Hi Brian, Thanks for the pointers. Very helpful. And I'll bet that coffee tastes excellent.
Jim --- In [email protected], "brian_z111" <brian_z...@...> wrote: > > 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_z111@> 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. > > > > > >
