Hi,
There are 3 Twiggs Money Flow indicators in the Library.
http://www.amibroker.com/members/library/detail.php?id=925
http://www.amibroker.com/members/library/detail.php?id=614
http://www.amibroker.com/members/library/detail.php?id=1132 (weekly)
--- In amibroker@yahoogroups.com,
Hi,
You need to read the Applystop entry in Help/UG. See Scenario 3.
ApplyStop( stopTypeProfit, stopModePercent, 5, 2, 0 );
BR, Joe
--- In amibroker@yahoogroups.com, bistrader bistra...@... wrote:
Want to exit at NEXT day close when get to 5%. So, if get to 5% today, then
would exit
Hi Dennis,
I know I must be missing something blatantly obvious, but don't know what.
When I copy/paste your functions to a new Editor session and run Backtest I get
the following error:
Error 29. Variable 'g_firstbar' used without having been initialized.
If I initialize the globals outside
Hi,
This entry in the Library may be of use:
http://www.amibroker.com/members/library/detail.php?id=1255
Joe
--- In amibroker@yahoogroups.com, mikk12345 mikk12...@... wrote:
Hi how would i go about calculated the z score of a trading system. I would
like to find the confidnce level so i
Howard, the documentation states, The score (PositionScore) for all securities
is calculated first. Then all scores are sorted according to absolute value of
PositionScore. Then top N are choosen to be traded. Has that changed?
Joe
--- In amibroker@yahoogroups.com, Howard B howardba...@...
Hi,
Read the Help on, STATUS - get run-time AFL status information
Joe
--- In amibroker@yahoogroups.com, chuck_win ch...@... wrote:
Is it possible to check by code if the running application is backtest, or
optimize?
Thanks.
Charles
Buy does not depend on the BuyPrice. If Buy is True and the BuyPrice you set
is below the Low, then AB sets the BuyPrice at the Low. See
PriceBoundChecking in Help.
Assuming you are sending a limit buy at the BuyPrice to your broker for a trade
tomorrow:
.
.
.
BuyPrice = Close - ATR(10) *
Hello,
This illustrates my point. Equity for the current back tester is only
available through Custom Backtest Interface. I don't think is should be
necessary to be an object oriented programmer to access something as
fundamental as Equity. [Or that ApplyStops don't update the Sell/Cover
Hello Markus (and the others who replied),
You need to review the Comments for the ApplyStop and Equity Help topics to
understand the dilemma you find yourself in.
First, the Sell/Cover arrays are not filled by ApplyStop. You need to use
Equity(1):
For visual conformation of ApplyStop
From the Help section titled, Walk-forward testing and optimization
IN-SAMPLE and OUT-OF-SAMPLE combined equity
Combined in-sample and out-sample equities are available by ~~~ISEQUITY and
~~~OSEQUITY composite tickers (consecutive periods of IS and OOS are
concatenated and scaled to maintain
http://www.amibroker.com/members/library/detail.php?id=166
http://www.amibroker.com/members/library/detail.php?id=884
You need to be signed in to Amibroker.com.
There is a lot of AB code on the net.
http://www.google.com/search?hl=enq=head+shoulders+afl+-football
--- In
It depends on what your trade delays are and your data source. If it is 0 and
End of Day (EOD) data, then the answers are yes. Try this to make it more
clear.
SetTradeDelays( 0, 0, 0, 0 );
BuySignal = High HHV( High, 50 ) AND
EMA( Volume * Close, 20 ) 10;
Buy = Ref(
I tried on a watchlist with 60 stocks. There were both Trend UP and Trend
Downs, BUT for any one stock, the results were the same (either all Up or all
down Down.) Something else is wrong other than WriteIf.
Good luck.
--- In amibroker@yahoogroups.com, googool123123 bfall...@... wrote:
PositionScore uses the current bar by default. Which is looking forward. So...
PositionScore = Ref( ROC( Close, 40 ), - 1 );
You can confirm this for yourself by looking at the individual trades using the
Detail Log report.
Don't think this answers your question, but using the Detail Log
Hi,
Assuming that the width of the range in more significant than the resolution,
you might try something like this:
heat = optimize( heat, 5, 1, 10, 1 );
fast = optimize( fast, 25, 1, 50, 1 ) * 2;
slow = optimize( slow, 50, 25, 75, 1 ) * 2;
25,000 vs 100,000 combinations.
I've had good
I cannot help you with a solution, but can tell you there are only a limited
number of functions that can accept an array as an argument. You might be able
to do this in loop.
Good luck.
From the User's Guide somewhere:
The following functions support variable periods (where periods parameter
Bonjour,
You may have missed these two replies:
http://finance.groups.yahoo.com/group/amibroker/message/146093
http://finance.groups.yahoo.com/group/amibroker/message/146102
Bon chance!
--- In amibroker@yahoogroups.com, Yves ylt...@... wrote:
I'm try that, and I'm have always the same
Another way to do that is to segregate all of your plotting so that it is not
executed during backtesting.
This has the additional advantage speeding up backtesting.
if ( Status( action ) == actionIndicator )
{
buy = exrem( buy, sell );
//...or...
Equity( 1, 0 );\\ ...which also makes
If you mean backtest or optimization speed then this could help...
if ( Status( action ) == actionIndicator )
{
Plot(Foreign(, Close)/Foreign(XYZ, Close), /ZYX Ratio,
colorGreen);
//all of your plots, plotshapes and calculations specific to plotting...
.
.
.
}
--- In
);
--- In amibroker@yahoogroups.com, j0etr4der j0etr4der@ wrote:
Hello,
In the User's Guide Backtester Interface section, Stat object is says,
Metrics are usually calculated once backtest is completed but it is
also possible to calculate metrics during backtest. To calculate current
metrics
Hello,
In the User's Guide Backtester Interface section, Stat object is says,
Metrics are usually calculated once backtest is completed but it is also
possible to calculate metrics during backtest. To calculate current metrics and
get the access to them simply call GetPerformanceStats method
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