Mas Eko,
Zero Lag MA... saya belum lihat... waktu itu saya dapatnya Zero Lag MACD dan
W%R... thanks infonya.
Ada komen tambahan atas pertanyaan saya di bawah ?
Sebelum mas Dendo/Andry kasih komentar atas pertanyaan saya... apakah rekan2
ada yang mau bantu cara membuat sinyal Buy Sell dari MA
guys...saya need help...saya baru menggunakan amibroker...gimana yah caranya
memasukan indikator yang ada dilibrary amibroker ke chart kita...terimakasih
Wajib militer di Indonesia? Temukan jawabannya di Yahoo! Answers!
http://id.answers.yahoo.com
Tujuannya sih supaya lebih cepat aja dari yg normal...
2009/12/30 TimurLaut i4...@yahoo.com
Sorry nih Oon. Zero lag itu apa? Bedanya dgn yg normal MA, MACD apa?
Sent from my iPhone
On Dec 29, 2009, at 17:03, Eco Syariah esyar...@gmail.com wrote:
Mas Eko,
Zero Lag MA... saya belum
Mas.. Eko and Mas Eco saya cari di library cuma ketemu zero MACD, utk yg zero
MA blm ketemu, kl boleh sharing formulanya mas.. terima kasih sebelumnya.
Salam,
Isfandi
From: Eco Syariah esyar...@gmail.com
To: amibroker-4-bei@yahoogroups.com
Sent: Tue,
Pak Eco,
Tampaknya Zero Lag MA memang MACD yg displaced sehingga kesannya tanpa lag.
Pada umumnya crossing-nya mendahului beberapa bar sebelum MACD yang biasa.
Saya oprek secara sederhana dimana MACD cross up = buy dan MACD cross down
=sell supaya bisa dioptimasi. Ada 3 parameter yang harus
Mas Eko,
Boleh lihat contoh chartnya ?
Thanks,
ES
2009/12/30 Eko Widjajanto ekow...@gmail.com
Pak Eco,
Tampaknya Zero Lag MA memang MACD yg displaced sehingga kesannya tanpa lag.
Pada umumnya crossing-nya mendahului beberapa bar sebelum MACD yang biasa.
Saya oprek secara sederhana
Jolly,
You can't override the range dates once you're already being executed.
It's a chicken and egg thing. However, if you include conditional logic
to only accept signals during specific periods, then you can run the
backtest over the a timeframe that includes all periods and the code
will
Hi,
It's not that surprising that you would not get any signals. Your
buy/sell criteria are very rigid. The Cross of the MACD would have to
happen on exactly the dates that you specified, else your criteria
would
not be met. Also, I can't tell whether you've used a zero or the letter
I'm a newby too. [:((]
Try different look back days if you want. Note StochK is fairly sharp
on the moves.
Paste this code into Formula Editor and save to a folder. Then open
Automatic Analysis, click on pick and then click on the file you just
saved. Ensure n last days = 1 and then click
Mike, that is the winner. [:p] Thankyou so much. I wish you well and
hope I can help out in some way.
--- In amibroker@yahoogroups.com, Mike sfclimb...@... wrote:
Jolly,
You can't override the range dates once you're already being executed.
It's a chicken and egg thing. However, if you
Thanks for the help. I think I am sorted. For now!
Regards
2009/12/29 jollypolly999 jollypolly...@yahoo.com
This is my first attempt to code and it does not work. Need assistance.
I want to run an exploration to produce a report lisiting every member of
a watchlist where both todays
Hi,
Trix works like the MACD histogram envelope, it's easyer to manage in a
reversal TS.
Best regards
Le 29/12/2009 10:47, Gordon Pelletier a écrit :
Thanks for the help. I think I am sorted. For now!
Regards
2009/12/29 jollypolly999 jollypolly...@yahoo.com
hi,
I wanted to use multi dimensional arrays so that I can use a number of levels
as a variable. It is impossible in Amibroker to define a variable number of
arrays, or I do not know how. For instance I tried as a variable: nlev = 4;
for (k = 0; k = nlev * 2; k++)
{
nn = (k - nlev);
global
managed to define a variable number of arrays using Osaka plugin, see attached
example,
rgds, Ed
Hi Ed. I know you will not like what I am suggesting but it works. At least for
me. Before using Static Arrays load a very long time series like the SP500 and
use this as a 'carrier' or 'feeder' for your Static Array ... I assume you
understand what I mean. I am using this trick for all cases
hi Ton,
thanks for your suggestion, I will remember it for future use. For now I seem
to be able to get ahead with the Osaka plugin. It would be nice if we could
define multidimensional arrays in Amibroker. I thought there have been requests
for this but I can't find any in the suggestions
Here's the answer I got from support - what I'm not clear is what they do for
individual stocks:
We try to follow the same adjustment procedure used by index providers such as
SP. For instance, the SP 500 is not adjusted for ordinary cash dividends but
it is adjusted for special dividends and
5.20 is quite old at this point.
The feature being asked about became part of AB with 5.23.0 Beta.
We are now up to 5.29.6 Beta.
A few comments:
Whenever code contains a feature newer than the version you are running,
choices are:
1. upgrade to a newer beta which implements the feature
2.
AFL masters, please help thax in adwanced a error comes at
Buy1=ValueWhen(LB3bar,H); after (LB3bar
for( x = BarCount-20; x BarCount; x++ )
{
HB1=0;
LB1=0;
HB2=0;
LB2=0;
HB3=0;
LB3=0;
if(L[x] L[x-1])
{
LB1=L[x]; HB1=H[x]; LB1bar=x;
for( y = LB1bar-20; y LB1bar; y++ )
{
if(L[y]LB1 AND
Ed, thanks for the code. I've tried it. A very nice quick intro for OSAKA. Just
a simple question. Is there a way in OSAKA to write the table to internal in
stead of external memory ? Should be a hell of a lot faster ...
Regards, Ton.
- Original Message -
From: Edward Pottasch
Yes, of course. Charting studies are strongly affected by adjustments. But
then again, I use Yahoo's bad data so I probably see bad things ;-)
- Original Message -
From: Kevin Campbell
To: amibroker@yahoogroups.com
Sent: December 28, 2009 11:21 PM
Subject: Re: [amibroker]
hi Ton,
I couldn't pass it through the procedure. If defined within the procedure you
need to save it to a file to use it elsewhere in the code (as far as I know).
If you do not need procedures it just sits in the memory.
But the fact that this example code is so slow is due to the loop within
Ed -
I got interested in this thread and your posted AFL over coffee this morning.
Looked like an interesting puzzle. Please take the following constructively.
You can pass the table from the procedure, but the bottom line is that you
really do not need OSAKA. Standard arrays (not static)
hi Bruce,
I would be very interested to see how you solve the problem. Looking at Varget
and Varset I see how it could be used. I overlooked these functions. Thanks for
the tip.
But I use loops because when I find a buy signal the process of scaling in and
out starts. Only if the cycle of
Bruce,
tested with Varget and Varset and that works fine, see attached file.
Curious how you would solve the scaling problem without loops still,
regards, Ed
- Original Message -
From: Bruce
To: amibroker@yahoogroups.com
Sent: Tuesday, December 29, 2009 5:20 PM
Subject:
Ed -
OK, I'll go ahead and upload all 5 mod's in case you need the OSAKA info in the
future. It is in the files section as a file called Ed - MODS.zip
Let me note that I didn't try to analyze the current use and possible future
variations on the code. I just concentrated on making it
thanks Bruce,
will study your code and try if indeed things can be solved more easily. Will
get back on it later,
regards, Ed
- Original Message -
From: Bruce
To: amibroker@yahoogroups.com
Sent: Tuesday, December 29, 2009 7:01 PM
Subject: [amibroker] Re: ABTool /
I always had problems backfilling data from Interactive Brokers into AmiBroker,
but then I started using NinjaTrader and I haven't had much problem with it. In
NT, I am able to load up to 20 different futures charts with 15 days of 5
minute bars without a problem, and it only takes about 1
Hello,
it's not only Ninjatrader which is better in Backfilling IB-Data, Quotetracker
and Sierracharts are also better then Amibroker.
I always had problems with amibroker, this is why I always other Software for
backfilling IB.
Am 29.12.2009 um 20:50 schrieb ganamide:
I always had problems
Hello,
It works just fine with AmiBroker and exactly same speed (or better).
Something is wrong with your setup (probably incorrect database settings).
You need to configure database *exactly *as shown in the video:
http://www.amibroker.com/video/ib.html
Best regards,
Tomasz Janeczko
Hello,
Also read this (to the VERY END of document):
http://www.amibroker.com/ib.html
With default settings AmiBroker attempts to backfill not 5 days but *30*
(THIRTY) days
and that is 6 times more than IB capability per single request (IB
allows only 5 days in one request).
To get 30 days
Hello,
Not true. You guys fail to read the instructions.
Backfill works the same because it is limited by IB to 5-days per request.
But if you compare 30days backfill (AB default) to 5-days backfill then
obviously 30-days will take 6 times more.
You need to CHANGE default backfill length to
hi Bruce,
I had a look and the AMA2 use is clever but one could also solve it using
valuewhen, like, see below:
like I said I need to use loops because the scaleIn / scaleOut cycle possibly
extends further out in time then the next buy signal. That is also the reason
why I define BuyAdjusted
Sorry, but Amibroker is not very reliable with IB-Data.
Sometimes it works, but most times there are a lot of problems with it.
If you open different Charts (different Symbols), Amibroker always stops
getting Data from IB.
In the right bottom corner, says connected, but you do not get new data.
Ed -
I'd have to see the specific code for scale in/out to be able to tell. As I
mentioned, I was just optimizing the posted code. But, I generally tell people
that 95% of loops can be replaced with array logic. There are a few things
(say the 5%) that I've run into that require looping.
Hello,
Losing connection is not really losing connection but IB TWS imposing
their throttling on historical data.
It is not my imagination but well described limitation of TWS IB:
Ok Bruce when I finish part of the code I will show it and then I would be
interested if you can manage to replace the loops with array logic.
Looking forward to your examples using AMA2,
regards, Ed
- Original Message -
From: Bruce
To: amibroker@yahoogroups.com
Sent:
Hello,
just try Ninjatrader or Sierra-Charts with IB-Data and compare it with
Amibroker.
You'll see there's a big difference with IB-Data.
I love Amibroker, it has the fastest backtester, but I do not like the
IB-Plugin.
Am 29.12.2009 um 21:40 schrieb Tomasz Janeczko:
Hello,
Losing
Bruce,
in the chart below I show what I mean. Upper chart is the valuewhen version,
lower part I scale out until the cycle is finished. It is only 1 part of the
scaling In/Out program, and I omitted multiple levels and scaling in but it
clearly shows what I mean with a cycle. I attached the
Nobody knows?
--- In amibroker@yahoogroups.com, dubi1974 gonzale...@... wrote:
Hi,
if I use SetChartOptions(0, chartShowDates) in Intraday 5min, I will see just
hours on the x-axis. Like 17h, 18h but I would like to see 17:30, 18h,
18:30... How and where can I change this?
Thanks
Hello,
I am glad to hear that configuration problem is resolved now.
TWS docs do not mention that, but apparently the throttling is per
account (i.e. brokerage account).
As to why plugin allows to download 180 days, well that's because IB
plugin has backfill setting independent
from DB,
It's this kind of thing that makes me very suspicious of AmiBroker. I set up my
backtest to have $350k. I set margin to 25. I originally had commissions at $3
per trade and then changed them to $4.5 per trade. It resulted in 4 additional
trades. Why? Why would changing this paltry variable by a
Now this is really weird. I just ran the backtester again and also noticed that
the trade opening and closing is happening on the LOW of bars that have
signals, not on the CLOSE, as I've defined it in the settings for the
backtester. I have it set to execute trades on Close for all four
I tried to use HOUR() to see what hour it was within my backtesting AFL, but it
wanted me to index into the array. Is there an easy way to determine the hour
within a backtest?
Hi, I created an AB database from a Metastock database using the Metastock
Importer. When using the MS Importer, i import data into groups and
watchlists that I create (different from the folders in the original MS
database). I then change the AB database settings to use the MS Plugin. Now
I find
Hi amruta, normally just clicking the security in the symbol tree will
update. you can see the progress at the lower right status bar on AB. But,
when the number of symbols loaded in AB exceedes the number you are paying
esignal for, esignal will pop up an error - symbol count exceeded - and AB
1. Changing *any* setting related to pricing can affect your trades. All it
takes is one penny too little in your account to prevent the taking of a trade,
which in turn would mean having more funds available for the next opportunities
(i.e. able to take other trades) that would not have been
Hi, I am struggling with the same problem and have posted to the group under
the subject MS Importer vs MS Plugin. Though th default state for Use only
Local Databse for this symbol is NO, it is set to YES for all
securities, which is why the AB database does not update even if the MS
database
Well I have my account balance at $350k and I'm trading no more than $30k max
in positions, how on earth could it skip a trade with that? I am using 2:1
margin but with that ratio of capital to exposure it should be impossible to
have an effect. What else could be the reason?
Also I have no
I see a trade with an MAE of say 2%. If I go to the backtester settings and
turn on stops and set it to percent based, and equal to the 2%, and then when I
re-run the backtest, that trade is still present. So it would seem the MAE is
not 2% of the trade, but of the account, correct?
Hello
You do not need to use the MS data importer if you have configured your DB
for use with the MS plug-in that is provided with AB.
Simply choose the MS data plug-in as your data source when setting up the AB
database and then add the MS data directories and you are good to go.
Rakesh
On
There is a setting in AA Settings that prevents taking a position if your
volume exceeds a certain threshold of the bar's volume. If you were right on
the cusp of that threshold with a lessor commission, perhaps with the greater
commission (fewere units, same total price) you squeeked under
Thanks Rakesh,
This is what I'd normally do. except that
my MS db comes with unfriendly obtuse idiotic and frustrating 8 digit
numeric tickers - so classification of data into groups, sectors, indiex
constituents and other watchlists becomes impossible. The organise
assignments option only reads
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