Jim
For three lower lows you can also use
ThreeLowerLows = HHV(L-Ref(L,-1),3)0;
Brenton
Mike wrote:
You should use PeriodsBack, not PeriodsBack - 1. Also, you should
define PeriodsBack before using it in the Sum operation.
See message 136157.
Mike
--- In amibroker@yahoogroups.com
I reckon you'd need to processtradeSignals after modifying the exit prices.
ozzyapeman wrote:
The custom commission table unfortunately doesn't allow me to do what
I want, which is to slip exits by an amount that varies according to
market time. The example I am pasting here is simplified.
Dave
Look up SetPositionSize function
*SetPositionSize( size, method )
*
/method/ (ARRAY) defines how 'size' is interpreted
* spsValue (=1) - dollar value of size (as in previous versions)
* spsPercentOfEquity (=2) - size expressed as percent of
portfolio-level equity (size must
David
I got this reply from Amibroker support.
The fields contain the following:
CLOSE : Portfolio Equity
LOW: Cash (remaining funds in the portfolio)
OPEN: Long-only Equity
HIGH: Short-only Equity
All values refer to the CLOSING value of equity (at the end of the bar).
Brenton
dbwyatt_1999
Kevin
I've been using the data service for about 6 years for ASX and US stocks
(all major exchanges + OTC) they even have a complete US history going
back to 1950 including stocks that have delisted in that time, great for
backtesting. I've been using it with Amibroker for about 3 years.
Kevin
The data is actually stored on your PC in Metastock format, which
Amibroker reads through it's Metastock data plugin. Once you've run the
integration script to set up the database, all you do is open Ambroker
with the XXX-PremiumData database and everything is there, no conversion
Have you tried this:
SetOption(UsePrevBarEquityForPosSizing,True);
Brandon_Ridenour wrote:
I may have found a solution to this. When I manually set the
sell/cover signal, I am now setting it to a value of '4', rather than
'1'. When setting it this way, ActivateStopsImmediately seems to
Brandon
Did you try my suggestion, I'm curious if it would solve the problem
without resorting to your so called hack solution.
SetOption(UsePrevBarEquityForPosSizing,True);
Brenton
Brandon_Ridenour wrote:
Yeah, ive had my share of curve fitting problems. I just thought I had
Hi
Is there an easy way to remove all static variables at once?
I know I can use *StaticVarRemove( ''variablename'' ) *but as far as I
can see this require a call for each individual variable name.
The static variables are named after the symbol and the DateTime() of
the bar that I assigned
This worked: StaticVarRemove(*);
It needed the quotes *.
Thanks Mark Jules for the replies.
Brenton
Mark Hike wrote:
From version 5.25:
StaticVarRemove(*)
On Mon, Sep 21, 2009 at 10:57 PM, Brenton Hill
bphill0...@yahoo.com.au mailto:bphill0...@yahoo.com.au wrote:
Hi
TA
You can just call CategoryAddSymbol() in the code that creates the
composite, immedately after creating the composite:
AddToComposite(yourarray,CompositeName,C,65);
CategoryAddSymbol(CompositeName, *categoryWatchlist*, 61);
Brenton
ta wrote:
Bruce, Thanks for your help. I did figure
Hi Tomasz
Is there a 64 bit version of the 5.29.0 BETA release?
Regards
Brenton
Tomasz Janeczko wrote:
Hello,
AmiBroker 5.29.0 BETA released
http://www.amibroker.com/devlog/2009/10/02/amibroker-5-29-0-beta-released/
Best regards,
Tomasz Janeczko
amibroker.com
TodayIsDateNum = Now(3);
LastBarsDateNum = DateNum();
Filter = TodayIsDateNum == LastBarsDateNum;
h15...@yahoo.com wrote:
Can anybody answer my difficulties?
Tq
Sent from my BlackBerry® smartphone from Sinyal Bagus XL, Nyambung
Teruuusss...!
-Original Message-
From:
Amibroker has a function LinRegSlope() which does it.
droskill wrote:
I'm trying to duplicate the slope function in Excel. Excel calculates
it like this:
Returns the slope of the linear regression line through data points
in known_y's and known_x's. The slope is the vertical distance
Jeff
try this
ApplyStop(stopTypeNBar,stopModeBars, 15 );
Brenton
jeffarcherjr wrote:
Hi Everyone:
I'm having a problem implementing (or more likely understanding) an
nBar stop.
I want to enter a trade and always exit fifteen days later. I think
the following code should do this:
Hi Bistrader
If you're using AutoIT anyway, you can skip using Java Script altogether
and just control Amibroker direct from AutoIT.
In AutoIT use:
$AB = ObjCreate(broker.application)
$AA = $AB.Analysis
$AB.LoadDatabase(C:\\Amibroker\\FastTrack)
etc
Not sure about your Question 2, sorry.
Ronen
Read the link you posted properly, it explains it clearly.
In the next line we have if statement that enters custom backtest
formula if the analysis engine is in actionPortfolio (2nd phase of
portfolio backtest) stage. This is important as formula is executed in
both scanning phase
Eski
Put your frequently-used variable declarations into an include file (eg
call it frequently-used variables.afl). Look up #include in the user
guide to see how.
Then call the single line #includefrequently-used variables.afl at the
top of each afl file.
Brenton
Eski Movsinuit wrote:
Keith said: I want to score the Setups and not the Trades.
I have a method I use to do just this.
For example:
Lets say you have a system that buys at limit on the day after some
setup criteria have been met.
The system gives a lot of setups on a given day (for example 12 setups),
but you
I do this using AutoIT instead of Jscript.
(http://www.autoitscript.com/autoit3/index.shtml)
It has a command Shell ExecuteWait which makes it waits until the action
has completed before starting the next action.
It can also be used to control Amibroker directly using AmiBroker's OLE
You can use an IIf statement
PositionSize = IIf(Buy,LongPositionSize,ShortPositionSize);
or use it inside a SetPositionSize() call as follows:
SetPositionSize(IIf(Buy,LongPositionSize,ShortPositionSize),spsValue)
Brenton
David wrote:
I have a long/short strategy. I calculate
Round(YourNumber*100)/100;
To round up to nearest cent use Ceil(YourNumber*100)/100;
or to round down to nearest cent use Floor(YourNumber*100)/100;
ang_60 wrote:
Hi everybody,
I'm trying the list because, most surely, I'm not the first to face
this need: I'd like to round a number to the
Look up the Status function in the user guide
status(rangetodate)
notanaiqgenius wrote:
I have browsed the help guide but can't find a function to get the
From and To dates that are currently set in the Automatic Analysis
Window. Does anyone know a way to get these with code?
(I want
TA
If you're trying to import into the open interest field of an existing
security, it is not possible, even using $HYBRID 1, I've tried it, and
corresponded with Amibroker support about it, I have copied the reply
from Marcin below.
Regards
Brenton
Hello,
You should import all the data
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