I've figured out how to back test a four legged options trading strategy,
specifically selling iron butterflies or iron condors. The AmiBroker AFL
code is below.
I welcome any questions, comments, suggestions, fixes, or improvements.
Warm regards,
David
// This option trading strategy is not
Richard, I've posted AmiBroker code for automatically back testing a couple
option trading strategies at the links below.
Two legged options trading strategy, specifically selling straddles or
strangles
http://finance.groups.yahoo.com/group/amibroker/message/149990
Four legged options trading
Ah, OK
I thought we were talking about different things.
Yes, I purchase a subset of all the stocks I could buy.
But these last days with so high volatility, the real results I have obtained
has been much worse than backtested results.
That's why I am worried.
But I understand it depends also
Hi,
I need help on a similar kind of afl. Though it is not a trend indicator, but
it gives me valuable feedback on the price momentum.
What I do is, plot 5 period EMA of Highs and lows and then look for crossovers
in various time frames.
So, I need an afl which could do color coding as per rules
Hello David,
Thank you very much for your examples. This is exactly what I was looking for.
An example on how to implement Options trading back testing in AFL. I need need
some time to study these examples. If you don't mind I will come back with some
questions later. Both AFL code examples
Hello,
I have seen this been implemented using IIF in this simple way;
BarColors = IIf(RSI( 14)50, colorRed, colorGeen));
Plot(C, , BarColors, styleBar ) ;
Regards
Richard
--- In amibroker@yahoogroups.com, Infinity Home Loans infynh...@... wrote:
Hi,
I need help on a similar kind of afl.
Ah, thanks for that, I've been wondering if that was possible in AB but haven't
gotten around to playing with it yet.
ovt
--- In amibroker@yahoogroups.com, Mike sfclimb...@... wrote:
Here's one way to do it. Substitute your own definition of trend.
Fast = MA(Close, 5);
Medium = MA(Close,
Hi Mithal, and all --
Not to discourage your efforts, but no one will be able to develop, test,
and validate a trading system, then trade it with confidence, without having
skills in both programming and statistics.
Please, take the time to learn AmiBroker's afl.
Thanks,
Howard
On Sat, Jun 5,
You need to pay special attention to Howard's comments. He has written several
books on the subject of technical analysis and AFL programming in AmiBroker.
His publications can be seen at www.blueowlpress.com
Howard knows what he is talking about.
ReefBreak
--- In
When I right click on a layout in the Layout window and save as default then do
a File-New-Default Chart, I do not get the layout that was just saved.
But if I right click on the chart Template-Save as Default and then do a
File-New-Default Chart I get the new default chart.
Can anyone tell
Yes please Tomasz.
It's the only reason have held back upgrading to Windows 7 and AB64-bit.
Kind regards
Ken
From: Tomasz Janeczko gro...@amibroker.com
To: amibroker@yahoogroups.com
Sent: Fri, 21 May, 2010 2:12:34 AM
Subject: [amibroker] 64-bit IQFeed /
You're welcome, Richard. I would welcome your questions, and anybody
else's.
While hard to develop and debug since no one appears to have coded for
options trading before and I've only been using AmiBroker for 1.5 weeks, the
code itself is not that complex. There's a lot of lead in since I
Thanks for this Ara. A one line batch file did the trick.
Now I just need to figure out how to have Task Scheduler use the completion of
my Premium Data update as an event trigger. If anyone has a suggestion, that
would be great. ??
From: Ara Kaloustian
You might try including your data update in same batch file and run by Task
Scheduler. When data is complete, the next task will start
- Original Message -
From: B S
To: amibroker@yahoogroups.com
Sent: Sunday, June 06, 2010 3:54 PM
Subject: Re: [amibroker] Run .js file from
Thanks for the suggestion. I gave it a shot but the Task Scheduler thinks that
the first action is complete after the DataUpdater.exe is kicked off (i.e. it
doesn't wait for the data update to finish before starting my .js). If I could
program, I'd just have the .exe call the jscript once its
.
__ Information from ESET Smart Security, version of virus
signature database 5177 (20100606) __
The message was checked by ESET Smart Security.
http://www.eset.com
__ Information from ESET Smart Security, version of virus signature
database 5177
Since VBScript and I assume JS have the capability to not run task 2 until task
1 is complete, have Windows scheduler run a script that in turn runs the others.
The controlling script can then wait until the first ( download ) script is
complete before running the next one
_
Mike, Thanks for the remind. I put the setting back to 10% and I am glade the
puzzle is solved.
From: Mike sfclimb...@yahoo.com
To: amibroker@yahoogroups.com
Sent: Fri, June 4, 2010 11:02:53 PM
Subject: [amibroker] Re: Question about position size
Tony,
I have two symbols AP and APS for the Aussie Spi futures.
APS is basically a 24 hour instrument and AP is the day only version of it from
9:50-16:30. They're identical during the day session.
I want to view the AP symbol (just high to low bar) overlaid on the APS(24h)
symbol in the daily
Could the main symbol be triggering fixup=1 after Monday, which would
explain the close values?
http://www.amibroker.com/guide/afl/afl_view.php?id=54
*FOREIGN
*- access foreign security data
*Referencing other symbol data
*(AFL 1.5)
*SYNTAX* * foreign( TICKER, DATAFIELD, fixup = 1) *
Thanks Howard,
Yeah, I guess the time has come to learn the languages in order to consistently
develop and test systems and their performance.
Mithil
--- On Sun, 6/6/10, reefbreak_sd reefbreak...@yahoo.com wrote:
From: reefbreak_sd reefbreak...@yahoo.com
Subject: [amibroker] Re: Volatility
Pak Timur,
Di dalam Southwind sudah ada VWAP, VPA alias volume spread analysis, zerolag
MACD dll dsb dst. Bermacam isi AB library ditempel-tempel. Sampai bingung
pakainya.
Silahkan bongkar aflnya.
Eko
From: amibroker-4-bei@yahoogroups.com [mailto:amibroker-4-...@yahoogroups.com]
On Behalf Of
Iya… saya sedang menyelidikinya satu persatu untuk dicari yg paling cakep……
Masa sih mahal2 bingungin….
Saya tuh sebenernya pengen sekali mendapatkan AFL stairstep saya pernah lihat
dan bagus, tapi gak pernah nemu AFL nya
Timur
From: amibroker-4-bei@yahoogroups.com
Apa aflnya bisa di share pak..? Thanks
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-Original Message-
From: isfandi2...@yahoo.com
Sender: amibroker-4-bei@yahoogroups.com
Date: Sat, 5 Jun 2010 23:06:04
To: AATImilis-a...@yahoogroups.com; AB
Communityamibroker-4-bei@yahoogroups.com
Reply-To:
Pak Timur, apa yg bpk maksud afl staircase..?
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-Original Message-
From: Timur Langit timurlangit.is.h...@gmail.com
Sender: amibroker-4-bei@yahoogroups.com
Date: Sun, 6 Jun 2010 17:37:58
To: amibroker-4-bei@yahoogroups.com
Reply-To:
Para AB-ers,
Ada yang bisa bantu cara setting alert harga saham di AB?
Bisa di set untuk otomatis pop up alert atau harus pakai AFL?
Thanks sebelumnya
Rgrd,
gita
Pak Isfandi,
Mohon dijelaskan cara membaca chart BullBear volume.
Terima kasih,
Eko
From: amibroker-4-bei@yahoogroups.com
[mailto:amibroker-4-...@yahoogroups.com] On Behalf Of isfandi2...@yahoo.com
Sent: Sunday, June 06, 2010 13:06 PM
To: AATI; AB Community
Subject: [Komunitas AmiBroker]
Pak Eko.. saya coba jawab dr yg saya pernah baca, cara kerjanya mirip spt ADX
indicator, cuma konsistensinya agak berbeda, jd disini ada 3 faktor dimana jika
awan putih masih tetap berada diatas merah dan hijau, major trend akan tetap
berlangsung (uptrend continue). utk secondary dpt dicermati
TERIMA KASIH PAK TIMUR LANGIT , bapak benar benar hebat .hasilnya luar biasa
kita selangkah lebih maju dari t3 b.
pak mau minta tolong lagi kalau explorationnya itu dirubah supaya kita dapat
saham yang berapa tick lagi akan tembus fractal buy /garis atas yah kita 95%
deh dari garis
salam kenal boleh minta aflnya tadi coba saya copy hasilnya error
--- On Sun, 6/6/10, isfandi2...@yahoo.com isfandi2...@yahoo.com wrote:
From: isfandi2...@yahoo.com isfandi2...@yahoo.com
Subject: [Komunitas AmiBroker] BullBear Volume
To: AATI milis-a...@yahoogroups.com, AB Community
Terima kasih pak Isfandi.
Saya coba pelajari lagi.
Salam, Eko
From: amibroker-4-bei@yahoogroups.com [mailto:amibroker-4-...@yahoogroups.com]
On Behalf Of isfandi2...@yahoo.com
Sent: Sunday, June 06, 2010 21:44 PM
To: amibroker-4-bei@yahoogroups.com
Subject: Re: [Komunitas AmiBroker] BullBear
Pak Timur Langit gimana caranya membuat wav untuk alert nya AFL. Tx
- Original Message -
From: Daniel andiyanto_dharma...@yahoo.co.id
To: amibroker-4-bei@yahoogroups.com
Date: Sun, 6 Jun 2010 07:35:56 -0700 (PDT)
Subject: Bls: [Komunitas AmiBroker] AFL mirip yang mahal tapi lucu
Pak Eko ini ada juga yg lebih simple utk up-low volume, saya yakin Bpk bisa
oprek jd fraktal thdp harga nantinya.
cara bacanya lbh mudah, jika ada titik merah (diatas batang histogram hijau)
dan telah membentuk deretan sebaiknya kita keluar dan ini bisa jd confirmasi
dari bbrp indikator lain
Pak Timur, boleh tolong kirim afl nya( mirip yg mahal) sekali lg ? Di tempatku
afl nya gak masuk .TQ
Powered by Telkomsel BlackBerry®
-Original Message-
From: Nama depansopiah Liauw sofiali...@yahoo.co.id
Sender: amibroker-4-bei@yahoogroups.com
Date: Mon, 7 Jun 2010 07:47:23
To:
Pak TL, kl backgroundnya jadi item, font harga saham dllnya ga keliatan loh
pak, gimana cara rubahnya ya pak?
Trims^^
Best Regards
**bLi iNdRa**
==cuan ga cuan yg penting happy==
-Original Message-
From: Timur Langit timurlangit.is.h...@gmail.com
Sender: amibroker-4-bei@yahoogroups.com
Pak Timur Langit minta tolong dikirimkan AFL nya buaya lucu. Terima kasih
- Original Message -
From: liliani...@yahoo.com
To: amibroker-4-bei@yahoogroups.com
Date: Mon, 7 Jun 2010 02:25:09 +
Subject: Re: Bls: [Komunitas AmiBroker] AFL mirip yang mahal tapi lucu
Pak Timur,
//Saya ganti warnacandlenya dan sinyal buy sell saya balik.
//Thanks. H1
/* Mirip yang Mahal
Dibuat Lucu oleh Timur Langit
Ide Lucucnya dari Sofia Liaw
*/
_SECTION_BEGIN(Price);
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat({{NAME}} - {{INTERVAL}} {{DATE}} Open %g,
trm ksh mba.. saya coba jawab sesuai apa yg saya tau,
saya berpendapat aja, bahwa bursa blh dikatakan sbg cermin perekomian suatu
negara, bursa dunia mempunyai siklus yg dimulai dr commoditybondscapital
market dan seterusnya silih berganti. adapun dampak DJI, eropa dll langsung
berdampak?
Thank you Pak Liem atas bantuannya
Saya jauh dari lappy nih... jadi gak bisa bantu...
Coba diganti warna price nya melalui parameter ganti jadi warna
putih..
2010/6/7 **bLi iNdRa** gus_c...@yahoo.com
Udah pak H1, tetep aja ga muncul OHLCnya diatas ama spec buy n CL di harga
brp...
Buka Realtime Quote melalui View, trus masukan kode saham yg ingin di-set alarm
nya (type-in symbol).
Kemudian klik kanan pada kolom Realtime Quote saham pilih Easy Alert.
Setelah tampil window Easy Alert, klik addsampai muncul tulisan new di kolom
symbol, kemudian klik tulisan new yg muncul
Sangat membantu Pak David,,
Makasih banyak :)
Rgrd,
gita
-Original Message-
From: David Lau dj_davi...@yahoo.com
Sender: amibroker-4-bei@yahoogroups.com
Date: Mon, 7 Jun 2010 12:23:28
To: amibroker-4-bei@yahoogroups.com
Reply-To: amibroker-4-bei@yahoogroups.com
Subject: Bls: [Komunitas
Top markotop.
Eko
From: amibroker-4-bei@yahoogroups.com [mailto:amibroker-4-...@yahoogroups.com]
On Behalf Of David Lau
Sent: Monday, June 07, 2010 11:23 AM
To: amibroker-4-bei@yahoogroups.com
Subject: Bls: [Komunitas AmiBroker] Setting Alert
Buka Realtime Quote melalui View, trus masukan
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