Dear Eco,
Setelah saya baca benar2 definisi PopGun yaitu terjadi inside(0 kemudian
persis setelah inside() terjadilah outside(), maka di ASII terjadi tanggal
1/20/2010. Namun pola engulfing terjadi lumayan banyak.
//Rumus Explorasinya saya tulis dibawah ini :
O1=Ref(O,-1); O2=Ref(O,-2);
Alternatif codingnya sbb:
popgun = Outside() AND Ref(Inside(), -1);
doublein = Inside() AND Ref(Inside(), -1);
arrow = ini yang belum tau... hehehe
btw... ada beda angka close di Yahoo = 2891.01... sementara di BEI/OLT =
2893.37... kenapa ya ?
yang realtime intraday close IHSG sama dgn yang mana
Thanks David..
It worked with slight modification...
rangeHigh= IIf(TimeNum() = rangeEndTime, H, ValueWhen(Cross(TimeNum(),
rangeEndTime), HighestSince(Cross(TimeNum(), rangeStartTime), H)));
rangeLow= IIf(TimeNum() = rangeEndTime, L, ValueWhen(Cross(TimeNum(),
rangeEndTime),
You can give more detail.. to help u.
On Fri, Jun 25, 2010 at 5:54 PM, fzelb fz...@yahoo.com wrote:
I want to hold a variable value bar by bar during backtest evaluation. I've
tried with static variables but it seems do not work. Can you post a working
sample, please?
Hi,
I am new to AmiBroker and this group and was trying to create 3 to 4 charts
each in a separate pane using the Formula Editor. For example, I wanted to Plot
SPY and together in one pane, their ratio in a second pane and a simple
oscillator based on the ratio in a 3rd pane.
With SPY as
Hi.
I am lately trying to mix several systems in on meta-system, and I am observing
that is not difficult to obtain good CAR's with low Draw Downs.
For example, system 1 trade against 100 tickers of the NAsdaq-100 and system 2,
against the same 100 tickers. Both systems 'compete' for the money.
I'm trying to sell half of the position it currently holds.
I've given ..
PositionSize = IIf(Buy, -100, -50);
Sell = sigScaleOut;
but still it sells the whole position...
Wondering if anyone has created this tool:
http://www.vtsystems.com/resources/helps//HTML_VTtrader_Help_Manual/index.html?fibonacci_channel_tool.html
Thanks,
Nathan Rudd
Hi Gonzaga,
this matter has been discussed quite a lot on this list.
Here are two examples:
http://finance.groups.yahoo.com/group/amibroker/message/137834?var=1
http://finance.groups.yahoo.com/group/amibroker/message/139948
Use the search option to find more.
In the meantime, I would like
I'm pretty sure that TradingBlox Builder can do this. You code each system
completely separately, and - as an overlay - in its GUI it has a convenient
slider with which you can set the percent allocation for each system. On the
risk management side, it has risk managment variables per system
I'm using alien technology (top secret Area 51 stuff) :-)
--- In amibroker@yahoogroups.com, Keith McCombs kmcco...@... wrote:
Where on earth did you get the 50 times faster from?
On 6/27/2010 08:26, gmorlosky wrote:
I am very disappointed in the speed I am getting running an Explore in
http://www.alienware.com/ ...?
--- In amibroker@yahoogroups.com, gmorlosky gmorlo...@... wrote:
I'm using alien technology (top secret Area 51 stuff) :-)
--- In amibroker@yahoogroups.com, Keith McCombs kmccombs@ wrote:
Where on earth did you get the 50 times faster from?
On
Reread the manual regarding sigScaleIn and sigScaleOut. sigScaleOut is
used in Buy, not in Sell. When Sell sells, it sells entire position.
On 6/29/2010 08:05, Prabu wrote:
I'm trying to sell half of the position it currently holds.
I've given ..
PositionSize = IIf(Buy, -100, -50);
Sell =
50 times faster, is that what they told you?
On 6/29/2010 09:49, gmorlosky wrote:
I'm using alien technology (top secret Area 51 stuff) :-)
--- In amibroker@yahoogroups.com mailto:amibroker%40yahoogroups.com,
Keith McCombs kmcco...@... wrote:
Where on earth did you get the 50 times faster
Thank you Mike.
My knowledge of the custom backtester is still pretty limited (my first
try), although I have been readining everything I could get my hands on.
Now the ticker symbols the _TRACE window is giving me are completely
different (exclusive) than the ticker symbols that come up in the
Thanks a lot
I am loooking that soft, seems interesting.
3000$ though..
And in the thread mentioned above, speak about Traders Studio. Could be an
alternative?
And trade Station?
What a pity Amibroker can not do it.. Would be a very big improvement..
--- In amibroker@yahoogroups.com,
Hello,
You can mix systems in AmiBroker.
Custom backtester interface allows everything
http://www.amibroker.org/userkb/2008/03/16/amibroker-custom-backtester-interface-2/
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-06-29 19:01, Gonzaga wrote:
Thanks a lot
I am loooking that soft,
Here is a blog from a system trader sharing his experience who started out with
Traders Studio (because it was less expensive than Trading Blox), then switched
to AmiBroker, and finally ended up buying Trading Blox Builder (I hope it's
okay for Tomasz that I write this).
--- In
Oops - here's the URL:
http://www.automated-trading-system.com/
--- In amibroker@yahoogroups.com, rise_t575 ris...@... wrote:
Here is a blog from a system trader sharing his experience who started out
with Traders Studio (because it was less expensive than Trading Blox), then
switched
rise --
I think you forgot to add a link to the blog.
On 6/29/2010 13:48, rise_t575 wrote:
Here is a blog from a system trader sharing his experience who started
out with Traders Studio (because it was less expensive than Trading
Blox), then switched to AmiBroker, and finally ended up
See below - I've realized this after a minute...
--- In amibroker@yahoogroups.com, Keith McCombs kmcco...@... wrote:
rise --
I think you forgot to add a link to the blog.
On 6/29/2010 13:48, rise_t575 wrote:
Here is a blog from a system trader sharing his experience who started
I'm trying to plot the (close / first visible bar) of the selected ticker so
that it begins from the left side of the chart at 1.0 and if it were to advance
2%, it would show 1.02 on the right side of the chart. I am pretty close, but
I'm getting some confusing behavior that I think has to
What you are generating is the information regarding the *signals*. What the
backtest window lists are *trades*.
The two will not always be the same. Position size, max open positions,
remaining equity, etc. all will play a role in allowing some signals to be
traded while filtering out others.
Mike,
I understand this (at least I think so).
But at least for each *trade* displayed in the backtest window, there should be
a corresponding *signal* in the trace window.
That's not the case. I cannot find one single ticker in the trace windows which
is also displayed in the backtest window.
For my better understanding of OOP:
When I copy an object property...
e. g.
CurrentEquity = bo.Equity;
... if the bo.Equity property changes afterwards, does the variable
CurrentEquity change with it, or does it contain the old value?
Thanks in advance!
I think that you're asking for this:
firstbar = Status(firstvisiblebar);
Plot(Close / Close[firstbar], Buy Hold, colorDarkGrey, styleLine);
Mike
--- In amibroker@yahoogroups.com, Chris DePuy cde...@... wrote:
I'm trying to plot the (close / first visible bar) of the selected ticker so
Works fine for me. I've added a simple trading system to your code (as
well as a date to your Trace output).
Running it against the AmiBroker trial version database with a watchlist
of (AA, CAT, ^DJI) works fine. Note that trades are never taken for ^DJI
since there is insufficient equity (initial
As most of you are aware May 6, 2010 had some extremely erroneous data
gyrations. Consequently ones database gives questionable results. What is the
best solution to this problem? I tried to reload but the data provider hasn't
corrected his database. Would it be best to just delete that
It keeps the old value.
Mike
--- In amibroker@yahoogroups.com, rise_t575 ris...@... wrote:
For my better understanding of OOP:
When I copy an object property...
e. g.
CurrentEquity = bo.Equity;
... if the bo.Equity property changes afterwards, does the variable
CurrentEquity
Thanks Mike.
I'm using Quotes Plus as a database and had some problems recently (crashes of
AB when using too many GetExtraData calls), which is currently under AB
support's investigation.
Today I've noticed that I get signals (and trades) for indexes, although I have
them excluded in AB's
Oh - forget my last question; I've just noticed it in the code.
--- In amibroker@yahoogroups.com, rise_t575 ris...@... wrote:
Thanks Mike.
I'm using Quotes Plus as a database and had some problems recently (crashes
of AB when using too many GetExtraData calls), which is currently under AB
Ok - one last question (sorry ;-) ) - I've just noticed that you put the system
code in front of the custom backtester code.
I was thinking that the custom backtest code has to come *first*.
Could that be the culprit of the problem?
--- In amibroker@yahoogroups.com, Mike sfclimb...@... wrote:
No. Order doesn't make a difference.
Function declarations must come first, before they can be used. Backtesting
code does not suffer the same restriction.
Mike
--- In amibroker@yahoogroups.com, rise_t575 ris...@... wrote:
Ok - one last question (sorry ;-) ) - I've just noticed that you
Thanks very much!
--- In amibroker@yahoogroups.com, Mike sfclimb...@... wrote:
No. Order doesn't make a difference.
Function declarations must come first, before they can be used. Backtesting
code does not suffer the same restriction.
Mike
--- In amibroker@yahoogroups.com, rise_t575
I'm sure that you will not like this answer. The exchanges cancelled all
trades on May 6th between 2:40 and 3:00 that were 60% above or 60% below
the last print at 2:40 (I'm sure you can find the exact wording on the exchange
website). These changes should have been made in all databases.
Thank you, Mike.
I never noticed you could call just one value from an array without using loops
like you did there.
Best,
Chris
- Original Message -
From: Mike
To: amibroker@yahoogroups.com
Sent: Tuesday, June 29, 2010 2:06 PM
Subject: [amibroker] Re: normalized plot
Rob
Thank you for posting this. (Library John Ehler)
I have a general question.
I tried to translate code from other platforms, and did not succeed.
I note that you placed the greater part of the code in a FOR loop.
This has me confused.
I thought AmiBroker created arrays automatically, and that
You will probably not like this solution either, but:
First I created several Explorations that looked for extremes in low or high of
the May 6th prices - like Filter = high 1.6 * close etc.
Second I imported the Exploration results into Excel and hand corrected the
problem prices.
Third I
In any case you'll have to decide on the logic to decide on allocation. After
you do that, You could make the meta system a linear combination of the two.
Create multiple randoms runs of each and assign a static variable, to the
random equity curves. That way you could do a Monte Carlo
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