hi,
looked in older discussions but couldn't really find it.
Does IQFeed offer historical bid and ask data for futures and how do I read
them in Amibroker? Only thing I can find is functions like GetRTDataForeign
but these give only the last bid and ask. I need the historical data for
Hello,
You still don't understand anything about zigzag algorithm.
If you did you will know that to generate zig you must look into future
bars.
I am saying that Wealth Lab use *THE SAME* algorithm as ANY other software,
there is no magic and no secret in it.
First it calculates REGULAR zig
See also this:
http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:zigzag
Take closer look at this sentence The ZigZag has zero predictive power
and draws lines base on hindsight.
(hindsight in technical analysis is equivalent to looking into the
future).
On
Hello,
use spspercentofequity insted of spsshares.
It will do what you want.
example:
Setpositionsize(2/(riskinPips*Pointvalue)*MarginDeposit,spspercentofequity);
--- In amibroker@yahoogroups.com, dralexchambers dralexchamb...@... wrote:
Hi,
I am writing some backtesting code and have
For one thing the date format is wrong. Look at the syntax in Help or on the
website at http://www.amibroker.com/guide/afl/afl_view.php?id=37
- Original Message -
From: mahesh
To: amibroker@yahoogroups.com
Sent: April 26, 2010 1:07 AM
Subject: [amibroker] plz point out
Hello,
DateNum is a number in the format YYYMMDD
where YYY is year-1900, MM is month, DD is day.
2007-1-1 should be written as:
1070101
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-04-26 14:41, wavemechanic wrote:
*For one thing the date format is wrong. Look at the syntax in Help
why EMA value is not the same in AB and ta-lib?how does / in what method
does ab calculates EMA?
Tomasz
I am still having problem downloading extended fundamentals from Yahoo using
Amiquote. Would you double check that there is not format change on yahoo
side? TIA
From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf
Of cascade3891
Sent: Saturday, April 24, 2010
How is ema calculated in AmiBroker?
Why the result is different from ta-lib's ema result?
I'd like to be able to add to a position without using a pyramid / sigscalein
entry, and I'd like to be able to reference the execution price of the first
order.
For example,
Buy = Cross (C, EMA(C, 10));
/* Then buy more if Close goes down 3 * ATR(14) below the price at which I
bought in
Hi,
Thank you for the explanation.
You still don't understand anything about zigzag algorithm.
Of course, not. As I said, I am a complete novice to AB.
I was using WL before and it does not have Zigzag at all.
You are not correct when you say that Peak/Trough in WL is based on Zigzag
or looks
do you have the same starting point for the data? That, I believe, will highly
influence your results.
--- In amibroker@yahoogroups.com, Prabu prabui...@... wrote:
How is ema calculated in AmiBroker?
Why the result is different from ta-lib's ema result?
I recall Tomasz affirming this ... I beleive that AMA would be equivalent to
ta-lib and trade station EMA calculations
Don't recall exact details
Ara
- Original Message -
From: droskill drosk...@yahoo.com
To: amibroker@yahoogroups.com
Sent: Monday, April 26, 2010 11:44 AM
Subject:
Hello,
You admit that you are complete novice, yet you make definitive
statements like this:
It simply loops from 0 to the bar and finds min and max.
Then, after a reversal happens, it assigns the last min or max to an array.
That's all.
You simply see the trees but you don't see the forest.
Hello,
EMA in ta-lib are NOT initialized (the starting point is first data in
the series)
EMA in AFL are initialized the way they are in Tradestation and
Metastock, i.e.
the very first value (initial) for N-bar EMA is the value of SIMPLE
(arithmetic) moving average.
To workaround this problem
Anyone have any AFL code for calculating a geometric average of a data set?
I'm trying to duplicate, in AB, the following:
http://www.investopedia.com/ask/answers/06/geometricmean.asp
I found some code in the group, but it looks a bit funny to me:
Period = Param(Period,1,1,100,1);
lnGMA =
Thanks all,
As droskill mentioned .. .the starting point was different.
for AB the array started from previous two days.
for ta-lib I just gave the required amount of data.
Thanks Again to all.
On Tue, Apr 27, 2010 at 12:34 AM, Tomasz Janeczko gro...@amibroker.comwrote:
Hello,
EMA in
I sent this as a response on Jan 2009 (Message #133785). Look at the
derivation and compare with your formula. I looked at your formula below and
they look identical.
Geometric Moving Average (GMA): the 'n'th root product of 'n' numbers, For
example,( Return1* Return2 *.* Return n)**(1/N). Value
Some code to show how small the differences are comparing GMA to MA, as
compared to MA vs EMA.
Title = EncodeColor(4)+ _DEFAULT_NAME()+; +EncodeColor(1) +
StrFormat({{NAME}} - {{INTERVAL}}; {{DATE}}; O=%g, H=%g, L=%g, C=%g
(%.1f%%)
{{VALUES}}, O, H, L, C, SelectedValue( ROC( C, 1 ) ) );
Hi,
You admit that you are complete novice, yet you make definitive statements ...
Sure. This is because I wrote a script, which generates exactly the same output
as Peak/Trough in WL.
So, I know for sure that this script does not use a Zigzag (WL simply does not
have this indicator)
and it
Is the afl you describe below somewhere available? If so I would appreciate
a copy.
From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf
Of reefbreak_sd
Sent: Saturday, April 24, 2010 10:05 PM
To: amibroker@yahoogroups.com
Subject: [amibroker] Re: Restricted Plot; Final
Hello,
The script never looks after the BAR, but, of course, it does look
after the peak if the peak is in the past.
This is *exactly* looking into the future. You can only claim a peak
when you look several bars AFTER the peak
- that is looking into the future in purest form.
You don't know
Thanks for the confirmation Joris.
--- In amibroker@yahoogroups.com, Joris Schuller jschul...@... wrote:
I sent this as a response on Jan 2009 (Message #133785). Look at the
derivation and compare with your formula. I looked at your formula below and
they look identical.
Geometric Moving
You can only claim a peak
when you look several bars AFTER the peak
- that is looking into the future in purest form.
No, it is not. You keep focusing your eyes on the peak,
so the time period after the peak appears as future to you.
But the script has one variable called bar, which points
This is not Amibroker related but an interesting story:
http://bit.ly/aYI0Zz
I'm sorry that I've wandered off the topic of plotting a line segment on a bar
chart.
QuadFit was written by me from scratch and is proprietary.
Doing a fit to a quadratic is tricky because a straight forward solution using
Gaussian Elimination randomly produces wildly wrong values (blows up)
Hi-
I am wondering if anyone has code that will effectively mimic the Workday()
function in Excel. Specifically, I want to be able to get the date of the next
trading day while taking into consideration both weekends and holidays. I have
some embarassingly simple code below that generates a
Thanks for the link. Interesting indeed. I have calculated a similar
indicator using Atc() and found it helpful in determine market turns.
But I think some a high threshold (90%) would indicate an overbought
condition and a correction in the next couple weeks. This correction could
be short lived
Kayaknya memang kalau download dan install versi 5.30 dengan opsi
upgrade, maka setingan registrasi dan lain2 tidak ada yang perlu
diulang, tapi amiquotenya tidak otomatis terupgrade, alias masih versi 2.00.
untuk upgrade amiquote ke versi 2.11, silahkan download dan upgrade
langsung dari
Memang kalo setelah update 5.3 yg official, amiquote turun ke v2.00 pak Eko W...
Paketnya memang gitu mungkin...
Saya sdh download ulang, terus langsung tumpuk lagi, so far jalan bagus sampai
hari ini...
Gut lak...
-Original Message-
From: Eko Widjajanto ekow...@gmail.com
Date: Mon, 26
Happy b'day bro ian ariston napitulu.
Salam trader :)
Andry s. tjoe
Sent from my BlackBerry® smartphone from Sinyal Bagus XL, Nyambung Teruuusss...!
-Original Message-
From: M Alfatih alfatih.a...@gmail.com
Date: Mon, 26 Apr 2010 11:09:47
To: amibroker-4-bei@yahoogroups.com
Subject: Re:
Dear pak Dendo,
AmiQuote sudah saya upgrade sesuai arahan bapak,terimakasih ya infonya
salamSG
--- On Mon, 4/26/10, Dendo - AmiBrokerfreak amibrokerfr...@yahoo.co.id wrote:
From: Dendo - AmiBrokerfreak amibrokerfr...@yahoo.co.id
Subject: Re: [Komunitas AmiBroker] AmiBroker 5.30 Official Release
Kepada Yth.
*Peserta dan Calon Peserta
Kursus APLICATIVE TECHNICAL ANALYSIS SYSTEM*
di Tempat.
Dengan hormat,
Sehubungan dengan jadwal Kursus *APLICATIVE TECHNICAL ANALYSIS* *SYSTEM* *
ANTISIPASI DATA MAKRO EKONOMI*
(materi Kursus akan diberikan dilokasi Kursus), yang akan dimulai pada
tanggal
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