Regarding the Claud Baruch site's graphic --He shows a set of upward pointing spikes and a set of downward pointing spikes in one panel (lunar indicator), and has buy arrows and sell arrows for the SP in a second panel. It looks like the upward arrows correspond to full moon and downward to new
Hi allansn --I am writing a book. You can see the contents and a sample section of it at www.quantitativetradingsystems.com. The focus of the book is on trading system development, with examples in AmiBroker and Dakota.
I think AmiBroker is a great platform for systems development. There is
Greetings --
Be careful with options historical data. If you have only daily OHLC, there
is no way to associate the options data with the corresponding underlying
data. With very liquid options on very liquid stocks, the closing options
price is probably associated with the closing stock
Greetings --
I have a book coming out in a few weeks that might help you. Its title is
Quantitative Trading Systems. It focuses on trading system design, testing,
and validation. AmiBroker is used as the language to illustrate the
topics. There are over 100 AmiBroker programs and code
Hi BrianB2 --
May I respectfully disagree with your statement that AFL is not much of a
programming language?
From four line programs that implement real trading systems, to as complex
and sophisticated as you care to be, AFL is a very complete, very powerful
programming language.
Thanks,
Hi Dennis --
Thanks for your interest.
I just looked down the list of addresses from orders that came from the Buy
Now buttons on the web page. I have orders from Australia, Belgium,
Canada, Denmark, Germany, Japan, Netherlands, Spain, Taiwan, and the US.
The bottom of the four buttons is for
Hi Brian --
You comment about who is a programmer and who is not, and say that Tomasz is
a programmer. I am a former university professor known as a tough grader.
If you put Tomasz in the same class with all the other programmers in the
world, then grade on a linear scale that includes him, 80%
Hi fts --
You can get some suggestions if you go back to March 8 and read the thread
A Good Book that started that day.
Thanks,
Howard
On 11 Mar 2007 22:23:53 -0700, ftstrades [EMAIL PROTECTED] wrote:
I'm new to Amibroker and would like a more advance either tutorials or
books specially on
Greetings --
I'd like to add a comment on multivalued objective functions, particularly
as they relate to Monte Carlo analysis and walk-forward testing.
As your trading system development moves to the stage of having a
walk-forward process performed automatically, it needs to be guided by an
be
*good* ones?
Is that a better or worse *sign* than drawing one *good* one followed
by one *bad* one?
BrianB2 *:-)
--- In amibroker@yahoogroups.com amibroker%40yahoogroups.com, Howard B
[EMAIL PROTECTED] wrote:
Greetings --
I'd like to add a comment on multivalued objective functions
It seems to work fine.
Try this version with plots and a 5 bar holding period:
SMA = EMA( C, 21 );
LMA = EMA( C, 125 );
Cond1 = C LMA;
Cond2 = Cross ( SMA, C );
Short = Cond1 AND Cond2;
Cover = BarsSince(Short)=5;
Plot(C,C,colorBlack,styleCandle);
Plot(SMA,SMA,colorRed,styleLine);
Hi Drew --
Here is an outline of the steps:
1. Create the series of signals and save it as a .csv file.
2. Import the
On 3/25/07, thomasdrewyallop [EMAIL PROTECTED] wrote:
Hello everyone,
I would like to import Date and Buy (1), Short(-1), and Neutral(0)
signals into AB, apply them to a
Hi Drew --
Due to my fat fingers, the previous message was sent before it was
finished.
Here are the steps:
1. Outside of AmiBroker, create a data file with the signals, and save it
as a .csv file -- say SIGNAL.CSV.
The dates should be in one of the formats that AmiBroker can import easily.
Hi Yuki --
I can copy those four columns, select a cell in Excel, paste the data using
the Paste Special - Text command, and the data is ready to use in Excel.
It sounds like there is a new firewall complaining.
Did something change in your computer? Or in the Internet Service Provider?
Or
Greetings --
See if this helps. Note I've changed the 5% to 2% -- there are not many 5%
gains in 5 days.
Thanks,
Howard
www.quantitativetradingsystems.com
//-
//ExitAfterFiveDays.afl
//
//Put trade entry logic here.
Hi Waleed --
There is a detailed description and example of creating a DLL in my book.
The books have arrived from the printer and are available for immediate
shipment.
Thanks,
Howard
www.quantitativetradingsystems.com
On 11 Apr 2007 05:27:15 -0700, Waleed Khalil [EMAIL PROTECTED] wrote:
Whitney and Bob --
Both of your books were mailed out April 12, USPS Media Mail.
All books ordered before April 16th have been mailed out, and books ordered
now will be mailed immediately.
Thanks,
Howard
www.quantitativetradingsystems.com
On 16 Apr 2007 19:29:15 -0700, whitneybroach [EMAIL
Hi Grant --
Thanks for the kind words.
I, too, am very experienced in the computer world. I walked around inside
the first computer I worked on, and worked on one that had a tank of mercury
in which sound waves were used to store short term information. In later
life I was professor of
Hi --
Windows XP?!
You have several choices when setting up multiple monitors. If both
monitors are the same physical size and support the same resolution (say,
1680 x 1050), Windows allows them to be seen as a single monitor (3360 x
1050). In my experience, this works best when the two
Hi Bernard --
I think you are not getting clear answers to your questions on the board for
several reasons. One, Monte Carlo analysis is not well understood. Two,
AmiBroker has limited native Monte Carlo analysis tools. Three, correct use
of Monte Carlo analysis requires quite a lot of work
Hi David --
See if this helps.
It has not been tested completely, and may have coding errors in it.
Thanks,
Howard
//Multiple Systems in One AFL.afl
//An outline of a technique for combining multiple trading systems
//in a single afl
//
//Howard Bandy
//
Hi Crez ---
The vertical axis is dollars. The horizontal axis is time. The concept of
45 degrees is not well defined. If the stock splits, the angle changes. Do
you have a more precise definition?
Thanks,
Howard
On 5/10/07, creztor123 [EMAIL PROTECTED] wrote:
Ok need some help here if
What do you need?
Check the AmiBroker documentation.
Check the libraries.
Check the discussion group messages.
Contact Graham [EMAIL PROTECTED]
Howard
On 5/24/07, tassieoak [EMAIL PROTECTED] wrote:
Hi,
Do you know any paid service for coding Amibroker please. Is there a
list anywhere?
Hi Sammi --
If you are looking for ideas for short term reversion-to-the-mean trades
using end of day data, there are some in my book, written in AmiBroker code,
ready to study, modify, and perhaps use as they are.
Thanks,
Howard
www.quantitativetradingsystems.com
On 5/24/07, samu_trading
One percent a day. Yeah, right.
Compound one percent a day for five years and a $1,000 trading account
becomes $278,000,000. Start with real money and own Manhattan.
(1.01) ^ 1260 = 278,567
Howard
On 5/26/07, dralexchambers [EMAIL PROTECTED] wrote:
T-ohrt - the thing you are missing is
the technicals quick enough without killing the market. A true trader will
just work the market technicals to pull out a small amount of money at a
consistent rate (no home runs). Over time, the results add up to a decent
living.
Dennis
On May 26, 2007, at 4:02 PM, Howard B wrote:
One percent a day
Greetings all --
The results that have been posted will generate a lot of interest.
Certainly the backtest results do not violate any copyright. But the
etiquette of these lists considers backtest results without code, or at
least a detailed description of the technique, as spam.
Would someone
Greetings all --
I am writing a book -- Introduction to AmiBroker -- that will help some
people. I expect it to be available in early 2008. It will fill in the
area between zero and Quantitative Trading Systems, the book that was
published earlier this year.
But no matter how good the
Hi PS --
I don't recall posting something like that to the group. There is a
discussion in the book -- is that what you remember?
Thanks,
Howard
www.quantitativetradingsystems.com
On 5/29/07, vlanschot [EMAIL PROTECTED] wrote:
Hi Howard,
I seem to remember that you recently shared some
assume normal. For MCS, perhaps?
I guess somebody else posted something along these lines (Monte
Carlo?) somewhere else ( or it is simply that my brain goes dead due
to lack of volty.)
Sorry to have bothered you.
PS
--- In amibroker@yahoogroups.com amibroker%40yahoogroups.com, Howard B
[EMAIL
Hi --
How will you be using the distribution?
How much accuracy do you need?
Here is afl code that will initialize an array with the Cumulative
Distribution Function of the Normal Distribution.
//---
//InitializeNormalCDF.afl
//
function InitializeNormalCDF()
//
- Original Message -
*From:* Howard B [EMAIL PROTECTED]
*To:* amibroker@yahoogroups.com
*Sent:* Monday, May 28, 2007 12:52 PM
*Subject:* Re: [amibroker] Re: Ideas for Swing Trading?
Greetings all --
The results that have been posted will generate a lot of interest.
Certainly the backtest results do
--- In amibroker@yahoogroups.com amibroker%40yahoogroups.com, Howard B
[EMAIL PROTECTED] wrote:
Hi --
How will you be using the distribution?
How much accuracy do you need?
Here is afl code that will initialize an array with the Cumulative
Distribution Function of the Normal Distribution
Hi Angelo --
I have not heard of other Introduction to AmiBroker being written. Can you
please post a reference to information about it?
Thanks,
Howard
On 6/14/07, Angelo [EMAIL PROTECTED] wrote:
--- In amibroker@yahoogroups.com amibroker%40yahoogroups.com, Howard
Bandy [EMAIL PROTECTED]
Here is one method of calculating Pivot Points.
//
//PivotPoints.afl
//
//Traditional pivot points.
//Thought by some to indicate levels of support
//and resistance.
//R2 = P + (H - L) = P + (R1 - S1)
//R1 = (P x 2) - L
//P =
Here is a link to the NASDAQ site and their listing of the NASDAQ 100:
http://dynamic.nasdaq.com/dynamic/nasdaq100_activity.stm
And here is a link to a page with that and other links that might be
helpful:
http://www.quantitativetradingsystems.com/resources.html
Thanks,
Howard
Hi Mike --
I am sure Paul will do a great job for you.
If you would like to learn more about creating DLLs, including examples
using the free BloodShed C++ compiler, I have a chapter in my book about
them.
Thanks,
Howard
www.quantitativetradingsystems.com
On 7/11/07, chomper777 [EMAIL
Hi Dave --
If the information you need does not show up in UKB, you might check my book
-- it has sections on several of the topics you mention.
Here is a URL to the page that lets you read the Preface, Contents, Index,
and two chapters.
http://www.quantitativetradingsystems.com/book.html
Hi Amo --
I am the author of a book, Quantitative Trading Systems, that you might find
helpful.
Here is the URL to the book's home page:
http://www.quantitativetradingsystems.com/index.html
Thanks,
Howard
On 7/15/07, Amohedas [EMAIL PROTECTED] wrote:
Hey Guys,
I have been reading the
in the book, is there any way to get cheaper (i.e., PDF
version)? The shipping fee is not cheap.
Regards,
Siew,
From Singapore
--
*From:* amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] *On
Behalf Of *Howard B
*Sent:* Monday, July 16, 2007 1:42 AM
...
Regards, Ton.
- Original Message -
*From:* Howard B [EMAIL PROTECTED]
*To:* amibroker@yahoogroups.com
*Sent:* Tuesday, July 17, 2007 7:42 AM
*Subject:* Re: [amibroker] Learning AFL
Thanks to everyone asking about shipping costs and a pdf version of the
book, Quantitative Trading
Hi Jack --
Percent wins is already computed for every optimization run. After a run,
scroll to the right until you see the column % of winners. Just click on
the heading and the results will be sorted by that metric.
Thanks,
Howard
www.quantitativetradingsystems.com
On 7/17/07,
Hi Greg --
No plug in is needed. Information about stops is in the documentation.
When AmiBroker is open, pull down the Help menu, Click Help Contents, type
in Trailing Stop or ApplyStop. It's all there.
Howard
On 7/20/07, Greg [EMAIL PROTECTED] wrote:
I am trying to put a trailing
Hi --
One problem is that you are overwriting two of your variables -- alert and
confirm.
The other may be the complexity of the if statement. Check the
documentation on AddColumn in the AmiBroker Help and try a simpler example.
Howard
On 7/22/07, tummalaajaybabu [EMAIL PROTECTED] wrote:
Hi Paul --
I am a firm believer in performing statistical validation of trading
systems. That means searching / optimizing over one set of data (the
in-sample data), then testing over a set of data that has not been used to
develop the system (the out-of-sample data). Trading systems that show
Hi Franz --
Yes, you can do those things. But, I recommend that you first work with the
AFL functions already provided in AmiBroker. If they are not sufficient,
you can extend AmiBroker using C++.
Thanks,
Howard
On 8/4/07, firefly [EMAIL PROTECTED] wrote:
Hello i am new to afl
but i
Hi Franz --
Yes, it does. Tomasz is much better qualified to explain to you than I.
But, again, consider exploring the high level capabilities of AmiBroker --
you may not need to program at the C++ level.
Howard
On 8/5/07, firefly [EMAIL PROTECTED] wrote:
Thank you
very much Howard
it.
Warm Regards,
Kar
--- In amibroker@yahoogroups.com amibroker%40yahoogroups.com, Howard B
[EMAIL PROTECTED] wrote:
Hi Kar --
There have been a few requests to have Quantitative Trading Systems
in pdf
format, but not many.
A book distributed as a pdf file is not a 100% replacement
Hi Whitney --
There are so many ways to use an indicator.
When I am researching an indicator like the one your link uses:
Result := RSISeries( #Close, 20 );
I write a simple afl system like this:
Buy = Cross(RSIa(C,20),50);
Sell = BarsSince(Buy)=3;
Thanks,
Howard
/07, Howard B [EMAIL PROTECTED] wrote:
Hi Kar --
Thanks for letting me know.
Howard
On 8/29/07, kar_avi [EMAIL PROTECTED] wrote:
Hi Howard,
Thanks for posting the book. The book came on 28 Aug in perfect
condition. Thats pretty good cos you posted on 21 Aug. Looks
Hi Kim --
Yes, I agree that it is necessary to be able to understand, modify, and
create programs in afl in order to fully use AmiBroker. There will be an
extensive section on afl code -- how it works, how to program in it.
The section on setting up AmiBroker includes setting up and maintaining
Hi Ocean --
Here is an afl program that begins with daily data, and plots both daily and
weekly data. It is easy (for me at least) to get confused and omit one of
the necessary TimeFrameExpand commands and not get the alignment I was
planning.
//TimeFrameWeekly.afl
//
//This is not a
Hi AD --
Here is afl code that computes the MACD --
first using exponential moving averages,
then using simple moving averages.
Change the 12, 26, and 9 to be whatever
you want them to be.
One of the reasons for using exponential moving averages
instead of simple moving averages is to reduce
Hi Haders --
Here is a code snippet that combines two signals.
Beware -- Perhaps you intentionally chose examples with very little meaning,
but your examples are computing levels or states,
rather than impulses.
Compare these two statements:
CMA(C,5); gives a state -- it is true on every bar
Hi --
You might also look at the AddToComposite function. There is an excellent
document describing ATC written by Herman van den Bergen:
http://www.amibroker.org/3rdparty/IntroToAtc.pdf
Also go to the AmiBroker Users Knowledge Base and search for ATC:
http://www.amibroker.org/userkb/
Thanks,
It is on this page.
http://www.amibroker.com/download.html
Howard
On 11/16/07, Padhu [EMAIL PROTECTED] wrote:
I lost the bookmark and have been searching around both amibroker.com and
amibroker.org for the ADK link with examples on creating data feed plugins
etc.
Can someone post a link to
Hi Greenhorn --
Here is an example of an afl program that does what you ask.
// MultipleConditions.afl
//
// Example of afl to buy when
// multiple conditions occur in sequence
//
// The first condition is a setup.
// The second condition is a trigger.
//
// The
Hi tn --
Here is a link to a page that has several data vendors, including some
with historical intraday data:
http://www.quantitativetradingsystems.com/resources.html
Thanks,
Howard
www.quantitativetradingsystems.com
On 11/24/07, tnmc77 [EMAIL PROTECTED] wrote:
Hi,
How do I obtain hourly
Hi Paul --
crosshappened = cross(ema(c,5),ema(c,10));
crossedrecently = barssince(crosshappened)=10;
Thanks,
Howard
www.quantitativetradingsystems.com
On 11/26/07, Paul Radge [EMAIL PROTECTED] wrote:
Hi all,
can someone please kindly point me in the right direction or
simply tell me
Hi Mr. Valley --
I recognize this as Figure 22.5 in Quantitative Trading Systems. It
is not intended to be plotted. It is intended to define the
cumulative distribution function that will later be used to generate
pseudo-random variables.
What is it you want to accomplish?
Thanks,
Howard
On
Or leave it alone and set up a new database that you populate with the
smaller set of issues.
Howard
On 12/4/07, murthysuresh [EMAIL PROTECTED] wrote:
simply delete the folder.
--- In amibroker@yahoogroups.com, markinaustralia
[EMAIL PROTECTED] wrote:
Hi all,
I'm trying to totally
Hi Chorlton --
Reread my response to your posting -- You already have the answer.
Thanks,
Howard
On Dec 16, 2007 6:48 PM, chorlton_c_hardy [EMAIL PROTECTED]
wrote:
Hello GP,
Thanks for the reply.
I wasn't really expecting a response but I'm so glad that you did as
you have explained it
Greetings --
I am beta testing Quotes Plus realtime feed -- qpFeed. I am not doing
anything fancy, but everything I have tried works well. Their web site
states that they will have qpFeed available for everybody in January.
http://www.quotes-plus.com/
Thanks,
Howard
On Dec 28, 2007 6:25
Greetings --
AN Futures has intraday historical data for major indices for sale.
http://www.anfutures.com/data_nq.htm
You can find links to other data vendors that might have what you need here:
http://www.quantitativetradingsystems.com/resources.html
Thanks,
Howard
On Dec 28, 2007 4:11 AM,
Hi Kevin --
Mark is right about the plugin -- it is seamless.
I do not use AmiQuote with Quotes Plus EOD -- I use the Quotes Plus plugin
that Tomasz provides.
I am keeping the intraday and endofday databases separate.
Thanks,
Howard
On Dec 29, 2007 1:30 PM, [EMAIL PROTECTED] wrote:
Hi Bill --
I see data from 1/1/2007, but not back to 2000. Each day is in a separate
file. The ones in the MetaStock column unzip into a .csv file with one
minute data for several of the major currency pairs. Working with 365 csv
data files to put one year together would be cumbersome.
Am I
Hi Bill --
For this statement:
somevar = CCI(parm);
somevar will be an array with one element for every bar of the data array,
the value of that element the result of applying the CCI function to the
average of that bar ((H+L+C)/3), for the lookback length of parm.
What problem are you trying to
Hi Bill --
If I understand correctly, you are first calculating the length of the
period you want to use for the CCI, and you want to base the CCI for that
bar on that period.
It looks like you have two options:
1. Follow the suggestion of Murthysuresh in an earlier post. That is,
precalculate
Hi Tuzo --
Here is a link:
http://www.investcom.com/page/toronto.html
On the right hand side there is list of sectors. Click on the sector
identifier and you will be taken to a page with the components.
If nothing else, you can enter these tickers into a watch list and use
AddToComposite to do
--- In amibroker@yahoogroups.com amibroker%40yahoogroups.com,
bilbo0211 bilbod@ wrote:
--- In amibroker@yahoogroups.com amibroker%40yahoogroups.com,
Howard B howardbandy@ wrote:
For this statement:
somevar = CCI(parm);
somevar will be an array with one element for every bar
Hi Tintin --
And I use a freeware C++ compiler -- Bloodshed:
http://www.bloodshed.net/devcpp.html
Thanks,
Howard
www.quantitativetradingsystems.com
On Jan 4, 2008 3:22 AM, pierre8rou [EMAIL PROTECTED] wrote:
Hello,
Which C++ EDI may I use to compile ADK C++ code ?
they create. :-)
Best regards,
Dennis
On Jan 4, 2008, at 2:07 PM, Howard B wrote:
Hi Dennis --
Can you tell us a little more about the indicators that you find are
leading?
Thanks,
Howard
www.quantitativetradingsystems.com
On Jan 3, 2008 7:13 PM, Dennis Brown [EMAIL PROTECTED] wrote
Ok Guys --
We're playing can you top this -- here's mine.
I walked around inside the first computer I worked on -- it was built into a
trailer. Programming was done with patch cords and rheostats. Some time
later, one of the machines I worked on used a tank of mercury with sound
waves bouncing
And I still have chad from punching those cards.
Howard
On Jan 7, 2008 4:27 AM, Fred [EMAIL PROTECTED] wrote:
LOL ...
But wait ...
I remember when Herman Hollerith was knee high to a grasshopper ...
--- In amibroker@yahoogroups.com amibroker%40yahoogroups.com, Howard B
[EMAIL
Hi Barry --
The loop is the correct solution.
This statement:
Buy = IIf(ifDate(SelectedValue(DateNum())), 1, 0);
Returned either 0 or 1 -- a scalar -- which was then assigned to the entire
Buy array.
Thanks,
Howard
www.quantitativetradingsystems.com
On Jan 7, 2008 8:28 AM, Barry
try to back fill many symbols.
I am looking for a feed that isn't too expensive and this one looks
like it might do.
Thanks,
Barry
--- In amibroker@yahoogroups.com amibroker%40yahoogroups.com, Howard B
[EMAIL PROTECTED] wrote:
Greetings --
I am beta testing Quotes Plus realtime
that
any more. You can go back to sleep now.
Barry
--- In amibroker@yahoogroups.com amibroker%40yahoogroups.com, Howard B
[EMAIL PROTECTED] wrote:
And I still have chad from punching those cards.
Howard
On Jan 7, 2008 4:27 AM, Fred [EMAIL PROTECTED] wrote:
LOL
Greetings --
See if this is what you want:
// from Ehlers, John F. Cybernetic Analysis for Stocks and Futures. Wiley.
2004.
// Chapter 9, p. 107. Code on p. 111.
function varPeriodRSI( priceField, period )
{
Chg = priceField - Ref(
|styleLeftAxisScale);
Plot(VpSm,VPRSISM,colorGreen,styleLine|styleLeftAxisScale);
_SECTION_END();
///
Thanks,
Howard
On Jan 17, 2008 7:01 PM, Howard B [EMAIL PROTECTED] wrote:
Greetings --
See if this is what you want
Greetings --
Here is a web page that has links to some data sources:
http://www.quantitativetradingsystems.com/resources.html
Thanks,
Howard
On Jan 10, 2008 11:37 AM, greenhorn1983 [EMAIL PROTECTED] wrote:
is there any web site where i can find such data for free?
i'm interested in
I spend some time in Arizona.
Where and when work best for you?
Any others?
Thanks,
Howard
On Jan 31, 2008 8:47 AM, hepburncapital [EMAIL PROTECTED] wrote:
Is anyone aware of a User's Group in Arizona?
I use SnagIt for most of the screen capturing I do, and I like it.
It can be set up to capture a region, or a window, or a scrolling window.
After the capture, there are several options for editing the image, adding
annotations, changing colors, and specifying the file format for the saved
image.
Camtasia and SnagIt are published by the same company -- TechSmith
Camtasia's current release is Version 5, so Version 3 is pretty far behind.
Camtasia is better suited to capture a sequence of screens, as in a slide
show, and has hooks to make it easy to use with PowerPoint. SnagIt is
better at
Hi Chris --
You can do anything you want to in your search for a good trading system.
The data period you work with during that search is the in-sample period.
The results you achieve over the in-sample period have no value in
predicting what the future performance will be. In order to estimate
Hi Jim --
See if this is what you want:
Automatic Analysis Settings Report Trade List OK
Automatic Analysis Backtest Portfolio Backtest
The Results window shows each trade.
These can be exported:
Automatic Analysis File Export select_your_path
Thanks,
Howard
On Feb 4, 2008 9:43
*
**
- Original Message -
*From:* Howard B [EMAIL PROTECTED]
*To:* amibroker@yahoogroups.com
*Sent:* Tuesday, February 05, 2008 10:38 AM
*Subject:* Re: [amibroker] What is a valid number of Back test results to
Optimize?
Hi Chris --
You can do anything you want to in your search
Greetings all --
What a nice surprise, it looks like there is a new price point. I did not
think the market would bear so much. (Grin)
I WILL GET IT but I would pay $120.00 for the very basics in afl in a
minute.
Introduction to AmiBroker is alive and well. I have other projects that
are
See if using a value of 1 does what you want.
Howard
On Feb 11, 2008 2:39 PM, Ara Kaloustian [EMAIL PROTECTED] wrote:
Use
S1 = StochK(15,6);
S2 = StochK(25,10);
Plot(S1,coloryellow,styleline);
Plot(S2,colorygreen,styleline);
- Original Message -
From: Joseph Platt [EMAIL
- also you could offer updated pages as needed.
Just an Idea.
Yours
Chris
--- In amibroker@yahoogroups.com amibroker%40yahoogroups.com, Howard B
[EMAIL PROTECTED] wrote:
Greetings all --
What a nice surprise, it looks like there is a new price point. I
did not
think the market would
that one is now in
the pipeline.
All the best,
Chorlton
--- In amibroker@yahoogroups.com amibroker%40yahoogroups.com, Howard
B howardbandy@ wrote:
Hi Christopher --
Since the book is so closely associated with AmiBroker, I'll use
the
AmiBroker forum groups to announce
Greetings --
Having the price hit a stop does not set Sell to True.
Run the following code as a backtest and look at the trades. Many of the
months the exit is made at the profit target.
//TestApplyStop.afl
Buy = Month()!=Ref(Month(),-1);
ApplyStop(stopTypeProfit,stopModePercent,2);
Sell
Greetings --
You have not given enough information.
Can you post the whole afl?
Thanks,
Howard
On Feb 15, 2008 2:14 PM, vishy_sharma [EMAIL PROTECTED] wrote:
Hi,
I got a simple code like
sysruns = Optimize(runs,1,1,4,1);
//code again
then
Buy = functionA(sysruns);
In functionA I
Hi --
Scroll down a little on this web page and you will find sources for
historical intraday data -- some free, some for a fee.
http://www.quantitativetradingsystems.com/resources.html
Thanks,
Howard
On Feb 15, 2008 1:07 PM, tnmc77 [EMAIL PROTECTED] wrote:
Does any one have historical
Greetings all --
Let me add my voice to those suggesting that you reconsider leaving Quotes
Plus.
I am a subscriber to QP for both EOD and RealTime.
I have had difficulties with QP's billing department. Gary got them
straightened out for me.
I am satisfied with the quality of the data.
Hi Ron --
I doubt that that patent will go anywhere, or if granted will interfere with
any of us.
Protection of intellectual property is a very gray area. At one time I
considered applying for a patent or copyright or some other protection for
an application related to trading systems. After
job on
the basics in EBTA (for a tech guy!)
brian_z
--- In amibroker@yahoogroups.com amibroker%40yahoogroups.com, Howard B
[EMAIL PROTECTED] wrote:
Greetings all --
Let me add my voice to those suggesting that you reconsider leaving
Quotes
Plus.
I am a subscriber to QP
solution and it works well.
Thank you.
Regards
ChrisB.
Howard B wrote:
Greetings --
Having the price hit a stop does not set Sell to True.
Run the following code as a backtest and look at the trades. Many of
the months the exit is made at the profit target.
// TestApplyStop. afl
For example:
FirstTradingDayOfTheMonth = month() != ref(month(),-1);
Thanks,
Howard
On Sun, Feb 24, 2008 at 11:10 AM, Mohammed [EMAIL PROTECTED] wrote:
Hi,
With DayOfWeek we use:
dayofweek() == 1; To specify the start of week.
What is the formula to specify the start of Month?
Hi Craig --
The examples in the book are for educational purposes only -- do not trade
them without performing your own testing and validation.
There is always a danger of searching through a list of tickers, finding
some few tickers that a system works well for, and thinking that you have
found
Hi --
I asked Tomasz that question a few months ago and was told that it is not
possible now. Perhaps in the future.
Thanks,
Howard
On Sat, Feb 23, 2008 at 3:03 PM, normanjade [EMAIL PROTECTED] wrote:
Is it possible to delete some columns from the auto analysis area?
There is alot of
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