I found an error in how I calculated the cash settlements at expiration.
Below is the fixed code.
All comments, suggestions, and improvements are most welcome!!
Warm regards,
David
// This option trading strategy is not intended to make money.
// It is intended to demonstrate the use of
I have been dealing with this very same problem for a few months now.
My comments on Mike's three suggestions below.
1. This is the best suggestion for an accurate solution. Because you
can actually test whether or not time order matters. Historical 1
minute data is available. You can
SetPositionSize( 100, spsPercentOfEquity );
Frank engineering-returns.com http://engineering-returns.com/
--- In amibroker@yahoogroups.com, Tony M pqj...@... wrote:
Need help with position size - how position size is determined in
backtesting? In one example of my backtest, first trade bought
Mike do you know if we can get the last record without a loop ? So with an
instruction. Something like fgetlast(fh) ... I know there should be an
instruction like that but I cannot find it ...
Regards, Ton.
- Original Message -
From: Mike
To: amibroker@yahoogroups.com
Sent:
I am referring to the book Technical analysis for the trading professional by
constance brown.
She had mentioned about Volatility band formula written in tradestation
language.
I need this formula to be converted into afl language.
Can somebody help me with this.
Input:
Keith,
I wouldn't put too much faith in 64 bit over 32 bit.
http://finance.groups.yahoo.com/group/amibroker/message/125775
Better, perhaps, to look at a newer CPU with more cache.
http://finance.groups.yahoo.com/group/amibroker/message/140718
Meanwhile, have a look at MCO in the Files section
Ton,
I think that you are stuck with the loop. Other languages have functions for
relocating the file position (e.g. fsetpos, fseek). But, I'm not aware of any
equivalent in AFL.
You could probably do it using COM or JScript embedded in your AFL.
Hi
I would like to draw only one vertical line 90 bars from the last bar.
Can anybody suggest the code for drawing this vertical line.
Your help is appreciated.
Regards
UMR Perumal
Hi,
I don't remember the author.
Best regards
N = Param(Bars away from end, 90, 0, 100, 1);
AtNBar = BarIndex() == LastValue(BarIndex() - N); // are we at Nth bar
from the last?
Plot(AtNBar,, colorRed, styleHistogram| styleOwnScale, Null, Null) ;
// Plot vertical line, N bars to left of
Just wondering if and when the updated AmiBroker 5.30 PDF User's Guide will be
released.
Paolo
try using
SetOption(PositionSizeShrinking,True);
This means you will still make trades even when your account drops below your
desired trade size. This can help in situations where you specify trades of
100k with a 100k account, and the first couple of trades are losers such that
the account
Keith, I feel happy seeing that there is one person around the world with the
same problems as me!
Although I don't want you to have problems, of course ;-)
But I see you have worked on our problems.
I think, same as you, that the real solution is buying many 1 minute data. I
also use common
Great.
Thanks to everybody.
Thanks for your reply. But it does not work. Here's the key portion of the code:
Buy=Cond1 OR Cond2 OR Cond3 OR Cond4;
BuyPrice=Open;
Sell=Cross(sig,Lowbar);
SellPrice=Open;
SetTradeDelays(1,1,0,0);
SetPositionSize(100,spsPercentOfEquity);
The trade summary is attached. It shows the trade size
Try:
posQty=Param(Positions,1,1,30,1); //parameter until 30
SetOption (accountmargin,100); // if 100, we use 100% of the capital
PositionSize = -100/(posqty);//-100/1=100% of the capital
--- In amibroker@yahoogroups.com, Tony M pqj...@... wrote:
Thanks for your reply. But
As the head of research for a growing investment markets research company, I am
looking to expand the research department. We do most of our research using
AmiBroker. The position is a full-time telecommute position. If you have a
passion for trading research and love solving problems, then see
I have another idea
And, if, instead of reducing randomly the database, before the trading day, we
select the best 100 or 200 stocks that have obtained the best results using the
system, in the last uhh.. 6 months?
It is like buying the best stocks in any period, a classic technique to buy
Hi ALL.
I'm trying to load data from eSignal using AMIBROKER ( I've account at
eSignal already, ok ), but looks like, it´s not working.
I've created a new database with 1 min.
But still don't show the data, could someone help me on this issue, please.
Tks.
Ricardo
Thanks for your reply. I tried that too. It does not work. I got the same
results. See attached test summary.
Anybody can help me solve this? Thanks.
From: Gonzaga gonzag...@yahoo.es
To: amibroker@yahoogroups.com
Sent: Fri, June 4, 2010 7:46:34 AM
Subject:
Hello Howard,
Could you please give us an update on the progress and availability of
Advanced AmiBroker book which was expected to be ready in April or May 2010
(as stated on your website)?
Regards
Richard
http://finance.groups.yahoo.com/group/amibroker/message/149411
--- In amibroker@yahoogroups.com, Richard richpa...@... wrote:
Hello Howard,
Could you please give us an update on the progress and availability of
Advanced AmiBroker book which was expected to be ready in April or May 2010
Is there a way to get daily resolution (date for each day) in the price chart
so I can publish using AB charts?
Mike,
Thank you very much. yes, that's the trick. I changed that setting from 10% to
zero and then the problem went away. The symbol is XLI, it's volume is low in
early years when this ETF was started.
From: Mike sfclimb...@yahoo.com
To:
Hi experts
I remember having seen an afl
the chartspace is showing green color while price is uptrend and the chart area
gets red color if price becomes downtrend, and area gets ash or grey color if
price bars have no trend
I am talking of chart area from top to bottom
thanks for help
It should be easy provided you have custom atr formula.
On 6/4/2010 12:47 PM, infynhome wrote:
I am referring to the book Technical analysis for the trading
professional by constance brown.
She had mentioned about Volatility band formula written in
tradestation language.
I need this
menurut saya AFL yang dari pak TIMUR sangat membantu , kita jadi praktis
tradingnya tinggal lihat warna back ground nya dan dengar suaranya.
selama ini saya belum pernah ketemu afl yang seperti ini .
betul suatu terobosan baru ,karya yang luar biasa.
semoga bapak diberkati TUHAN selalu .
yang
Interactive Brokers, bisa untuk realtime data BEI juga?Ada delay? Berapa
langganannya?
From: amibroker-4-bei@yahoogroups.com [mailto:amibroker-4-...@yahoogroups.com]
On Behalf Of Christopher Tahir
Sent: Friday, June 04, 2010 12:30 PM
To: amibroker-4-bei@yahoogroups.com
Subject: RE:
Menarik sekali. Boleh tau WAP itu apa sih?
On Jun 4, 2010, at 12:17 PM, Liem Hok Hwan limh...@gmail.com wrote:
Pas lagi iseng, saya lihat bagaimana kalau kita trading dng
menggunakan WAP hi dan low menggunakan 3 periode? Karena metodenya
pakai averages dengan menghitung volume, maka saya
Nanti week end saya coba usahakan ya!
On Jun 4, 2010, at 12:59 PM, sofialiauw sofiali...@yahoo.co.id
wrote:
menurut saya AFL yang dari pak TIMUR sangat membantu , kita jadi
praktis tradingnya tinggal lihat warna back ground nya dan dengar
suaranya.
selama ini saya belum pernah ketemu
WAP itu weighted averages prices. Cara menghitungnya adalah jumlahkan Harga
dengan volume pada N period dan bagi dengan volume N period.
2010/6/4 Timur Langit timurlangit.is.h...@gmail.com
Menarik sekali. Boleh tau WAP itu apa sih?
On Jun 4, 2010, at 12:17 PM, Liem Hok Hwan
oh... volume weighted average, gotcha...
Thank you so much
2010/6/4 Liem Hok Hwan limh...@gmail.com
WAP itu weighted averages prices. Cara menghitungnya adalah jumlahkan Harga
dengan volume pada N period dan bagi dengan volume N period.
2010/6/4 Timur Langit
iya pak TIMUR LANGIT AFL nya saya dapat dari milist ,cuma yang ini tidak pakai
jaws ,teeth dan lips /tidak pakai ma hanya garis fractal atas dan bawah ,
yang saya ingini:
jika candle hariini mendekati garis atas /fractal buy maka back ground berubah
jadi kuning agar kita siap siap buy
jika
Wah menarik tu Pak, tapi sayang gak bisa dipake di End Of Day y?
Pak Hok di Kim Eng ada fasilitas stock screener untuk saham2 yg berada d bawah
VWAP hari tsb ato berada d high kemaren ato d low kemaren gak?
Tq
With U absolutly can get it free, without U I'm Nothing
-Original Message-
Garis atas, garis bawah ini maksudnya apa ya?
kalau tembus fractal sell/garis atas =back ground tosca
kalau tembus fractal sell/garis bawah =back ground merah
2010/6/4 sofialiauw sofiali...@yahoo.co.id
menurut saya AFL yang dari pak TIMUR sangat membantu , kita jadi praktis
tradingnya
Pak Timur Langit, saya sudah bisa buat satu window yang difloating, tetapi
bagaimana cara tampilkan (panggil) window -window lainnya, (karena tampilan
chart pada layar di area sebelum difloatingkan jadi kosong tidak
tersedia chart lagi untuk bahan yang akan difloatingkan)? Demikian
pula
Pak Timur, ada AFL Volume Weighted Average Price di AB Library dari Edward
Pottasch. TQ
From: Timur Langit timurlangit.is.h...@gmail.com
To: amibroker-4-bei@yahoogroups.com
Sent: Fri, June 4, 2010 1:47:06 PM
Subject: Re: [Komunitas AmiBroker] IHSG wz 3Rangers
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