Hi, hope someone can help me.
When Amibroker is backfilling e.g. a Stock like AMGN (from Interactive
Brokers)... I get also data over night, every minute, altough there is no
volume. Volume = 0. As I know Amibroker has a maximum of 500.000 bars for
backfilling. So I would rather not save the 0
Hi Herman,
many thanks for your reply. As I want to work with 1min or 3min data... and I
see that you have a lot of knowlege about this problem, is there a workaround,
if I want to check the last bars? Ref(-1) to Ref (-3)?
So that the bar behind (last bar) it already a backfill data from IB?
Hi guys,
had the same issue... 30 days is no problem. With 180 days I got throttled by
IB.
dubi
--- In amibroker@yahoogroups.com, ozzyapeman zoopf...@... wrote:
I am running the same versions you are, and only a couple of times in 3
months of testing was I ever able to get a 180 backfill
can someone explain me why?
If I am connected to IB and receive the data on 1 min basis I get different
data compared to the backfill data.
So if I tell Amibroker to backfill the data, the backfill data I receive is
different to what Amibroker has in cache. I saw that if the the time of
ok. I will try to test my on my own and if I find any solution or recognitions
I will post it here.
Thanks, dubi
Hi guys,
does someone know if there is any possibility to import information like round
lot size or margin deposit etc. out of a .csv or .xls file into Amibroker
through e.g. AFL?
Thanks, dubi
Hi guys,
how do you solve this problem?:
I would like to use different indicators for opening/closing a position.
I would like the orders to be executed automatically.
I don't want the positions (let's say the mini SP) of the different indicators
to interfere each other?
I am working with
to the signals.
Mike
--- In amibroker@yahoogroups.com, dubi1974 gonzales74@ wrote:
Hi guys,
how do you solve this problem?:
I would like to use different indicators for opening/closing a position.
I would like the orders to be executed automatically.
I don't want the positions
I have installed Windows 7... had before XP when I start ibc =
GetTradingInterface(IB) I get some error: Error forumla execution halted
because of an error - no chart display ... I used the same formula on XP, and
there I had never problems. Someone I know, has similar issues with Vista. Did
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
@yahoogroups.com, dubi1974 gonzale...@... wrote:
Found a bypass solution: I am running BrokerIB in compatibility mode
WIndows XP
--- In amibroker@yahoogroups.com, dubi1974 gonzales74@ wrote:
Hi,
unfortunately not... Had just one pane open and still the problem. The
screen starts to blink
Has someone ever seen this error 326? unable to connect as the clientid is
already in use? Retry with a unique client id... It comes from the IB
controller. The problem is, there is no menu where I could change the UserID
Thanks, dubi
Hi, as I know you can pass parameter from AFL to e.g. VBScript.. through
AFL().
Is there a possibility to pass parameter from VBScript back to AFL?
Like VBSCRIPT() or something else?
Many thanks, dubi
sStr = this is a test;
EnableScript(vbscript);
%
vbStr = AFL(sStr)
Set Excel =
Many thanks, dubi
--- In amibroker@yahoogroups.com, Tony Grimes tonez.em...@... wrote:
Try This:
http://www.amibroker.com/docs/ab400.html
On Sat, Jul 25, 2009 at 12:34 PM, dubi1974 gonzale...@... wrote:
Hi, as I know you can pass parameter from AFL to e.g. VBScript.. through
Hi,
is it possible to use Microsoft ActiveX Data Objects 2.6 Library in VBScript in
AFL?
I am having some problems to solve this error: (error S0. Arguments are of the
wrong type..) at .CursorLocation = adUseClient
and does someone know if I can call an VBScript as a function?
I am not
Hi,
In IB I have an asset with following price: 120.015625. Through the API
Amibroker saves me the price as 120.016. I tried to see what happens in e.g.
Excel. With the Excel API I see the right price of 120.015625. Is there a
possibility to have the data saved in Amibroker as it comes from
.
Thats exactly the same as with 2/3 fraction, you can display it as 0.67 or
0.67 or 0.6667
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: dubi1974 gonzale...@...
To: amibroker@yahoogroups.com
Sent: Monday, August 24, 2009 11:53 AM
Hi!
Does anyone else use Windows 7 x64 and Amibroker 5.28.1?
I have a bug message whenever I try to optimize and use the engines: spso or
trib with cmae I do not have any issues?
I do have also problems with the IB connection, as sometimes the whole
Amibroker application crashes and the
Do you use the Explore .. or Scan in AA?
Just if you explore through all stocks you will get an alert.
Regards, dubi
--- In amibroker@yahoogroups.com, Vinay Gakkhar. vgakk...@... wrote:
Dear learned senior members,
I have an Alertif condition in my formula. When I auto-update the quotes
ESU9-GLOBEX-FUT
NQU9-GLOBEX-FUT
YM SEP 09-ECBOT-FUT
this are all SEPTEMBER futures. Use December ESZ9-GLOBEX-FUT.
The September contracts expired already. And do not forget to leave a gap of 3
space between YM and DEC
Regards, dubi
Hi to all,
Does someone know the answer or has an answer to following question:
(and yes, I read already the documentation on
http://www.amibroker.com/kb/2006/03/19/how-does-the-daily-time-compression-work/)
If you receive real time data from IB in Europe CET then the US market opens at
Hi guys,
didn't found any command, but is it possible in AFL to get the current status
of the filtering e.g. Show day session only or Show 24 hours trading?
Thanks and regards, dubi
Tribes and SPSO had a problem.
Regards, dubi
--- In amibroker@yahoogroups.com, Bisto bistoma...@... wrote:
I just update to this beta2 but the about amibroker pop up still says that I
am using 5.29.0 build date Oct 2 2009, is it correct?
I don't see any differnce as confirmation of the
Hi!
Is it possible to optimize a system (for e.g. best net performance %) with SPSO
but then use the highest Ulcer Performance Index or CAR/MDD and use then this
parameters for the out of sample test for the next period in the Walk Forward
Test of Amibroker? I know I could do this in separate
Hi,
With SetOption( field, value ) I can set a lot of options in the AA window.
Does anyone know if I can also set in the Periodicity (in the GENERAL
TAB/General setting) through AFL?
Thanks and kind regards, dubi
Hi,
tried to translate this code from TradeSignal to Amibroker (but I think I did
something wrong):
TradeSignal Code:
Meta:
Synopsis( Digitale Stochastic - (c)2008 kah...@quanttrader.at -
Info: Trader`s 08/2008 ),
SubChart( True ),
WebLink( http://www.quanttrader.at; );
Inputs:
PeriodStoch(
Hi Levi,
you do not have to change database. If you go to Categories and Groups you can
identify different groups with their own intraday settings:
Look here: http://amibroker.net/guide/w_dbsettings.html
So you can use one for Eurex, one for CME, one for Forex etc. This works quite
fine for
Hi Levi,
you do not have to change database. If you go to Categories and Groups you can
identify different groups with their own intraday settings:
Look here: http://amibroker.net/guide/w_dbsettings.html
So you can use one for Eurex, one for CME, one for Forex etc. This works quite
fine for
Yes, you are right. I can rewrite it...
But 50 is not defined. But after searching in the WEB I think I translated it
quite correctly.
Thanks, dubi
--- In amibroker@yahoogroups.com, Rajiv Arya rajivary...@... wrote:
Can rewrite this
summ = 0;
for( i = 5; i BarCount; i++ )
{
if
: Standard Particle Swarm Optimization
Bisto
--- In amibroker@yahoogroups.com amibroker%40yahoogroups.com, Howard B
howardbandy@ wrote:
Hi Dubi --
What is SPSO?
Thanks,
Howard
On Wed, Nov 11, 2009 at 9:07 AM, dubi1974 gonzales74@ wrote:
Hi
Hi,
Maybe I was not clear. With SetOption( field, value ) I can set a lot of
options in the AA window. Also in the Toolbar I can change the filtering from
24hours to just day session etc.
But sometimes I would like to change this for one and the same contract (as one
indicator/system uses 24h
to be near 5.
OptTrades = 5;
MultFactor = 2 * OptTrades;
Ntrades = (available via GetValue(string MetricName)
MyMetric = UPI * (MultFactor * Ntrades - Ntrades^2); // just one way of
many
-- Keith
dubi1974 wrote:
Hi Howard and all,
yes SPSO is the inbuild particle optimizer When
frame support and see if that helps you:
http://amibroker.com/guide/h_timeframe.html
Mike
--- In amibroker@yahoogroups.com, dubi1974 gonzales74@ wrote:
Hi,
Maybe I was not clear. With SetOption( field, value ) I can set a lot of
options in the AA window. Also in the Toolbar I can
Hi,
As you maybe know and heard IB/TWS has included a history of 2 years. This is
also true for Futures contracts. If you try (as of today, Nov 2009) to
download/backfill the data for e.g YM (DJIA) March contract into Amibroker, you
will get an error message (something like: contract not
Hi,
you can buy SP Mini Futures just for 1153.25 or 1153.50, 1153.37 is not
possible.
I use a trick with indicators. e.g. EMA. I divide through the TickSize (0.25)
then I round the outcome and multiply it back with the TickSize.
example:
iEMA = EMA (C,20);
iEMA = Round (iEMA/TickSize) *
Hi!
Does someone know how to calculate the z score through the custom backtester? I
could not find any hint in the past posts. I have just the problem that I do
not know how to caculate R as the total number of runs.
The Z-Score (sometimes called the standard score) is a statistical
I think I made it (is this right?):
SetOption(UseCustomBacktestProc, True );
SetCustomBacktestProc(,True);
if( Status(action) == actionPortfolio ) // point to correct iteration of
backtest engine
{
//initialize custom backtest engine
//bo is backtestobject
bo =
Hi,
if I use SetChartOptions(0, chartShowDates) in Intraday 5min, I will see just
hours on the x-axis. Like 17h, 18h but I would like to see 17:30, 18h,
18:30... How and where can I change this?
Thanks and regards, dubi
Nobody knows?
--- In amibroker@yahoogroups.com, dubi1974 gonzale...@... wrote:
Hi,
if I use SetChartOptions(0, chartShowDates) in Intraday 5min, I will see just
hours on the x-axis. Like 17h, 18h but I would like to see 17:30, 18h,
18:30... How and where can I change this?
Thanks
Hi,
if I use SetChartOptions(0, chartShowDates) in Intraday 5min, I will see just
hours on the x-axis. Like 17h, 18h but I would like to view 17:30, 18h,
18:30... How and where can I change this?
Thanks and regards, dubi
Did you set your backfill length to 180 days?
Regards, dubi
--- In amibroker@yahoogroups.com, tradersu trade...@... wrote:
Hmm.. I can get all the data if I pick 1 minute as base-period.
But if I pick 5m or 15m as base-period, I have same issue. Weird but I can
live with this.
Hi,
I tried to follow this docs: http://www.amibroker.com/newsletter/04-2000.html
But the ADLine just shows empty. Does Symbol/Calculate composites... work in
Amibroker?
Regards, dubi
Hi,
was anyone in this forum ever successful in HF trading more than 1 Futures
contract at the same time with Amibroker, Interactive Brokers and let's say
eSignal or made any thoughts about it? I am not asking about the problem of
time stamp (which I know), but would like to know, if anyone
);
SetForeign(symbol);
{
//Your entry rules here
*Buy* = ..;
*Short* = ..;
ibc = GetTradingInterface(IB);
*if*( ibc.isConnected())
{
||// your autotrading sequence here|
| }
}
RestorePriceArrays();
} |
On 2/26/2010 2:59 PM, dubi1974
, dubi
--- In amibroker@yahoogroups.com, Aron aron.gro...@... wrote:
On 2/28/2010 1:57 PM, dubi1974 wrote:
And one is working on tick basis, the other on 5min basis... So I want to
trade different ideas on different futures at the same time. So I would
need more than 1 instances
I tried this too, but was not successful.
I think it does not work. But would be a great feature which Tomasz could maybe
implement in the future.
Regards, dubi
--- In amibroker@yahoogroups.com, Barry razzba...@... wrote:
Can a key stroke macro be used to issue a change in an ALF parameter?
definitively YES!
--- In amibroker@yahoogroups.com, victorio91306 vabb...@... wrote:
Is the AmiBroker software a viable platform to day trade The ESMINI.
As I know, there is no way right now to know via AFL! I asked this question a
longer time ago in this forum and nobody had an answer. I asked AmiBroker
Feedback Center SUGGESTION to imply this feature in future versions of
Amibroker. Don't know if they will.
Regards, dubi
--- In
Do you know, is there any release date planed for AmiBroker 5.30?
Regards, dubi
Thanks for the update!
Regards, dubi
--- In amibroker@yahoogroups.com, Tomasz Janeczko gro...@... wrote:
Hello,
5.30 release candidate version will be made available this week.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-03-22 14:22, dubi1974 wrote:
Do you know
First: Congratulation to and thank you for the new release.
Tomasz, I am just not sure if the new IB Controller is the same as the IB
Controller 1.3.1 beta you were once sending me
http://www.amibroker.com/at/1310/.
I had the problem with trading of US Treasury Notes, Bonds etc. because of the
I bring this topic up again, as I do have this issues with Europe and US right
now. At the moment I use the TWS IB data. Normaly the time shift between CET
und NY Time is 6 hours. Right now it is 5 hours. So this confuses the database.
The US markets opens at 14:30 and closes at 21:15. And if I
--
There is a free utility available at:
http://www.karenware.com/powertools/ptzone.asp
That ought to do the trick.
-- Keith
On 3/24/2010 18:48, dubi1974 wrote:
I bring this topic up again, as I do have this issues with Europe and
US right now. At the moment I use the TWS IB data. Normaly the time
ESQ0-GLOBEX-FUT
ESU0-GLOBEX-FUT
ESZ0-GLOBEX-FUT
ESM0-GLOBEX-FUT
--- In amibroker@yahoogroups.com, Jerry Gress pleasenospample...@... wrote:
Hello,
ESM0-GLOBEX_FUT
That a zero.
Regards,
JG
-Original Message-
From: amibroker@yahoogroups.com
Yes, it is possible. PER-GROUP intraday settings.
http://www.amibroker.com/guide/w_dbsettings.html
Regards, dubi
--- In amibroker@yahoogroups.com, rise_t575 tare...@... wrote:
Is it possible to define different intraday settings (e. g. trading hours)
for say, stocks and futures with IB,
Hi three_percent,
looked at your code. The performance for stocks seems to be nice. Just do not
understand, why you use e.g. for BuyThreshold a fixed value (like 0.3). If you
test it on SP stocks like Google, which have always higher ATR than 0.3, they
would never been traded.
You could try to
As I understood IB does not support 64 bit at the moment.
Here also the Amibroker Comp Chart: http://www.amibroker.com/guide/compat.html
I think if there is any update about compatibility Tomasz will tell us.
Regards, dubi.
--- In amibroker@yahoogroups.com, murthysuresh murthysur...@... wrote:
Using Win7x64 edition here too.
--- In amibroker@yahoogroups.com, Tomasz Janeczko gro...@... wrote:
Hello,
I would like to learn how many of you are already using Windows 64-bit
edition
and are interested in running native 64-bit IQFeed and Interactive
Brokers plugins.
Note that
Hi,
I tested it and compared an normal optimization process between 32bit and 64
bit. On the same formula Amibroker 32-bit took more than 8 hours for the
optimization process, and Amibroker 64-bit just 4h:50min.
So my experience shows me, that it's much faster. My question is, could you
. Immediately running
the same optimization again on the same machine may converge sooner or take
longer. The timing is not fixed, as it would be for an exhaustive
optimization that will always perform exactly the same number of backtests.
Mike
--- In amibroker@yahoogroups.com, dubi1974
, dubi1974 wrote:
Hi Mike,
Same machine, same optimization.
I am using Windows 7x64bit. CPU is Intel i7 920. 6GB DDRAM3.
And I compared the same optimization of a formula on Amibroker 32bit and
Amibroker 64bit.
Regarding exhaustive optimizer. There is not exhaustive optimizer
Hi,
how do I set the sddressable memory space for Amibroker 32bit or 64bit to 4GB?
In In#8722;memory cache (max. MegaBytes) the maximum value seems to be 2048.
Regards, dubi
be very large
if running very large portfolio backtests/optimizations), and dozens of other
places.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-09 09:50, dubi1974 wrote:
Hi,
how do I set the sddressable memory space for Amibroker 32bit or 64bit to
4GB? In In#8722;memory
, but
it is already changed in development version.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-10 09:32, dubi1974 wrote:
Hi Tomasz,
thanks for the answer. But if the available physical memory is 6135MB...
then why is 2047 In-memory cache in Amibroker the maximum?
in 32-bit and 64-bit
Hi,
maybe this question was already answered, but I couldn't find.
1. If I used plotting, calculating etc. of ~~~EQUITY, I always used the CLOSE
(like PortEquity = Foreign(~~~EQUITY, C );). But which information/data is
saved in Open, High, Low? I couldn't find out what this values are for.
inside bar (H-L range) (even when testing on EOD data),
so they may be a little higher that you would observe on closing values of
equity.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-28 15:32, dubi1974 wrote:
Hi,
maybe this question was already answered, but I couldn't
If anyone is interested. I solved this issue. You can download it now from the
Amibroker Library. You should add it to the custom procedure path.
Regards, dubi
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