Dear All,
mo tny nih..., saya kan sdh setting EMA 20 utk chart saya saya sdh save
layoutnya, kok setiap kali saya tutup AB nya buka lg, nilai EMA berubah jd 15
ya?
mohon pencerahannya...
Regards,...
DvD™
In Te Domine, Speravi Non Confundar In Aeternum
Deae ram..
Tq for ur opinion..
But I can't get what I want..
AFL below work on this logical:
VWAP=close today daily bar*its daily volume and divide by daily volume so the
result in daily chart is today close
I want this logical in daily chart:
VWAP=close today 1 minutes bar*its (1minutes bar)
I have a simple script that calculates the correlation between two instruments.
I then take the code we've been discussing for historical volatility, and try
to plot the volatility of the correlation. However the second plot function of
the volatility just shows a flat line at 0. Any ideas what
I don't know about Vista, but XP-64 can be a real pig when it comes to
*displaying* very long results doing an 'Exploration'. It is quite
possible that you will get much faster times if you don't try to output
as much information, even with essentially the same code.
Experiment!! Can you run
Hi Keith,
this is exactly the direction I was searching for. As I understood ranking of
the result is not possible, but I could create a new ratio (as you explained)
and use this factor for my tests.
Many thanks and kind regards,
dubi
--- In amibroker@yahoogroups.com, Keith McCombs
Hi Mike,
I know this settings. But this are not the settings I am searching for. If I
want to plot intraday 5min candles e.g. SP Mini 9:30-16:15 or 24hours I can
just change this in the FILTER tab.
Regards, dubi
--- In amibroker@yahoogroups.com, Mike sfclimb...@... wrote:
Read about time
Hello,
Windows has built-in caching on file system that caches in RAM content of every
touched file.
Hence once file is accessed subsequent accesses are much faster. It can be seen
in every app run / every file accessed for second time.
Best regards,
Tomasz Janeczko
amibroker.com
-
Hello !!
I wihs to sort all my database's stocks by using the productivity's indicator
.The sort uses only the 2 last bars for each single stock .
The matter is that I use a For loop by accessing to each elements .And that
is not a array .
If I want to sort I must use a filter and the
Is your instrument1 variable enclosed in?
Do you have period1 defined.?
I ran the below script and it workd..
Period1=10;
t1 = Correlation( Foreign(GR, Close), Foreign(F, Close), Period1);
Plot(t1, Correlation, colorYellow);
hv1 = StDev(log(t1/Ref(t1,-1)),Period1)*sqrt(260);
would it be this,
AddColumn(lastvalue(Rapport),Rapport,1.3);
- Original Message -
From: AaJ
To: amibroker@yahoogroups.com
Sent: Sunday, November 15, 2009 6:35 AM
Subject: [amibroker] To sort the productivity
Hello !!
I wihs to sort all my database's stocks by
Correctionthe volatility is at the bottom of the graph...
I believe you should not match the periods of correlation and volatility...the
volatility output remains at 0.
if you increase your correlation period to something like 180 days and
historical volatility to 20 you should
see
should be defined, right?
for (i = 0; i BarCount; i++) //
{
}
Thanks
Markus
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I tried that, but volatility still remained at 0. Any other suggestions?
From: Anthony Faragasso ajf1...@epix.net
To: amibroker@yahoogroups.com
Sent: Sun, November 15, 2009 7:00:09 AM
Subject: Re: [amibroker] Problem plotting an array
Correctionthe
[i-1];
The code is embedded in a for loop, so all yalues for i=0, 1, ... barcount
should be defined, right?
for (i = 0; i BarCount; i++) //
{
}
Thanks
Markus
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database 4609 (20091115)__
The message
Markus
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database 4609 (20091115)__
The message was checked by ESET Smart Security.
http://www.eset.com
, ... barcount
should be defined, right?
for (i = 0; i BarCount; i++) //
{
}
Thanks
Markus
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database 4609 (20091115) __
The message was checked by ESET Smart Security.
http://www.eset.com
I guess I'm not seeing why this shouldn't produce results like a stdev of any
other array. I've tried modifying it a few different ways but the resulting
plot line is still flat. However if I change the horizontal scaling to be very
narrow (showing only 4 months instead of 2 years) then the
I am having a tough time seeing intraday from an ASCII file.
Here's a snapshot of the lines from the flat file:
04/09/1997,10:05,405.35,405.36,405.04,405.04,18
04/09/1997,10:10,404.98,404.98,404.7,404.76,21
04/09/1997,10:15,404.76,404.78,404.58,404.58,19
Is AmiBroker and IQFeed limited to only showing quotes when it comes to tick
data? I'm looking for a good way to record both quotes and trades for tick
data. I can use QCollector to download historical ticks from IQFeed, but it
only downloads trades, since IQ doesn't offer historical quotes. Is
Hi, I need some help in AFL.
Suppose I have 3 strategies set-up and want to backtest them together.
On each entry 1/3 of the equity should be invested.
How do I do that in one backtest?
Many thanks
J
It would be nice to use setOption() to change the periodicity setting.
Even though you can use time frame functions to switch back and forth in
your formula different time frames (as Mike pointed out), I found that the
portfolio loop always use the periodicity setting no matter what time frame
Hi all,
I am trying to link an file of ascii datas with Amibroker.
I have downloaded, in Amibroker'sguide, a jscript procedure which is capable
to realize this, bur it does'not work with me.
Here is the source of this Jscript :
/*
** AmiBroker/Win32 scripting Example
**
** File:
There was a long discussion on this back in July. Search Multiple Strategy
System in this yahoo group. The solution entails:
1. Duplicating the instrument data for each strategy with different names (e.g.
ZZZ_1, ZZZ_2, ZZZ_3 where ZZZ is the instrument ticker symbol). I do this by
I find the bid/ask data to be extremely important when actually placing manual
trades on all but the most liquid issues. Luckily my broker (TOS) gives me a
DOM type display with bid/ask size 5 levels deep. This is not something that I
can use in a backtest though -- unless I were capturing it
Thank you for your quick response.
In fact, my question is only the begining of a procedure for import real time
quotes.
The ascii file is link in real time with my broker server of datas.
If I automatize the link every 5 seconds, (for example), i will have realtime
datas on my Amibroker.
If
as a test just split out the call to getvardate just to see that it is not
reversing the day and month. this is what i found when i read your file, but
that could be because of my locale settings.
eg.
qd = date.getVarDate();
WScript.Echo( date: + qd );
2009/11/16 Alain Baur
For automation of importing external ascii file, I would rather use the code
below (with a proper .format file - use the import wizard to create and save
it) :
/* Create AmiBroker application object */
AmiBroker = new ActiveXObject( Broker.Application );
function Import( filename )
{
/* import
Can anyone help me find the correct symbol of the SP emini from IB? I would
like to chart that symbol. I've tried various combinations with no luck.
Thanks, Lloyd
Just wondering whether AmiBroker uses bid, ask or mid when deciding the price
at the end of a bar? Is there a setting somewhere as well, for both bars and
tick data?
uses high, low, close and open on all bars
- Original Message -
From: Potato Soup
To: amibroker@yahoogroups.com
Sent: Sunday, November 15, 2009 2:59 PM
Subject: [amibroker] Does AmiBroker use indicative quote for bars?
Just wondering whether AmiBroker uses bid, ask or
Yes I dd and it is not working.
--- In amibroker@yahoogroups.com, Alan a...@... wrote:
Have you tried using all Capital letters?
ebisevac wrote:
I tried all of these but amiquote still shows error and doesn't
download any of indexes.
Maybe Tomasz can help?
Thanks,
Erkan
---
Finance downloader in AmiQuote?
Thanks,
Erkan
Hello Mr. Dennis,
Regarding segregating volume into the buyers vs. sellers, the new fields AUX1
and AUX2 should help for storing the information. However, before that we need
to have logic/rules to do the segregation.
It will be nice to have your views about viable approaches to do the
Hello Sanjiv,
It requires knowing if the trade was at the bid or the ask on each tick. A
request has already been made for AB to do this. I don't think it can be done
with AFL in the current release.
BR,
Dennis
On Nov 15, 2009, at 10:28 PM, sanjiv wrote:
Hello Mr. Dennis,
Regarding
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