Seede, It sounds like a good project, but I don't think what I wrote before or intend on writing would be of much value to you for this.
Regards, Dennis On Aug 27, 2007, at 4:01 PM, murthysuresh wrote: > Dennis. > My idea is to use text files to store trades. Then write a indicator > that will read the file and mark the buy/sell/short/cover. I also > want to borrow idea from Herman(see his TWS trade extraction tool in > the afl library) to export my trades automatically into those text > files. > > The overall idea here is to do the following > 1. plot the entry and exists > 2. Calculate the MFE and MAE automaticlly. > Let me know what you think. > Regards > > --- In [email protected], Dennis Brown <[EMAIL PROTECTED]> wrote: >> >> Seede, >> >> I had to put this aside for a while. I am in the middle of > rewriting >> the whole Parameters window UI in AFL for my system. I also added >> auto selecting volume bar charts and range bar charts, but in the >> process I found out that the manual trades AFL below does not work >> with my new charts. I do not understand what the problem is yet. >> ATC is writing them but foreign reads them as null. It may be > just >> related to the latest betas. I will have to look again later. >> >> However, I am planning on using the principles of the manual > trades >> for a number of purposes --including better trend line studies > that >> would auto snap to a local peak or valley tagged to the database >> timeframe and extend a limited distance. All things I have >> requested, but I need them now and can't wait forever --I only hope > I >> can figure out how to do it. >> >> I would like to hear about your ideas also. >> >> Dennis >> >> >> On Aug 27, 2007, at 2:40 PM, murthysuresh wrote: >> >>> Dennis >>> Do you have any updates. I have a few ideas and maybe we can work > to >>> make it happen. >>> >>> Regards >>> >>> Seede >>> --- In [email protected], Dennis Brown <see3d@> wrote: >>>> >>>> Hello, >>>> >>>> I wanted to be able to enter trades manually --representing the >>> ideal >>>> discretionary system trades for comparing different automated >>> systems >>>> trying to mimic them. I combined several different ideas I found >>>> here to make the code below. >>>> >>>> To operate, you select a name, make an empty ticker, then enable >>>> manual trades, select a bar and place a marker on it. >>>> >>>> It remembers the markers and can display them on any chart. The >>> same >>>> idea could be used to mark universal things on a chart such as >>>> options expirations, fed announcements, 9-11, other market moving >>>> news that would affect all charts in back testing. It could also >>> be >>>> modified to switch files 1-1 for each current ticker for ticker >>>> specific events. The advantage is that the data is retained >>> across >>>> different panes etc. --unlike drawn studies which can not be >>> shared, >>>> cut, pasted, and could easily be lost. >>>> >>>> So far, I have noticed a couple anomalies in operation that I >>> can't >>>> explain. >>>> The first time I enter a marker after starting AB, it seems to >>>> disappear after a bit and has to be reentered once. >>>> It lost my markers once, and I am not sure why that happened -- > the >>>> files were still there. >>>> Also, I wanted to have a way to make it hard to clear all the >>> markers >>>> by mistake. I was looking for a way to require the shift key > down >>>> when clicking on the make empty ticker button as a fail safe. Or >>>> perhaps there is a way to make a confirmation dialog box. >>>> >>>> I would appreciate any help with these issues and comments for >>>> improvements. >>>> >>>> You make take the following code and use it or post it however > you >>>> like as far as I am concerned. >>>> >>>> ~Dennis >>>> >>>> _SECTION_BEGIN("Manual Trades"); >>>> // This section allows manual trades to be entered and saved >>>> permenantly as a ticker >>>> // ~name1 is Buy flags >>>> // ~name2 is Sell flags >>>> // ~name3 is Short flags >>>> // ~name4 is Cover flags >>>> >>>> function saveManual(array, ManName) >>>> {AddToComposite(array ,ManName ,"x",atcFlagEnableInIndicator| >>>> atcFlagDefaults);} >>>> >>>> function saveAllManual(BuyMan, SellMan, ShortMan, CoverMan, > ManName) >>>> { >>>> saveManual(BuyMan , ManName+"1"); >>>> saveManual(SellMan , ManName+"2"); >>>> saveManual(ShortMan , ManName+"3"); >>>> saveManual(CoverMan , ManName+"4"); >>>> } >>>> >>>> ManualName = ParamStr("Manual Trade Ticker", "~Kezha"); >>>> createManual = ParamTrigger("Make Empty Ticker", "Make Empty >>> Ticker" ); >>>> EnableManual = ParamToggle("Enable Manual Trades", "OFF|ON" ); >>>> setbuy = ParamTrigger("Buy", "Buy" ); >>>> setsell = ParamTrigger("Sell", "Sell" ); >>>> setshort = ParamTrigger("Short", "Short" ); >>>> setcover = ParamTrigger("Cover", "Cover" ); >>>> clear = ParamTrigger("Clear", "Clear" ); >>>> >>>> bi = BarIndex(); >>>> sbi = SelectedValue( bi )-bi[0]; >>>> >>>> if( createManual ) >>>> { >>>> saveAllManual(0, 0, 0, 0, ManualName); >>>> } >>>> >>>> if( enableManual ) >>>> { >>>> BuyMan = Foreign(ManualName+"1" ,"c"); >>>> SellMan = Foreign(ManualName+"2" ,"c"); >>>> ShortMan = Foreign(ManualName+"3" ,"c"); >>>> CoverMan = Foreign(ManualName+"4" ,"c"); >>>> >>>> if( setbuy ){BuyMan[sbi ] = 1; saveManual(BuyMan , >>> ManualName+"1");} >>>> if( setsell ){SellMan[sbi ] = 1; saveManual(SellMan, >>> ManualName+"2");} >>>> if( setshort ){ShortMan[sbi ] = 1; saveManual(ShortMan, >>> ManualName >>>> +"3");} >>>> if( setcover ){CoverMan[sbi ] = 1; saveManual(CoverMan, >>> ManualName >>>> +"4");} >>>> if( clear ) >>>> { >>>> BuyMan[sbi ] = 0; >>>> SellMan[sbi ] = 0; >>>> ShortMan[sbi ] = 0; >>>> CoverMan[sbi ] = 0; >>>> saveAllManual(BuyMan, SellMan, ShortMan, CoverMan, >>> ManualName); >>>> } >>>> PlotShapes( BuyMan * shapeUpArrow,colorGreen,0,L,-25); >>>> PlotShapes( SellMan * shapeDownArrow ,colorRed ,0,H,-25); >>>> PlotShapes( ShortMan * >>> shapeHollowDownTriangle ,colorRed ,0,H,-25); >>>> PlotShapes( CoverMan * shapeHollowUpTriangle,colorGreen,0,L,- >>> 25); >>>> } >>>> _SECTION_END(); >>>> >>> >>> >>> >>> >>> Please note that this group is for discussion between users only. >>> >>> To get support from AmiBroker please send an e-mail directly to >>> SUPPORT {at} amibroker.com >>> >>> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: >>> http://www.amibroker.com/devlog/ >>> >>> For other support material please check also: >>> http://www.amibroker.com/support.html >>> >>> Yahoo! Groups Links >>> >>> >>> >> > > > > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > >
