Paul,
I can see that you are a technician.
I wonder how that translates into your trading style?
I don't know if you will appreciate what I have been implying.
The data from the exchanges is not absolutely correct (although I
agree with Bill that we should treat it as if it is).
This is a
Chris,
This won't help you much but I thought I would chip in here, anyway.
On the contrary - I think it is very apt and insightful.
I used to spend *hours* every week manually updating data etc
. What an agonising waste of time!.
I agree with you.
Efficient use of time (a.k.a what works?)
It is my understanding that during an AB optimization which the user
specifies as, and understands logically to be, exactly N iterations,
various statements in the AFL may be executed internally some number
other than N times.
This is a result of the design of AB.
While we are assured that the
Is it possible to use Flip with Applystop as the only exit?
as in
Buy = myConditions;
Sell = 0;
Applystop( whatever is needed, .);
InLong = Flip( Buy, what_do_I_put_here_ in_lieu_of _Sell?);
Have tried the Equity(); function and
exit = Sell == 2; //for e.g. for StopTypeLoss
Can Futures Mode be set from AFL?
If not, I think it might be helpful if it could.
SetOption(FuturesMode,True);
Regards
ChrisB
progster01 wrote:
Can Futures Mode be set from AFL?
If not, I think it might be helpful if it could.
Messages in this topic
You can count and you can limit, the number of times code is executed, using
a static variable based counter. You can also monitor execution using
DebugView.
imo, for a program as complex as AmiBroker, it would be very inefficient to
even attempt predictable executions for all code segments.
Thanks much Chris!
I'd searched the manual on futures and futures mode, neither of
which lead to SetOption().
A search on FuturesMode will though ...
--- In amibroker@yahoogroups.com, ChrisB [EMAIL PROTECTED] wrote:
SetOption(FuturesMode,True);
Herman,
Your understanding here is much deeper than my own, no doubt.
I've attempted to answer Vishy's question, because I've encountered
and wondered about similar behavior.
Does anyone have a code snippet that does this?:
Write the optimization iteration number to the Debug log, exactly once
progster01
From AA window with Trade Results (or indeed Optimization results)
File export should do the job
Regards
ChrisB
progster01 wrote:
Joe,
I think that's a good point to make. Certainly some of the same
information is there in the Report Explorer report.
Missing is the detail
Joe,
I think that's a good point to make. Certainly some of the same
information is there in the Report Explorer report.
Missing is the detail log, and the ability to immediately work with
the trade list in a spreadsheet-like manner, with column sorts.
P.S. I think it would be nice if the
I stand corrected... I assumed DebugView _Trace() would be executed each
time afl executes. I just tried it in an optimization and you are correct:
it doesn't out put anything. I also cannot succeed in store/accumulate
anything in Static variables to help trace executions.
Interesting ... I
--- In amibroker@yahoogroups.com, ChrisB [EMAIL PROTECTED] wrote:
From AA window with Trade Results (or indeed Optimization results)
File export should do the job
Indeed it does, and that certainly puts my suggestion to have a
right-click 'Export to .csv' choice right next to the 'Copy'
The Fullname field is not long enough and when I import fundamental
data the field is overwritten and truncated. If there was some way to
not overwrite my editted values that would work for now.
Example:
Symbol FBIOX
Fullname Fidelity Select Biotechnology
Fullname as it shows up FIDELITY
Greetings --
Having the price hit a stop does not set Sell to True.
Run the following code as a backtest and look at the trades. Many of the
months the exit is made at the profit target.
//TestApplyStop.afl
Buy = Month()!=Ref(Month(),-1);
ApplyStop(stopTypeProfit,stopModePercent,2);
Sell
Greetings --
You have not given enough information.
Can you post the whole afl?
Thanks,
Howard
On Feb 15, 2008 2:14 PM, vishy_sharma [EMAIL PROTECTED] wrote:
Hi,
I got a simple code like
sysruns = Optimize(runs,1,1,4,1);
//code again
then
Buy = functionA(sysruns);
In functionA I
Hi --
Scroll down a little on this web page and you will find sources for
historical intraday data -- some free, some for a fee.
http://www.quantitativetradingsystems.com/resources.html
Thanks,
Howard
On Feb 15, 2008 1:07 PM, tnmc77 [EMAIL PROTECTED] wrote:
Does any one have historical
Greetings all --
Let me add my voice to those suggesting that you reconsider leaving Quotes
Plus.
I am a subscriber to QP for both EOD and RealTime.
I have had difficulties with QP's billing department. Gary got them
straightened out for me.
I am satisfied with the quality of the data.
Hi Ron --
I doubt that that patent will go anywhere, or if granted will interfere with
any of us.
Protection of intellectual property is a very gray area. At one time I
considered applying for a patent or copyright or some other protection for
an application related to trading systems. After
Hi Group
I have a problem with amibroker
just want to make the weekly candle begin with Sunday and End with
Thursday, coz some emerging markets works in those days and this makes
a problem in the weekly charts
is there any solution to this problem??
Thanks in advance
Ben
I found this by packet sniffing HQuote:
http://prophetfinance.com/servlet/QuoteServer?format=TEXTduration=3minterval=1symbol={SYMBOL}host=ProphetFinanceversion=1.7.5.2382format.version=1authkey=344987398103368832symbology=defaultcachekey=16283295955683
I haven't had any luck getting data more
Hello,
Do we have cursor link available in amibroker's new release? It would
be nice if we can have cursor line tracked between different symbols
and intervals.
BR
Is it possible to connect to a broker via DDE RT Universal for RT data. EX.
Could I connect to my broker which has RT data but no charting and no
historical data base. I realize I would have to make up for the loss of
historical data in this type of set up. My main interest is the RT feed to
a
I googled to death and managed to find an unprotected Excel VBA code
for Augmented Dickey Fuller test
(
http://www.quantcode.com/modules/docmanager/view_file.php?curent_file=79curent_dir=1
).
To check the accuracy of the code, I needed to teach myself R (
http://www.r-project.org/ ).
So far I
In case my experience can help anyone else I offer it. Migrating to a
new Vista computer was painless since I followed the recommended
steps. Here in brief is what I did.
1. Install latest AmiBroker update on source machine
2. Install AmiBroker on new machine (then install update so both have
Howard,
Gary works hard to keep his customers and I agree that data constancy is
very important. I think in the near term, the best choice is to stay with
QP.
I've been thinking about adding the real-time feed, but I've got lots of
other irons in the fire right now. Perhaps later in
Quite.
It is the subjective mind that puts things in perspective (measures
the value and meaning of them) e.g. we know what beauty is but we
can't rationalize it.
I claim that the subjective plays a big part in successful trading
(a.k.a trading psychology).
That's a book all on its own,
Hello Mohammed,
ToolsPreferencesEditor
Uncheck Move edited files from Drag-drop to custom folder.
brian_z
--- In amibroker@yahoogroups.com, Mohammed [EMAIL PROTECTED] wrote:
Hi,
When I adit any AFL file it copy it to custom folder.
How to stop copy to custom folder?
Regards,
Thank you very much V! I have it working now thanks to TJ but I will give
your code a try anyway to see if I notice any speed difference or anything.
Sorry for the late reply, a close relative just had hip replacement surgery
( only 45 years old ) so I was out of town for a couple of days on
Is there a way to find the barcount of a foreign symbol?
I've been with QP EOD for many years now and after looking at several
other data suppliers, I would not change.
The data integrity is very good. The AB interface is fast.
There is a caveat that everybody should be aware of however:
Back at the top of the dot com bubble, QP had over 10K common
Several years ago, someone claimed that CSI retained the data for
these dead companies in their database
they still advertise a delisted stocks database as an optional extra
(at a price)
brian_z
--- In amibroker@yahoogroups.com, Phsst [EMAIL PROTECTED] wrote:
I've been with QP EOD for
I like PF (a derivation of it) and expectancy is really PF
translated
in return over time (PA%).
FTR - to explain further what I meant about PF (my take on it).
PF is the trades profile (a kind of quality measure) comprising two
components (W/L ratio and ave%W/ave%L ratio).
The W/L ratio
not directly
you would need to run a separate scan over the symbols and save the
information for every symbol, eg to notes
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
On 17/02/2008, James Quillian [EMAIL PROTECTED] wrote:
Is there a way to find the barcount of a foreign
Dear Prashanth, Dear Ton, Dear John,
This is with reference to my following request of 5th Oct 2007 to
Prashanth, and your following interaction.
Can i have the AFL John had posted in this forum on 23rd Sept, 2007, which
was reproduced by Prashanth in his reply to Ton on 6th October , 2007 ?
Filter=1;
The code below creates the output below.
Is there any simple code that can be used to write the output to a
file?
I know it can be done by clicking the export button. If possible I
would like to save it without the date column and the title row.
Thanks
James
AddColumn(
Tomasz,
I've only been using AB for a short while but believe it is indeed a
superb product. I make reference to TradeSim as it has Monte Carlo
capabilities. For the record, I purchased TradeSim at the same time
that I was using Metastock for my charting.
However, due to unresolved problems
The file input/output functions (fgets, fputs, fclose, fopen, fmkdir, etc.) in
Users Guide and associated examples will help you get started.
Bill
- Original Message -
From: James Quillian [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Sunday, February 17, 2008 12:09 AM
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