Mas Anddreee dan rekan-rekan (khususnya Amibroker User),
Ini sifatnya masih test afl/alias belajar... dan peluang untuk diperbaiki
terbuka terus menerus... jadi mari kita perbaiki dan bangun bersama...
dengan banyak kepala tentu hasilnya lebih baik...
Oh iya... saya lebih senang pakai
This might be a subjective question, but are you really making money system
trading with Amibroker?
I want to purchase AB but am hesitant thinking I'm reaching for some pie in the
sky. I'm more interested in automated trades since I feel I have missed trades
that were very profitable but
Hi Warren,
I don't know anybody who does automated trades without
some sort of manual supervision. However, AB is the best
value product I've seen for auto execution.
The option where AB notifies you by phone is certainly a safer
option. Some brokerages will do this for you for a nominal fee
Hello Samanatha,
Thanks for your post ... a good topic and thanks also to D and PS for
additional leads and others for the discussion.
snip all trading systems will stop working forever at some point
(because the inefficiency in the market they exploit will be killed by
everybody jumping
To add to this subject, I trade a rule based system. But on a discretionary
basis. Why? Because frankly it's simply not possible to code all the possible
permutations that can quickly and easily be spotted by the eye.
Take a simple trend... very easy to spot by looking at a chart. However, try
Hi guys,
how do you solve this problem?:
I would like to use different indicators for opening/closing a position.
I would like the orders to be executed automatically.
I don't want the positions (let's say the mini SP) of the different indicators
to interfere each other?
I am working with
Jack,
I don't think that's possible.
There is the file WalkForward.html in the AB directory that contains the
detailed results with trade-related metrics for all IS and OOS periods.
However, I don't know how to extract these info programmatically - that would
certainly be very helpful.
I think I am having a little problem with my static var code. I expected to
see in an exploration with the variable onshort a value of 1 when a short
trade is on. Instead all I see is zeros in the exploration. I am not sure
why. there are two parts to the code. If anyone can tell me what is wrong
That is not a bug but operation as per specification.
The trades are taken in order of absolute position score.
If trade with higher position score can not be open because of insufficient
funds,
the backtester will not enter any more trades on given day/bar using
signals that have lower position
There are publicly traded funds organized around various trading systems.
Below are a few for comparison:
NFO - Insider Info
STH - Stealth
XRO - Sector Rotation
PIQ - Magni Quant
PSP - Private Equity
FVI - ValueLine 100 Stocks
BWV - Covered Calls
CSD - Spin Off Companies
DEF - Defensive Stocks
I suspect that these funds are not run by black boxes although the managers are
working within a defined methodology. In any case, over the last couple of
years the picture is a little different relative to the SP500. In that case,
all are in the same ballpark (a little higher/lower over
Thanks for the feedback.
Samantha's question fired off my search algorithms for sure and they are now
zeroing in on the US institutions... I think that is where the answer lies to
the question of 'eroding the edge' e.g. if I am trading the SPY, and buy on a
system entry at 0930 US time, there
Yes, last year was the real benchmark for managers/investors/traders ... I hope
I learned my lessons ready for the next one. High volatility and correlated
screaming bear years are here to stay they are the inevitable consequence
of momentum trading, which is a self perpetuating system
Understood. Depending on the strategy, this may or may not be desirable.
It would be useful to have a configurable boolean option to control
whether the backtester continues searching for eligible trades after
finding insufficient funds.
Thanks,
Steve
--- In amibroker@yahoogroups.com, Tomasz
I guess that we all need to get better at market timing if we're going to trade
SPY.
Out of the 1600 or so ETF-CEF funds there are a few that stand out - all are
sector funds that happen to be doing well.
Check out:
KOL - Coal
PWND - Wind Energy
IDX - Indonesia
PSTL - Steel
ReefBreak
Happen to be doing well now. How about KOL in 11/08?
- Original Message -
From: Ed Hoopes
To: amibroker@yahoogroups.com
Sent: June 02, 2009 12:58 PM
Subject: [amibroker] Re: Do all trading systems stop working? - Howard
Bandy's book
I guess that we all need to get better
Yep. It can be done, but it is not easy. I do what you describe, work a full
time job and auto trade during the day. It runs remotely with remote access.
I use Ami Broker as my backtest platform, but use a different platform for
execution. I happen to use TradeStation, but there are
Wave,
I should have included the time frame I was ranking over. My ranking is EOD,
for trades lasting from a few weeks to a few months - basically swing trading.
The point I was trying to make was that Howard Bandy may be right, but there
are still sectors of the market that outperform the
Hi,
If you already have a trading strategy, AmiBroker is (in my opinion) the best
tool for validating that strategy and telling exactly what would have happened
if you DID take all those missed trades, including the losers!
If you do not already have a strategy, AmiBroker is well equipped to
Should I assume that nobody else has the same problem or is it that nobody uses
amiquotes to download extra fundamental data from Yahoo?
--- In amibroker@yahoogroups.com, tipequity l3...@... wrote:
Tonight I downloaded Yahoo Fundamental - Extra using Amiquote for stock
symbol CDB, SBS and
Hi,
Does IB offer access to the trade history? Using BarsSince from AmiBroker you
can determine the order in which your signals fired. If IB offers the API, you
can iterate through the trade history of the symbol and match the trades to the
signals.
Mike
--- In amibroker@yahoogroups.com,
Ed,
The fact that certain sectors and individual issues outperform the broad
averages during various periods is a given. As a result, irrespective of
specific trading time frames (e.g., day/minute to buy and hold) everybody is a
market timer in the sense that buying is based on the belief
Hi,
There are many flaws in your code. It might be more productive to describe in
words *exactly* what you are trying to accomplish.
If you just want to produce an exploration showing when you have an open short
position (subject to veto by portfolio management) then the following code is
an
Thanks Ton. I tried WTI today and got the correct download. However, I still
get wrong Shares Outstanding for SBS. The significant of this issue is to find
out if there is bug in certain instances amiquote or not.I get Yahoo finance
offers no key statistics for this symbol for CDB today. Would
What exactly is the second parameter in Peakbars? The manual says Change, but
how exactly does that work?
SYNTAX peakbars(ARRAY, change, n = 1)
thanks Mike for your reply,
a) can you tell me what is wrong with the code, so I don't make the same
mistake again in the future. I tried to replicate code I had seen for
staticvars.
b) In terms of what I am trying to do. I am trying to write a staticvar that
detects when there is a short
It is used to define what a peak is. Price is constantly moving up and down.
The change parameter draws a line in the sand that says that price must rise
*at least* change percent above the last valley before we're willing to treat
it as a new peak.
Be careful with this indicator. It looks
Hi - it uses the Zig function to determine the peaks, so change is the %
change needed for a new legs of the zig zag. See Zig function for more
details.
Steve
- Original Message -
From: lucianomt lucian...@gmail.com
To: amibroker@yahoogroups.com
Sent: Tuesday, June 02, 2009 4:16 PM
Zeek,
My first question would be: Why are you using static variables? AmiBroker will
not allow you to enter a Buy if you are already Short, unless you override that
behavior. So, I don't see a need for any of what you are trying to do.
Have you changed the default backtester mode? Or, perhaps
I just downloaded that data from the 50+ stocks I follow and Shares Out. looks
correct to me.
Joe
--- In amibroker@yahoogroups.com, tipequity l3...@... wrote:
Should I assume that nobody else has the same problem or is it that nobody
uses amiquotes to download extra fundamental data from
Hello Carl,
Point 1. You did not mentioned which AB version you are using but perhaps
going back a couple of versions on a back up computer might be of help! You
can have two user log ins on one IB account.
Point 2. I assume Liffe needs a subscription fee so I do not track it, but
you have
Hello,
This thread reminds me of a private tour I had many years ago on the Pacific
Stock Exchange (San Franscico), near the pit I pointed to a 'kid' on a
computer and the guide said he works for one of the big players tracking the
latest indicator so that the big player knows when the 'heard' is
I'm doing some backtest and want to keep my Long position even there is a
sell/short signal, until it hit either target or stop price.
It seems the Reverse entry signal forces exit is exactly what I'm looking
for: If this switch is OFF - even if reverse signal occurs backtester
maintains
New twist on the dual computer question.
I'm now upgrading my desktop to XP-64 (from Win2000), but still want to
use the 32bit version of AB. Therefore, on my XP-64 machine, I put
AmiBroker in folder C:\Program Files (86)\. But this means that when I
copy all of AmiBroker from C:\Program
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