Setiap manusia punya bakat minat masing2terlepas itu bermanfaat atau
tidak bagi dirinya atau orang lain...Namun satu yang pasti, bila didasari untuk
membahagiakan,membantu agar bermanfaat bagi orang lain, saya kira Yang Maha
Kuasa yang akan mencukupinya.
--- In
Sependapat dengan komentnya mas dennymorerich... bukankah tangan yang di atas
lebih mulia dari tangan yg d bawah...
Dari: dennymorerich dennymorer...@yahoo.com
Kepada: amibroker-4-bei@yahoogroups.com
Terkirim: Sel, 6 Oktober, 2009 01:21:57
Judul: Re: Bls: Bls:
Dear all,
Saya mengalami masalah update amibroker.
Seperti biasa update dilakukan melalui yahoo current...
Namun kok update terakhir hanya sampai tanggal 2 Oktober ?
Dan update tgl 5 oktober kemaren tidak masuk ?
Kenapa ya ?
Ada yang pernah alami hal seperti ini ?
Thank's
rgds
Har
Halo semua..
Seru juga threadnya yang ini... rasanya engak akan ulas lagi ya nanti tambah
panjang... ha3x..
opini saya semuanya bener.. namanya juga opini alias pendapat masing2 ya
semua betul dong..
BTW ini yang bisa share : bagi yang mau belajar AFL pada Sabtu, 24 Oktober
ada training
Hi,
I believe that Norgate uses a '+' in the symbol name for preferred shares.
Modify your exploration to not inclue any symbol having a + in its name.
Similarly, set Buy/Sell/Short/Cover to 0 for whenever Name() contains a +.
Here's a quick exploration to verify the assumption:
Filter =
Hi Howard,
I still am struggling with the following sentence from David Aronson : The
decision about how to apportion the data between the IS and OOS subsets is
arbitrary. There is no theory that suggests what fraction of the data should be
assigned to training ( IS ) and testing ( OOS ).
Hello all,
how does Amibroker calculate +DI and +DI?
I tried different methods to calculate this values:
http://technical.traders.com/tradersonline/display.asp?art=278
But I do net get the same results as Amibroker.
One thing is interesting in Amibroker:
When I use an ADX(14) the first value of
Thanks for the contribute Howard,
when I spoke about more or less 30 trades I meant trades inside the IS period,
I fully agree that having few trades in OS period is not a problem
according to your huge experience do you believe that we have to consider a
minimum number of trades in the IS
Ton,
Are you saying that you have not found an IS/OOS pair that works well? What
measure are you using to judge stability of the walk forward process (i.e.
what measure are you using to judge the process as random)?
After testing with multiple IS periods, and with multiple OOS periods, I was
Hi Mike,
What I am saying is :
1. That according to David Aronson There is no theory that suggests what
fraction of the data should be assigned to training ( IS ) and testing ( OOS
). and that Results can be very sensitive to these choices ... . I assume
that he knows where he is talking
Ton,
1. Pardo disagrees with Aronson (and Bandy). Pardo suggests that a OOS to IS
ration of 25% - 35% is best, but that a good rule of thumb for empirical
testing is 1/8 to 1/3.
2. Yes, I suspect that each strategy will have its own best values for IS/OOS
and that other values will appear as
Ton,
You said If you can help me to get things done in an objective way then I will
be delighted to know how you want to do that
What I was suggesting was:
1. Identify what measure you will use to judge the IS/OOS period sizes (i.e. in
my case I used consistency of CAR).
2. Run walk forward
Thanks, Howard for your knowledge: I've read your book, I think is very good.
But after all, one have to deal with his own systems and problems.
In my case, after these discussions, I have increased the IS period from 3
months to 5 months.
The CAR in the WF simulation have increased from 30% to
Mike,
how do calculate SQN? I've tried this:
SQN=sqrt(st.GetValue(AllQty))*st.GetValue(AllAvgProfitLoss)/StDev(st.GetValue(NetProfit));
bo.AddCustomMetric(SQN,SQN);
but I'm not sure if this is correct.
What do you think?
Regards,
Thomas
On 05.10.2009, 09:29:41 Mike wrote:
Ton,
Are you
Thanks for your patience Mike -)
1. I know Pardo disagrees with Aronson. And yes I am also using Pardo's rule of
thumb. But a rule of thumb without a scientific explanation is still a rule of
thumb and therefore subjective. The result of this is when taking 1/8 in stead
of 1/3, I am getting a
Thanks again Mike ... See also my previous answer. Just one more remark. Here
you are suggesting to take 1 to 3 year for the OOS period. When using commodity
time series, this is more or less what I am doing. Why ? Because a lot of
commodities coming from the agricultural sector have these
Let me try this again as this ended up in the wrong thread...
My drawings on PnF charts move to the left every day (daily data) while
the actual PnF chart does not. What would be a good way to stop this
from happening?
Attached find the code. If you put it into replay mode , draw a trend
line,
Hi all,
I have been attempting to debug this one for a week. The ouput of the scan
for the column highvol, does not match the plot of highvol.
I am trying it on intraday data, 5 minute TF with eSignal as my data provider.
Thanks in advance.
Rajiv
newday=Day()!=Ref(Day(),-1);
barnum =
I very appreciate this new symbol window. Looking for a string in the middle of
a name is very useful with mutual funds
TJ, do you plan to put again in a future version the little rectangle colored
with the color of the market in this new window?
It was useful to understand with a glance what
I just update to this beta2 but the about amibroker pop up still says that I am
using 5.29.0 build date Oct 2 2009, is it correct?
I don't see any differnce as confirmation of the update
CMAE is correctly running but it was ok also in 5.29.0 (I tested it before the
update)... I am confused...
Can anyone tell me what an average and high tick count per day is on the es
eminis, and what is the average number of ticks for the life of a contract?
Also if anyone's got it, what is the average number of bid/ask messages to
trade ratio. E.g. The SFE Spi averages about 15k ticks per day and
Tribes and SPSO had a problem.
Regards, dubi
--- In amibroker@yahoogroups.com, Bisto bistoma...@... wrote:
I just update to this beta2 but the about amibroker pop up still says that I
am using 5.29.0 build date Oct 2 2009, is it correct?
I don't see any differnce as confirmation of the
Hello,
Yes that's correct. AmiBroker version is the same as AmiBroker itself did not
change.
The only difference is that beta2 has fixed optimization DLLs (Tribes.dll,
CMAE.dll, PSOSample.dll)
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: Bisto
Hi Jules,
Try the CME website, I believe they have a time and sale history that can be
downloaded.
Also if you use Interactive broker they have a tick count per bar that can be
queried in the API.
Rajiv
To: amibroker@yahoogroups.com
From: joole...@hotmail.com
Date: Mon, 5 Oct 2009
I am a lucky man :-)
--- In amibroker@yahoogroups.com, dubi1974 gonzale...@... wrote:
Tribes and SPSO had a problem.
Regards, dubi
--- In amibroker@yahoogroups.com, Bisto bistoman73@ wrote:
I just update to this beta2 but the about amibroker pop up still says that
I am using 5.29.0
I am amazed of how much have you study the walk forward!
I never had tried so many combinations IS/OOS.
I haven't thought it very much, but so many combinatios.. smells like curve
fitting..
But I have a very simple doubt: what steps doy you use?
I think Howard Bandy says that the step could be
Yes, there is a danger of curve fitting.
Yes, it takes weeks of work to do the studies.
Mike
--- In amibroker@yahoogroups.com, Gonzaga gonzag...@... wrote:
I am amazed of how much have you study the walk forward!
I never had tried so many combinations IS/OOS.
I haven't thought it very much,
Hi All,
I seem to be maxing out the core I'm using on AB... starting to cause problems
operationally. I'm mainly doing charting and real time AFL.
Any tips for reducing CPU load so I can perhaps give myself a little more
breathing space??
TIA
- review your memory settings in preferences... make sure you are not
allocating memory that you are not using
- reduce number of symbols you monitor if you don't need them all
- Original Message -
From: Rob sidharth...@yahoo.com
To: amibroker@yahoogroups.com
Sent: Monday, October 05,
Hi,maybe someone can tell me what i do wrong. I have smth like that (code
below) and i need to have max only one transaction per day. Morover every
transacion is simply reversing position (always on market). But for this code
signals which aren't use ( for example buy signal when i already have
Hi Ton, Howard,
Please ignore the previous post, I hit the send accidentally..
FWIW, I am currently trading two EOD systems. One is a simple breakout system,
the other is a reversal system
Reversal systems are very not me and I would only be comfortable
trading it after all the WFA work that
Raskoks, I am not very good at this yet, but I can see a few things that might
be causing problems.
1. SetBacktestMode( backtestRegularRaw2 ); Make sure that you want RegularRaw2.
Raw2 does allow redundant signals.
2. newDayB=Ref(dn,-1)!= dn; I don't see where you have defined dn.
3. if (
Hello everyone.
This month is a big month for new AmiBroker products at CodeForTraders, and I'd
like to let you know about the newest developments.
3 new products are available now, bringing our AB product line to a total of 5.
Two new AB Strategy Suites have been added, along with an
First and foremost: use AFL Editor, Tools-Code Check And Profile
to reduce complexity of your code, by removing repeated function calls (with
invariant parameters),
using array operators wherever possible instead of loops,
re-thinking code to get simpler formulation,
avoiding any
Hello,
If you want raw signals, whenever possible use backtestRegularRaw, instead of
Raw2.
As explained in the manual,
Raw2 modes are special for advanced users of custom backtester. They are
only useful if you do custom processing of exit signals
in custom backtester procedure. They should
Hi Ton,
I agree that the rule of thumb is subjective. So far, I've been willing to live
with it.
It appears that you and I have different expectations of IS/OOS window sizes. I
treat the calculation of walk forward window sizes as a second pass
optimization, similar to a simple moving average
Thanks Rajiv,
I found some samples on the CME website.
Jules.
--- In amibroker@yahoogroups.com, Rajiv Arya rajivary...@... wrote:
Hi Jules,
Try the CME website, I believe they have a time and sale history that can be
downloaded.
Also if you use Interactive broker they have a
Well, after spending about a month on this problem. I can not figure out
step to namely:
2. Run thru the atc files and find the min and max values for alpha
and beta and store is in one new atc file (2nd pass thru database)
Any help or direction would be much appreciated. TIA
From:
Thanks Mike, that's got it! And what a simple solution.
Here is what I used, if anyone is interested...
Cond1 and Cond2 were already part of my filter before I decided to exclude
preferred share issues.
Filter = GroupID(0) == 1 AND StrFind(Name(),+) == 0 AND Cond1 AND Cond2;
Buy=Filter;
--- In
For steps 1 and 3, are you spanning symbols? In other words, do you want the
min out of all symbols, or do you want the min on a symbol by symbol basis?
You might get a better response if you describe a concrete example of what you
are trying to do, assuming 2-3 symbols over a handful of bars.
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