Hi Christopher -- Since the book is so closely associated with AmiBroker, I'll use the AmiBroker forum groups to announce the book.
SO far, there are plans for only a printed version. But that might change. Thanks, Howard On Feb 11, 2008 4:07 AM, Christopher <[EMAIL PROTECTED]> wrote: > Hi Howard, > I would be interested in a book on how to use Amibroker correctly, how > will you let people know when you have published the book? > > Have you thought of selling it as a pdf something like on clickbank? > As you will have no costs up front and will sell as many as wanted no > more and no less - also you could offer updated pages as needed. > Just an Idea. > Yours > Chris > > > --- In [email protected] <amibroker%40yahoogroups.com>, "Howard B" > <[EMAIL PROTECTED]> wrote: > > > > Greetings all -- > > > > What a nice surprise, it looks like there is a new price point. I > did not > > think the market would bear so much. (Grin) > > > > " I WILL GET IT but I would pay $120.00 for the very basics in afl in a > > minute. " > > > > "Introduction to AmiBroker" is alive and well. I have other > projects that > > are getting done along with writing it. Some days Introduction is > on the > > top of the list, other days it is not. But it will be published. > > > > It will be pretty much what its title says -- a book about > AmiBroker. Since > > AmiBroker is a trading system development platform, there will be > discussion > > of trading and trading systems. But, readers looking for a book > about the > > design, testing, and validation of trading systems should look at > > "Quantitative Trading Systems," which is already available. The > > Introduction book is a separate book, more about AmiBroker, less about > > trading systems, and at a more basic level. It is not a new edition > of QTS. > > > > Thanks for the suggestions about joint authorship. I have already > explored > > that. > > > > The author of a book gets very little compensation -- no matter how > it is > > published. Top end compensation for the author(s) -- if there are > multiple > > authors, they split this -- is usually about 10% of the retail price > of the > > book. A $40 book gives two authors $2.00 each per copy. > Introduction to > > AmiBroker might sell 2000 copies over two or three years. At the rate > > Tomasz is expanding the capabilities of AmiBroker, it would be unwise to > > make too large a press run, and wise to plan on revised editions > regularly. > > There are several sections I have re-written already as AmiBroker > changed, > > and the first edition has not yet gone to press. > > > > There is little reward and a lot of difficulty coordinating efforts. > The > > logistics of two people working from different locations on a manuscript > > several hundred pages long are very difficult. > > > > It is a one-person job. > > > > Thanks, > > Howard > > > > > > > > > > On Feb 8, 2008 12:25 PM, Ronald Davis <[EMAIL PROTECTED]> wrote: > > > > > Lloyd>>>I, also would like to see a presentation using first > principles. > > > My > > > > > > understanding is that Howard will be completing an entry level book > > > this spring as soon as he completes some obligations this month. > > > > > > It might be a better book if Howard and Graham were to agree to > JOINTLY > > > write the book. The best and most understandable explanations that > have > > > been given to me have been those from Graham. Graham seems to have an > > > outstanding ability to describe things in a very understandable > way. Here > > > is his description of SUM from the user manual. Ron D > > > > > > > > =========================================================================== > > > Sum adds up the last "n" number of bars. It sums whatever you put > into the > > > first part of the sum formula. > > > > > > Cum(1) adds 1 to the previous value of Cum, so the first bar is 1 > and it > > > just keeps adding one to the last bar value of cum(1). > > > You can use Cum to add anything, like how many times you get > rising days > > > in > > > the entire chart: > > > > > > Rise = C>O; //this gives results of 0 or 1 > > > TotalRise = Cum(Rise); > > > > > > You could limit this as well to time periods, or any other condition > > > Example > > > would be one for total rise days since 1995: > > > > > > RecentRise = C>O and Year()>=1995; //this gives results of 0 or 1 > > > TotalRise = Cum(RecentRise); > > > > > > If you wanted to know how many rising days in the last 12 bars you > would > > > use: > > > > > > LastRises = Sum(Rise,12); > > > > > > =================================================================== > > > > > > ----- Original Message ----- > > > From: "Thomas Ludwig" <[EMAIL PROTECTED] <Thomas.Ludwig%40gmx.de>> > > > To: <[email protected] > > > <amibroker%40yahoogroups.com><amibroker%40yahoogroups.com>> > > > Sent: Friday, February 08, 2008 1:14 PM > > > Subject: Re: [amibroker] Re: no amibroker book? > > > > > > > brian_z111 wrote: > > > > > > > >> However, I also agree with the others that we need a good AFL book > > > >> and IMO Tomasz is the man to write it - yes, even if he has to stop > > > >> development to do it - take a sabbatical and get out the feathered > > > >> pen Tomasz > > > > > > > > Brian, I agree with Paul and vlanschot that TJ cannot afford to > do this. > > > > And quite frankly - no offense meant, TJ!!! - I'm not sure if > he's the > > > > right guy to do this. I'm afraid he's frequently thinking in quite > > > > different categories than most of us who are non-programmers and > > > > apparantly much more simple-minded ;-) He's often made the statement > > > > that every AB user should read the manual from the first to the last > > > > page over and over again. Yes, true - but that doesn't really > help in > > > > many situations. > > > > > > > > Examples? The description of Exrem and Exremspan - without hints > from > > > > other guys here in the mailing list (who are obviously more > intelligent > > > > than I am) I would never have understood the whole purpose of these > > > > functions and when to use them. > > > > Another one: The description of Equity() - my goodness, after > all these > > > > years I still have troubles at times to decide which flag I > should use > > > > and with which consequences. > > > > > > > > There are many other examples of functions available in AB that > may be > > > > useful for me in specific situations - but I simply don't understand > > > > and use them (like Varset). In the past I had very often the > > > > impression - with a "normal" occupation, a wife and two children who > > > > sometimes felt neglected - that I'm the wrong target customer for AB > > > > and TJ. But, well, over the years the moments of desperation have > > > > become fewer thanks to a lot of pasting of infos from the list here > > > > (like Graham has mentioned). > > > > > > > > Having said this, I think an AFL book is needed written strictly > from > > > > the user's perspective. I think most of us non-programmers and > > > > non-engineers are in need of "cooking recipes" that organize, > structure > > > > or arrange the vast multitude of possibilities available in AB in > > > > order to facilitate everyday usage of this excellent application. A > > > > nice example from the AB library as a starter would be > > > > http://www.amibroker.com/library/detail.php?id=547 > > > > > > > > Brian, Herman and you are doing a really marvelous job for the > UKB. But > > > > perhaps some more of such "cooking recipes" should be included. It > > > > would be great if more AB users could contribute them. > > > > > > > > Just my 2 cents ... > > > > > > > > Greetings, > > > > > > > > Thomas > > > > > > > > > > > > > > > > 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 > > > > > > > > > > > > > > > > > > > > > > > > > >
