Hi there,
can't comment on the indicator itself, but as for the colour coding, I
did this:
VS_raw = 2.5 * EMA(ATR(1), PERIOD); // get the multiple of 9 period
EMA of ATR_Ensign.
VS_below_price = HHV(Close, PERIOD) - VS_raw; // for longs, VS line is
below price.
VS_above_price = LLV(Close,
Following the discussion I am somewhat surprised by the suggestion
that:
get the multiple of 9 period EMA of ATR_Ensign
VS_raw = 2.5 * EMA(ATR(1), 9); equals the expression
ATR_Ensign = (high_or_previous_bar_close -
low_or_previous_bar_close);
Substituting the one for the other in the AFL at
I attempted my first full test of the Account Manager and I have several
questions (perhaps only TJ can answer, but I would appreciate comments from
others):
1. Is the Equity developed by the Account Manager available anywhere to
plot?
2. Are there plans to include the ability to edit
Hello,
1. Not now, but this is planned.
2. No, there is just an UNDO feature to account for mistakes .
Backward editing like in normal account is not supported. Account Manager is
supposed
to track real trades and once trade is made you can not edit it. You can exit
and re-enter.
Best
Hi all!
Suppose I create a new database to be used with IB plugin, setting base time
interval 60 minutes; when I backfill I have noticed data come in 1 minute
interval and are stored as such.
How can I have a 60 minutes database with backfilled data stored in 60 minutes
interval?
TIA.
Hello,
Problem with Yahoo inconsistent date format has been addressed in 1.93
http://www.amibroker.com/devlog/2007/01/29/amiquote-193-released/
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: Mark Jarvis
To: amibroker@yahoogroups.com
Sent: Sunday,
Eric,
point is that if you are in the Daily timeframe you want the MA14_Weekly array
to be expanded to the daily timeframe.
This is why I added in the second Email:
Buy=Cross(Close,TimeFrameExpand( MA14_Daily, inDaily )) AND Close
TimeFrameExpand( MA14_Weekly, inWeekly );
Here you see I
you can accumulate 500,000 bars of data ... look at database settings
- Original Message -
From: loveyourenemynow [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, January 26, 2007 4:18 AM
Subject: [amibroker] Re: Accumulating IB backfill data ?
Hi John,
I don't think
A word of warning for Yahoo ASX data users.
It seems that a bug crept into their data from late September 2006.
There are numerous instances of the Open being lower than the Low
I drew their attention to it in early January and their response was that
they source their International historical
ATR()
it is in the help file.
- Original Message -
From: mbs010101
To: amibroker@yahoogroups.com
Sent: Monday, January 29, 2007 1:13 AM
Subject: [amibroker] Determining average price range over N days
Hi,
Is there a function available that will give me the average
Hello Tomasz or anyone ,
Please check out the link below:
http://mgrt.marketgauge.com/tour/Drillpg2.asp
Has anyone automated this ?
I Have been trying to accomplish this with amibroker for several years but have
failedis it possible ?
Please not a short answer of YES..I know
Hello,
http://www.amibroker.com/devlog/2007/01/29/amiquote-193-released/
Best regards,
Tomasz Janeczko
amibroker.com
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE
I know a lot of people using Amibroker also use Interactive Brokers
(at least partially because of the automation that can exist between
them). I'm thinking of changing to IB, not for the automation (at
least initially) but because of the reduced fees commissions,
enhanced order types, etc.
Are
Hi,
I am putting together a backtesting framework and have become a
little stuck. If anyone could help it would be great.
1. How do I code for open gaps (ie. place buy order. The entry bar
gaps up through this buy order price, so the actual entry price is
not the one originally specified,
ATR comes close, but uses Wilder's smoothing instead of MA smoothing and
considers price gaps.
http://stockcharts.com/education/IndicatorAnalysis/indic_ATR.html
Wilder's Smoothing indicator is similar to the Exponential Moving Average.
--
Terry
-Original Message-
From:
IB has been very reliable and their systems are well thought out ... so
everythinb is on their web site in a very usable manner.
There is essentially no support ... they are not staffed for handholding,
but they will answer your questions promptly.
- Original Message -
From:
It really depends on what you're looking for.
They are a platform for experienced traders and offer little hand-holding.
However, the platform is rock solid, fast, and the breadth of services at very
low commissions makes them hard to beat.
TWS is different than any web-based platform and does
Thanks.
RE: Point 3, is it possible to set all of these options in AFL, or do I
have to manually tick the boxes, etc in the AA?
I was wondering why I get a few stock symbol error from amiquote?
I have try FRPT, FRPT.OB, OCTL and OCTL.PK? It seem that it doesn't
work with Yahoo Historical, but I had discover it work
with YahooCurrent. I needed Yahoo Historical data. I'm wonder if
there is a fix for this type of problem.
Hi, i'm new to AB. Can somebody help me how to open a chart I'm
getting aboved error all the times. I'm feeding the data using the
dde from MT4.
i've read the previous post but cnnot understand...
thanks
Hi,
I have been trying to install KP for NinjaTrader and the stuff simply
does not work. I mean, I have been using computers for over 20 years,
have been using various trading softwares for some 10 years and the
fact that I cannot get it installed is a serious thing. I don't know
what to
Hey all,
I'm trying to implement the volatility stop study from Ensignsoftware:
http://charts.dacharts.com/2007-01-22/opm8-33.png
The idea is that if price close above the VS_upper line then only the
VS_lower line should be drawn. Similarly, if price closes below the
VS_lower line then only
Hi,
I am new here, I am in a stage where I want to make a decision in
buying good TA software.
Unfortunately AB doesn't seem to do what I wanted it to do.
My investing style is based on fundamental data, when I tested the
trial software I was trying to download some yahoo fundamental data
but
I think you must use a 1 minute database and display as 1 hour. IB always
gives 1 minute data as far as I can tell.
--
Terry
-Original Message-
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of Moneycat
Sent: Monday, January 29, 2007 02:18
To:
Hi John,
if your style is fundamental,i would reccomend looking at
Portfolio123 with Ami..IMHO,its the best historical fundamental
backtester on the market---
In amibroker@yahoogroups.com, jhnkrowski [EMAIL PROTECTED] wrote:
Hi,
I am new here, I am in a stage where I want to make a
Hi,
How do you go creating your own array? In other languages you can
create an array an populate it. I can't find how to do it in AFL.
Thank,
Jerry
Hi,
thanks for the help. I've figured out my date format was wrong, and
got hang of ascii importer.
But new prob: the 8000 yahoo symbols (30 yrs) i downloaded have
different date formats for some reason. its strange. All the indexes
and some symbols have YMD format like 2000-12-01 format, while
Hi Anthony,
I just emailed support on the very same topic.
As an ex AIQ user,this is the only feature that I miss and have been
asking for assistance on and just cant get it.It would be great if
there was an automation that could set up ones Indicies in a
Sector/Industry/Stock format.It would
The trial software has some of the features diminished until it's
registered. That feature may be one of them.
In a registered version, open Amiquote. In the Source: address bar
there's a list, click on Yahoo! Fundamental--Basic and use it as if
it were an EOD quote download. That will
Hello,
Trial version (4.80) does NOT handle fundamentals !
You would need to have at least version 4.81 which is available
ONLY to registered users.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: jhnkrowski [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent:
Hello,
For this you should just switch VIEW menu:
http://www.amibroker.com/guide/m_view.html
You can create custom toolbar button or shortcuts to switch between
RTH/24 hour display.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: mbs010101 [EMAIL PROTECTED]
To:
Hi TT,
I have been using KP on AB for close to six months and with IB.
The biggest problem most people have is setting up the database.
Whether it be IB, ESignal, whatever. The only problem is that the
KP login procedure can cause AB to bomb. When the AB bomb window pops up
just click on
Works like charm with the default server(ichart.yahoo.com). Thanks for the
great service.
Shows a lot of errors when I select rotate through B-L servers.
-- Original message --
From: Tomasz Janeczko [EMAIL PROTECTED]
Hello,
You can set everything in AFL except one.
There is a SetOptions for futures as I showed, but you must ALSO CHECK the
box in AA-Settings.
PS: This is already on the bug list for evaluation.
--
Terry
-Original Message-
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Use MA() which is sum / number
Bill
- Original Message -
From: mbs010101 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Monday, January 29, 2007 1:13 AM
Subject: [amibroker] Determining average price range over N days
Hi,
Is there a function available that will give me the
what array did you ahve in mind?
example moving average is an array
myMA = ma(c,10);
--
Cheers
Graham
AB-Write Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 30/01/07, Jerry Laster [EMAIL PROTECTED] wrote:
Hi,
How do you go creating
Did you look at code on AB-TS board where you originally posted this?
Bill
- Original Message -
From: vizend [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Friday, January 26, 2007 12:56 PM
Subject: [amibroker] coding Ensign's volatility stop - help
Hey all,
I'm trying to
Yes, ma, c, H, etc. are built-in arrays. But I am trying to create
and array with other data, ie.
valuewhen(signal1, C)
I want to create an array with all the values of the close when
signal1 was true.
in other languages I would dim myarray as array, and then populate it
with every value of C
Is there a way to add to each sub window the date/time scale like it
is in the top/main window?
Thanks,
Mark
Right-click on chart, choose Parameters, pick Axes Grid tab. Check show
dates.
You can also do this in code:
SetChartOptions(1, chartShowDates);
--
Terry
-Original Message-
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of mbluhm2001
Sent: Friday, January 26,
recent threads have discussed this
new update to amiquote was released to overcome this problem of yahoo dates
--
Cheers
Graham
AB-Write Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 27/01/07, jlami11 [EMAIL PROTECTED] wrote:
Hi,
Hello,
I spend quite a lot of time backtesting and optimizing various scans.
I tried using these settings to cache the data into RAM to speed up
subsequent scans after the first scan:
Local data storage: enabled
In memory cache size (symbols): 1
In memory cache size (Mbytes): 500
But I
Dan,
Their interface takes some getting used to. A trading friend commented
that it looks like it was designed by a software engineer! Also, once
a trade is executed, there is no audit available, AFAIK, so you can't
compare your buy or sell stop price with the actual execution price.
Also, bear
one way to do this would be:
yourArray = IIF(signal1,C,Null);
rgds, Ed
- Original Message -
From: Jerry Laster
To: amibroker@yahoogroups.com
Sent: Monday, January 29, 2007 9:09 PM
Subject: [amibroker] Re: Creating Arrays
Yes, ma, c, H, etc. are built-in arrays. But I
OK- as I am new to AFL, is there a full example of a backtest AFL I
could see that encompasses all the items I have mentioned in this
thread? This would help me a lot to learn.
Alex
Now using Amiquote 1.93, I download Yahoo EOD data on a daily basis,
then on weekends download the previous weeks Historical data hoping
to catch any adjustments.
In downloading last weeks Yahoo! historical data I note that data for
^AORD and ^AXJO on thurs was downloaded again for Friday when
thank you Ed.
--- In amibroker@yahoogroups.com, Edward Pottasch [EMAIL PROTECTED]
wrote:
Eric,
point is that if you are in the Daily timeframe you want the
MA14_Weekly array to be expanded to the daily timeframe.
This is why I added in the second Email:
you have answered your own question
var = valuewhen(signal1, C);
In AB you do not need to pre-define array variable names
--
Cheers
Graham
AB-Write Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 30/01/07, Jerry Laster [EMAIL
If I have an OCA order and want to modify one leg (modify stop, keep target as
is), do I need to modify both or only the one I want modified ... ?
Tx
Ara
My post has just showed up on Yahoo web page with 11.5 hour delay. Is anyone
else experiencing similar problem?
Lester
I think that that code would overwrite the value of yourarray with
each new signal1.
I was thinking of something like
myarray = myarray+signal1. But that will not add a new element to the
array, just extend the value of the array.
--- In amibroker@yahoogroups.com, Edward Pottasch [EMAIL
Yahoo has been acknowledging email delivery delays for about a week now.
Yahoo says: We are currently experiencing a Groups email backlog. Messages
posted on January 25 and 26 may be delayed or delivered out of order. We
apologize for the inconvenience..
Rik Rasmussen
-Original
You are thinking like a programmer ;-)
AB arrays are computed all at once.
New values come in (new bars of data or updates to the current bar) and the
array is adjusted to include the new values. You don't have to do anything
in your code.
Technically, the entire array is simply recomputed
Hi Terry,
be careful about contract expiration and rollover.
Do they use different approach than the others?
Thank you.
Eric
search keyword ensign and I remember I saw the topic just a couple of days
ago.
i would reccomend looking at Portfolio123 with Ami..IMHO,its the best
historical fundamental backtester on the market
Hi matrix10014,
Do they provide they fundmental data as yahoo does?
Eric
where does the fundmental data store? is it stored under a different tick
name?
Eric
Thank guys. I will be testing this.
--- In amibroker@yahoogroups.com, Terry [EMAIL PROTECTED] wrote:
You are thinking like a programmer ;-)
AB arrays are computed all at once.
New values come in (new bars of data or updates to the current bar)
and the
array is adjusted to include the
Yes, that would work but in this case I imported a random list,
some symbols already in my db and some not. No way to tell , unless I
wrote some kind of code to scan symbols looking for data.
I was hoping for a more automated way for Amiquote to determine that
a full backfill was needed for
Eric,
I never traded futures with any other broker. Here's how IB works: If you
have TWS open everyday, they alert you a couple of times and offer to roll
contracts for you. Works great. However, if you're not online daily you
might miss the notice. If you miss the notice with an open position
After updated to 1.93,I cannot get my database updated from yahoo.
Amiquote seemed freezed. Nothing happened.
Ken
--- In amibroker@yahoogroups.com, Tomasz Janeczko [EMAIL PROTECTED] wrote:
Hello,
http://www.amibroker.com/devlog/2007/01/29/amiquote-193-released/
Best regards,
Tomasz
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