I'd like to expand a little bit on this.
While what Tomasz has said is definitely correct, even when using a position
size of 1 unit and large intitial equity, with many trades, there's always the
- admittedly most often theoretical - danger that some trades are skipped
because of
. That way, at the beginning of your function, you could write
something like:
if( isNull( optionalD ) ) { optionalD = defaultValueD; }
BR,
Dennis
On Aug 17, 2010, at 4:41 PM, rise_t575 wrote:
Thanks. Just created a new, very simple AFL script for testing and it
creates a Missing
Just wondering if it is possible to use optional parameters in the function()
function (no pun intended...), e. g.
function Test ( a, b, c, optionalD, optionalE );
Would the function call
Test( 1, 2, 3 );
generally work in this case?
I've tried it, but something doesn't seem to work
Thanks. Just created a new, very simple AFL script for testing and it creates a
Missing Arguments error.
--- In amibroker@yahoogroups.com, Edward Pottasch empotta...@... wrote:
yes. You probably made a syntax error. There are examples in the manual,
regards, Ed
From: rise_t575
in a function
for missing arguments, then I would pass a null for each parameter to be
defaulted. That way, at the beginning of your function, you could write
something like:
if( isNull( optionalD ) ) { optionalD = defaultValueD; }
BR,
Dennis
On Aug 17, 2010, at 4:41 PM, rise_t575
of valuewhen(Buy,L) and Ref(L,-Barssince(Buy)) you
find they give the same result. Ref is a function that supports variable
periods:
http://www.amibroker.com/guide/a_varperiods.html
regards, Ed
From: rise_t575
Sent: Wednesday, August 04, 2010 2:51 AM
To: amibroker
that your understanding of stopTypeLoss is correct.
stopTypeTrailing will move up over time to hang from from new highest highs.
So no, stopTypeTrailing is not tied to the entry bar values.
Mike
--- In amibroker@yahoogroups.com, rise_t575 rise_t@ wrote:
Thanks very much for all
with the ApplyStop approach. Though, ApplyStop can
be difficult to understand at times.
Mike
--- In amibroker@yahoogroups.com, rise_t575 rise_t@ wrote:
Thanks a lot Mike.
Btw - the
Sell = Low ValueWhen(ExRem(Buy, Sell), Low);
solution doesn't work like stated, as the Sell
Hello,
What would be the correct code for this?
Is this one 100% correct:
Sell = L Ref(L, - BarsSince(Buy));
Or do I have to use the the EXREM() function somewhere within the formula (I
don't have any experience with this one)?
Thanks in advance!
Bump.
--- In amibroker@yahoogroups.com, rise_t575 ris...@... wrote:
Tomasz,
Let me say this another way:
I haven't ranked the stocks at all in both codes (yet).
But still, using SetPositionSize results in entry signals in Z to A order,
while the CBT code results in signals
position score is missing and pos sizes are equal and symbol is also
equal (i.e. there are both long and short signals on same symbol at same time)
it will prefer long entry.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-27 15:19, rise_t575 wrote:
Bump.
--- In amibroker
Thanks.
--- In amibroker@yahoogroups.com, Tomasz Janeczko gro...@... wrote:
Hello,
I agree and I have added this to internal to-do.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-27 16:42, rise_t575 wrote:
Hello,
Of course I have to use PositionScore in the end
, rise_t575 wrote:
Another question regarding taking signals / the signal score:
As an exercise, I've coded two 100% identical position sizing algorithms,
a) in normal AFL (SetPositionSize) and b) with mid-level CBT.
After fixing all the obvious bugs in my CBT code, I've noticed
Hi Tomasz,
May I ask here to get access to http://amibroker.com/feedback/ ?
My login / password doesn't work at that section of the site, and I've been
mailing AB support various times over the last couple of months. Still cannot
log in.
Thanks in advance!
I confirm.
--- In amibroker@yahoogroups.com, Ton Sieverding ton.sieverd...@... wrote:
Correct. I have the same problem and it's the first time I see this ...
Tomasz something wrong or new settings ?
Regards, Ton.
- Original Message -
From: cas soni
To: AB
Sent:
Everything seems ok now - thanks.
--- In amibroker@yahoogroups.com, Tomasz Janeczko gro...@... wrote:
Hello,
I am sorry about this. Please redownload.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-21 20:51, rise_t575 wrote:
I confirm.
--- In amibroker@yahoogroups.com
rise_t575 ris...@...
Hello,
I've noticed using mid-level CBT that when I set the position size to zero
for the signal in question (the reason for setting it to zero is slightly
complicated not that important here - some data needed for a subsequent
calculation is {empty
.
If you want to SKIP one signal, without affecting others, you should set
Price property of that signal to -1 (minus one).
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-20 12:42, rise_t575 wrote:
Thanks a lot - I will try your solution.
Do you have an idea *why
by setting price = -1, price then is an extremely high number and the
trade is rejected as funds are always insufficient (except for the case that my
name is Scrooge McDuck...).
Correct?
--- In amibroker@yahoogroups.com, rise_t575 ris...@... wrote:
Tomasz,
While I have no idea what exactly
and
why this works
It works because I coded it so. The internal code uses -1 as special marker
to skip a signal.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-20 17:36, rise_t575 wrote:
Tomasz,
While I have no idea what exactly does happen when I set sig.Price to -1
Janeczko
amibroker.com
On 2010-07-20 17:36, rise_t575 wrote:
Tomasz,
While I have no idea what exactly does happen when I set sig.Price to -1
and why this works, I can happily report that it *does* work - so thanks for
the help!
--- In amibroker@yahoogroups.com
, rise_t575 wrote:
Tomasz,
While I have no idea what exactly does happen when I set sig.Price to
-1 and why this works, I can happily report that it *does* work - so thanks
for
the help!
--- In amibroker@yahoogroups.com
Bump.
--- In amibroker@yahoogroups.com, rise_t575 ris...@... wrote:
Tomasz,
I think it could be a great feature to allow user-defined tabs within the
AA's Parameters window - similar to the tabs within AA's Settings window.
This would give users the possibility for creating complex
Bump.
--- In amibroker@yahoogroups.com, rise_t575 ris...@... wrote:
Hello,
I've noticed using mid-level CBT that when I set the position size to zero
for the signal in question (the reason for setting it to zero is slightly
complicated not that important here - some data needed
windows. Since docking windows can be docked as tabs that would
create nested tabs inside tabs that would
be unreadable/too convoluted.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-19 14:14, rise_t575 wrote:
Bump.
--- In amibroker@yahoogroups.com, rise_t575rise_t@ wrote
Tomasz,
I think it could be a great feature to allow user-defined tabs within the AA's
Parameters window - similar to the tabs within AA's Settings window.
This would give users the possibility for creating complex, categorized well
designed parameter menus as a second dimension to the
Hello,
I've noticed using mid-level CBT that when I set the position size to zero for
the signal in question (the reason for setting it to zero is slightly
complicated not that important here - some data needed for a subsequent
calculation is {empty}), the trade is marked as rejected in AA's
amibroker.com
On 2010-07-15 18:37, rise_t575 wrote:
Tomasz,
Thanks for your reply.
When I say most, I obviously haven't counted them - it' just that to me
(ok - this is just an opinion), this is the most logical place for such
information.
--- In amibroker@yahoogroups.com
on
available equity)
Recommended reading:
http://www.amibroker.org/userkb/2008/03/16/amibroker-custom-backtester-interface-2/
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-15 20:15, rise_t575 wrote:
Hi,
I've just found out what is happening, but I have not the slightest
Btw - could you (or someone else) tell me where these equity values within the
AA Results list (Detailed Log) are derived from that are stated after e. g.
ENTER LONG,... lines?
Thanks.
--- In amibroker@yahoogroups.com, rise_t575 ris...@... wrote:
Tomasz,
Thanks for this info - I'll
on
available equity)
Recommended reading:
http://www.amibroker.org/userkb/2008/03/16/amibroker-custom-backtester-interface-2/
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-15 20:15, rise_t575 wrote:
Hi,
I've just found out what is happening, but I have not the slightest idea
gro...@... wrote:
Hello,
Sorry, the method name is actually UpdateStats()
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-16 14:06, rise_t575 wrote:
Probably I'm blind, but I cannot find any information about the mentioned
UpdateEquity() function, any searches
.
That is the reason AmiBroker DOES NOT use close equity of current bar for
position sizing.
It either uses previous bar close equity or equity value at the open.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-16 15:29, rise_t575 wrote:
I see - thanks.
Actually I would like
language because I accidently bought
Windows 7 Dutch version)
also you can put you Email in different folder. In the Dutch version I go
to the menu Extra and then Berichtregels or Message rules,
regards, Ed
From: rise_t575
Sent: Wednesday, July 14, 2010 11:04 AM
close equity or equity value at the open.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-16 15:29, rise_t575 wrote:
I see - thanks.
Actually I would like to use equity calculated from closing prices of the
current bar (by searching the web, I've found that normally, AB
() is doing therefore
you should not mix both since exposure will be counted twice.
Using low-level mode avoids that.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-16 18:56, rise_t575 wrote:
One last question for clarification:
1) On one hand, I have to call
but also does what
UpdateStats() is doing therefore
you should not mix both since exposure will be counted twice.
Using low-level mode avoids that.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-16 18:56, rise_t575 wrote:
One last question for clarification:
1
Hello,
The following are the (debug) outputs of a tested position sizing algorithm.
I've attached a) part of the code , b) the output of the _TRACE() function from
within the CBT code (the TRACE function had been placed within the most inner
if{} code block), and c) the output of the AA
Hello,
A short definition within each page of the AFL Function Reference/AB manual
what type of parameter (scalar/array) is expected/allowed for the corresponding
function would be a better place for this old known fact. That's where most
people look at in such cases.
--- In
, rise_t575 rise_t@ wrote:
Hello,
A short definition within each page of the AFL Function Reference/AB manual
what type of parameter (scalar/array) is expected/allowed for the
corresponding function would be a better place for this old known fact.
That's where most people look
, rise_t575 wrote:
Hello,
A short definition within each page of the AFL Function Reference/AB manual
what type of parameter (scalar/array) is expected/allowed for the
corresponding function would be a better place for this old known fact.
That's where most people look at in such cases
and the debugging logs are exactly identical when
UsePrevBarEquityForPosSizing is True and when it is False.
Is this some bug or isn't that setting being used when using CBT for position
sizing?
Thanks in advance!
--- In amibroker@yahoogroups.com, rise_t575 ris...@... wrote:
Hello,
The following
You might want to try Mozilla Thunderbird.
Been using it for years, and it's running fine on Win7.
--- In amibroker@yahoogroups.com, Ara Kaloustian ara1.kaloust...@... wrote:
I just switched to WIN 7 and using Mail Live for email program (with gmail
address).
The contacts features seem
Does anyone know *why* this option in the settings for Long/Short/Long Short
has been implemented?
I mean, if there's a Buy variable in the code, the system includes going
long, if there's a Short variable in the code, the system includes going
short. Quite simple.
Why does one need a
SetBarsRequired( sbrAll, sbrAll ); to the top of your code and
see if that makes a difference.
3. See the user guide for adding custom metrics on a trade by trade basis:
http://www.amibroker.com/guide/a_custommetrics.html
Mike
--- In amibroker@yahoogroups.com, rise_t575 rise_t@ wrote
Mike,
I've used your ps formula switched to Detailed Log in the BT settings.
I've chosen a trade somewhere in the middle of the backtest, so that current
equity is not identical to the initial equity.
I'm getting the following info:
Trade Date: 2004-07-27
Enter Long, T, Price: 25.34,
be due to beginning and ending equity
for the bar.
Check to see if the position size makes sense using the final equity of the
previous bar in the calculation, in which case that would confirm both points
above.
Mike
--- In amibroker@yahoogroups.com, rise_t575 rise_t@ wrote
My way of understanding this is that internally, the AB engine runs CBT code
after the rest of the script code has been run, *regardless* of where it is
placed within the script.
--- In amibroker@yahoogroups.com, chuck_win ch...@... wrote:
The custom backtest code is run *after* the rest of
check it for yourself. Check also if AmiBroker
still behaves if P = 1.
Mike
--- In amibroker@yahoogroups.com, rise_t575 rise_t@ wrote:
Mike,
Thanks for your reply (I hope I did not say anything upsetting you, as this
definitely wasn't my intention - how could I - you've helped
the minimum shares size in the AA
Settings when rounding.
SetPositionSize(( pctVolaRisk / 100 ) / ( ATR(period) * pointVal ),
spsPercentOfEquity);
Mike
--- In amibroker@yahoogroups.com, rise_t575 rise_t@ wrote:
Mike,
Just out of interest (as I've already solved this using CBT
it also in the Settings: Initial Equity */
Risk = 0.01*Capital;
PositionSize = (Risk/TrailStopAmount)*BuyPrice;
ApplyStop( 2, 2, TrailStopAmount, 1 );
--- In amibroker@yahoogroups.com, rise_t575 ris...@... wrote:
Mike, Tomasz, anyone:
Many thanks for your reply, Mike (as well
(as for the correct way
of doing this, the ATR value used for the ps calculation should be the actual
ATR value of that specific entry bar).
In order to change this, I guess you'd end up using CBT as well.
--- In amibroker@yahoogroups.com, rise_t575 ris...@... wrote:
Mike, Tomasz, anyone
.
Run the test using the proper fraction (i.e. including the price multiplier)
and you should get what you are wanting.
Mike
--- In amibroker@yahoogroups.com, rise_t575 rise_t@ wrote:
Taking another look at the results, I've just noticed that Mike's formula
would theoretically
Made a small change to the code; now the URL has changed:
http://www.amibroker.com/members/library/detail.php?id=1307
--- In amibroker@yahoogroups.com, rise_t575 ris...@... wrote:
The Percent Volatility Money Manager is online now at AB's AFL Libary:
http://www.amibroker.com/members
Mike,
Just out of interest (as I've already solved this using CBT):
Is it possible to code the following exact position sizing formula without
using CBT? I think not, as one needs the updated current equity during the
backtest (as with all PS models):
psUnits = int( currEquity * (
Just curious,
What are you trying to achieve here? Standard Percent Volatility PS?
Why do you multiply risk (how do you define risk) with 1%?
--- In amibroker@yahoogroups.com, pcmoxon teklin...@... wrote:
Hi,
I am trying to write some AFL so I can backtest various trading systems for
. 'Risk' is a user input variable representing a percentage.
Pete
--- In amibroker@yahoogroups.com, rise_t575 rise_t@ wrote:
Just curious,
What are you trying to achieve here? Standard Percent Volatility PS?
Why do you multiply risk (how do you define risk) with 1
The Percent Volatility Money Manager is online now at AB's AFL Libary:
http://www.amibroker.com/members/library/detail.php?id=1306
--- In amibroker@yahoogroups.com, rise_t575 ris...@... wrote:
I've coded exactly what I think that you want one week ago or so as a nice
universal
Bump.
--- In amibroker@yahoogroups.com, rise_t575 ris...@... wrote:
Hello,
How does the ApplyStop function work internally - is there some array where
the stop price values for each bar are stored (... and can I access them via
the CBT)?
Thanks in advance!
Hello,
How does the ApplyStop function work internally - is there some array where the
stop price values for each bar are stored (... and can I access them via the
CBT)?
Thanks in advance!
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
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
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
improvement..
--- In amibroker@yahoogroups.com, rise_t575 rise_t@ wrote:
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
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
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
in allowing some signals to be
traded while filtering out others.
Mike
--- In amibroker@yahoogroups.com, rise_t575 rise_t@ wrote:
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
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!
* units;
}
}
bo.ProcessTradeSignals( bar );
}
bo.PostProcess();
}
Mike
--- In amibroker@yahoogroups.com, rise_t575 rise_t@ wrote:
Thank you Mike.
My knowledge of the custom backtester is still pretty limited (my
first
try), although I
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
;
}
}
bo.ProcessTradeSignals( bar );
}
bo.PostProcess();
}
Mike
--- In amibroker@yahoogroups.com, rise_t575 rise_t@ wrote:
Thank you Mike.
My knowledge of the custom backtester is still pretty limited (my
first
try), although I have been readining everything I could
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
Hello,
I'm *slightly* frustrated here, as I am trying to implement correct Percent
Volatility Position Sizing into AB (let alone Percent Risk Position Sizing
which should be even harder to code if implimented correctly in a
non-specific, general way).
The formula for the example of
Looks like an interesting new data feed (stocks, futures, forex - EOD RT) -
although I don't know how they are related to NinjaTrader:
http://www.kinetick.com/
No - this is no ad or spam... ;-) I've just noticed them while playing around
with NinjaTrader 7.
Hi all,
Before I try to re-invent the wheel:
What is the most efficient way of installing / configuring AB for daily (and
possibly parallel) use for backtesting etc (Quotes Plus, daily data) and actual
trading (Interactive Brokers, intraday data)?
Two separate installations?
Thanks very much
Dennis,
I'm doing this with the Quotes Plus database which has a build-in EPS rank,
which you can access by using the following AFL code:
EPSRank = GetExtraData( EPSRank );
I am still wondering if and how I can access the other fundamental data
provided by the Quotes Plus database, though.
I usually use the (Bid-Ask) Midpoint when charting futures with IB's TWS charts
as during times with low trading activity, the bid/ask moves around but there
are not many actual trades. Thus, I consider the chart of the Midpoint a more
accurate representation of price most of the time.
As I
these with the group some years ago.
wrzec
From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf
Of rise_t575
Sent: Wednesday, June 09, 2010 5:09 PM
To: amibroker@yahoogroups.com
Subject: [amibroker] Re: Value Investing with Amibroker?
Dennis
Using Win7 64 bit with IB.
I (and others) have recently had some nasty problems when running IB TWS with
64 bit Java, though (as usual, IB support is denying the existence of any
problem).
https://www.interactivebrokers.com/smf/index.php?topic=84200.0
Running IB TWS with 32 bit Java
Hallo all,
Is there a way to use various optimization functions in the backtest code and
switch them e. g. via the ParamList function?
I've been trying to do this using some conditional code for the optimization
functions, but it seems that the backtester is using every optimization
function
Hey Herman,
Thank you for your reply.
I've already done that as an additonal feature (and it works), but I cannot
change the variable being optimized itself (optimize for exit after x bars,
optimize for RS Rank entry filter, etc) that way.
The way I do it right now is writing various
, rise_t575 ris...@... wrote:
Hey Herman,
Thank you for your reply.
I've already done that as an additonal feature (and it works), but I cannot
change the variable being optimized itself (optimize for exit after x bars,
optimize for RS Rank entry filter, etc) that way.
The way I do it right
this way, except for the simplest of experiments.
- Progster
rise_t575 wrote:
Tomasz,
If this indeed should be impossible, I'd like to suggest the
following
feature which shouldn't be too complicated to implement, adds a lof
of
convenience when optimizing and shouldn't
While I am a fairly new AB user, may I take this opportunity to suggest a more
modularized form of afl code organization (or even of AB itself - but that's
off topic), which stresses (and gives a general framework for) the different
essential elements of a trading system; i. e. indicators,
Hi again,
Sorry for the strange title, but I unfortunately I don't know of a better way
to express this...
I've just run a backtest of a time range pre-2000 with QP data and did not get
one single trade (worked perfectly with post-2000 data).
I've isolated the problem, but I don't know of a
a static variable to track
whether or not the alert was fired.
Mike
--- In amibroker@yahoogroups.com, rise_t575 rise_t@ wrote:
Hi again,
Sorry for the strange title, but I unfortunately I don't know of a better
way to express this...
I've just run a backtest of a time range
Thank you for your efforts Mike!
Tomasz,
Is there a way for some free text output from within the backtesting afl code?
Thanks in advance!
--- In amibroker@yahoogroups.com, Tomasz Janeczko gro...@... wrote:
Hello,
Yes printf either prints to commentary window (if formula is applied in
/afl_view.php?_trace
If you are using CBT and detailed result you can also use
RawTextOutput method
from backtester interface.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-05-19 00:21, rise_t575 wrote:
Thank you for your efforts Mike!
Tomasz,
Is there a way for some
Hi all,
I am looking for a way to...
1) Generate entry signals ON DAY ONE OF THE BACKTESTING PERIOD ONLY for stocks
that fulfill one (or various) criteria on that day.
2) Hold all of these positions until the end of the backtesting period (or
alternatively, for a specific number of bars).
3)
Thanks again, Mike - this is of great help as I wasn't even aware of the STATUS
function. Just perfect. Thanks!
--- In amibroker@yahoogroups.com, Mike sfclimb...@... wrote:
Buy = Status(firstbarinrange);
Sell = Status(lastbarinrange); // vs. BarsSince(Buy) = ...;
);
These settings, they work too. I've run some backtests today and they all
get out at 141 bars (day after the 140 default setting above).
So, this is the proper way.
I hope that helps.
Chris
- Original Message -
From: rise_t575
To: amibroker@yahoogroups.com
Sent
Hello,
I guess I have a small problem with understanding the ApplyStop function.
If I want to use the stop defined by the ApplyStop function as my only stop (e.
g. stopTypeNBar for exiting after n days), the backtester still wants some
condition for the Sell array (sell = ...), although I
.
Chris
- Original Message -
From: rise_t575
To: amibroker@yahoogroups.com
Sent: Thursday, April 15, 2010 1:19 PM
Subject: [amibroker] Sell ApplyStop
Hello,
I guess I have a small problem with understanding the ApplyStop function.
If I want to use
Happy Easter to all of you!
Is there a way (that I missed) to get AB to automatically focus the chart to
the signal bars (i. e. the bars where the trades take place) when I click on
one of the ticker symbols in the Results frame? It's a bit tiresome to always
scroll through the chart to find
Greetings,
As a quick add-on to that question:
How can I access the Up to 20 quarters of eps and revenue numbers which are
obviously in the Quotes Plus database? Is this possible at all with the current
AB version?
Thanks in advance!
Hello,
I have two pretty easy questions the solution of which I haven't figured out so
far:
1.) Is there an automatic way to arrange chart windows in grid style (like 3x3)?
2.) Is there a snap-to-window feature in order to freely arrange multiple
windows more easily (i. e. prevent overlapping
chart chart
chart chart chart chart chart
--- In amibroker@yahoogroups.com, Rob sidharth...@... wrote:
Window Tile horizontal or Tile Vertical...?
Floating windows automatically snap.
--- In amibroker@yahoogroups.com, rise_t575 rise_t@ wrote:
Hello,
I have two pretty easy questions
it yourself I guess...
--- In amibroker@yahoogroups.com, rise_t575 rise_t@ wrote:
Rob,
Thank you - floating windows do snap indeed (had missed this somehow).
But Tile Horizontal or Tile Vertical only allows for 1 * (# of windows)
and (# of windows) * 1 grids. Not something like 3
, dubi
--- In amibroker@yahoogroups.com, rise_t575 tareiss@ wrote:
Is it possible to define different intraday settings (e. g. trading hours)
for say, stocks and futures with IB, within one single database?
Thanks in advance!
Is it possible to define different intraday settings (e. g. trading hours) for
say, stocks and futures with IB, within one single database?
Thanks in advance!
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