[Komunitas AmiBroker] TLKM WAVE DOWN UPDATED

2010-02-23 Thread LEONARDO TANJUNG
attachment: Chart.png

Re: [Komunitas AmiBroker] TLKM WAVE DOWN UPDATED

2010-02-23 Thread Eco Syariah
Mas Leo, Saya belum ngerti EW... kalau boleh saya tambahkan dari apa yg terbaca pada oscillator W%R... mungkin teman2 yg lain berkenan menambahkan dari sudut pandang tools yg dipakai... misal Alligator Serpong atau ATA atau lainnya... sehingga posisi TLKM semakin jelas dan resiko bisa kita

[Komunitas AmiBroker] candle stick yang di luar bollinger

2010-02-23 Thread dipa himawan
Halo Teman Teman. Ada yang tau gimana caranya menscan candle stick yang sudah keluar dari bollinger band atas/bawah? Thanks ___ Dapatkan nama yang Anda sukai! Sekarang Anda dapat memiliki email di @ymail.com dan

Re: [Komunitas AmiBroker] candle stick yang di luar bollinger

2010-02-23 Thread bassir
Bikin aja AFL nya pak, misalnya : Filter = CBBandBot(C,20,2);untuk price yg sudah dibawah BB Salam, 2010/2/24 dipa himawan dipa_hima...@yahoo.com Halo Teman Teman. Ada yang tau gimana caranya menscan candle stick yang sudah keluar dari bollinger band atas/bawah? Thanks

Re: [Komunitas AmiBroker] candle stick yang di luar bollinger

2010-02-23 Thread arief ressa
Hm... saya udah buat... coba aja ini : MA1=Param(periode :,20,10,50,1,0);dev=Param(deviasi,2,1,3,1,0); ;z=Param(adx(14) ,20,5,30,5,0);V=Param(volume,1,0,1,5000,0); Buy = (Close BBandBot( Close , MA1, dev )AND Volume V AND Close = Open) OR // dibawah bollinger tapi mulai

Bls: [Komunitas AmiBroker] candle stick yang di luar bollinger

2010-02-23 Thread dipa himawan
saya agak gaptek mengenai bahasa program, saya buka AFL library di amibroker tapi gak bisa jalan, jadi gak tau lagi gimana lagi :(. tapi tar saya coba2 lagi, thanks info nya Dari: bassir bassi...@gmail.com Kepada: amibroker-4-bei@yahoogroups.com Terkirim:

RE: [Komunitas AmiBroker] candle stick yang di luar bollinger

2010-02-23 Thread Dendo
Halo pak Dipa, AFL pak Arief ini sepertinya bukan untuk scan tapi untuk Explore, silahkan pada automatic analysis diklik tombol “Explore” Namun rupanya AFL pak Arief syaratnya bukan hanya bolinger tapi juga sdh ditambahkan adx dan juga volume untuk konfirmasi.. Bukan begitu pak Arief…

Re: [amibroker] Re: How to overlay a line on price?

2010-02-23 Thread Ding
Thank you. This works. From: droskill drosk...@yahoo.com To: amibroker@yahoogroups.com Sent: Mon, February 22, 2010 6:58:30 AM Subject: [amibroker] Re: How to overlay a line on price? Open the Formula editor and the code should go something like this (it

Re: [amibroker] Importing data from a dde server

2010-02-23 Thread reinsley
Hi, I did that a long time ago with IB. You could try to validate with IB demo account. The syntax is =mylogin|tik!id0?last =mylogin|tik!id0?lastsize Mylogin could be edemo, as far as I remember. NB : IB gives a full XL Workbook with macros to send orders to TWS, that can show you the VBA

Re: [amibroker] Importing data from a dde server [1 Attachment]

2010-02-23 Thread reinsley
*[Attachment(s) from reinsley included below] A simple XL example Le 22/02/2010 16:37, Antonio Jordao Jr a écrit : Hi all, I am trying to import data from a dde server to get real time quotes from a local feeder. The command line to import in an Excel cell is :

Re: [amibroker] Importing data from a dde server

2010-02-23 Thread reinsley
Look for TwsDde.xls DDE for Excel API Sample Spreadsheet Updates The DDE for Excel API sample spreadsheet (TwsDde.xls) has been updated with the following user interface improvements: http://www.interactivebrokers.com/en/p.php?f=connAlternp=iib_entity=llc Le 22/02/2010 16:37, Antonio

[amibroker] run afl from command line

2010-02-23 Thread nunopires2001
Good morning, I have a system coded in AFL, to extract everyday a list of candidate stocks (between 1-20). I am tired of doing it manually. Anyone can point me some directions on how can i program a script to automatically run the afl code and save the result on a file? Thanks

[amibroker] Re: run afl from command line

2010-02-23 Thread droskill
Check out BatMan - let's you batch up different systems/explorations and then creates an output file. --- In amibroker@yahoogroups.com, nunopires2001 nunopires2...@... wrote: Good morning, I have a system coded in AFL, to extract everyday a list of candidate stocks (between 1-20). I am

[amibroker] Re: Mutual funds are outperforming ETFs big time, but they shouldn't...why?

2010-02-23 Thread woodshedder_blogspot
Graphman, interesting observation. It is also a phenomenon that I have noticed. I have reached the same conclusion as you, that this is because of intraday trading, but my conclusion is that intraday trading allows the edge to be traded out of the ETF. Also, even with a strategy based on the

[amibroker] Scale in and exit signal on the same bar

2010-02-23 Thread Pmxgs
Hello, in the system I'm coding I have several scale in signals and it's working the way I expect, except at some bars which have both a scale in signal and the sell signal (profit target). I ran the backtest in the detailed log mode and from my understanding AB first closes the position

[amibroker] Re: System Testing results - Profits per year

2010-02-23 Thread Pmxgs
Check this: http://www.amibroker.com/kb/2007/10/11/low-level-gfx-example-yearlymonthly-profit-chart/ --- In amibroker@yahoogroups.com, s2trader sudarshansukh...@... wrote: I have been using Tradestation 2000i for many years where one of the pieces of information in the system test report is

Re: [amibroker] Displaying 4 digits for custom metric

2010-02-23 Thread Markus Witzler
Hello, this returns awkward output - Original Message - From: ta To: amibroker@yahoogroups.com Sent: Sunday, February 21, 2010 10:18 PM Subject: RE: [amibroker] Displaying 4 digits for custom metric Do something as follows: Bliss = -(icagr/Max_dd*100) ;

Re: [amibroker] Re: Walk Forward IS/OOS Period Optimization?

2010-02-23 Thread Howard B
Hi SpaceBass -- I would like to read your paper. Let us know how to get a copy. Thanks, Howard On Mon, Feb 22, 2010 at 9:39 PM, spacebass5000 spacebass5...@yahoo.comwrote: Awesome, lots to ponder. Thanks a lot for the input everyone! I'm actually writing a paper that looks at various

Re: [amibroker] AddToComposite - using PremiumData

2010-02-23 Thread Howard B
Hi Pat -- I regularly use AddToComposite with data from Norgate Premium Data without any difficulty. I suspect the problem is with the way ATC is being used, not with the data. Post the entire code so we can look at it. (Or make up a small program that fails to work correctly to illustrate

Re: [amibroker] Scale in and exit signal on the same bar

2010-02-23 Thread Howard B
Hi Pedro -- For any single bar, you know the values of four data points -- Open, High, Low, and Close. You know the time of two data points -- Open and Close. There is no way to determine the sequence in which any prices other than Open and Close occur. You can, within one bar do any of these

Re: [amibroker] AddToComposite - using PremiumData

2010-02-23 Thread Keith McCombs
Or make up a small program that fails to work correctly to illustrate your problem. This is the best suggestion, because: 1. This is a great debugging technique. Merely isolating the problem, many times leads to its solution. 2. If not 1 above, others will have an easier time helping you,

[amibroker] Re: Mutual funds are outperforming ETFs big time, but they shouldn't...why?

2010-02-23 Thread graphman27
Amibroker support is saying curve fitting is probably involved and to use walk-forward analysis. I told them that I will do that, but that when I optimize a strategy for a particular mutual fund, it also works on other similar mutual funds, so that's probably not the problem. It just doesn't

[amibroker] Re: Scale in and exit signal on the same bar

2010-02-23 Thread Pmxgs
Hi Howard, thanks for yor answer which I agree with 100%. The system I'm testing, scales at fixed price intervals. For example: Entry at $15, scale in at $16, $17, $18 and exit at $19. In one bar price opens at $17.5 and closes at $20. In order to open at 17.5 and close at 20 I'm

[amibroker] Re: Import Data in Java Script

2010-02-23 Thread Fgdfgdfg
Hi ueebit ThanX 4 your help 2 import from an other directory we have 2 declare the path B4 the file ThanX 2 Thomasz 2 show me the good direction http://www.amibroker.com/newsletter/02-2001.html It could help others if I post the final script with all documented It's amazing how quick it

Re: [amibroker] Re: Mutual funds are outperforming ETFs big time, but they sh...

2010-02-23 Thread Kevin243
How about ETN's, shouldn't ETN's not have this issue?. of course they have other issues, like whether the underlying Bank stays in business Kevin In a message dated 2/23/2010 7:33:54 A.M. Central Standard Time, woodshedder_blogs...@yahoo.com writes: Graphman, interesting

[amibroker] Re: Import Data in Java Script

2010-02-23 Thread Fgdfgdfg
Oups me again How 2 open AB in my script ? 2 quit it is ; oAB.Quit(); How 2 incorporate that function in my script 2 automatically open a DataBase ( and then import files ) ? Function LoadDatabase(ByVal Path As String) As Boolean

[amibroker] Re: Displaying 4 digits for custom metric

2010-02-23 Thread Mike
Hi, As per the documentation http://www.amibroker.com/guide/a_custombacktest.html bo.addCustomMetric(Bliss (frequency), -(icagr/Max_dd*100), null, null, 4); Mike --- In amibroker@yahoogroups.com, Markus Witzler funny...@... wrote: Hello, this returns awkward output -

[amibroker] Re: Mutual funds are outperforming ETFs big time, but they shouldn't...why?

2010-02-23 Thread bistrader
Hard to tell based on limited info provided. Could do something simple to check. Take a trade for a mutual fund and for you selected ETF. Write down the buy price, sell price and performance for a few trades. Check the prices to make sure correct, in you case closing prices. Check the

[amibroker] Multiple Symbol Filter criteria for Long/Short Backtest

2010-02-23 Thread readshark
I have a Long/Short backtest and I would like to Exclude Indexes for both Long and Short trades and only Include ETF's (a watchlist) for Short trades. Thank you in advance.

[amibroker] Re: Scale in and exit signal on the same bar

2010-02-23 Thread paultsho
You can estimate the sequence of events using the simplest of tests O C if O C then the chances that OHLC (in that order) are extremely high. something over 90% and vise versa. You can do the test yourself to find out. with amibroker you can also change of sequence of handling signals. You

[amibroker] Bars with Closing Price Only

2010-02-23 Thread biff
Dear All, Is it possible to set Amibroker to show only the Close on its Bar Charts (i.e. I do not want to see the open)? Thankyou Rowdy

[amibroker] Re: Multiple Symbol Filter criteria for Long/Short Backtest

2010-02-23 Thread Mike
Use the Filter button in the AA window to exclude indexes, else just include code to exclude them. To limit the shorts to a watchlist, without affecting the longs, use InWatchListName: LongSignal = ...; Buy = LongSignal AND NOT IsIndex(); ShortSignal = ...; Short = ShortSignal AND NOT

[amibroker] Re: Multiple instances of AB...

2010-02-23 Thread Rob
TJ, I've boiled this down to a few questions if I could pick your (or anyone else's) brain briefly... 1. Is there a way of having two instances of AB running with different preferences in terms of which windows are visible or not and the position of those windows etc...? 2. Is there a way to

[amibroker] Re: Multiple Symbol Filter criteria for Long/Short Backtest

2010-02-23 Thread readshark
Mike, Thank you for the code, and thank you for the code last week on limiting buys to once a week/month. I was out of pocket this weekend, and just got a chance to try that out today. Cheers. --- In amibroker@yahoogroups.com, Mike sfclimb...@... wrote: Use the Filter button in the AA

Re: [amibroker] Re: Mutual funds are outperforming ETFs big time, but they sh...

2010-02-23 Thread Howard B
Hi Kevin -- There are several difference between ETNs and ETFs. ETNs make up less than 1% of the ETF/ETN products. A few of them have reasonable volume, but most do not. There can be tracking error (and arbitrage opportunity for major players) with ETNs. ETNs are not equities, or baskets of

[amibroker] Ranking Stock Performance Against Index

2010-02-23 Thread Pete H
To be truly honest, I just figured I would try pressing the 'easy' button and post here to see if anyone had coded this already (and was willing to share). The concept is to take the S$P100 index and use troughbars(), peakbars(), and zig() to create reference points on the index. Then use

[amibroker] Help with Custom Objective Function

2010-02-23 Thread B S
Hi- I'm trying to implement the following objective function:   = median monthly return / avg of 5 worst monthly returns   but I am completely stumped on how to calculate these two items in a loop.  Here's my code...anyone have ideas on how to calculate MoMed and AvgFive below?  Appreciate any

[amibroker] Re: Using large intra day historical data bases

2010-02-23 Thread chuck_win
Keith, I placed an order to buy those CDs. Do you have any problem to read data from them into amribroker? Is the quality of data good? Thanks. Charles --- In amibroker@yahoogroups.com, Keith McCombs kmcco...@... wrote: Mike, gariki, and James -- I have stock data from PItrading.com. 1100

[amibroker] zig zag scanner

2010-02-23 Thread lukebar...@ymail.com
Hi I am new to amibroker and AFL code. i require a scan where zig zag high and lows are found, would this work or would it keep returning the same finds day after day as they make higher highs or lower lows, is it possible to scan for say a zig zag retracement where the price has made a higher