Not sure if it helps, but give it a try:
FX is traded 24 hrs, thus the timestamp of your MT broker may be stamped
differently as compared to finam (=Russia) data. Be careful with data
selection in FX anyways, it's an interbank market that is not watched by
authorities, hence is not regulated.
Que tal gonzaga?
After sending this email, I figured that this might happen: I was answering
to Paul's post. Strange Yahoo, sorry for the confusion. I'm afraid I cannot
help you on your custom backtest proc, yet.
Hi System Mixers,
I've been following this thread. I see people want to
Hi,
This one is from Mr. Janeczko, he put it online as an example, but I cannot
find the link. Replace buy/sell,etc. witch your rules, the rest is pretty
much self-explanatory.
Buy = MACD() 0 AND RSI() 30;
Sell = MACD() 0 OR Cross( 70, RSI() );
SetPositionSize(1,spsShares);
// now we
Why not spend a minute in YOUR education and try to solve your programming
riddle yourself?
If theres specific advice on a specific step in your coding, go ask for it:
Please do! Present your code! Theres plenty of sophisticated long-term
users in here that offer their valuable advice for
Hi,
Any news on your approach? Just ran through the afl online lib and found an
idea from Paul Ho called something like testing multiple systems without
going into CBT. Maybe you wanna give it a try
Greets from Germany
M
From: amibroker@yahoogroups.com
Hi,
It's very hard to understand the system's logic only by numbers. But as a
matter of fact you identified the problem already: when you're testing long
only, the shorts are skipped, thus it'll result in a very different equity
curve as compared to the result when trading long and short
Hi,
Did you try putting a symbol into realtime quote list by type in symbol
(use the symbol's name of your DDE provider). Other than that, try to look
up in the documentation of TOC, not sure what it stands for/where it comes
from. NO backfill available via DDE.
Matthias
From:
DDE.But does it apply to
server which has data available?I think server of TBMX has 14 years data
stored on it,because I am able to draw chart for 14 yeas data.
--- In amibroker@yahoogroups.com mailto:amibroker%40yahoogroups.com ,
Matthias K. meridian...@... wrote:
Hi,
Did you try putting
Hi,
Indeed this is a very interesting topic. Many thanks go to Howard Bandy, it is
literally a must read when working with Amibroker. I’m curiously waiting for
the new one.
Regarding System Design and Position Sizing:
Well, I believe that there are a lot of books out there, but
...@yahoogroups.com] On Behalf Of
Matthias K.
Sent: Monday, July 26, 2010 2:19 PM
To: amibroker@yahoogroups.com
Subject: RE: [amibroker] Trading Systems, Position Sizing and Monte Carlo
Analysis
Hi,
Indeed this is a very interesting topic. Many thanks go to Howard Bandy, it is
literally
then analyze the resulting equity curves to get such information as average
performance, best performance, worst performance, etc.
Mike
--- In amibroker@yahoogroups.com mailto:amibroker%40yahoogroups.com ,
Matthias K. meridian...@... wrote:
Hi,
Indeed this is a very interesting topic. Many
Hi,
I'm using this. It's pretty much self-explanatory. Works based on hours.
Depending on which data you use, the timestamp might be different. So to say
timestart might be 055900 instead of 06. Watch out for Fridays, too, if
you don't wanna hold the trader over the weekend.
Hi,
Thanks Mike for your explanation and the link. The definite guide to
position sizing is the only book I'm missing in my van Tharp collection,
looks like just found my next bday present, hehee. Just to make this
complete, the new Supertrader book is pretty lame in my opinion, nothing
really
Hi Lionel,
With “this book”, I suppose you mean this one:
http://www.amazon.com/Trading-Systems-Optimisation-Portfolio-Construction/dp/1905641796/ref=sr_1_1?ie=UTF8
Hi Matthias:
Thanks for this information.
Excuse my ignorance, but what does MC mean?
Lionel
From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf Of
Matthias K.
Sent: Thursday, July 29, 2010 10:49 AM
To: amibroker@yahoogroups.com
Subject: RE: [amibroker
Hi,
There's lots of mistakes in this code:
1. You're missing timeframeexpand
2. IIF cannot be use like this, I wonder if it returned you a result
at all
Ok. I'm not sure about your Stochastic-Thingie, but you should be able to
customize my example to your needs. Furthermore
Hi,
Worked for me! Thanks a lot.
Taking my example, I typed Ulcer-Index-II and it did the run. I didn't
understand why it would not show up in the drop-down menu.
Thanks,
Matthias
From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf
Of Mike
Sent: Montag, 9.
Hi,
Mike is right, just change the target in the settings/walk-forward-tab.
Anyways, you can design your custom metric, too, this is a very valuable
feature, just google amibroker add custom metric. For me, I played along
with the max. k-ratio and min. ulcer-index. My daytrading systems on
Hi Ed,
Good to hear from you again. Basetime interval of the databse is 5min (I
don't use ticks, it s downloaded data from my broker, not IB), but both
systems are 15min timeframe, should be easy to handle.
Win XP, SP3, 4GB RAM..32bit OS,
I could create another database, true, but I wanted to
Thanks Tomasz,
It s gonna take me some time to understand your idea. I'm not very
satisfied with the overall way AB is handling this kind of topic.. anyways
thanks for the assistance. could you explain a little more on how you put
the #include statements?
How many systems did you plug
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