Hello,
I have been offline so I am not sure what has transpired.
FTR
Actually this thread also contains a sub-thread, posted by Robert Griggs, on a
presentation/workshop to be given by Howard, in Melbourne later this year.
Following the links, from this thread, I found that Howard will also
, if you were prepared to spend 4 grand on the workshop,
should at least spend another two on the land down under, and taste a
vegemite sandwich.
http://www.youtube.com/watch?v=DNT7uZf7lew
Isnt Tomasz coming.
--- In amibroker@yahoogroups.com, brian_z111 brian_z111@ wrote:
Hello,
I
Howard,
You must be aware of the approximations used by cartograhers and also 'northern
hemisphere bias'.
Usually we (those of us who know how the world really works) do not give out
this information (we don't want 'DownUnder' to be discovered and invaded), but
since you are a friend:
-
just give up. Even when writing they
love to hear their own voices.
- Original Message -
From: brian_z111 brian_z...@...
To: amibroker@yahoogroups.com
Sent: Tuesday, July 21, 2009 6:18 PM
Subject: [amibroker] Re: NAAIM Presentation -- How to Build an Effective
Trading System
Pete,
I guessed you were working during the week.
I have Crabels stuff here and I am interested in his 'style' so I might have a
go at it if you get stuck, time permitting.
--- In amibroker@yahoogroups.com, Pete dryhe...@... wrote:
Ed, Brian,
Thank you so much for the very detailed
a moving average without jumping through all of these
time hoops.
thanks again for your input. I'll let you know if that last bit works
out.
Pete :-)
--- In amibroker@yahoogroups.com, brian_z111 brian_z111@ wrote:
Pete,
Initially I was just thinking to eliminate
Pete,
I am based in Aussie and use eS, who use UniversalTime.
So, for the US, I am either 14 hours or 15 hours ahead, depending in whether
the US is in daylight saving mode or not.
Here is what I do (hope it helps you):
- eS 1 min database
- I use the SPY and show volume, with session
.
--- In amibroker@yahoogroups.com, brian_z111 brian_z...@... wrote:
Pete,
I am based in Aussie and use eS, who use UniversalTime.
So, for the US, I am either 14 hours or 15 hours ahead, depending in whether
the US is in daylight saving mode or not.
Here is what I do (hope it helps you):
- eS 1 min
Pete,
Initially I was just thinking to eliminate the possibility that it is anything
to do with DatabaseSettings. It looks like we have done that (it seems that we
are agreed that the settings are not the issue and we can focus on the code)?
Yes, let's see what others have to say.
In the
Gidday Tom,
One possible reason (as a rough guess):
- assuming you are using intraday data of same kind
- in chart mode you have daily view selected i.e. view market hours only ... so
charts automatically 'ignore' after market hour data?
- in BT mode,you have to specify, via code, if you want
Hello chenpuias,
For visual use that approximates what you would see in higher timeframe
(macrobars):
- for example, weekly SMA in daily charts
- one week == 5 daily bars (in normal situation)
- therefore plotting an MA(close,50) on a daily bar chart will approx ==
MA(C,10) on a weekly chart.
Hello manoj jain,
For an example of dynamic stops please refer to (scroll down to dynamic stops):
(http://www.amibroker.com/guide/h_backtest.html
Here is an article, written by Tomasz, on how to plot dynamic stops you
will need to adapt the method for your particular example.
If you are a
, as percent
//Plot(VyPercent,Volatility%,1,1);
PS = 1 + VyPercent/100;//ProfitStop
SL = 1 - VyPercent/100;//StopLoss
//Plot(PS,ProfitStopVolatility%,colorBrightGreen,1);
//Plot(SL,StopLossVolatility%,colorRed,1);
--- In amibroker@yahoogroups.com, brian_z111 brian_z...@... wrote:
Hello manoj jain
Janhaus,
Herman will enjoy sipping his first coffee, more than ever, when he wakes up
and reads your post.
I started picking up on this over the last six months or so post the crash
of 2008, which was the first crash I have traded through so it was a very
instructive time for me . in
// Now the loop
end = SelectedValue(bi);
start = end-100;
for (i=start; i=end; i++)
{
}
// NOTE - assumes at least the following
SetBarsRequired(100,0)
I don't know if it is viable idea but I like the idea of processing any part of
the array that is in current execution (full database
is realisable with current backtester with more or
less coding.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: brian_z111 brian_z...@...
To: amibroker@yahoogroups.com
Sent: Saturday, July 11, 2009 5:09 AM
Subject: [amibroker] Re: Multiple Strategy System
Dave, Sanjay, interested parties.
Dave,
Looks like you are a happy camper with your new gear.
This post is not specifically for you ... I put it here because it is topical
to the subject and some other recent posts:
- it uses a cheats version of recursive formulation (equivalent to Metastocks
Tomasz,
I haven't experienced the problem but that is outstanding customer service.
Thanks.
--- In amibroker@yahoogroups.com, Tomasz Janeczko gro...@... wrote:
Hello,
A symbol-lock beta available now:
http://www.amibroker.com/devlog/2009/07/10/amibroker-5-26-5-beta-released/
I
in its seprate virtual account).
Old backtester is still accessible usign drop down arrow on the Backtest
and Optimize buttons in the AA window.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: brian_z111 brian_z...@...
To: amibroker@yahoogroups.com
Sent
that a MB requires.
The Trade Matrix (still the same whatever it is called) can also be used for
other analyses, besides Protfolio Modeling, within or without AB.
--- In amibroker@yahoogroups.com, brian_z111 brian_z...@... wrote:
Tomasz,
Thanks.
I hadn't noticed that I will have
David,
If you could rename tickers internally would it help?
I am pretty certain that the only way to internally rename tickers is via OLE
I think there was some discussion and a post or two.
Possibly Dingo was involved in posting the CBT code?
I think you could also run an ATC and just
Hello Ang_60,
after a while ( Brian) went 100% out of subject. mostly talking about
the maths of portfolio optimization and not about finding a practical
way to do it in Amibroker)
I am biased towards a mathematical solution.
Why?
Quoting Howard, who was speaking about the
positions.
Regards,
David
--- In amibroker@yahoogroups.com, brian_z111 brian_z111@ wrote:
Hello David,
Thanks for keepting discussion on this issue going.
I tried MSA a few years back thought it was one of the better tools
around. It seems to have developed a bit since
Tomasz,
Is there a way I could optimize() PostionSize for both strategies
simultaneously e.g. when Strategy 1 is invested with 1% of Portfolio then
Strategy 2 is invested with the balance of the account i.e. 99% and so on for
all values or a selected range of values?
I am not sure where to
Angelo,
No not annoying apologies for being brusque.
Nothing to say Vince/Markowitz is the best.
I am making my own solutions anyway I am nervous about reliance on
correlation and old models .. I think I need something else.
Also I prefer my own models because I understand what I have
symbol setup like point values and margin requirements.
Regards,
David
--- In amibroker@yahoogroups.com, brian_z111 brian_z111@ wrote:
Thanks,
It is very helpful to me to find out how traders are actually doing it
(instead of just talking about it, as Ang points out).
I am
follow every single move, in the 2008 market 'crash' closely but
looking on, as a casual observer, it seems that the only non-correlated assets
were cash, treasuries and the US dollar.
Did anyone notice any others?
--- In amibroker@yahoogroups.com, brian_z111 brian_z...@... wrote:
Thanks
Thanks for bringing this up .. noticed the attachments on the web the other day
and wondered if people in general knew about it.
Does this summarize the situation:
option 1 - emailers get a link and webbers get the whole box and dice (list or
thumbnail with attached message).
option 2 -
Hello Soham,
We recently had a big discussion that revolved around this subject.
Mainly it involved a difference of opinion on what constitutes a PortfolioModel.
Any solution depends on what your objectives are with regard to your Porfolio
and what mathematical formula models those objectives.
I don't know if it is my imagination but I seem to remember that advanced
search was somewhat limited.
It now allows searchs like System Performance Indicators.
I think this is a new feature that many might not have noticed sneak in quietly.
Hello David,
Thanks for keepting discussion on this issue going.
I tried MSA a few years back thought it was one of the better tools
around. It seems to have developed a bit since then.
It has been reported in this forum before (as a MonteCarlo tool).
A couple of questions to help me
Hello Christian,
My impression is that AB doesn't seem to allow this 'off the shelf'.
I used to do this type of thing quite easily in Metastock (even if it did take
all week).
I had a quick look at this the other day because I wanted to post some code for
Sanjay (I wanted to demo the different
that I think about it the most likely scenario appears to be that
the providers compress their tick data according to our needs (AB communicates
with them via the plugin and 'tells' the provider what timeframe we want to
use).
--- In amibroker@yahoogroups.com, brian_z111 brian_z...@... wrote
to use solution (not only arrows but actual
dynamic stop level plotted on chart):
http://www.amibroker.com/kb/2007/03/24/how-to-plot-a-trailing-stop-in-the-price-chart/
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: brian_z111 brian_z...@...
To: amibroker
sense to update chart more often than about 10 times
per second
because human perception is limited to that rate.
Best regards,
Tomasz Janeczko
amibroker.com
brian_z111 wrote:
Going by what Tomasz said:
Plugins do send updates if certain market is closed because
a) if you open
Thanks Herman,
I didn't pick up the capture from the web messages.
Is it an attachment or image ... I can probably get it later from Purebytes?
Very interesting.
My instinct so far has been to simplify my needs so I only need short code ...
it seems that others are doing the same.
Array
Hi Herman,
I was starting to probe the subject of 'optimal RT performance' in Dennis's
thread. Trading systems has to be at least as important as desiging them and
all trading is RT!
It is hard for me to stay on the page because a matrix starts to appear, in my
concsiousness, and I can see
Hello Kusnady,
To plot with an XShift of 5 use it like this:
Plot( C*1.05, close, colorRed, style = styleLine,0,0,5);
0, and 0, are not doing anything, in this example, because I am not using style
own scale, but they still need to be there if I want to shift.
On the other hand the last
Something along these lines might do the job:
P = Ref(ROC(C,1),-1) 0 AND ROC(C,1) 0;//Peak
T = Ref(ROC(C,1),-1) 0 AND ROC(C,1) 0;//Trough
//Plot(P,P,1,1);
Plot(T,T,colorRed,1);
Flag = IIf(P == 1,2, IIf(t == 1, 1,0));
//Plot(Flag,Flag,1,1);
BST = BarsSince(Flag == 1);//BarsSinceTrough
I was speculating on which line of code is the most frequently used AFL.
I would like a zloty for every time I have typed:
Plot(variable,variable,1,1);
-in string arrays.
BR,
Dennis
On Jun 25, 2009, at 6:41 PM, brian_z111 wrote:
I was speculating on which line of code is the most frequently used
AFL.
I would like a zloty for every time I have typed:
Plot(variable,variable,1,1);
don't
know if I can handle it.
Thanks for your help,
Tom
--- In amibroker@yahoogroups.com, brian_z111 brian_z111@ wrote:
Hello Tom,
The definitions, for the metrics, are in Howard Bandy's QTS book.
I believe they are also in the help manual
now which is 100 ounces
of gold. Gold has swings of $10 to $20 during one bar. Once I saw a swing of
$50 in one bar.
So on one contract, I have been up $1500 and during the next bar, I will be
down $500.
Tom
--- In amibroker@yahoogroups.com, brian_z111 brian_z111@ wrote:
I am
Mubashar,
Thank you very much and also for your previous encouraging comments.
Cheers,
brian.
--- In amibroker@yahoogroups.com, Mubashar virk mvir...@... wrote:
You are doing it fine. And thank you for that.
From: brian_z111
Sent: Wednesday, June 24, 2009 6:26 AM
To: amibroker
The K-Ratio description is out of date. The formula has since been revised
such that (according to Howard Bandy) 0.15 or better is good.
From his last book it was revised to 0.50 (from 1) ... Kestner thinks K-ratio
and Sharpe Ratio are the most important.
brian.
--- In
I am curious about your post.
You know how to calculate the metrics included with AB but you don't understand
them?
In spite of that you managed to return approx 320% in a year?
You system has the most important metric working for you ... you have the money
in the bank.
On top of that you did
that I was ready to quit when I lost over $11,000 so that I
why I am worried about the risk. On 2 contracts, that would be $22000. I
don't know if I can handle it.
Thanks for your help,
Tom
--- In amibroker@yahoogroups.com, brian_z111 brian_z111@ wrote:
Hello Tom
Hello Tom,
The definitions, for the metrics, are in Howard Bandy's QTS book.
I believe they are also in the help manual (not certain about that).
That is a good place to start.
In my experience we have to make the metrics our own, so to speak, by learning
how they are calculated and then
A reminder that the zboard is a site with some educational material for
non-mathematicians who are interested in applying statistical analysis to
trading.
Occasionally new material is added.
The zboard is a (NewAge) ebook without a formal structure of any kind ... even
the author doesn't know
This may be true for your brain, but not for a mechanical trading system ...
True, mechanical system analysis takes the subjective factor out of the
equation, provided the practitioner doesn't inadvertently let subjective
analysis creep in.
Mechanical system analyses are performed by people
... is there something wrong with the Yahoo data I used?
--- In amibroker@yahoogroups.com, brian_z111 brian_z...@... wrote:
What I am headlining here is that looking back,at 9 years of data, the best
MA system was 'trendfollowing' then, only 1.5 years later the best MA system
was turned
an algorithm and
settings that are robust to whatever the market throws at me. I
don't like being fooled by randomness!
BR,
Dennis
On Jun 19, 2009, at 8:10 PM, brian_z111 wrote:
OR
... is opt correctly flagging something about market behaviour or
system trading that I don't
sense.
I think you'd like the book, it's very approachable, and all the maths
is hidden away in the back.
Z
From: brian_z111 brian_z...@...
To: amibroker@yahoogroups.com
Sent: Thursday, 18 June, 2009 3:46:20 PM
Subject: [amibroker] Re: Benchmarking
don't believe that most RNG synthetic series take this into account.
Is randomness real? I don't think so. I think it's just stuff that we don't
understand the flow of.
Z
From: brian_z111 brian_z...@...
To: amibroker@yahoogroups.com
Sent: Thursday
@yahoogroups.com, brian_z111 brian_z...@... wrote:
In terms of RNG data, Mandelbrot argues that prices have a memory
and I don't believe that most RNG synthetic series take this into account.
Yes, that is where I got up to in my thinking, except I was doing it at a
more abstract level.
I looked up
What kind of group work are you talking about .. what kind of project would
you be working on?
(I am interested in group dynamics, especially groups that operate with what I
call 'group consciousness' as a result of your post I have decided to call
groups that function like this
of the delete button :-)
--- In amibroker@yahoogroups.com, brian_z111 brian_z...@... wrote:
What kind of group work are you talking about .. what kind of project
would you be working on?
(I am interested in group dynamics, especially groups that operate with what
I call 'group
You are definitely at the cutting edge of working in, and with, trading
groups no doubt the trading capability of your group, or at least the
potential, exceeds mine.
It just happens that I don't have the capacity to work in trading groups ... I
am too grumpy for a start.
I think that
and publish what I
wanted when I wanted.
--- In amibroker@yahoogroups.com, brian_z111 brian_z...@... wrote:
You are definitely at the cutting edge of working in, and with, trading
groups no doubt the trading capability of your group, or at least the
potential, exceeds mine.
It just happens
snipI don't think I implied anywhere that our group is as far advanced as you
suggest. We've got a very long way to go to get anywhere near that level of
accomplishment.snip
Distributing signals, processing etc amongst a group of traders, geographically
dispersed, would require a very
.
--- In amibroker@yahoogroups.com, progster01 progs...@... wrote:
--- In amibroker@yahoogroups.com, brian_z111 brian_z111@ wrote:
Distributing signals, processing etc amongst a group of traders,
geographically dispersed, would require a very advanced group dynamic.
That might hinge on what
think it also demonstrates that if PoF (PowerFactor) is a better CoreMetric
than ProfitFactor it will need to be standardized on a returns/time basis
(choose your time period = the basetimeframe you trade ... PoF is related to
GeoMean per bar?)
--- In amibroker@yahoogroups.com, brian_z111 brian_z
of this but it is too early anyway ... I
need to make a lot more observations before it is time to hypothesis.
--- In amibroker@yahoogroups.com, brian_z111 brian_z...@... wrote:
This is the first time I have optimized or used any kind of synthetic data in
AB ... so far I haven't used any sophisticated methods
of the
SP are random, from one perspective, and non-random from another (Yahoo EOD -
10 years, eSignal RT 6 months various timeframes).
--- In amibroker@yahoogroups.com, brian_z111 brian_z...@... wrote:
Mandelbrot is a math prof from NY ... his progressive ideas are opposed by
some
It's built insee charts indicators Zig
--- In amibroker@yahoogroups.com, lucianomt lucian...@... wrote:
Could somebody post the code for the ZigZag indicator? Thanks!
So far I haven't had the need for long algorithms, or a lot of them, but I have
found that maintaining AFL files lacks a few tools.
Admittedly I am a messy worker and only saved by the fact that I don't archive
other peoples code and don't archive all of my own forever.
Up until now I have
A lot of the heavy hitters collect and archive code from this forum etc and
manage their snippets via third party software I assume they cut/copy and
paste snippets as required e.g. Herman and others use Infoselect.
--- In amibroker@yahoogroups.com, brian_z111 brian_z...@... wrote:
So
Plot Barcount, Cum(1) and BarIndex() and you will see it all.
If you see anything you don't understand ask again.
BarIndex() is dynamic in indicators.
Plotting is my debugger.
--- In amibroker@yahoogroups.com, donpickdonpick donpi...@... wrote:
Below is some code which finds buy and sell
.
That is not my style ... I like to keep my computers clean and simple with a
short program list (load Windows, load Office, Load AB and away I go.
--- In amibroker@yahoogroups.com, brian_z111 brian_z...@... wrote:
A lot of the heavy hitters collect and archive code from this forum etc and
manage
of getting around it with naming
conventions.
Take care.
RZ
From: brian_z111 brian_z...@...
To: amibroker@yahoogroups.com
Sent: Thursday, 18 June, 2009 9:04:41 AM
Subject: [amibroker] Re: A question of style
A lot of the heavy
From: brian_z111 brian_z...@...
To: amibroker@yahoogroups.com
Sent: Thursday, 18 June, 2009 10:29:40 AM
Subject: [amibroker] Re: A question of style
Searching the code is an issue - I'm sort of getting around it with naming
conventions.
Yes, but that only takes you so far
Following recent discussions on benchmarking and using rule based systems to
engineer returns to meet 'clients' profiles i.e.Samantha's MA(C,10) example, I
did some follow up RD with the intent of expanding the examination a little
further via a zboard post.
I may, or may not, get around to
),MA(C,fast));
//Short = Sell;
//Cover = Buy;
--- In amibroker@yahoogroups.com, brian_z111 brian_z...@... wrote:
Following recent discussions on benchmarking and using rule based systems to
engineer returns to meet 'clients' profiles i.e.Samantha's MA(C,10) example,
I did some follow up RD
Another challenging subject (3 weekends in a row).
Initially I thought you were asking a question, or questions, about
benchmarking, in its various forms, but I see now that you also seem to be
asking about which evaluation metric is the most suitable to measure the
'goodness' of your stops?
Howard's QTS book has some good seed ideas pity he didn't ahve another few
hundred pages to expand on them.
Benchmarking the exits was one of them ... I don't think his single page did
the subject justice.
I am privately deconstructing the idea and it appears you are going down the
same
I am following this discussion because I think it is an example of reworking
some a math algorithm, or industry wide indicator, into an AFL friendly format.
I have been mulling over this point since RZ raised the issue of the Median()
function and NumericalRecipes came into the discussion on
Nice work Bruce.
I was trying to make up my own algebraic equivalent in lieu of a reference
source, or sources.
Did you get 'your' version of StDev from a reference of is it your own work?
--- In amibroker@yahoogroups.com, bruce1r bru...@... wrote:
Herman, Mike, all - just checking in and
amibroker.com
- Original Message -
From: brian_z111 brian_z...@...
To: amibroker@yahoogroups.com
Sent: Monday, June 15, 2009 12:06 AM
Subject: [amibroker] Re: How to code a Adaptive StDev()
Nice work Bruce.
I was trying to make up my own algebraic equivalent in lieu of a reference
bit IEEE.
And no, there is no penalty for calling functions in the plugin.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: brian_z111 brian_z...@...
To: amibroker@yahoogroups.com
Sent: Monday, June 15, 2009 12:43 AM
Subject: [amibroker] Re: How to code
SetBarsRequired( 500, 0 );
I have noticed that while the manual indicates that SBR is a legacy function
(left over from scripting days?) a lot of people still use it ... now I see why.
Thanks to all ... discussion on custom coding of Median()/adpativeStDev was a
very good AFL study piece for
I am happy with the outcomes because my preference is to learn the underlying
principles, and gain understanding, so that I can make any number of solutions
in the future, rather than looking for someone to give me an off the shelf
solution. I don't archive anything ... hardly even my own
.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: brian_z111 brian_z111@
To: amibroker@yahoogroups.com
Sent: Monday, June 15, 2009 12:06 AM
Subject: [amibroker] Re: How to code a Adaptive StDev()
Nice work Bruce.
I was trying to make up
You are so right about the educational hole in AB when it comes to debugging.
I have just blissfully gone along without it because there is no obvious
tutorial for it (there are so many learning challenges within AB that I don't
go looking for trouble ... if I don't understand it and can't find
in Bangladesh. So it
was either coincidence or overoptimisation.
BTW Brian
Seen one fractal - seen 'em all!
Z
From: brian_z111 brian_z...@...
To: amibroker@yahoogroups.com
Sent: Saturday, 13 June, 2009 10:43:50 AM
Subject: [amibroker] Re: Random
I downloaded GE to check it for you.
Note that, if my memory serves me correctly, we don't see the data on the
server that AQ downloads it is seperate to the webpages that we are viewing
i.e. AQ is not scraping the page so data can be different on the website to
the data we get.
I understand Yahoo can get frustrating.
I checked it for you.
Yes, there is a problem with SBS fundamental download (as of 12/06).
If you go to the AQ/Downloads folder make a copy of SBS.aqfe and .aqfn and
then rename the extension so they open in a CSV reader (excel) you can see that
For EOD.
QuotesPlus is the only AB supported provider who has fundamental data (US
stocks only?). It is years since I tried their service but I think they have
some history, on the fly, and you can save to local database as well I
think they also have an historical base to get you
Hello Eric,
I am not the full bottle on this because I seldom us PlotShapes but since no
one else answers.
PS works anytime if you overlay.
It doesn't require that the variables are Buy/Sell
Yesterday I used (apdapted from the AB help manual)
shape = PL* shapeUpArrow + PH * shapeDownArrow;
What I am saying is that IMO you are conducting some worthwhile trading
research but you are testing several components at the same time ... try
separating them:
- optimising a system that uses random entries will provide you with specialist
knowledge about optimisation
- optimising your
Hello gmorlosky,
Not sure where you are going but since you seem to be hitting the wall:
I have to do some guessing here:
- last time I checked AB fundamental data import it worked exactly as Tomasz
explained it in his recent post
- fdata is not stored historically ... only the current value
There are two classes of issues in your AFL - an algorithm/math issue and a
looping issue.
Commentary on the math issue:
(I have always liked the teaching method of historically preserved aphorisms,
with additional commentary added at a later date, since I first read some of
the eastern
Yes, when I have 'sync chart on select' ON, and I want to scroll through the
charts using the keyboard arrow, the best I can do is to make the AA window as
small as I can (mouse drag) and then drag the window to the corner of the
screen to get it out of the way. there is a limit to how
That's an image that will stay in my mind for a while.
The kids got some talent ... probably wasted in that job.
I thought bonds were up because the buyer has to buy and the seller knows it?
--- In amibroker@yahoogroups.com, Yuki Taga yukit...@... wrote:
Finally, the notion that the market
.
When we 'plot' an MA(C,10) line everything else is measured relative to this
construct.
--- In amibroker@yahoogroups.com, brian_z111 brian_z...@... wrote:
Thanks for that Howard.
Samantha's topic was an excellent study piece, both from a technical and
behavioural perspective, and now
language, because we are habitualized to thinking in AFL and using in
our prose is a natural extension.
A labourer once said to me,Habits are easy to manage, just start a new one.
--- In amibroker@yahoogroups.com, brian_z111 brian_z...@... wrote:
For the trading philosophers (on modelling
Thanks for that Howard.
Samantha's topic was an excellent study piece, both from a technical and
behavioural perspective, and now it continues here.
There were a lot of behavioural issues highlighted by the discussion it
would take me quite a while to canvass them all and I am not sure
that track for
a whileand check out the other 1500 references to loop in the email
group.
Thanks again...
Robert Z
From: brian_z111 brian_z...@...
To: amibroker@yahoogroups.com
Sent: Friday, 5 June, 2009 2:57:43 PM
Subject: [amibroker] Re: Newbie
,i),i);
}
Thanks for your help once again!
Robert Z
From: brian_z111 brian_z...@...
To: amibroker@yahoogroups.com
Sent: Friday, 5 June, 2009 5:00:41 PM
Subject: [amibroker] Re: Newbie Array / Looping Question
snipMedian
and bring it in with a foreign()
when required or perhaps an ODBC call.
Anyway, I might leave it on the backburner for now and keep exploring
the rest of AB. Still lots to have a look at!
Z
From: brian_z111 brian_z...@...
To: amibroker
Steve
- Original Message -
From: brian_z111 brian_z...@...
To: amibroker@yahoogroups.com
Sent: Friday, June 05, 2009 3:00 AM
Subject: [amibroker] Re: Newbie Array / Looping Question
snipMedian() wants a number as its second argument. (The manual is
clear!)snip
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