Thank you Howard, re_Rowland and Mike
Was trying to avoid the CBT but it looks like I gotta dive in.
BTW Howard, which of your books would best cover this level of experience?
Thanks for your help again
RZ
From: Howard B howardba...@gmail.com
To:
That was quick - thanks herman.
The problem was a divide by zero!
Why this got past me was that the zeroes in the closing price seemed to occur
well before number of bars required for the actual calculation .
I will look up stdev in the group anyway, sometimes it gets a bit frustrating
:36, i cs wrote:
That
was quick - thanks herman.
The problem was a divide by zero!
Why this got past me was that the zeroes in the closing price seemed to
occur well before number of bars required for the actual calculation .
I will look up stdev in the group anyway, sometimes it gets a bit
Hi,
I've been using AB for about a year and I still consider myself a novice - the
product is very versatile - it's capabilities are vast - but the downside is
that it will allow you to make mistakes - it's the flipside of freedom.
Like you I'm a trend trader, and I've found no problems with
Thank you Lief and Keith.
I'd never used ExRem before, and for some stupid reason, I thought it was a
cosmetic thing that removed the signal arrows from the chart
I haven'tquite honed it down yet, but certainly the
Buy = ExRem( Buy, Short );
Short = ExRem( Short , Buy );
works well.
Hi Rolf,
I'm a bit of a newbie to AB as well, but I have worked as a programmer for a
while.
What I do with my custom indicators is put them in an include file in the
include subdirectory and then use the #include myCustom.afl directive in
the file in which I will refer to that indicator.
Hi rhw8,
Not sure if I'm reading you correctly, but from what I know, the detailed
report will also show non transaction data. What this means is that the
detailed log will also show you data relating to what calculations and
decisions were required by the back tester . So will be at least 1
Thanks James,
I'll see if it fits!
RZ
From: James jamesmemp...@yahoo.com
To: amibroker@yahoogroups.com
Sent: Sun, 13 December, 2009 6:37:10 AM
Subject: Re: [amibroker] Rotationaltrading and Future Referencing?
This could take out future reference:
IIf(
Hi Donald,
Here is a simple example that is in the systems folder of the AB Release.
// Simple example of rotational trading system
// This is contrarian strategy -
// it buys 4 worst stocks - the ones that suffered the most in last year
// (4 stocks having worst 252-bar rate-of-change)
//
//
)! I.e.
the bad
computer file gets on good computer, I think I might have done that.
Regards,
JG
From:amibro...@yahoogrou ps.com [mailto:amibro...@yahoogrou ps.com ] On Behalf
Of i cs
Sent: Monday, December
07, 2009
2:17 PM
To: amibro...@yahoogrou ps.com
Subject
Hi bistrader, reefbreak,
Thanks for your replies.
I've basically done what was suggested.
I think it's some sort of insidiuous Vista problem which is currently rendering
my Amibroker unusable on Vista.
I've deleted every directory tree that I can think of, performed a clean
install, and I
Thank you Prashanth!
From: Prashanth prash454...@gmail.com
To: amibroker@yahoogroups.com
Sent: Mon, 26 October, 2009 1:48:02 PM
Subject: Re: [amibroker] Bug Report Procedure
Hello,
This is what TJ wrote in July of this year,
Due to tremendous amount of
Hi Ton, Howard,
Please ignore the previous post, I hit the send accidentally..
FWIW, I am currently trading two EOD systems. One is a simple breakout system,
the other is a reversal system
Reversal systems are very not me and I would only be comfortable
trading it after all the WFA work that
Hi,
Not a guru...but ...I hope I can help. The online web page should explain it
quite well :
http://www.amibroker.com/guide/h_fundamental.html
I hope you haven't been too painstaking in collecting the data, AB (Amiquote)
will download some of it automatically for you - depending on the stock
Hi all,
I use 10 and 30 min data on a daily basis.
The manual also says that AB has:
ability to display most common 1−, 5−, 15−, 60− minute intraday charts as well
as fully customizable
N−minute charts (where N is 1..1380 )
Quite simply put - my 'N' is 10 minutes. I do load it as 1 min data,
Good detective work!
Z
From: Craig Broadbear cr...@broadgun.com
To: amibroker@yahoogroups.com
Sent: Tuesday, 1 September, 2009 11:15:22 AM
Subject: Re: [amibroker] rotational systems - any limit to the number of
symbols that can be rotated?
Hi,
I have
Hi Craig,
I have been playing around with rotational systems in the last few days.
I've used the ExampleRotational system in the Systems folder of AB as is
from version 5.20 on over 1500 ASX symbols and it seems to work as it's meant
to.
I've also run it on a number of watchlists with
Hi m,
I'm just learning about multiple time frame support also - I've found the
following page very useful.
http://www.amibroker.com/guide/h_timeframe.html
If that doesn't help, just post again.
Cheers,
RZ
From: m.csabee m.csa...@yahoo.com
To:
Hi Mike,
Thanks for your reply. I'm sure that I can get something happening with a bunch
of if/iif statements. I've been trying to avoid it because I think it'll
complicate the code and make it less extensible. To give you an idea of what
I'm attempting, I'm currently experimenting with the
(something) AND myOp2(something) ...
Or, to generalize further, pass the arguments too:
function myOp(something, arg1, arg2) {
return iif(something, arg1 = arg2, arg1 arg2);
}
giving:
BuyCondition = myOp(something, ref(open, -x), ref(close, -y)) AND ...
Mike
--- In amibro...@yahoogrou ps.com, i
Hi mgallau
This is covered in the manual.
You'll probably get some good answers from the forum,
but if you spend some time with the manual, it should open
your eyes to other possibilities which you might not have
even thought of before!
Robert Z
From:
Hello Manoj,
What are you doing to try and receive gold data?
What other data are you receiving successfully?
Robert Z
From: manoj_kag1 manoj_k...@yahoo.co.in
To: amibroker@yahoogroups.com
Sent: Monday, 29 June, 2009 6:14:34 PM
Subject: [amibroker] Regarding
Hi Prof,
You need to know what each of those measures means - don't expect
somebody to give you a magic number which validates your
strategy for you!
If you know what each metric means, then you can determine how
well that system suits your trading style, your risk preferences, how
comfortable
Hi Brian,
Interesting topic.
Mandelbrot (seen one fractal, seen em all) has some excellent discussion
on synthetic data in his book The (Mis)Behaviour of markets. He uses
a multifractal approach to producing simulated markets. The price
behaviour produced by his approach looks identical to real
...@yahoogrou ps.com, i cs ics4...@... wrote:
Hi Brian,
Interesting topic.
Mandelbrot (seen one fractal, seen em all) has some excellent discussion
on synthetic data in his book The (Mis)Behaviour of markets. He uses
a multifractal approach to producing simulated markets. The price
Hi Brian
Thanks for your feedback.
I think I'll go down the path I mentioned.
InfoSelect is seems like a useful product- I'd never heard of it before. I
probably won't get it though. I'm pretty disciplined about source code
control and backups.
Searching the code is an issue - I'm sort of
... which one was it
again that has that particular section of code in it?
--- In amibro...@yahoogrou ps.com, i cs ics4...@... wrote:
Hi Brian
Thanks for your feedback.
I think I'll go down the path I mentioned.
InfoSelect is seems like a useful product- I'd never heard of it before. I
why not make NotePad++ official. Of course
he has other policies and priorities that we don't know about. Anyway enough
dreaming ... back to working with what I've got.
--- In amibro...@yahoogrou ps.com, i cs ics4...@... wrote:
Agreed.
That's when you gotta give it an enema and revise
Hi all,
LeBeau and Lucas in their book Computer Analysis of the
Futures Markets talk about using random exits to test the efficacy
of systems which are meant to catch trends. Been a long time
since I read it, but i think it went along the lines of , if you have
an entry/filter combination
Hi Louies
I have modifed the standard MACD from the Indicators folder.
There are more efficient ways of coding this, but I hope this way
you can see what is happening clearly, it also allows you to change
the colours of the up and down via the Parameter dialog.
The changes have comments added at
You can buy most intraday data from www.CQG.com
Go to the data factory page. If you buy the 1 min data,
AB can consolidate it into 5 min and larger time frames
for you.
RZ
From: gariki chetan_gar...@yahoo.com
To: amibroker@yahoogroups.com
Sent: Tuesday, 9
Hi Sanjay,
A bad tick is just some erroneous information or noise that has sent
through as trading data.
In the data it appears as a spike that is way off the scale. It just
looks unreasonable. Sometimes however traders do make mistakes
or stops going off take some prices to a ridculous
Hi Brian,
Thanks for getting back to me.
Unfortunately, Cum() returns array, Median() wants a number as its
second argument. (The manual is clear!)
I used median as an example because it's relatively easy to understand,
and I will be using it, but I will also be plotting the growth factor in
are arithmetic and
so should fly in AFL without looping?
I am a lay programmer but my instinct is to start there - looping will slow you
down in RT indicators?? ?
Plan C - use the RMath Plugin ... advanced stats available there.
--- In amibro...@yahoogrou ps.com, i cs ics4...@... wrote:
Hi Brian
etc
would be that meaningful ... a rolling period might be just as effective ...
still if you are like me you need to do it and look at it to see if it
meaningful or not.
The following construct works - but it is very, very
slow.
Yep!
--- In amibro...@yahoogrou ps.com, i cs ics4
Hi Warren,
I don't know anybody who does automated trades without
some sort of manual supervision. However, AB is the best
value product I've seen for auto execution.
The option where AB notifies you by phone is certainly a safer
option. Some brokerages will do this for you for a nominal fee
Hi Sanjay,
Some analysts use a continuous contract - where a data provider
merges various expiries together - and there are a few ways of
doing this - google continuous contract , back adjusted etc.
Note that you can't actually trade a continuous contract.
The main driver of a futures contract
Hi all,
How do you define failure?
Is the nature of it's failure important? (ie it might fail
quickly, or it might fail slowly).
From my experience, it is actually very hard to quantitavely
determine if and when a system is actually failing. I still
don't know and I've been trading for over
Hi all,
Brian was certainly in a whimsical mood...must be doing ok!
What is the most important information about trading that one can embrace
and over time can eventually prosper?
Sound Money Management can turn any trading system with a positive
expectation into an even better one but
Try AVG Anti Virus
There is a free version as well
It lets you scan all files with exclusions.
It lets you scan only certain files.
Selection done on file type where not extension is a file type too.
Z
From: kevin...@aol.com kevin...@aol.com
To:
data? Ron D
From: i cs ics4...@yahoo. com.au
To: amibro...@yahoogrou ps.com
Sent: Tuesday, May 12, 2009 7:32:41 PM
Subject: Re: [amibroker] Re: Performance of anti virus programs
Try AVG Anti Virus
There is a free version as well
It lets you scan all files
Hi Howard,
Thanks for clarifying the equity curve gating. I didn't
understand that the equity curve was a shadow equity
curve.
In the question that you didn't understand, you stated
... The multistage approach assumes that the best
individual A, B, and C create the best portfolio P. ...
In
Hi Howard,
Thanks for clearing that up.
RZ
From: Howard B howardba...@gmail.com
To: amibroker@yahoogroups.com
Sent: Monday, 11 May, 2009 8:03:41 AM
Subject: Re: [amibroker] Portfolio construction
Hi Robert --
What I wrote was:
Again, the choice will be
Hi all,
If you are trading a system ( fully backtested, made money
in real world etc), how can you really know when it is
starting to fail?
Robert Z
Hello Howard,
Very thoughtful post. I'm not used to some of the terms
in the community yet, so could I get some clarification
please?
an individual trading system that uses equity curve feedback
to gate trades...
Not familiar with concepts of equity curve gating - or certainly
not under
Hi all,
Here I am, only had AB for 24 hours, and already
offering my 2c worth!
Thank you for making that file available Angelo.
I'm not sure if I am understanding this thread correctly.
If it's just a matter or running a list of tests against
a list of instruments - would that not be a
Hi all,
Looking for recommendations for a real time data provider for the
ASX and / or SFE.
I've checked the knowledge base and the email groups and the discussions
there seem like they might be out of date.
Would like data down to at least 1 min bars, quicker if possible.
Has to be
of this into AB yet. I've still got the trial version! As soon
as I can tear my self away from exploring it I will buy it!
That will be in a year or two :-)
I hope you are not in a relationship .. AB is a relationship buster for sure!
--- In amibro...@yahoogrou ps.com, i cs ics4...@... wrote:
Hi guys
Hi guys,
The optimal portfolio is a fascinating topic.
I gave been using some of the Vince ideas for my futures trading
and one of the biggest advantages it gives me is a way of keeping
myself sane - knowing how to size a position when you are getting
crushed or elated is important. It's
Hi Soham,
I'm a newbie, so my advice is a bit suspect but try this:
Go to Automatic Analysis
Go to Settings
Increase Initial Equity to something large like 100,000 ( it's probably
set to 10,000)
That should fix the problem.
Not sure why this is so - but like I said - I'm a newbie.
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