Here is a base station example of how to isolate a symbol, from a list of symbols, for testing:
(run it on the example ^DJI database shipped with AB .... use all symbols and all quotations and daily bars in AA settings box) then backtest) Buy = Name() == "C" AND DayOfWeek() == 1; Sell = DayOfWeek() == 5; You can also corral a group of symbols via the 'define filter' in the AA control panel OR via InWatchlist() AND other ways to numerous to mention (code for I don't really know much more so I will quit while I am ahead). Don't worry - AmiBroker can even "make the coffee" e.g. - connect to the internet and phone the auto phone the supermarket for delivery (use Say() function), - send a digital signal to automated mechanised coffee maker etc, - send a digital wireless signal to command your mechanical robot to open the door and perform butler duties etc including deliver it to your desk when it is made (if you don't own a mech robot alternatively connect to the internet and txt your partner) If any of that is beyond you, at this stage, there are AFL consultants on standby, 24 hours a day, 366 days of the year, ready to assist you, for a small fee ;-) Welcome to AmiLand! --- In [email protected], "brian_z111" <brian_z...@...> wrote: > > Hello spi_maker, > > > Re buying either symbol if index moves: > > - AB default is the current symbol, so ,make your index the current symbol > - use Foreign() etc to reference non-current symbols > > refer to the functions in the AB Help manual under the category "Referencing > other symbol data", > > FOREIGN - access foreign security data (AFL 1.5) > GETBASEINDEX - retrieves symbol of relative strength base index (AFL 2.1) > PLOTFOREIGN - plot foreign security data (AFL 2.2) > RELSTRENGTH - comparative relative strength (AFL 1.3) > RestorePriceArrays - restore price arrays to original symbol (AFL 2.5) > SetForeign - replace current price arrays with those of foreign security (AFL > 2.5) > > > To test for significance: > > it depends on your definition of significance and how you define the > becnhmark (ave or normal behaviour) > > - for benchmarking I have used volality measures and taken a moving average > OR range e.g. upper quartile OR StDev (the hard part is to decide what is an > acceptable period) ... you will see that 'outliers' change the MA markedly > when they come into and leave the referenced range ... from memory I think > each method has its weaknesses based on the approximations it makes e.g. > frequency distribution probably isn't normal so StDev is an approx use OR the > MA can be 'skewed' by small number of relatively large returns so that > MA > != 50% of cases etc > > - for the measurement I have used ROC(array,period) to measure a single point > ... very quick and easy to use OR ATR(1) ... read carefully what AB's default > is for this when using it with periods OR other measures of volatility e.g. > StDev > > example: > > ROC(C,1) > MA(ROC(C,1),50);//returns 1 if TRUE > > So if the above is true for the index == a significant day then buy your > foreign(symbol). > > Try something along those lines to get started - if you get stuck or don't > like that approach try the forum again with a more specific question. > > --- In [email protected], "spi_maker" <jarea@> wrote: > > > > I have been experimenting with AB for the past several weeks and it is a > > very impressive system. There is one thing I would like to try and do and > > I am not sure whether I can get there with Amibroker. > > > > My trading calculation watches the performance of a specific index and if > > it moves in one direction at a certain level of significance, I want to > > execute a buy of Symbol-1, but when I register a significant move in the > > other direction, I want to execute a buy of Symbol-2. > > > > Any pointers on how to accomplish this with Amibroker would be greatly > > appreciated. > > >
