the Seasonality.afl and click overlay, the parameters window opens up but it is blank, I close it open it up again and have two sets of parameters one for each year and set the last one Then I go back again and click on seasonality.afl click on overlay and then the parameters box opens again blank and on the header instead of having three seasonality's there now there are four lines. I close the parameters box and then open it again and only have two Seasonality there to set Attached is the chart I end up on the third overlay along with the Parameters box and the updated afl too Thank you for your help MarkK From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf Of Steve Dugas Sent: Wednesday, February 11, 2009 2:08 PM To: amibroker@yahoogroups.com Subject: Re: [amibroker] Re: Creating a Year over Year comparison screen Hi Mark - I jusr checked mine, it is still working fine with 12 copies dropped on the same chart. If you can be more specific about what is happening I could try to work with you to fix it... Steve - Original Message - From: MarkK To: amibroker@yahoogroups.com Sent: Wednesday, February 11, 2009 1:28 PM Subject: RE: [amibroker] Re: Creating a Year over Year comparison screen Steve, Great code Question Is there a reason why I may not be able to apply more than two of the alf's at a time? I open one then overlay another and on the third one it will not work anymore Thank you Markk From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf Of Steve Dugas Sent: Sunday, January 25, 2009 7:11 PM To: Yahoo - AmiBroker Subject: [amibroker] Re: Creating a Year over Year comparison screen Hi - I was looking at that old Seasonality chart today and decided to make a couple of improvements. New code is below. Changes ( shown in attached pic ) are 1. new title format 2. can set to foreign ticker now 2. scroll current year backward, then match dates to see projected market direction from other years 3. setting begin/end values shows color-coded performance for that period in the title No more changes coming so it is safe to upgrade if you want. 8 - ) *** // Seasonality SetBarsRequired( sbrAll, sbrAll ); SetChartOptions( 0, chartShowDates ); Ticker = ParamStr( Ticker, CURRENT ); ShiftBars = Param( Shift Bars, 0, -5200, 5200, 1 ); UpColor = ParamColor( Up Color, colorSkyblue ); DownColor = ParamColor( Down Color, colorBlue ); UnchColor = ParamColor( Unch Color, colorWhite ); Style = ParamStyle( Style, styleLine, maskAll ); NewLine
Re: [amibroker] Re: Creating a Year over Year comparison screen
Well, here is one last thought - you could try renaming the AFL by removing the leading underscore. I only mention it because the _Section_Begin and End's start with an underscore, so possibly it could be triggering some sort of unwanted behavior...just a thought... Once you have dropped a few copies onto the chart, try opening the chart code to see if AB added the Section_Begin and Section_End's in the right places - if not you could try adding them yourself to see what happens... - Original Message - From: MarkK To: amibroker@yahoogroups.com Sent: Wednesday, February 11, 2009 3:55 PM Subject: RE: [amibroker] Re: Creating a Year over Year comparison screen Steve, There must be something wrong with my computer I am getting the same issue when I drag the afl the third time MarkK From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf Of Steve Dugas Sent: Wednesday, February 11, 2009 3:47 PM To: amibroker@yahoogroups.com Subject: Re: [amibroker] Re: Creating a Year over Year comparison screen Hi Mark - I just looked at the code you posted, looks like it has some Section_Begins but no Section_Ends, that is probably your problem. The original code should not have either of these lines, here is a fresh copy. Try doing these steps, which works good for me... 1. Double-click on the AFL, that should pop up a new chart with one line on it. 2. Now drag and drop the same AFL as many times as you want onto the same chart. 3. Open params, click on refrsh, now go ahead and set all params how you want them. Steve - Original Message - From: MarkK To: amibroker@yahoogroups.com Sent: Wednesday, February 11, 2009 3:26 PM Subject: RE: [amibroker] Re: Creating a Year over Year comparison screen Steve, When I try to drag and drop it is doing the same thing Can you send me the afl at an attachment? maybe my copy and paste did something to it Thank you Mark From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf Of Steve Dugas Sent: Wednesday, February 11, 2009 2:36 PM To: amibroker@yahoogroups.com Subject: Re: [amibroker] Re: Creating a Year over Year comparison screen Hi - If the params look weird, that sounds like AB thinks it is all one code and there are dup names in the params - perhaps it is not adding the Section_Begin and Section_End lines? Before going further, can you dragging and dropping all copies to the chart? That's what I do and so far so good Thanks! - Original Message - From: MarkK To: amibroker@yahoogroups.com Sent: Wednesday, February 11, 2009 2:16 PM Subject: RE: [amibroker] Re: Creating a Year over Year comparison screen Steve Yes of course First running prof v 5.20 I open up a tap and put the seasonality.afl in and it shows one chart ( line) and I set it for the time period I want then I go to charts and click on the Seasonality.afl and click overlay, the parameters window opens up but it is blank, I close it open it up again and have two sets of parameters one for each year and set the last one Then I go back again and click on seasonality.afl click on overlay and then the parameters box opens again blank and on the header instead of having three seasonality's there now there are four lines. I close the parameters box and then open it again and only have two Seasonality there to set Attached is the chart I end up on the third overlay along with the Parameters box and the updated afl too Thank you for your help MarkK From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf Of Steve Dugas Sent: Wednesday, February 11, 2009 2:08 PM To: amibroker@yahoogroups.com Subject: Re: [amibroker] Re: Creating a Year over Year comparison screen Hi Mark - I jusr checked mine, it is still working fine with 12 copies dropped on the same chart. If you can be more specific about what is happening I could try to work with you to fix it... Steve - Original Message - From: MarkK To: amibroker@yahoogroups.com Sent: Wednesday, February 11, 2009 1:28 PM Subject: RE: [amibroker] Re: Creating a Year over Year comparison screen Steve, Great code Question Is there a reason why I may not be able to apply more than two of the alf's at a time? I open one then overlay another and on the third one it will not work anymore Thank you Markk
Re: [amibroker] Re: Broker and bank reliability: leave trading?
Hi - I was really worried about this stuff a few months ago when the whole world started collapsing and did a bit of research. I ended up distributing my funds better, I have it divided between 4 brokers now, a real PITA for trading but at least only 25% of the funds are at risk with any one broker. Also ( for US traders ), I looked for brokers with cash sweeps because in response to an email from me, SIPC told me that they consider money in a MMF to be invested, and as such covered up to $500K, whereas straight cash is only covered up to $100K. I am thinking that hopefully the MMF crisis is over now, it seems people have stopped the run on them and we have some gov't guarantees now... Also all brokers will point out that they have purchased supplemental insurance that will cover you up to $10M or whatever, but in the fine print this is subject to an aggregate limit and it looks to me like that limit is much less than their total deposits. Also I learned that the $100K coverage for cash is only for cash which the evidence shows is intended for *investing*, i.e. if you have been sitting in cash for a while, or if you have funded a new account but haven't done any trading yet, they might say that the evidence indicates that your main purpose is just to earn interest, in which case your cash may not be covered at all. I am definately no authority here but this is what I was told by my brokers and by SIPC themselves, if anyone has a different understanding I would love to hear it. Thanks! Steve - Original Message - From: Carl Vanhaesendonck To: amibroker@yahoogroups.com Sent: Monday, February 09, 2009 9:56 AM Subject: [amibroker] Re: Broker and bank reliability: leave trading? Guys, I appreciate your time and suggestions responding to my post - it is a bit clearer to me now that the real risk is (was?) in banks, not in brokers. When I mentioned 1 M° USD insurance I was speaking of IB, not the bankers. In France indeed it is up to 70,000 EUR, and in Belgium 100,000. Re my parent who lost his deposit: it was in Belgium, and at Citibank. He is suing them because for unknown there the 100,000 USD didn't apply. he is suying them with hundreds of other investors, it is a grouped action. Nevertheless to come back to the risk being in banks, notbrokers: what if the bank used by the broker goes bankrupt? Will it really be indemnised when you see the billions of dollars of their client deposit?? Risky time, and you were right stating gold lingot in the safebox of the bank is NOT insured :-( Thanks again, Carl
Re: [amibroker] Re: Date Sorting seems odd in Explore
Hi - I didn't try to reproduce your results, but perhaps if you added 3
seperate columns - Year(), Month() and Day(), then you could use the Shift
key to do a multi-coilumn sort?
Steve
- Original Message -
From: gmorlosky gmorlo...@yahoo.com
To: amibroker@yahoogroups.com
Sent: Friday, February 06, 2009 10:17 AM
Subject: [amibroker] Re: Date Sorting seems odd in Explore
I did confirm that when sorting on date (of any coloumn that
generates a date) of an Explore, that it is worng.
Descending sort looks like this:
30-Jan-2009
25-Jan-2009
12-Jan-2009
04-Feb-2009
03-Feb-2009
To me it should start with the lastest Julian date and go backward.
Any ideas ???
--- In amibroker@yahoogroups.com, gmorlosky gmorlo...@... wrote:
I have an explore of 6000 stocks. I descending sort on the default
Date
column and oddly Jan 2009 dates come before Feb 2009 dates when in
descending order, although 04 Feb comes before 03 Feb, which is
what I
expect. How does the sort determine date values ?
IMPORTANT
This group is for the discussion between users only.
This is *NOT* technical support channel.
*
TO GET TECHNICAL 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] Is it possible to format the added metrics in custom backtester
Hi - from the users guide...
bool AddCustomMetric( string Title, variant Value, [optional] variant
LongOnlyValue, [optional] variant ShortOnlyValue , [optional] variant
DecPlaces = 2 )
...code would look something like this, last zero means no decimal places...
bo.AddCustomMetric( MF, boModeFlipCount, 0, 0, 0 );
- Original Message -
From: huanyanlu huanyan2...@gmail.com
To: amibroker@yahoogroups.com
Sent: Wednesday, February 04, 2009 4:51 AM
Subject: [amibroker] Is it possible to format the added metrics in custom
backtester
Hi,
It is good to be able to add some custom metrics to the backtester
report, but then I have one question: Is it possible to set the format
of the added custom metrics ?
For example, I wrote to add a trade-by-trade metrics of XYZ as follows:
//=
..
XYZ=.// definition of XYZ
trade.AddCustomMetric(New metrics XYZ , XYZ);
..
//==
Later in custome backtest report, I found xyz with format such as 124.00,
212.00, 505.00, 621.00,etc. But I hope it will show as : 124, 212, 505,
621,etc.
I tried
trade.AddCustomMetric(New metrics XYZ , int(XYZ));
but the result is the same as the above format with two decimals
thanks for any help / Huanyan
IMPORTANT
This group is for the discussion between users only.
This is *NOT* technical support channel.
*
TO GET TECHNICAL 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
