IHSG Updated 9 Maret 2010 financeindonesia.org
Pada posting sebelumnya terbaca adanya pola Triangle pada gerakan naik
IHSG. Dimana dengan munculnya pattern ini maka IHSG berpeluang untuk
naik
Berikut gambar pada posting sebelumnya
Updated IHSG Target
kenaikan IHSG terdekat ada di FE 61.8%
hi,
Just a week old with AB and tryin to catch up with the fundamentals of
GUI and the know wheres.
At the moment, I am not sure of how to back-up/restore the manual
study(s) that I drew on a specific symbol.
My experience is: the studies drawn on a symbol re-appears in a
new/second chart
1. When is the earliest I can download EOD data from Yahoo? i.e., when will
today's data be available for download?
2. In the trades tab when performing automatic analysis, what does buy price
mean if I set it to open? i.e., I perform a scan of my trading system and it
says that a buy
Hi there
I am new to this group, and was wondering if there is any way to replicate in
Amibroker what the function PERCENTILERANK does in Excel.
Basically, I have an array, and I want to compare a specific value (i.e. the
value of an oscillator), to its ranks in the array..
Is there a shortcut
How do I delete data more than 6 months old from amibroker real time base for
all the symbols?
Is there a way to add columns to the backtest results that show:
1. The MACD at the time of trigger
2. RSI at the time of trigger
Thanks.
Thanks Reef.
Is there really much of a speed benefit...? Obviously depends on the code...
but lets say I have a looping routine written in AFL... if I were to write the
same routine in C++ and create a DLL would there be much speed benefit...?
I ask because I have one looping routine that
Hi,
I trade the FTSE and Australian SPI on 5min charts, both of which are around
5000 points in value and have 20..100 point moves in a day.
What I would like to be able to do, is have the price scale on the right
hand side of the chart fixed to a certain size.
I.e. on my screen it would be
Hello,
Did you check the help file for:
Percentile( array, period, rank )
Anthony
- Original Message -
From: nyc65225
To: amibroker@yahoogroups.com
Sent: Monday, March 01, 2010 6:58 PM
Subject: [amibroker] Percentile Rank
Hi there
I am new to this group, and
Hi all,
I am new to Amibroker and I am currently struggling to get TimeFrameGetPrice
working as I would expect.
I have got the following code:
WeekClose = TimeFrameGetPrice(C, inWeekly, -1); // get the opening price of
previous week
Plot(WeekClose ,PreviousWeekClose,colorBlack, styleDashed);
Hi,
Basically I scan 500 stocks everyday to find stocks that have buy signal(such
as price have crossed MA 50). Then I buy the stocks and exit them in 5 days
after I boought them.
MA=EMA(C,50);
Buy = Cross( MA, C );
Sell = BarsSince(Buy)5;
But the backtester don't sell stocks exactly 5 days
Hey folks,
I just started my journal with Amibroker today, frankly this is my
very first experience with such as software. Previously I wrote my own
trading signals from scratch using C++, Matlab and R.
Excitedly, I am looking for tutor/consultant who can help me get
familiar with Amibroker as
You may be able to get some ideas from what is published on the Users'
Knowledge base: http://www.amibroker.org/userkb/
There are a number of other sites that you can access without full AB
registration, and there are some excellent books by Howard Bandy which
will definitely speed you on your
What has been people's experience with Amibroker in terms of accuracy?
Initially, I found it very difficult to design a system that makes a decent
profit. However, I have recently designed a system that would have netted me
(through the backtester years 2000-2010) almost $1 billion dollars had
For loops and array access, yes there is a significant speed difference in C.
Just think of it this way Sid,
your afl loop in a dll will take about as long as any other inbuilt afl
function does.
If an MA call on your machine takes a few milliseconds, then that's roughly as
long as your afl
AmiBroker's accuracy doesn't play a role in system performance (it is
accurate) what you probably mean is what kind of slippage you can
expect. The effect of slippage would depend on your average profit.
You can simulate and check the effect of slippage by increasing your
commission level.
I created a bunch of strategies for mutual funds and realized that some do not
work as well for ETFs. I got input from several Amibroker users regarding
that, but have a different take on it now.
My current thinking is that it's not so much that ETFs are not highly
correlated to their mutual
Hello,
I have tested my trading system with Nyse stocks (6k stocks).
I need now, to test the system against other large stock markets.
Anyone have symbol list (yahoo finance) for other representative stock markets?
Maybe London, Singapore, Canada?
Thanks
|// adjustable scale
gridINCR = Param( incr, 50, 5, 100, 5 );
*if* ( ParamToggle( show custom grid, NO|YES, 1 ) )
{
SetChartOptions( 1, *chartShowArrows* | *chartShowDates*, 0 );
firstbarvisible = BarIndex() == 1 *OR* ( Status( barvisible )
*AND* *NOT* Ref(
Status( barvisible ), -1 ) );
One way to get lists of Yahoo symbols is to go to the indexes and select
Components, then download the spreadsheet.
Example:
http://finance.yahoo.com/q/cp?s=^SMSI
Rik Rasmussen
On Mon, Mar 8, 2010 at 11:43 AM, nunopires2001 nunopires2...@yahoo.comwrote:
Hello,
I have tested
Thanks Jules. Very informative.
This is why you should always try and use the built in functions and array
arithmetic operators where possible.
Or indeed code any looping structures that can't be avoided in AFL and are
called regularly in C++ as a DLL.
--- In amibroker@yahoogroups.com,
Did you try:
Sell=exremspan(buy,5);
- Original Message -
From: Tao
To: amibroker@yahoogroups.com
Sent: Thursday, March 04, 2010 5:17 PM
Subject: [amibroker] Help Please !!!How to control sell time with Barsince
for more than 1 stocks?
Hi,
Basically I scan 500
Hi,
for performance reasons only loops and huge AFL script costructs (usually
include files) are good candidate for converting them to compiled code. As long
as you use built-in AB functions like (MA, EMA, etc, or use its array
operators) it is quite fast.
Loops and accessing array elements
Hi Jchi --
Herman is right.
When profits look too good to be true, the first thing I check for is a
future leak -- using data in the trading system code that is available to
the backtester that would not be available to the trader. Depending on the
code used, checking this might be as easy as
Hi Jchi --
I recommend that you do this in two steps.
One -- write the trading system, including Buy and Sell statements. Use the
Automatic Analysis Backtest button to run the backtest and get trading
results.
Two -- add AddColumn statements to the code. (See the reference materials
for
Hi Jchi --
High quality, low cost end-of-day data is available from several vendors.
Two I recommend (I subscribe to them both) are:
Quotes Plus -- http://qp2.com/joomla/index.php
Norgate Premium Data -- http://www.premiumdata.net/
Read the reference materials related to BuyPrice, SellPrice, and
40-50ms for each array access
It should be written that each array element takes 1/BarCount part of
total time.
TOTAL time (for half million bars) is 50 ms. So each array element
access time using the loop is about 0.1 MICROsecond (0.001 sec).
Generally speaking AFL loops are quite
It works. But I can only download 50 symbols each time.
For a large index, I will need to repeat the same step 50 times :-(
--- In amibroker@yahoogroups.com, Henrik Rasmussen hrasmus...@... wrote:
One way to get lists of Yahoo symbols is to go to the indexes and select
Components, then
Hi there,
I've faced an identical problem. Does anyone have an idea how to overcome this?
Thanks,
Marius
--- In amibroker@yahoogroups.com, markhoff markh...@... wrote:
Hi,
as a workaround it seems that I can cheat AB by setting:
SetTradeDelays(1,1,1,1);
This will move the closing
--- In amibroker@yahoogroups.com, nunopires2001 nunopires2...@...
wrote:
Hello,
I have tested my trading system with Nyse stocks (6k stocks).
I need now, to test the system against other large stock markets.
Anyone have symbol list (yahoo finance) for other representative stock
markets?
Hi,
You can add custom metrics on a trade by trade basis:
http://www.amibroker.com/guide/a_custommetrics.html
The following thread gives some real examples of two approaches, static
variables vs. the foreign functions.
http://finance.groups.yahoo.com/group/amibroker/message/146164
Mike
---
That should read:
Sell = Ref(ExRemSpan(Buy, 5), -5);
http://www.amibroker.com/guide/afl/afl_view.php?id=50
Mike
--- In amibroker@yahoogroups.com, Anthony Faragasso ajf1...@... wrote:
Did you try:
Sell=exremspan(buy,5);
- Original Message -
From: Tao
To:
Hi,
Independent of any tutor, be sure to start with this:
http://www.amibroker.com/guide/h_understandafl.html
Mike
--- In amibroker@yahoogroups.com, Michael comtech@... wrote:
Hey folks,
I just started my journal with Amibroker today, frankly this is my
very first experience with
Hi,
I've been using AB for about a year and I still consider myself a novice - the
product is very versatile - it's capabilities are vast - but the downside is
that it will allow you to make mistakes - it's the flipside of freedom.
Like you I'm a trend trader, and I've found no problems with
Can a key stroke macro be used to issue a change in an ALF parameter?
I think I tried years ago and could not get it to work. But then Ami has
changed a lot in that time.
If that won't work is it possible to write a script or visual basic program
that will allow me to use a function key to
1. The accuracy will depend on the selection of symbols. If you are working
with highly liquid symbols, then the accuracy will be quite high. If you are
working with thinly traded symbols, then results will be much more difficult to
reproduce during live trading.
2. It seems highly likely that
If nothing else, you could handle it using low level custom backtester code.
Mike
--- In amibroker@yahoogroups.com, mbausys mbau...@... wrote:
Hi there,
I've faced an identical problem. Does anyone have an idea how to overcome
this?
Thanks,
Marius
--- In
Yes you can attach to the Broker.exe process and step through your dll code.
The Visual C++ Debugger is excellent.
As DNSFAB noted, the C code equivalent is not as straight forward as afl as
there is glue code needed, but Tomasz has made the plugin as easy as possible
to get started with and
I got some old code from other friends, and even for the example in the
sample systems from AB,
I got the same error:
And it's like Missing short/cover variables...
The code is like this:
Buy = stateRef(state,-1);
Sell = stateRef(state,-1);
--
To get around the error message, I
If I trade always on close (I only have close prices),
and based on today's close price, I will figure out whether to stop out or
not on tomorrow morning. And if it there is a stop indeed, then we trade on
tomorrow's close to exit.
How do I write ApplyStop function for this case? I am aiming at
I have imported 5000 symbols, and would like to run the Walk Forward
Analysis on each symbol, one by one.
And of course, for each symbol, the results need to be saved/exported...
Thanks a lot!
We are relatively new to AB and just tried to import fundamental data that had
history but it appears that only the most current date's FD was saved into the
database. Is this correct that AB's database does not have historical
capability?
We also would like to add additional custom fields to
Hi,
You need to set the Automatic Analysis window settings to match your script for
Long Only vs. Short Only vs. Both.
http://www.amibroker.com/guide/h_backtest.html
Alternatively, you could do it in code by setting Short and Cover to to zero.
Do not assign non zero values if you don't
You first need to specify a beginning date such as 1/1/2000 and then
select Yahoo Historical as the option. You selected Yahoo current,
which only fetches the current day.
Also, after you download all the historical data you must click on save,
or you can lose history. Thereafter, during
Hey Guys,
I am trying to modify an NRx formula. Please find the formula at the bottom of
my message.
The formula looks at the 'LLV' for the high and low range (rang) in 7 of the
most recent bars on a chart.
The problem with the RT data is that sometimes it shows data with the same O,
H, L, C
Please contact me globalwireles...@gmail.com
I need to code few systems ...Please contact me if you have experince
in AFL programing.
Thanks,
hi
can u help me out how to add the NSE BSE scripts in the chats
Rangagopinath Yandala
From: Rasheed Momoh rashmo...@yahoo.com
To: amibroker@yahoogroups.com
Sent: Sat, 6 March, 2010 9:02:37 PM
Subject: Re: [amibroker] HELP NEEDED ON MINUTES HOUR CHARTS
Hi Guys,
Is there an easy of telling the system to just ignore after hours data or at
least remove the bars from the charts. The market I trade closes 3:30 and data
until 3:20 or 3:25 is all I need.
Im using the nr7 system on a 30-minute chart and sometimes a bar appears after
hours with a
I am not sure for what exchange you ask for. For NSE India you can try
investbulls.com
On Thu, Mar 4, 2010 at 1:42 PM, murthysuresh murthysur...@hotmail.comwrote:
any free source is appreciated.
Hi,
I'm planning to use amibroker for my intra-day and swing trading. I've
following queries.
(1) Can i watch comfortably(good visiblity) candlestick charts of 50-60
stocks- 6 to 8 stocks (sectorally grouped)in one pane,8-10 such panes --
all charts on same timeframe(e.g 5min or 10 min).Can i
In walk forward analysis, how do you concatenate all the OOS results and
obtain overall sharpe?
Thanks a lot!
Hi,
I am new to AFL and would like some guide line to implement the Relative
Volume study. I read the Dr. Brett Steenbarger article from this link
http://traderfeed.blogspot.com/2010/02/relative-volume-update-gauging-market.html
Compared volume every 30 min for the last 10 or 20 days
Can some kind soul please tell me if it is possible to run Amibroker in
Windows7/VM fusion on a MAC running OSX, and if so how do I transfer the
programme from my old ASUS laptop?
Thanx
All,
Any recommendations on where to find some help in creating some AFL
programming? I'm an institutional investment manager employing tactical shifts
based on technical analysis, and have not been employing the power of a tool
like AmiBroker. I'm managing portfolios and don't have time to
Hi,
I am a systematic mechanical trader (almost exclusively forex). For the last
couple of years I have been using MT4 to code and backtest my systems, but I am
at the point where I need a lot more than what the MT4 backtester can offer.
After looking at different options it appears that
Is the AmiBroker software a viable platform to day trade The ESMINI.
Hi Vernon,
I suppose the fast answer is It depends. On what does it depend? Well
really how are you using the data and for what stocks.
First of all, Yahoo data is WYSIWYG, i.e. it doesn't adjust for splits, symbol
changes, etc. So if your principal use is to acquire a historic database
Hello,
Your formula is wrong. All delays in SetTradeDelays *must be the same*,
otherwise you could change the order of events (which is happening in
your formula).
Also for N-bar stop use ApplyStop, not ExRemSpan.
Correct formula looks as follows:
|*Buy* = 1;
*Sell* = *Cover* = *Short* = 0;
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