exits.
If anyone sees a problem with they way this is coded, please feel free
to point it out. Thanks.
- Mike
===
Buy = Ref(C,-1) 37 AND Open 35;
BuyPrice = Open;
priceatbuy = 0;
Sell = 0;
firstProfitTarget = 0;
secondProfitTarget = 0
still unclear on which of the 4 methods is the proper (bugs@,
support@, this list, or the FEEDBACK center).
Anyway, I appreciate the prompt response.
Regards,
- Mike
--- In amibroker@yahoogroups.com, Tomasz Janeczko [EMAIL PROTECTED] wrote:
Hello,
Firstly do not send thing in three places
To gather stats, I need to be able to use the daily (EOD) High/Low on
any given intraday bar. However, I get the day's High/Low only on the
last bar of the day. Can anyone see what I'm doing wrong here ?
TIA.
//===
TimeFrameSet(inDaily);
PrevDay_High = H;
,
Tomasz Janeczko
amibroker.com
- Original Message -
From: Mike [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Saturday, July 29, 2006 10:29 PM
Subject: [amibroker] Today's High at opening bar
To gather stats, I need to be able to use the daily (EOD) High/Low on
any given
not display anything (not enough data to display complaint).
Can't figure out what happened - something got hosed. Does something
need to be done with the InteractiveBrokers plugin for this new
upgrade? Any suggestions would be appreciated.
Mike
feed off InteractiveBrokers. H
Mike
--- In amibroker@yahoogroups.com, Tomasz Janeczko [EMAIL PROTECTED] wrote:
Hello,
No, you don't need to do anything with the plugin as new version
comes with newest one (1.6.8).
If you don't have data for particular symbol - simply backfill
he cites a book Evidence-Based Technical
Analysis by David Aronson. I am currently reading the book and find
it quite facinating. It has started giving me a whole new
perspective on technical indicators and their use. Read the reviews
on Amazon.com.
Mike
Quotetracker has the ability to show projected (i.e. estimated final)
volume for a bar through throughout the bar. I've been trying to
determine how to implement an equivalent in AmiBroker, but I can't
find how one would implement this in AFL. Basically, a one would need
to determine the % of
I have get multiple broker.exe all the time without code. Seems to
come when I add an indicator that calls an external database through
the sql commands. I reported it twice to tech support but they
never got back to me so I just go and check from time to time for the
extra broker.exe and
that
deals with SQL?
d
-Original Message-
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] On Behalf Of Mike
Sent: Tuesday, October 16, 2007 3:30 PM
To: amibroker@yahoogroups.com
Subject: [amibroker] Re: I get multiple brokers all the time
without any code
I
Have a look at the Foreign function in the language reference:
http://www.amibroker.com/guide/afl/afl_view.php?id=54
--- In amibroker@yahoogroups.com, mikeleekc [EMAIL PROTECTED] wrote:
Hi there,
Is there a function that I can refer to a specific stock in my AFL
code?
Eg. I want to refer
We sometimes run our autotrading program w/ their paper account.
Works the same as regular account other then your buy/sell does not
impact the price (just as it would not impact price manually).
--- In amibroker@yahoogroups.com, pstaffieri [EMAIL PROTECTED] wrote:
has anyone set up
Hi,
If you want to continue down the path you are describing, you can
write custom backtester code that iterates through the signals.
Check for exit signals, calculate the gain, zero out unreasonable
trades.
Iterate through the Signals using getFirstSignal/getNextSignal. Use
the FindOpenPos
Hi,
I see that I can simulate trading a margin account for stocks. I have
done a quick experiment to satisfy myself that the trading happens as
expected (e.g. 50% margin).
But, before I spend any time trying to program it myself, is there any
built in support for margin calls, and liquidation
Hi,
I use a paid provider (TeleChart Gold, sometimes referred to as
TC2000, TC2005, TC2007 - 29.99/mth $US provided by Worden Brothers
http://www.worden.com/SoftwarePricing.aspx ). It has two huge
advantages going for it, that in my view have paid for itself many
times over:
1) AmiBroker
AmiBroker supports assigning a position score to each signal using
the PositionScore array. Just invent a scoring system to represent
your categories along the lines of the following:
0 No signal
1 Strong sell
2 Moderate sell
3 Weak sell
4 Weak buy
5 Moderate buy
6 Strong buy
Then modify your
You can refer to the following link for a list of data providers
(free and paid) and how to integrate them into AmiBroker (last column
of table). You'll have to decide whether you're interested in real
time data, or just end of day data.
http://www.amibroker.com/guide/h_quotes.html
Mike
://www.amibroker.com/guide/afl/afl_view.php?id=7
Mike
--- In amibroker@yahoogroups.com, bigitop [EMAIL PROTECTED] wrote:
I'm writting a basic system to generate buy/sell signals. The
backtester will be set to a 'Date Range' of two weeks and 'All
Symbols' from the database, but I would like the script
of y, and thus be a fair comparrison to
passing the scalar -5.
http://www.amibroker.com/guide/afl/afl_view.php?id=23
Mike
--- In amibroker@yahoogroups.com, chorlton_c_hardy chorlton-c-
[EMAIL PROTECTED] wrote:
Hello Tomasz,
If Ref() accepts variable periods, can you clarify why the code
Sorry, my bad. I misunderestood your question. I thought you
explicitly wanted to pass a scalar, as opposed to any valid variable
(which of course an array is).
Mike
--- In amibroker@yahoogroups.com, Mike [EMAIL PROTECTED] wrote:
It would appear that you have misunderstood the return value
I don't think that your provider is on the list. But, AmiBroker has
some detailed steps for many vendors located here:
http://www.amibroker.com/guide/h_quotes.html
Alternatively, you might find the generic ASCII instructions helpful:
http://www.amibroker.com/guide/d_ascii.html
Mike
Hi,
I have several local variable arrays that I need to initialize. Is
there an easy way to do this without having to explicitly index each
element?
For example; in Java I would just do the following:
int myValues[] = new int[] {1,1,1,2,2,2};
Thanks in advance.
;
%
jsMyValues = new Array(1,1,1,2,2,2);
jsOtherValues = new Array(2,2,2,1,1,1);
AFL(myValues) = jsMyValues;
AFL(myOtherValues) = jsOtherValues;
%
// AFL arrays are initialized from this point on...
Thanks,
Mike
Never played w/ metastock. I can tell you that w/o serious
workarounds, Tradestation does not backtest portfolios of stocks;
only one at a time.Esignal may or may not (not sure) but their
programming tools are not nearly as deep.
--- In amibroker@yahoogroups.com, Walter Lepore
[EMAIL
Hi,
You may find message 114739 helpful, where I offer a code sample that
I believe will help with what you are asking for. My example is based
on limit orders, but the approach applies for any strategy.
The basic principle is that as you process each symbol at each bar,
you do a sorted save
Launch the Help Contents from the AmiBroker Help menu. Change to
the Search tab and enter scaling. One of the first results will
be Portfolio level backtesting. Double click on that and you will
see some examples of scaling, including scaling into an existing
position once the position rises
Hi,
A couple of thoughts for you:
1. Why not use the ApplyStop function native to AmiBroker? e.g.
applyStop(stopTypeTrailing, ...);
http://www.amibroker.com/guide/afl/afl_view.php?applystop
2. You probably want to check if Low Ref(stop, -1), not Close,
since a drop at any point in the
description of your portfolio at each bar, including the
number of open positions.
Mike
--- In amibroker@yahoogroups.com, Graham Johnson [EMAIL PROTECTED] wrote:
I've searched the forum without luck.
What I would like is to add a column to the backtest report
(portfolio)
to display the number
description of your portfolio at each bar, including the
number of open positions.
Mike
--- In amibroker@yahoogroups.com, Graham Johnson [EMAIL PROTECTED] wrote:
I've searched the forum without luck.
What I would like is to add a column to the backtest report
(portfolio)
to display the number
Hi,
One note, Your entry price would actually have to be the lesser of
the Open and 90% of the previous Close, since the Open might be less
than your limit order and would thus result in a fill. Also, I'm
assuming that you don't want to apply your rule to indexes, only
stocks.
I don't have
Oops, made a mistake in my editing.
Change
Buy = Ref(setup, -1) AND Low = (Ref(Close, -1) * .90);
BuyPrice = min(Open, myPrice);
To read
myPrice = (Ref(Close, -1) * .90);
Buy = Ref(setup, -1) AND Low = myPrice;
BuyPrice = min(Open, myPrice);
--- In amibroker@yahoogroups.com, Mike [EMAIL
the same selection criteria to break the tie as would be the order
in which AmiBroker processed the signals. I suspect that they will be
processed in alphabetical order, but you'll need to verify that.
Hope that helps.
--- In amibroker@yahoogroups.com, mertema [EMAIL PROTECTED] wrote:
Mike, I came
PositionScores).
That makes the backtester code a bit more complicated, but the
advantage remains; You only have to get it right once, then it can be
reused for other conditional entry strategies.
Mike
--- In amibroker@yahoogroups.com, Mike [EMAIL PROTECTED] wrote:
Matt,
Tomasz's final reply looked
://www.quantitativetradingsystems.com/book.html
Mike
--- In amibroker@yahoogroups.com, scourt2000 [EMAIL PROTECTED] wrote:
A question that I always had is: after you get your optimized
variables, how long are they generally good to use?
Do you continually run the optimization on new data coming in like
/RestorePriceArrays instead.
http://www.amibroker.com/guide/afl/afl_view.php?id=247
Mike
--- In amibroker@yahoogroups.com, srengret [EMAIL PROTECTED] wrote:
I'm trying to code buy selection criteria that requires the SP500
index (^GSPC) to be higher now than 20 days ago along with a
RelStrength
Hi,
If you're using trade delays, then your stops may be being applied
against values that you're not expecting. You may need to set
exitAtStop = 2 in your ApplyStop call.
--- In amibroker@yahoogroups.com, janhausd [EMAIL PROTECTED] wrote:
Thanks for the tips wavemechanic! I'm not getting
/global helpful:
http://www.amibroker.com/guide/keyword/local.html
http://www.amibroker.com/guide/keyword/global.html
Mike
--- In amibroker@yahoogroups.com, loveyourenemynow
[EMAIL PROTECTED] wrote:
I am trying to optimize over diffeent types of systems and I need to
define function accordingly
code sample doesn't show it, but I'm assuming that you
rightly intend to use var1 and var2 in your Buy assignment or
elsewhere in your code.
Mike
--- In amibroker@yahoogroups.com, srengret [EMAIL PROTECTED] wrote:
To ARA and Mike,
Thanks for your suggestions. I think the code does what I
tried out
this proposal, so make sure you test everything out if you decide
to go with it.
Mike
--- In amibroker@yahoogroups.com, loveyourenemynow
[EMAIL PROTECTED] wrote:
Happy 2008 to everyone!!
Let's say I want to only trade stocks in the top 50% under 3
different
criteria ( volume
://en.wikipedia.org/wiki/Lightweight_markup_language
Capital letters are pretty universally recognized as shouting, so the
above might help soften the tone accross cultures and language
barriers.
Mike
--- In amibroker@yahoogroups.com, Tomasz Janeczko [EMAIL PROTECTED]
wrote:
Hello,
It surprises me to no end
You can set the PositionSize variable in your code. For example, if
you want all positions to be 100 shares using the Open price, you
would write:
PositionSize = Open * 100;
...where PositionSize is set to the dollar value for the position
(see table):
Hi,
I'm trying to use the distributed computing of Intelligent Optimizer
(IO found in files section of this group) to farm out an AmiBroker
optimization accross multiple servers.
However, I'm only getting a report back on the single best row. I
would like to see the complete result set (e.g.
Message-
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] On Behalf Of Mike
Sent: Sunday, January 27, 2008 6:23 PM
To: amibroker@yahoogroups.com
Subject: [amibroker] How to see all optimization rows using
IO in Exhaustive mode with servers?
Hi,
I'm trying to use
mail.
To answer your IO question ... The IO Directive you want is ...
DetailLog.
- Original Message -
From: Mike
Date: Sunday, January 27, 2008 6:44 pm
Subject: [amibroker] Re: How to see all optimization rows using IO
in Exhaustive mode with servers?
To: amibroker
You could probably do all of that just by using Optimize. The code
will run once for each Optimize iteration and pump the output to the
screen at which point you can use the Files button to export as html
or csv.
If it's just one variable, use that variable as the result of the
Optimize.
If
What about signing up for an Interactive Brokers demo account and
trading real time from it using the AmiBroker real time plugin for
IB? Is that possible? Would it accomplish what you're after? Or do
you only get EOD data with that account?
--- In amibroker@yahoogroups.com, tedd2pumpkin [EMAIL
By default, the AmiBroker backtester will only allow you to hold one
open position per symbol. If you want to allow multiple open
positions, then you can use SetBacktestMode(
backtestRegularRawMulti ); See reference:
http://www.amibroker.com/guide/afl/afl_view.php?id=350
--- In
John,
The attachment referred to in your link is no longer available.
--- In amibroker@yahoogroups.com, John CW [EMAIL PROTECTED] wrote:
--- david.weilmuenster [EMAIL PROTECTED] wrote:
Hi,
The AmiBroker interface to TeleChart does a good job of importing
TeleChart's Industry
, ~Position2 holds
the second top ranked value at each bar, etc.
http://finance.groups.yahoo.com/group/amibroker/message/114739?
threaded=1
Mike
--- In amibroker@yahoogroups.com, Joe Landry [EMAIL PROTECTED] wrote:
Hugh
Check out the AFL function LastValue(array,code);
Hope this helps
JOE
) depending on your backtesting mode. If
using the default backtester mode, AmiBroker will handle that for you.
Alternatively, you could use the Cross function and avoid the
duplicate signals, found here:
http://www.amibroker.com/guide/afl/afl_view.php?name=cross
Mike
--- In amibroker
Not to confuse you even more, but you might also want to have a look
at the 17 HP Pavilion. Price lands right in the middle, has more
hard disk space and expands to 4GB memory. My father in law is pretty
happy with his, though he had to tweak the color settings (gamma) to
his preferences.
The
What about:
Buy = ... AND BarsSince(Cross(Close, MA(Close, 15)) = 3;
Or would that fail due to comparing an array (BarsSince) to a scaler
(3)? If that's the case you could wrap it in a zero offset Ref as:
Buy = ... AND Ref(BarsSince(Cross(Close, MA(Close, 15)), 0) = 3;
I haven't tested this.
assuming
that it works.
Corrections and enhancements welcomed :)
Mike
procedure Detrend(compositeName) {
local range; range = Status(barinrange);
local raw;raw = log(Ref(Open, 2)/Ref(Open, 1));
local total; total = 0;
local count; count = 0;
local offset; offset = 0;
for (i = 0
, and this is my
interpretation of the book. Do your own research before accepting
taking this as acurate.
If anyone else has done any work in this area, I would very much like
to hear if their approach agrees with my interpretation.
Thanks,
Mike
SetTradeDelays(1, 1, 1, 1);// All trades
are then compared to the market returns. A
perfect system would be long for all postive return days and short
for all negative return days. At least, that is how I interpretted
the book.
Mike
--- In amibroker@yahoogroups.com, wavemechanic [EMAIL PROTECTED]
wrote:
How do you intend to use the detrended
, from a gain
standpoint.
Mike
--- In amibroker@yahoogroups.com, Mike [EMAIL PROTECTED] wrote:
I cannot comment on the suitability of either approach other than
to
say that Aronson uses a fixed adjustment accross all bars in the
period under evaluation. The value of which was calculated from
strategy's predictive ability.
A t-test will tell you if the difference is more than just chance.
Mike
--- In amibroker@yahoogroups.com, Louis Préfontaine
[EMAIL PROTECTED] wrote:
Hi Mike,
I attached an image of what I got. I suspect that the green/red
arrows may
be the buying/selling signals
.
--- In amibroker@yahoogroups.com, Louis Préfontaine
[EMAIL PROTECTED] wrote:
Hi Mike,
That's sad you can't see the images. I am sure you would
understand my
questions. Ok, here is what I did step-by-step:
1) I used the detrend' script with YHOO for 1998 to 2000. The
~YHOO file
was created
Doing a google search on Aronson came up with a spam site posing as a
blog and publishing the posts from this forum as original content.
Presumably to catch unsuspecting surfers and make some money from ads.
http://jakarta-bangkok.blogspot.com/2008/03/re-amibroker-re-aronson-
]
On Behalf
Of Mike
Sent: Tuesday, 4 March 2008 12:14 PM
To: amibroker@yahoogroups.com
Subject: [amibroker] Spam site stealing posts from this forum
Doing a google search on Aronson came up with a spam site posing as
a
blog and publishing the posts from this forum as original content
and backtesting as needed.
Mike
--- In amibroker@yahoogroups.com, Thomas Ludwig [EMAIL PROTECTED]
wrote:
Hello,
I want to create an artificial ticker from two existing tickers. If
I do
it this way:
O1=Foreign(846900,o);
H1=IIf(IsEmpty(Foreign(A0C4CA,h)),Foreign(846900,h),Max
(Foreign(846900,h
none of these really just amounts to same as background doesn't
it? What about using whatever your background chart color is: e.g.
colorWhite.
--- In amibroker@yahoogroups.com, Mohammed [EMAIL PROTECTED] wrote:
Hi All,
Is it passable to use color with three conditions one of them none
(...);
AddToComposite(...);
AddToComposite(...);
AddToComposite(...);
StaticVarSet(ATCFlag, 1);
}
I've never used statics, so double check the syntax above, and test
what happens when the variable is Null.
Mike
--- In amibroker@yahoogroups.com, Thomas Ludwig [EMAIL PROTECTED]
wrote:
Mike,
thanks
Have a look at the user guide for AddToComposite. It covers this type
of operation.
http://www.amibroker.com/guide/a_addtocomposite.html
Also, Hermen's guide, which goes into much more detail.
http://www.amibroker.net/3rdparty/IntroToAtc.pdf
Mike
--- In amibroker@yahoogroups.com, Louis
Applying Steve's answer generically, such that you can test different
periods, you can use the Sum function
http://www.amibroker.com/guide/afl/afl_view.php?name=sum
periods = Optimize(Periods, 2, 2, 5, 1);
Sell = Sum(Close Ref(Close, -1), periods) == periods;
--- In
Have a look at SetForeign/RestorePriceArrays
http://www.amibroker.com/guide/afl/afl_view.php?id=247
SetForeign(some other symbol name);
Buy = Cross(Close, MA(Close, 30));
Sell = ...;
RestorePriceArrays();
The Buy and Sell will apply to the active symbol (e.g. Apple), but the
O/H/L/C will be
K-Ratio is often mentioned for this purpose.
http://trader.online.pl/TST/shape_ratio_k-ratio_rina_index.htm
Mike
--- In amibroker@yahoogroups.com, Dennis Brown [EMAIL PROTECTED] wrote:
Hello,
I have my system for intraday trading complete enough that I need
to
start selecting goodness
that
same symbol. Then perform t-test as above using the two output
columns as the variable ranges.
Note that the values are logarithms of the percent daily change, so
don't try interpreting them as price values.
Mike
--- In amibroker@yahoogroups.com, Thomas Ludwig [EMAIL PROTECTED]
wrote
ParamColor is expecting a scaler value, but you are passing kColor
which has been initialized to an array (i.e. IIF returns an array).
Mike
--- In amibroker@yahoogroups.com, Mohammed [EMAIL PROTECTED] wrote:
Hi,
why I get error in this formula:
insidebar = H = Ref( H, -1 ) AND L = Ref( L
something like this:
insidebar = H = Ref( H, -1 ) AND L = Ref( L, -1 );
Plot( C, Close, IIF( insidebar, ParamColor( Inside Bar,
colorBlue ), colorLightGrey ), styleNoTitle | GetPriceStyle() );
--- In amibroker@yahoogroups.com, Mohammed [EMAIL PROTECTED] wrote:
Hi Mike,
would you please help
I can't find a link for it online. So, from AmiBroker do the
following:
Help menu
Search
Type in account manager in search bar.
Select first entry in the list (i.e. Using Account Manager).
Available as of version 5.0 I believe. For version 4.9 search
for Portfolio Window
Mike
There are undoubtedly more elegant ways to do it depending on the
organization of your code. But, if all else fails, you could always
just iterate backwards through the bars to find what you're looking
for:
for (i = BarCount - 1; i = 0; i--) {
if (Buy[i] == sigScaleOut) {
Hi,
I had hoped that someone else would chime in for you here, since I
don't trade futures, and don't use stops. But, since nobody else has
answered, the best I can do is refer you to the documentation:
http://www.amibroker.com/guide/afl/afl_view.php?name=ApplyStop
Mike
--- In amibroker
just be removed, since you've already calculated your
new value and all you need to do is set it as a custom metric:
NewKRatio = st.getvalue(NewKRatio);
Mike
--- In amibroker@yahoogroups.com, David Fitch [EMAIL PROTECTED]
wrote:
I am trying to make a custom metric for walk forward
) {
continue;
}
_TRACE(i == + i);
if (i == 8) {
break;
}
}
For more information, run AmiBroker, click Help menu, click on Index
tab and type in break. Do the same for continue.
Mike
--- In amibroker@yahoogroups.com, reinsley [EMAIL PROTECTED] wrote:
Thank you Ed for your help
:
http://www.amibroker.com/guide/w_settings.html
Mike
--- In amibroker@yahoogroups.com, Graham Johnson [EMAIL PROTECTED] wrote:
There are 2 things that I would like to achieve
1. Backtest Report - maximum no. of open positions for the backtest.
2. Equity Chart - number of open positions
();
bo.addCustomMetric(Max Count, largestCount);
AddToComposite(counts, ~MaxCount, X, atcFlagDefaults |
atcFlagEnableInBacktest | atcFlagEnableInPortfolio);
}
Buy = Cross(MA(Close, 30), MA(Close, 100));
Sell = Cross(MA(Close, 100), MA(Close, 30));
Short = Sell;
Cover = Buy;
Mike
Hi,
This may be a shot in the dark. But, what about writing some
javascript? The following link might prove helpful.
http://parentnode.org/javascript/default-arguments-in-javascript-
functions/
Mike
--- In amibroker@yahoogroups.com, Dennis Brown [EMAIL PROTECTED] wrote:
What are you trying
You could probably leverage the Flip function to make this easier on
yourself.
e.g.
Buy = ...
Sell = ...
InLongPos = Flip(ExRem(Buy, Sell)) * 1000;
Mike
--- In amibroker@yahoogroups.com, wavemechanic [EMAIL PROTECTED]
wrote:
The iif() does not give the same result because ref(inlongpos, -1
Sorry,
That should probably read Flip(ExRem(Buy, Sell), Sell) * 1000;
And maybe not much easier after all ;)
Mike
--- In amibroker@yahoogroups.com, Mike [EMAIL PROTECTED] wrote:
You could probably leverage the Flip function to make this easier
on
yourself.
e.g.
Buy = ...
Sell
/afl_view.php?
name=enablerotationaltrading
Mike
--- In amibroker@yahoogroups.com, gmorlosky [EMAIL PROTECTED] wrote:
How can I do rotational trading, but not be in when the trades are
the
best of worst trades I won't trade. I beleive with
EnableRotationalTrading and WorstHeldRank I'll be forced
) being undefined.
Temp[1] is 1000 due to Buy[1] being 1.
Temp[2] is 0 due to Ref(InLongPos, -1) being 0.
Temp[3] is 0 due to Sell being 1.
InLongPos = Temp;
Would that explain what you are seeing?
Mike
--- In amibroker@yahoogroups.com, wavemechanic [EMAIL PROTECTED]
wrote:
So what if that's
--- In amibroker@yahoogroups.com, wavemechanic [EMAIL PROTECTED]
wrote:
Mike:
...Of course Buy (and Sell) is an array (who said it wasn't)
I thought that you did ;)
...ask yourself if you did or did not generate Buy with a function
that returns an array? If you conclude that Buy
). Then
set your custom metric as the optimization target of the walk forward
in the walk forward settings tab of the AA window. For example make a
custom metric calculated as KRatio * -1.
http://www.amibroker.com/guide/a_custommetrics.html
Mike
--- In amibroker@yahoogroups.com, john_dxd_smith
Does anyone have an easy way to get the current bar index as a scaler?
I find that I often want to dereference an array to get a scaler, but
don't know of an easy way (aside from looping) to get the current bar
index.
For example; How would I figure out 'x' in the snippet below without
could write
MyScaler = MyArray[getCurrentBarIndex()];
Thanks,
Mike
Thanks for all the replies. You have confirmed what I expected. I'm
already doing looping.
I was just hoping someone might have a neat little trick, so as to
keep the code easier to maintain.
No problem. I'll keep the looping.
Mike
--- In amibroker@yahoogroups.com, gp_sydney [EMAIL PROTECTED
If Buy has not yet been set, you will need to break out the signal
from the asignment. Also check for 29 rather than 29.
Signal = ... buy logic ...
Buy = Signal AND BarsSince(Ref(Signal, -1)) = 30; // At least 30 ago
Mike
--- In amibroker@yahoogroups.com, Phsst [EMAIL PROTECTED] wrote
Open.
Mike
--- In amibroker@yahoogroups.com, Robert Lu [EMAIL PROTECTED] wrote:
Hello,
Can anyone advise how to write a system under the following rules?
Buy next day Open if RSI(14) crosses above 60 and close Ref
(Close, -3)
After buy, sell anytime if RSI(14) drops below 60 or wait for 5
= ... // dynamic calculation
top = BBandTop( Close, period, 2);
myarray[i] = top[i];
}
It's quite slow. But, I believe that it will do what you want.
Mike
--- In amibroker@yahoogroups.com, Ton Sieverding
[EMAIL PROTECTED] wrote:
That I understand Bill. And to get the adaptive MA is the easy
the include
statement to include it in the second script.
Hope that helps.
Mike
--- In amibroker@yahoogroups.com, markhoff [EMAIL PROTECTED] wrote:
I would like to mention one point which might be essential to find a
solution: The 2nd symbol is always the same independent on the 1st
symbol, means
of prior and later IS
periods when calculating most of the OOS periods?
Thanks.
--- In amibroker@yahoogroups.com, Mike [EMAIL PROTECTED] wrote:
Howard,
I agree that reoptimization is valid, necessary even, at any time
after going live. Specifically; Any time measured performance
values
[EMAIL PROTECTED] wrote:
Thanks Mike! This look very easy but it seems like it will work!
Louis
Louis
2008/4/9, Mike [EMAIL PROTECTED]:
Assuming that your Buy logic is a crossing type signal as
provided in
your example (i.e. Cross(MA...)). You could probably just
introduce
Louis,
See message #122637 where it is mentioned that the formula has since
changed. According to that post, the creator suggests a measure of
0.5 or better. Others within this forum have advocated that a value
of 0.15 or more is pretty good.
Mike
--- In amibroker@yahoogroups.com
/MDD: + carMDD + \n, fh);
fclose(fh);
}
}
Buy = DayOfWeek() == trigger;
Sell = DayOfWeek() == 5;
Refer to the links provided in my earlier response for more detail.
Mike
--- In amibroker@yahoogroups.com, loveyourenemynow
[EMAIL PROTECTED] wrote:
Hi Mike,
Are you sure
();
Mike
--- In amibroker@yahoogroups.com, Mike [EMAIL PROTECTED] wrote:
Ly,
You can get any of the included metrics after running a backtest.
An
optimization is just a collection of backtests. So, your code will
be
executed for each backtest in the optimization.
Copy the following
to determine what the ideal IS
period length is for your strategy.
If you are unable to find a suitable IS:OOS period lengths
combination, that suggests that your strategy is poor and needs to be
reworked or abandoned.
Mike
--- In amibroker@yahoogroups.com, Louis Préfontaine
[EMAIL PROTECTED
/userkb/?s=intelligent+optimizer
Mike
--- In amibroker@yahoogroups.com, Louis Préfontaine
[EMAIL PROTECTED] wrote:
Hi Mike (and everyone),
The problem I have with actual walk-forward is this: each
parameters are
tested only once. As an example, if I choose a Cross ma (c,20), ma
(c,50
. For any range, the mean of the
adjusted values produced by your formula will not be zero and thus is
not what Aronson was doing.
However, what you have produced may prove to be a handy indicator.
Thanks for the contribution.
Mike
--- In amibroker@yahoogroups.com, thomasdrewyallop [EMAIL
SetTradeDelays(0, 0, 0, 0);
Buy = High Ref(High, -1);
BuyPrice = Ref(High, -1);
--- In amibroker@yahoogroups.com, alta hob [EMAIL PROTECTED] wrote:
Hi
I am using the backtester in AB and when a trade is triggered the
backtester setting option is being used which is currently set
at
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