Hello all,
I have been working on plotting the actual trade with the custom backtest
interface.
I have been able to do that for the buy,sell,short,cover.
I am having some difficulty with the sigscaleout to plot? I can't seem to
figure out how to access it.
can anyone help me with this task.
TJ - I downloaded again this morning following this order:
1. Historical (save all) 2. Fundamental Basic (save all) 3. Fundamental Extra
(save all).
Looked at the tickers and the Forward EPS and Forward P/E are flipped.
This weekend, I'll delete all ticker data and rebuild the database and see
Found a bypass solution: I am running BrokerIB in compatibility mode
WIndows XP
--- In amibroker@yahoogroups.com, dubi1974 gonzale...@... wrote:
Hi,
unfortunately not... Had just one pane open and still the problem. The screen
starts to blink (sometimes I see the chart, sometime Error
One thing is for sure: Your computer will not blow up.
hydrob...@rocketmail.com wrote:
I am wondering if it is possible to hibernate during a lengthy
optimization and then continue the optimization where it left off after
resuming from hibernation. Have never used hibernation before, so I am
Due to an overheating problem (since resolved) on my Gateway notebook running
XP, I used hibernate a number of times during long optimizations. Never had a
problem with them restarting successfully.
Joe
--- In amibroker@yahoogroups.com, hydrob...@... hydrob...@... wrote:
I am wondering if
Hi,
What do you expect to gain by optimizing your trade management to random noise?
Unless you plan to take random entries and exits in live trading, I don't see
the benefit of searching for optimal values under those conditions.
More practical might be to optimize your system based on a
TJ - I have deleted the existng folders and yet when I look at a stock, part of
the fundamental data is still there. (using local database - Yahoo EOD).
Statistics has share info, Financials have 60% of it's data, and Dividends has
50% of it's data.
Thanks
--- In amibroker@yahoogroups.com,
What I am saying is that IMO you are conducting some worthwhile trading
research but you are testing several components at the same time ... try
separating them:
- optimising a system that uses random entries will provide you with specialist
knowledge about optimisation
- optimising your
Thanks Joe. I'm planning to setup a UPS with software to hibernate the PC
during a power failure.
--- In amibroker@yahoogroups.com, Joe j0etr4...@... wrote:
Due to an overheating problem (since resolved) on my Gateway notebook running
XP, I used hibernate a number of times during long
Hello gmorlosky,
Not sure where you are going but since you seem to be hitting the wall:
I have to do some guessing here:
- last time I checked AB fundamental data import it worked exactly as Tomasz
explained it in his recent post
- fdata is not stored historically ... only the current value
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
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