As far as I understand Ed and assuming EOD trading, PositionScore is selecting
the best signals coming from the same day. So when at Day1 there are 10
different signals where only one is needed then PositionScore is selecting the
'best' signal. But what if the next day all stocks in portfolio
testing
hi Ton,
yes that's true sometimes you miss out on very good signals, but also
you avoid very bad ones. There is code to use redundant signals within
1 symbol. Or if signals occur for another symbol you could set up your
code differently and only assign say 5000$ to each trade. Then if you
have
for instance, i define range from 2005-8-30 to 2007-8-25
how could i get array element index of the range starting point
2005-8-30 in the range?
thanks!
Did you check the Divide Volume by value on the Configure Metastock Plug-in
page?
Bill
- Original Message -
From: jayram.trader [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Monday, August 27, 2007 12:27 PM
Subject: [amibroker] Metastock Plug In
I've recently changed my
That did it. Thanks. I did not see the backfill length option, even
though I looked at that window many times.
I am constantly amazed at what Tomasz has built into AB. For me, the
problem is usually finding it !!!
Thanks again,
Bill
--- In amibroker@yahoogroups.com, murthysuresh [EMAIL
Michael,
When you get 20 go long signals but only have cash for 8 positions,
then set the PositionScore = 0 for #9 thru #20. That way, the ones
lower than #8 will not be bought and #1 thru #8 will only be bought
if their Limit Order is satisfied.
--- In amibroker@yahoogroups.com, sfclimbers
Claude ( Seede),
I verified I could do what you suggest with IB. Thanks.
Another option which I'm investigating is to use the $20/month
Quotetracker (QT) version of IQFeed (I have a 7 day trial on one
computer and my full IQFeed on another). According to DTN, there is
no difference in the
Any help on this? I really need to do something in FastTrack with OHLC
composites generated in QP3, and need help on how to get the composite
transferred/copied/imported/?? over.
Thanks.
Ken
_
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of Ken Close
Sent:
Can´t get the connection to work properly. Amibroker asks for eSignal
Data Manager to be installed. Plug-in tries to connect but fails. Any
clue to what´s wrong?
T.O.
--- In amibroker@yahoogroups.com, lagramada7 [EMAIL PROTECTED] wrote:
yes, you start a new database, if you don't have
Hello,
I want to prepare a table that should contain 4 columns like the the
following:
Date and Ticker columns obviously;
ROC (Close, 35); and
RANK; that will be the Rank of the stock among the stocks that have the
same date value with it self in the table.
That's to say 1 in the RANK column
Hello,
You need to install eSignal Data Manager, either download one from eSignal site
(full eSignal setup)
or DM-only from here: http://www.amibroker.com/bin/eSignalDMClient.exe
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: t_ohrt [EMAIL PROTECTED]
To:
Just FYI: Linking through QT is NOWHERE near convenience, features
and speed of direct link to IQFeed.
When linking via QT:
- you don't have streaming real time (quotes from QT are only snapshots taken
periodically)
- you don't have mixed intraday / eod data in the same database
- you don't have
Tomasz,
Thanks for your thoughts. I think convenience and features are
subjective things and are a matter of being good enough for a
particular person/system. If I'm primarily trading on EOD data and it
just takes me a couple of minutes a day to get things set up to see
real-time updates, this
Hi Lester.
This is super code, and I want to use it I think, but I'm curious when you
say the Old Metastock EOD format...
Is this Old format still in use? For instance, is this the format of
current CSI EOD downloads?
The folder that I get has Master and *.DOP files as well as the *.DAT
Hello,
I am sure I saw how to determine this at some point, but I am having
a hard time finding it again.
I want to figure out how closely spaced the bars are in the chart to
switch some display options to make it more readable when very dense.
Dennis
Hello,
Regarding (2) - yes it works with any data source/vendor,
but the point was that it requires manual maintenance if you are using
Yahoo/QT, while it is automatic if you use dedicated plugin that supports mixed
mode.
Anyway - if it is good enough for you then I am happy too.
Best regards,
Seede,
It sounds like a good project, but I don't think what I wrote before
or intend on writing would be of much value to you for this.
Regards,
Dennis
On Aug 27, 2007, at 4:01 PM, murthysuresh wrote:
Dennis.
My idea is to use text files to store trades. Then write a indicator
that will
Many Thanks, it works!
T.O.
--- In amibroker@yahoogroups.com, Tomasz Janeczko [EMAIL PROTECTED]
wrote:
Hello,
You need to install eSignal Data Manager, either download one from
eSignal site
(full eSignal setup)
or DM-only from here:
http://www.amibroker.com/bin/eSignalDMClient.exe
Seede,
Thanks, I understand how to change the UI options. I was referring
to an automatic determination of how crowded the bars were --not to
change the spacing --but to modify some of my AFL parameters (like
going to HL cloud instead of bar plots or switching to thin or thick
bars
i agree with tomasz on the convenience part of it. I use 2 datafeeds
because i can cross check the data if something is invalid. However i
would love to have the ability to integrate them. I currently run a
EOD database with Qp2 and a realtime DTN. all my prep and scans are
done with Qp2 and
Is is possible to add custom columns to the backtest results screen?
What I would like to be able to do is sort my trade results by net
profit or by winners/losers and see if the winners all have low RSI,
high relative strength, etc. Alternatively, is there a way to add per
trade profit or
Ron,
Thank you for your reply.
Conceptually, that is exactly what I want to do. However, I do not
see how this can be done in practice, since that would require full
information of the PositionScore of all other candidates.
There are two problems:
1) At the time of evaluating any given
As far as I know it can't be done if you want OHLC. FT database has
only 3 fields: Date, Close, Distribution Amount. It does not support
OHLC nor Volume nor Open Interest.
Open up any FT FNU file to see the format, then you can create a FT
FNU compatible file of your QP3 composite. Save
I would like,
at the same time, to
buy a quantity of one ticker
and
short a different quantity of another ticker.
To just buy one ticker I can use:
PointValue= 50;
MarginDeposit= 1000;
PositionSize = MarginDeposit= 1000;
When I try to trade both
at a ratio of 1:2
I try:
IIf(
Ton,
Once your portfolio is full, yes, PositionScore will have no effect
until a slot becomes available after a Sell.
However, a PositionScore is only good for the life of the bar (single
day when using EOD data). So if it can not be acted upon *in that
bar*, then it is worthless from that
Ron: thanks for your response but you miss my objective, sorry for not being
clearer. I want to use the QP db to create a composite, which will contain
only a single value for each day (say the sum of Rut stocks above their
50dema). Then, I want to be able to open that composite symbol in
thank you rl,
but unfortunately it is not what i want. i think i was not good enough
putting my problem into words clearly.
what i'm after is to find how a stock performed on 4th of July; was it
the one which raised the most was it the second or hundredth.
continually how did it do on the 5th
I'm not going to try to defend what I'm doing and the jury is still
out on whether I'll even stick with it. At one time or another I've
probably tried most every popular datafeed: eSignal, DTN, Quotes.com,
QuotesPlus, broker feeds from Cybertrader and Schwab (when they were
different), Ameritrade,
Thanks Fred, That is what I was looking for.
This also works for me:
BarsVisible = Status(LastVisibleBar) - Status(FirstVisibleBar);
BarDensity = BarsVisible / Status(pxwidth);
Dennis
On Aug 28, 2007, at 3:44 PM, Fred Tonetti wrote:
BarsVisible = Cum(Status(BarVisible));
From:
BarsVisible = Status(LastVisibleBar) - Status(FirstVisibleBar);
This is much better as it does not affect QuickAFL. Cum() function forces ALL
bars to be used all the time which is not
good when your formula is intended to be used in real-time intraday chart.
Best regards,
Tomasz Janeczko
I haven't been able to receive quotes from Yahoo or MSN for the last
few days. Has anyone else been having the same problem?
Is there a utility via Brucer R that will export a ticker from AB to a file
in FNU format? That should get you more than half way there. All you need to
do then is import that into Fastrack, NO?
d
-Original Message-
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] On Behalf
http://www.amibroker.com/kb/2007/08/04/amiquote-and-free-data-from-yahoo/
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: trustdnb [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Tuesday, August 28, 2007 11:10 PM
Subject: [amibroker] AmiQuote not working?
I
Ken - How about writing the ATC as an FNU to the FT database using the FT
utilities from you know who.
Best regards
JOE
- Original Message -
From: Ken Close
To: amibroker@yahoogroups.com
Sent: Tuesday, August 28, 2007 2:33 PM
Subject: RE: [amibroker] Re: Copy or Use
No problem with Yahoo current or historical.
Bill
- Original Message -
From: trustdnb [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Tuesday, August 28, 2007 5:10 PM
Subject: [amibroker] AmiQuote not working?
I haven't been able to receive quotes from Yahoo or MSN for the last
You can do this with the high-level custom backtester interface.
See example 3 in the help section Adding custom backtest metrics.
Regards,
GP
--- In amibroker@yahoogroups.com, trustdnb [EMAIL PROTECTED] wrote:
Is is possible to add custom columns to the backtest results screen?
What I
hello haresh,
could you pls let us where this mt4 plugin is available?. google search is not
helping much.
thanks,Padhu
- Original Message -
From: hareshbhai patel
To: amibroker@yahoogroups.com
Sent: Monday, August 27, 2007 11:49 AM
Subject: Re: [amibroker] Re: Forex data
Joe/Dale:
That looks like the way I will have to do it. I plan to experiment with
turning the FT stock symbols into FNUs themselves and then doing the
composite within the FastTrack db. Looking to perhaps save the subscription
price for the QP service.
Thanks. I was hoping there was an
Does anyone have code incorporating the basics of the Elliott Wave Theory? I
don't need/want a stand-alone program; just a script that applies the very
basic theory will be fine.
Thanks!
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