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Suheng Kapan di adakan di surabaya?
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-Original Message-
From: Hok1 limh...@gmail.com
Sender: amibroker-4-bei@yahoogroups.com
Date: Thu, 5 Aug 2010 09:29:10
To: amibroker-4-bei@yahoogroups.com
Reply-To: amibroker-4-bei@yahoogroups.com
Subject: [Komunitas
attachment: Chart.png
Bgmn klo hitungannya 09.30-13.30 == 4 jam (240 menit)
kelebihan waktu di sesi 2 hrsnya tdk jd masalah
Just an idea :)
--- In amibroker-4-bei@yahoogroups.com, Christopher Tahir chris_ta...@...
wrote:
Nah, menurut hitungannya =
09.30-12.00 = 2.5 jam
13.30-16.00 = 2.5 jam
So, boleh
RESEND
Coba cek di AFL Library... ada AFL namanya* 2 Timeframes Candlestick Bar
Chart*
Siapa tau ada yang bisa dipakai...
2010/8/5 i_praset...@yahoo.com.sg
Setelah saya jajal langsung untuk per 2 jam (120 menit) menghasilkan 3 - 4
bar per hari. Untuk yang 3 jam (180 menit) menghasilkan
Pak ES itu matrix dari AFL? Bisa dijelaskan proses oprekannya?
Sent from my BlackBerry®
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-Original Message-
From: Eco Syariah esyar...@gmail.com
Sender: amibroker-4-bei@yahoogroups.com
Date: Thu, 5 Aug 2010 10:23:10
To: ESesyar...@gmail.com
Reply-To:
*Assalaamu'alaykum,
*
*
*
* MARHABAN YAA RAMADHAN
MENJELANG IBADAH PUASA RAMADHAN 1431 H**
KAMI SEKELUARGA MOHON MAAF SETULUSNYA
SEMOGA PUASA KITA DIRIDHOI ALLAH SUBHANA WA TA'ALA... AAMIIN
Wassalaamu'alaykum*
Benar dari AFL... yang ngoprek bukan saya... AFL nya ada di Library atau
internet dengan nama HeatMap...
Seperti yg saya email kemarin... ranking saham bisa berdasarkan bbrp
pilihan... diantaranya %Change, Close, Volume, Dollar Volume, ADX...
selengkapnya ada di AFL itu...
Bisa segala timeframe
http://sahampemenang.blogspot.com/2010/08/view-ipo-berau-coal-energy-by-reliance.html
Mau tanya, ini untukintraday data ya? kalau data dari amiquote bisa dibikin
jadi intraday atau tidak ya?Biar telat gak apa-apa sih!
2010/8/6 Yanto yu_...@yahoo.com
Bgmn klo hitungannya 09.30-13.30 == 4 jam (240 menit)
kelebihan waktu di sesi 2 hrsnya tdk jd masalah
Just an idea :)
Dear friends,
is there anyone having some experiences with parameter of optimization?
Look at the afl below:
/
firstvar = Optimize(Firstvar,1,1,20,1);
Secondvar = Optimize(Secondvar,1,1,firstvar,1);
Buy = Sell = True;
Hi.
I am asking for help in translating a this simple Volatility system:
{ Entry Orders }
Buy at Open of next bar + AverageTrueRange (4) * 1.2 ;
Sell at Open of next bar - AverageTrueRange (4) * 1.2 ;
{ Exit at second Profitable Close }
If Market Position is long and second of profitable
Hello,
You should use
firstvar = Optimize(Firstvar,1,1,20,1);
Secondvar = Optimize(Secondvar,1,1,20,1);
Buy = Sell = True;
Exclude = Firstvar SecondVar; // this specifies what combinations to exclude
from result list
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-08-05 08:17,
Hello,
1. Does not make difference
2. Yes it can handle that
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-08-05 05:26, XIAOFEI wrote:
It is a great discussion!
I plan to use i-7 pc to trade no more than 10 futures. For each afl formulas
are short and simple. I would like to have
Hi
I'm hoping someone out there in AmiBroker land might be able to provide some
guidance.
I've spent the last few months learning AFL and have slowly put together the
code to backtest a system for which I have almost 30 years of actual trades.
The system has 10 different patterns for trading
I want to find out the three highest highs for the past 100 periods. Highest
give only the top value, how can I get the next highest value and the next?
Thanks,
Dennis
hI JERRY
THANK YOU FOR THE CODE and your helping spirit.
i AM EXAMINING it for use on stocks.
It looks good.
It is working.pretty well made.
regards
ford
--- In amibroker@yahoogroups.com, Jerry Gress pleasenospample...@... wrote:
Hello,
Below is my way for the 6e futures which is 4 decimal
hi rvlv,
thanks for posting it as requested.
regards
ford
--- In amibroker@yahoogroups.com, rvlv r...@... wrote:
Hi afl experts
please help with this code
thanks for your time
ford
I have stochastics
I want to locate buy condition
buy = stoch 20 and stoch 20 and rising or flat
Hi Kusnadi --
For an alternative method to insure that the second variable is always
greater than the first, change this code:
///
firstvar = Optimize(Firstvar,1,1,20,1);
Secondvar = Optimize(Secondvar,1,1,firstvar,1);
Buy = Sell = True;
Hi,
I am trying to use Ned Davis' slope rule to determine if the
market is up or down.
The market is bullish when the ^DJU - 27 week simple moving
average has been trending down and then rises by any amount
(i.e. reverses).
( Then the variable djupermit should be assigned a value of 1.)
The
Hi Howard,
Thanks for your afl,t is really smart idea
Regards
Kusnadi
--- Pada Kam, 5/8/10, Howard B howardba...@gmail.com menulis:
Dari: Howard B howardba...@gmail.com
Judul: Re: [amibroker] The Speed of Optmization
Kepada: amibroker@yahoogroups.com
Tanggal: Kamis, 5 Agustus, 2010, 10:13
Hello,
I wonder if there is a way to have AB run a sensitivity-directed
optimization such as in IO at this point?
Im asking since I don´t run the most current release of AB.
Thanks
Markus
Abbie,
Instead of wandering around in loop land think about arrays (see Users Guide
for array discussion). Then something along these lines would give you Davis'
rule:
change = Param( Change, 1.005, 1, 1.01, .001 );
citLow = IIF( MA( C, 27 ) Ref( MA( C, 27 ) , -1 ), 1, 0 );
citHigh = IIF(
Oops, left some dead code in (i.e., change). You can use change to specify
the minimum amount of change needed to meet the condition by modifying as
follows:
citLow = IIF( (change * MA( C, 27 ) ) Ref( MA( C, 27 ), -1 ), etc.
You could also play around with the Ref() lookback by replacing -1
Without looking at your code...
Try going to Backtester Settings: Portfolio: and then enable Add artificial
future bar (allows to see tomorrow's trade picks)
Then run your AFL as a Backtest instead of an Exploration.
--- In amibroker@yahoogroups.com, sancra01 sancr...@... wrote:
Hi
I'm
Howard --
There are two problems with your solution:
1. You still get 400 optimizations instead of desired 210.
2. Secondvar is not conveniently numbered.
-- Keith
On 8/5/2010 11:13, Howard B wrote:
Hi Kusnadi --
For an alternative method to insure that the second variable is always
Hello,
I spent a good deal of effort creating a very useful smooth moving average
filter that was also fast. It is based on the John Ehlers Adaptive Laguerre
Filter. I started with some code from Mich in the AB library a couple of
years ago.
Mike,
My intent is for charting. I will search for pivots to see what's in the
group's prior mails.
Thank you for the response.
Howard
--- In amibroker@yahoogroups.com, Mike sfclimb...@... wrote:
Hi,
What you're asking for is usually quite difficult to obtain without looking
into the
Dennis,
I was forced towards programming a DLL because I had a critical algorithm that
required a triple nested loop structure. I tried is as an array structure in
AFL (it is possible) and as a loop structure in AFL. In the end I moved towards
a C++ DLL and I don't recall the precise speed
Jeff,
Thanks for your perspective. Can you share some more insights on this, and
additionally direct me to some book(other than Ralph Vince) which teaches
behind the mathematics behind this kind of optimisation? [I had taken a basic
course in Linear Programming and Optimisation in college, so
OK I tried that but I'm getting no difference in my backtest results.
I noted a day (prior to making the change) that had an Entry signal in orginal
backtest results. I then made the change to the Artificial Future bar and ran a
backtest on the day before. I don't see the entry signal (Open
Hi Gang,
I'm evaluating a simple day trading concept and I need a quick and easy way to
exit the trade at 1255 hours. What code do I need to exit either short or long
near EOD.
TIA
SId
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