.
--- In amibroker@yahoogroups.com, whitneybroach whitneybro...@... wrote:
How do I write an openpos.Handle value to trace? Does the double format not
convert in NumToStr?
Code like this produces only zeros from inside the openpos loop:
//
for( openpos = bo.GetFirstOpenPos(); openpos
My guess was accurate. Fred was traveling internationally. He replied today
saying he was digging through his email backlog. Sounds like it will take him
a few more days to catch up.
--- In amibroker@yahoogroups.com, whitneybroach whitneybro...@... wrote:
Not yet. Fred might be off
--- In amibroker@yahoogroups.com, whitneybroach WhitneyBroach@ wrote:
Fred (or anyone else who knows),
AB 5.30.1 on Vista x64, runs fine.
AFL in AA runs fine
Attempting MCO, first error message that appears is
Error on line 303
Type mismatch: 'MoveWindow'
During
How do I write an openpos.Handle value to trace? Does the double format not
convert in NumToStr?
Code like this produces only zeros from inside the openpos loop:
//
for( openpos = bo.GetFirstOpenPos(); openpos ; openpos = bo.GetNextOpenPos() )
{
_trace( NumToStr(
:
Hello,
For data mining ? You don't need to use backtest for that at all. Use
exploration. It is designed for data mining.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-05-31 21:50, whitneybroach wrote:
Tomasz,
Thanks! Running 64x Vista, migrating to W7 later this year
Why Equity (both long and short, symbol and portfolio) is not exposed during
Backtesting outside of CBT is a mystery to me
Me, too. g It would save a lot of CBT code. The less code, the better.
--- In amibroker@yahoogroups.com, j0etr4der j0etr4...@... wrote:
Hello Markus (and the others who
Your comments are welcome. g
http://www.amibroker.com/feedback/view_bug.php?bug_id=1995
Tomasz,
Thanks! Running 64x Vista, migrating to W7 later this year.
Interested, separately, in IB and in data mining with more RAM. To enable the
data mining, the maximum number of open positions would need to be much larger
than 1000 and, ideally, not architecturally limited. If an
Sorry to go off-topic here
Which Win emulation?
How are response time and throughput for your needs?
Best regards,
--- In amibroker@yahoogroups.com, msc626 dalma...@... wrote:
I've had issues migrating to version 5.30 from 5.20. The upgrade overwrote my
Data folder leaving it empty
Well, pad and align helps!
--- In amibroker@yahoogroups.com, whitneybroach whitneybro...@... wrote:
A rotational system reports exit dates that are holidays. The exit price
reported is actually the correct price from the prior trading day.
Trade delays are all at zero, entries and exits
Thanks to everyone who helped off-list. :)
--- In amibroker@yahoogroups.com, whitneybroach whitneybro...@... wrote:
Here's an interesting tale of confusion.
Aside from sleep, WTF am I missing?
A rotational strategy opens new trades only on a certain day of the month,
detected by rd_ok
A rotational system reports exit dates that are holidays. The exit price
reported is actually the correct price from the prior trading day.
Trade delays are all at zero, entries and exits on Close.
Detailed Log and _trace show no changes in PositionScore on any symbol prior to
these holiday
Here's an interesting tale of confusion.
Aside from sleep, WTF am I missing?
A rotational strategy opens new trades only on a certain day of the month,
detected by rd_ok (rotation day ok). if rd_ok==1, it's ok to open a new
rotational trade. The strategy also uses variable stop losses, so a
Seeing Commission: 1 in detailed log but AFL contains
SetOption(CommissionAmount, 0 );
?
regards,
Tomasz Janeczko
amibroker.com
On 2010-05-08 22:19, whitneybroach wrote:
Seeing Commission: 1 in detailed log but AFL contains
SetOption(CommissionAmount, 0 );
?
IMPORTANT PLEASE READ
This group is for the discussion
Does it work? Haven't seen it yet. :)
).
If you want dynamic commission (changed on bar by bar basis) you need to
modify
buyprice/sellprice/shortprice/coverprice on bar by bar basis.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-05-09 00:49, whitneybroach wrote:
Thanks. Did that.
Is there any reason why
David,
What answer did you receive for this?
Best,
Whitney
--- In amibroker@yahoogroups.com, david.weilmuenster dweilmuenster95...@...
wrote:
I am testing a system in which one particular position is scaled in/out daily
to achieve a given target value on the Close. The results of my
What code change would cause this to exit a position intraday at a 30-bar low?
--- In amibroker@yahoogroups.com, three_percent se...@... wrote:
Robert,
I haven't tried to optimize for CAR or RAR. I usually go for CAR/MDD
instead when I run tests.
Andy
--- In
Similar concern here. I want to implement the technique in Colby's
_Encyclopedia of Technical Market Indicators_, which requires a concatentation
feature.
--- In amibroker@yahoogroups.com, Michael comtech@... wrote:
In walk forward analysis, how do you concatenate all the OOS results and
Figured it out with help from Tomasz.
Lesson learned: when troubleshooting a .csv file format, open it with
something other than Excel. :)
--- In amibroker@yahoogroups.com, whitneybroach whitneybro...@... wrote:
Yes, only commas.
The .csv file being imported has no blank lines and every
Yes, only commas.
The .csv file being imported has no blank lines and every data field has
visible characters.
Got this message in the Import Log from the 5.29.0 5.29.2 betas, with and
without the Wizard.
Vista crashed recently, so I can't be sure if I have a corrupt AB file
somewhere or if
GetChartID() appears to return the pane id, not the chart id -- at least in the
sense that creating a new chart is a distinction operation from creating a new
pane.
Is there a chart-level identifier? This would be useful in cases where
different panes need to refer to a vector that is
);
}// if aaction
///
--- In amibroker@yahoogroups.com, whitneybroach whitneybro...@... wrote:
Fred / Tomasz,
I'm not finding that to be the case, at least with the limited money
market fund data that I have.
My approach so far is to take a Sell signal from the system
Thanks.
--- In amibroker@yahoogroups.com, sdkingman markh...@... wrote:
--- In amibroker@yahoogroups.com, whitneybroach WhitneyBroach@ wrote:
Tested tango5 without Fasttrack?
I'd like to backtest tango5 before committing to a new data feed. :)
I found a RUTVOL implementation here
That's the way I want it to work, too. :)
It's behaving here as if it really is read-only, as documented in the Portfolio
Backtester Interface Reference -- or my code is wrong.
Here's some code. In the Equity pane, the equity value increases by 1 on each
bar (correct) but never is set to
Is there a way to detect the bar length of a new series after using SetForeign?
(Not the bar interval selected in AA; the bar length of the price data itself.)
Suppose the 1st series contains daily bars, the 2nd series contains weekly bars.
I'm trying to prototype a vector-oriented interest
: whitneybroach whitneybro...@...
To: amibroker@yahoogroups.com
Sent: Monday, September 07, 2009 12:31 AM
Subject: [amibroker] BestRankHeld
Tomasz,
Any problem implementing BestRankHeld in SetOption?
When combined with WorstRankHeld, enables selection of a range of
acceptable rank values
Tested tango5 without Fasttrack?
I'd like to backtest tango5 before committing to a new data feed. :)
I found a RUTVOL implementation here
http://www.amibroker.com/library/detail.php?id=307 and am still just poking
around.
All helpful suggestions are appreciated.
Best regards,
Tomasz,
Any problem implementing BestRankHeld in SetOption?
When combined with WorstRankHeld, enables selection of a range of acceptable
rank values. As an example, stocks could be selected from the 2nd quartile
instead of the 1st quartile of a list.
Fund managers who do this sometimes find
Switching the focus somewhat
How about equity curve trading in Rotational mode?
Rotational means no Buy or Sell vectors, so Equity() function does not work.
Anyone got this without custom backtester code?
Best regards,
--- In amibroker@yahoogroups.com, ezbentley ezbent...@... wrote:
Hi
herman,
That page
http://www.amibroker.org/userkb/2007/04/24/creating-a-correlation-table/
mentions that the code is under review.
Is the review complete?
Best regards,
Same concern here. :) I guess this was answered in another forum?
--- In amibroker@yahoogroups.com, steve_almond ste...@... wrote:
I'm using EOD data. The date (X) axis shows only the month value, no
matter how much I zoom the scale in using 'daily view'.
Can I make intermediate dates
Sorry if I missed this in searching earlier
How do I omit grid dots / grid lines while keeping the date axis labels and
keeping the y axis labels?
I want the axes, but want much less ink in the plot area.
Best regards,
Thanks. :)
-- In amibroker@yahoogroups.com, Tomasz Janeczko gro...@... wrote:
Hello,
Go to Tools-Preferences, Colors, and change Grid color to be the same as
background color.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: whitneybroach whitneybro
Yes, and apparently no one uploaded to Files here or to the library on the
amibroker site. Doh!
--- In amibroker@yahoogroups.com, baudec bau...@... wrote:
Grr. Yahoo kills the e-mail links.
The PnF v2.afl is in message: 22174 by Mr. Valley, but all I see is HTML code.
On Tue, Apr 7, 2009 at 8:59 AM, whitneybroach whitneybro...@...wrote:
Somehow I've missed code that combines IS and OS equity into a single
line. I'm sure correct code is available somewhere, right?
The following code does not do the job. It roughly rescales the start of OS
Somehow I've missed code that combines IS and OS equity into a single line.
I'm sure correct code is available somewhere, right?
The following code does not do the job. It roughly rescales the start of OS to
the last value of IS, but it does not show IS values prior to OS. Can this be
done
Looking at the following code, can you imagine on which bar
ind_hhv changes
and
ind_hhv_bar does not change?
The first bar where ind_hhv changes, but on on subsequent bar?
Never?
I've tried the code with occur = 0 and that is causing ValueWhen to
look into the future (not desired in this case).
.
There was dicussion on creating calendar day tickers - someone posted
some code - it can be done in excel and then imported via ASCII.
brian_z
--- In amibroker@yahoogroups.com, whitneybroach WhitneyBroach@
wrote:
Hmmm, no ideas?
--- In amibroker@yahoogroups.com, whitneybroach
in the same window
then there might be a code solution.
brian_z
--- In amibroker@yahoogroups.com, whitneybroach WhitneyBroach@
wrote:
Thanks. Will try that.
--- In amibroker@yahoogroups.com, brian_z111 brian_z111@ wrote:
I seem to recall playing around with something along those
Hmmm, no ideas?
--- In amibroker@yahoogroups.com, whitneybroach [EMAIL PROTECTED]
wrote:
Due to the 9/11 markets interruption, daily bars were missing several
days in a row. 9/10 and then 9/17 appear consecutive in many series.
Switching a chart from daily to weekly bars causes indicators
Due to the 9/11 markets interruption, daily bars were missing several
days in a row. 9/10 and then 9/17 appear consecutive in many series.
Switching a chart from daily to weekly bars causes indicators to fail
at that part of the chart. A version of the WilliamsAD, for example,
goes to zero.
To AppyStop() veterans I'm sure this one seems easy. To this
newbie it's somewhat puzzling. :)
ApplyStop() is used for loss, profit and time exits in a long-only system
that enters on a limit price. Exits are intraday.
Backtest results in AA show buy prices are at the limit price as expected.
data which are available back at least as far as the 1800's.
--- In amibroker@yahoogroups.com, whitneybroach WhitneyBroach@
wrote:
Your feedback is welcome about this suggestion for a vector-based
interest rate feature in AFL:
http://www.amibroker.com/feedback/view_bug.php?bug_id
= iif( InWatchListName( watchlistname ), 1, 0 );
This is equivalent to:
inwl = InWatchListName(watchlistname);
Regards,
GP
--- In amibroker@yahoogroups.com, whitneybroach WhitneyBroach@
wrote:
Here's a variation of the same idea. The way that results are being
reported
Here's a variation of the same idea. The way that results are being
reported in the chart window and in AA is not reassuring. I must be
missing something obvious.
I have watchlists named NDX_2002 and NDX_2003 etc.
The year of the current bar is to identify the proper watchlist. If
today is
Hmmm: with custom backtester interface, can position size be set as
number of contracts based on a multiple of margin deposit?
The Portfolio Backtester Interface Reference shows sig.PosSize as a
float, positive as dollar value or negative for % of account. Doesn't
look like it can be done, but
Is the mid-level, or low-level, backtester interface the least complex
required to open trades for redundant entry signals?
Let's assume that the entry vector's True values are converted to
sigScaleIn values prior to the custom backtest interface being enabled.
Let's also assume trade exits are
( backtestRegularRaw )
http://www.amibroker.com/guide/afl/afl_view.php?setbacktestmode
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: whitneybroach [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Sunday, February 17, 2008 6:24 PM
Subject: [amibroker
Hmmm, shall we extend the idea somewhat, to long and short trades?
Does this look sane for an exit on the first profitable close? What
am I missing?
//
Buy = conditions;
Short = conditions;
Sell = Cover = 0;
inBullTrade = inBearTrade = 0;
Can it be done? Formula Editor doesn't like this, but I wonder
something similar is even possible?
symcurrency = StrToUpper( StrLeft( sym, 6 ) );
switch ( symcurrency )
{
case AUDUSD
,CADUSD
,CHFUSD
,EURUSD
,GBPUSD
Drew,
Just thought I would check in. How are things going?
Best,
Whitney
--- In amibroker@yahoogroups.com, thomasdrewyallop [EMAIL PROTECTED]
wrote:
Hello all,
I have been working on the MCP technique described in Aronson's book
for some time now. I have just completed conversion of the
David,
What answer did you receive on this?
Best,
Whitney
--- In amibroker@yahoogroups.com, dweilmuenster95125
[EMAIL PROTECTED] wrote:
If all stocks have the same, non-zero PositionScore on a given bar,
does rotational trading leave all positions unchanged?
Thanks,
David Weilmuenster
On 9/3/07, whitneybroach [EMAIL PROTECTED] wrote:
How can AB be most easily used to get analytical outputs like this:
http://tinyurl.com/3aptvc ? (Function Profile graph is the key
output.)
Or like that: http://tinyurl.com/39vz89? (See the CMO Filter
Analysis screen shot about
How can AB be most easily used to get analytical outputs like this:
http://tinyurl.com/3aptvc ? (Function Profile graph is the key output.)
Or like that: http://tinyurl.com/39vz89? (See the CMO Filter
Analysis screen shot about halfway down the page.)
I imagine this could use AA Optimize output
--- In amibroker@yahoogroups.com, Tomasz Janeczko [EMAIL PROTECTED] wrote:
Hello,
SetForeign/Foreign were not changed for quite long time.
Best regards,
Tomasz Janeczko
amibroker.com
I've discovered that SetForeign works in one db but not another.
What db settings or attributes should
Got anomalies with Foreign or SetForeign in 4.92 or higher?
(It's probably my AFL, but maybe not.)
--- In amibroker@yahoogroups.com, David Piatek [EMAIL PROTECTED] wrote:
I've been happily using Amibroker for years and decided to develop an
application to make running Monte Carlo style simulations easier.
The .csv tradelist that Amibroker's Automatic Analysis creates can be
imported in.
--- In amibroker@yahoogroups.com, Grant Noble [EMAIL PROTECTED] wrote:
That's great Howard! Thanks so much, GRANT
Most definitely
--- In amibroker@yahoogroups.com, brian_z321 [EMAIL PROTECTED] wrote:
--- In amibroker@yahoogroups.com, whitneybroach WhitneyBroach@
wrote:
While creating watchlists from external files, I encounter the problem
of a symbol having zero bars in the current database.
Can AFL report
Howard wrote
The books have arrived from the printer and are available for immediate
shipment.
Thanks,
Howard
www.quantitativetradingsystems.com
-
Great news!
I have many bars of 1-minute IB data captured with WealthLab.
I'd like to populate a new AB IB database with this so the first AB IB
backfill does not have to go back very far.
I'm so new that I'm unsure whether this can be done. Should I be
looking at ASCII import? Before I activate the new
While creating watchlists from external files, I encounter the problem
of a symbol having zero bars in the current database. I intend to
export required bars from another program into the db to fix these.
Detecting all of the zero-bar symbols is the task.
Can AFL report a zero-bar symbol?
So
Thanks.
Using the weekly data series (e.g. W1, W2...) ?
Those appear as Daily bars in AB from MS format.
Is there no way to define an external ASCII db to AB? If I Import
ASCII, it's not automatically maintained by AB, is it?
Best,
Thanks to Joe and Re_Rowland :)
Drew,
I look forward to your follow-up. Meantime, I'm surfing over to the
suggestions.
Best,
Whitney
Which format are you using? I understand at least two exist,
Metastock and ASCII, maybe more?
I am currently using QuotesPlus for stock data and am wondering if I
would be better served (in AmiBroker) by switching to Fasttrack?
A key need of mine is the ability to maintain breadth measures (with
AddToComposite) on the type of issue involved -- such as ETF, bond fund,
Optionable -- as well
While reading David Aronson's book _Evidence-based Technical
Analysis_, I stumbled across a modified Monte Carlo permutation
(MCP) procedure that compensates for data mining bias, assuming that
the best permutation of rules was not selected with a directed search.
From Aronson's perspective, this
--- In amibroker@yahoogroups.com, Tomasz Janeczko [EMAIL PROTECTED] wrote:
Keith,
The setting Trade list with prices (4 dec dig)
affects only Trade list.
Other figures (like Net profit) are not affected and currently
there is no way to change it. Sorry.
Best regards,
Tomasz Janeczko
--- In amibroker@yahoogroups.com, whitneybroach [EMAIL PROTECTED]
wrote:
This appears to work better and faster
But faster is relative. A check with GetPerformanceCounter()
suggests that tallying sot requires as much time as, maybe more than,
the other parts of the CBT, effectively doubling
A DateTime version, which theoretically could work for intraday bars
// finish backtester up here
// CALCULATE CUSTOM METRICS
dt = DateTime();
// simultaneous open trades
// intensive, takes more time than the backtest and postprocess
sot = 0;
for( trade = bo.GetFirstTrade();
This appears to work better and faster
///
for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() )
{
teb = ValueWhen( dt == trade.EntryDateTime, bi, 1 );
txb = ValueWhen( dt == trade.ExitDateTime, bi, 1 );
endbar =
Graham,
How about a more general case? Try this in Explore with the To date
as 6/30/2006 on Alcoa Aluminum (AA).
I must be missing something (maybe my brain).
Best,
Whitney
///
Buy=Sell=Short=Cover=0;
Filter = 1;
bi = BarIndex();
dn =
Darned indexing!
Thanks
We upgrade to 4.88 and then go from there
// Finalize backtester up here
// CALCULATE CUSTOM METRICS
// simultaneous open trades
sot = 0;
for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() )
{
ted =
This seems to work. I could probably get a more efficient version for
EOD stats if I could compare year, month and day from DateTime() to
DateNum(). By building tedt and txdt with only yyymmdd, the bar
loop could be from tedt to txdt rather than from 0 to BarCount - 1.
How do we decode
Are you referring to trade.EntryDateTime as from the custom backtester
object?
More generally, how does one extract the date from DateTime() so as to
compare with DateNum() ?
How do we know the greatest number of simultaneously open positions
during a backtest? (Perhaps the MaxOpenPositions is never approached
during the test?)
Does this code make sense? Is a low-level CBT truly required for 100%
accuracy?
Happy New Year,
Whitney
--- In amibroker@yahoogroups.com, Graham [EMAIL PROTECTED] wrote:
Strformat allows for the formatting of array values when converting
them to
text outputs, it does not set up any value for itself, it is not a
variable
Aaahh, so it automatically chooses the last value
--- In amibroker@yahoogroups.com, Joe Landry [EMAIL PROTECTED] wrote:
There are persistent numbers and text
store AFL functions...
VarSet VarGet for numbers and text. These I understand will persist
from
routine to routine unless
you close Amibroker.
---
--- In amibroker@yahoogroups.com, Steve Dugas [EMAIL PROTECTED] wrote:
Hi - I think you want StaticVarSet() / StaticVarGet(). More info on
these in
the users guide.
Steve
---
Yes, that looks like it !
Please note that this group is for discussion between users only.
Thanks. That did it. :)
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 ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other
New to AB.
When running this formula...
tm_analyze=1;
tm_report=2;
tm_step=1;
testmode= Optimize( TestMode, tm_analyze, tm_analyze, tm_report,
tm_step );
trace=True;
if ( Trace )
{
_TRACE( Test mode=, + StrFormat( %1.0f, testmode ) );
}
Buy=Sell=0;
New to AB, trying to learn Composites.
This code attempts to write an array to a composite, read it back from
the composite, and then display the results from the composite.
I'm sure the answer to this is painfully obvious to community members
with experience: why am I seeing only zeros from
New to AB, QuotesPlus subscriber, have been using WealthLab for years
(and its IndexLab more recently) and am now starting the AB learning
curve. Looking forward to it; this looks like a great product and
community. Computer science major from 20 years ago (my C is rust
encrusted), all recent
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