Hi All,
In the effort to capture all trades (e.g. all buys and sells no matter how many
are on the same bar), I convoluted some code and got it to work by manually
assigning buy/sells to bars. While it works to capture all trades, it's
messing with other parts of AB (drawdown calcs and
Hi All,
This has me baffled. I run an optimization and I end up with the Max. System
Drawdown greater than the listed Losers Total Loss. Here's the fields in
question.
Capital 100,000.00
Trade Size 10,000.00
Net Profit 5,315.42
Max. Trade Drawdown -2,615.84
Max. Trade
, michaels_musings wrote:
Hi All,
This has me baffled. I run an optimization and I end up with the Max.
System Drawdown greater than the listed Losers Total Loss. Here's the
fields in question.
Capital 100,000.00
Trade Size 10,000.00
Net Profit 5,315.42
Max. Trade Drawdown
. Then look at the charts for each of
the positions that were open at that date to see which symbols were dragging
equity down and which were pulling it up.
Mike
--- In amibroker@yahoogroups.com, michaels_musings michaels_musings@
wrote:
Hi Keith,
I think you missed what the data
Hi Mike (and anyone else wanting this),
It can be done. Took some hunting, but, here's two options...
(And unfortunately I lost the links to the bits and pieces to derive this, so
I'm leaving a bunch of extraneous comments and code in case one cares to
backtrack.)
Odd Tidbit:
AA.Export(
Hi Perumal,
This might help (but not exactly sure what you're trying to do)
http://finance.groups.yahoo.com/group/amibroker/message/151992
Regards,
Michael
--- In amibroker@yahoogroups.com, Perumal umrperu...@... wrote:
Hi
I tried to do individual optimization on a number of scrips in a
button to choose the old
backtester (backtests each symbol one by one, generating unique reports along
the way).
Mike
--- In amibroker@yahoogroups.com, michaels_musings michaels_musings@
wrote:
Hi All,
I'm trying to automate a set of single symbol optimizations. I want each
Having a bit of time, and being in a very similar boat as Rob, I geeked
Reinsley's chart a bit...
Top 20 processors, over 5,000 CPU Marks, Sorted by $/CPU Mark:
Processor CPU MarkPrice $/Mark
AMD Phenom II X6 1055T 5623$199.90 $0.0356
AMD Phenom II X6 1090T 6511$295.99
--- In amibroker@yahoogroups.com, Rob sidharth...@... wrote:
Hi TJ,
I am considering building myself a new computer system.
Hi TJ/Rob,
Has anyone used AB on an Amazon cloud?
( http://aws.amazon.com/ec2/ )
Not trying to jack the thread, but, the 3-5K for your new system might be
better
Hi Matthias,
I'm also curious about running mutli-ABs feeding one IB account. Can you post
the link to the Autotrading Forum here for those looking for follow ups?
Thanks,
Michael
--- In amibroker@yahoogroups.com, Matthias meridian...@... wrote:
Sorry, this was meant to be in the
--- In amibroker@yahoogroups.com, Rob sidharth...@... wrote:
But Mike, that would never be realistic for time critical real time usage
such as day trading for example...?
Hi Rob,
While my resultant question was regarding backtesting, for real time trading,
my thought would be, Why not use
Amibroker is giving Invalid Symbol error on back fill attempt for
I have backfilled this symbol last week with no problem.
I occasionally get similar errors during back fills for known good symbols when
I have an IB pop-up showing. (Seems mostly related to the symbol search
pop-up.)
the Open, depending on your settings.
Naturally, this would affect the performance and the availability of funds
for later trades.
Mike
--- In amibroker@yahoogroups.com, michaels_musings michaels_musings@
wrote:
Hi All,
I ran across this while doing code exploration. If I add
--- In amibroker@yahoogroups.com, Deepak Patade deepakpat...@... wrote:
Hellooo Guys,
How do iput in my afl,
1.Place order only after 11 am to 2pm.
Not after 2pm.
2.Donot enter call when the signal has come before 11 am
and
3.stay in the call if the signal has come before 2 pm. Deepak
Hi All,
I ran across this while doing code exploration. If I add
BuyPrice = False;
SellPrice = False;
to my .afl, then I get a different number of trades (and profits, etc.). With
it I get 56 trades and without it I get 25 trades.
Obviously I'd like to know if it should be
settings
for the equivalent flag.
Paul
--- In amibroker@yahoogroups.com, michaels_musings michaels_musings@
wrote:
refer to. Do I need a secret password or handshake?
-- Keith
On 7/7/2010 16:57, michaels_musings wrote:
Anyone know how to get the Backtester and Optimizer to include all
trades in their results? The code below (firstSystemPostCopy.afl)
initiates trades that get captured
--- In amibroker@yahoogroups.com, Mike sfclimb...@... wrote:
You have not indicated how you generated your log file (or at least it is not
showing up on the web forum). But, the backtester will reject trades due to a
number of settings that your log would appear not to be considering; e.g.
--- In amibroker@yahoogroups.com, Keith McCombs kmcco...@... wrote:
Michael --
I compared your trades with your log file. And observed that all
of your 'missing' trades attempted to buy on the *same* day as you
closed a previous trade. That is only a hint. See attachment.
Thank you,
--- In amibroker@yahoogroups.com, ang_60 ima_c...@... wrote:
Hi All,
Somewhat of a theoretical question, but is it possible to set multiple buys
and sells on a single bar within AFL code?
Hi Michael,
Point 1: I know it is possible to get multiple buys and sells on the same bar
I did something to mess up the display of the backtest output. After trying a
variety of things to reset it, including trying all three Result list shows:
(Trade list, Detailed log, Summary) and completely uninstalling all copies of
AB and reinstalling, it is still showing the Entry
Anyone know how to get the Backtester and Optimizer to include all trades in
their results? The code below (firstSystemPostCopy.afl) initiates trades that
get captured by the logfile, but they don't show up or get accumulated in the
Backtester or Optimizer. The results are from ~six months of
regards,
Tomasz Janeczko
amibroker.com
On 2010-07-05 21:50, michaels_musings wrote:
Hello Tomasz,
I believe you misunderstood my answer. I'm stating that writing a DLL is
not faster for a user* than installing a RAM disk driver application.
The thread is about how to speed up AB
--- In amibroker@yahoogroups.com, Tomasz Janeczko gro...@... wrote:
The quickest way to share lots of data would be memory mapped file, but for
that you would need to write a DLL.
Best regards,
Tomasz Janeczko
amibroker.com
Naw,
The absolute quickest way would be to use a RAM drive for
, recommended reading:
http://msdn.microsoft.com/en-us/library/ms810613.aspx
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-05 19:30, michaels_musings wrote:
--- In amibroker@yahoogroups.com, Tomasz Janeczkogroups@ wrote:
The quickest way to share lots of data would be memory
Hi Dave,
As I understand it, you can't.
The number of bars defines how large any array can be in AB. That said, you
can probably create a new var and shift it's values by shifting it's index. (
eg newVar[i-10] = ... )
Post the code for what you want to calculate and there's a good chance
Hi All,
Anyone else have a problem with the IB plugin not acknowledging that symbols in
the Realtime Quote (RT) window were either deleted or replaced? e.g. the IB
plugin keeps using the first entered RQ list when Backfill All RT quote window
symbols is issued, no matter what is now in the RT
Hi Angelo,
Yeah, I had read both of those before asking, and I see that I should have
stuck with using multi-sells for my examples all the way through.
backtestRegularRawMulti - ... Sell/Cover exit all open positions on given
symbol ...
So, I guess (without losing trade times*) there isn't
Hi gmorlosky,
This is what I got from supp...@ab for a kinda similar question, which seems to
indicate there's settings in the registry which might be causing the issue:
2)
If you want completely separate installations, then please install AB once
again into another folder (or just make a
Hi Sanjiv,
I also just recently had problems trying to use prec(), floor(), and round().
I sidestepped all of them with jury rigging int().
This is what I ended up with :
buyPriceMin = int( ( symbolsLow * ( 1 - pctMax ) ) * 100) / 100;
You'll have to modify it to meet your needs...,
Michael
Hi Mark,
I'm already using 1-minute bars, but you have given me the thought that I could
possibly 'TimeFrameExpand' to get access to more bars within the single minute
period? I'll have to play with that...
Thanks for opening the box,
Michael
--- In amibroker@yahoogroups.com, Mark Hike
Hi All,
Somewhat of a theoretical question, but is it possible to set multiple buys and
sells on a single bar within AFL code?
# # #
From what I understand, I'm thinking not, because Sell[i], SellPrice[i], etc.
are singular elements, but figured I'd ask if there is a way to game the
arrays,
Thanks Mike,
You've been a great help, and this might be my new mantra, Everything is an
array in AB!
And it's just test code so I can learn how and why AB does what it does, so I'm
not real concerned about CPU cycles or code efficiency per se. The looping
also solved the chicken and egg
The methods to use the AmiBroker IB plugin for automatic downloading of
historical, 1-minute data is scattered far and wide. Since I needed to do it
for myself, I wrote this up for the next newb to AB who wants to do the same...
Objective
This document will identify the method to automate
Hi all,
I'm a long time coder (30+ years), but I'm apparently not understanding AFL
correctly. I'm trying to get the testing code below to specifically open and
close positions at set prices, and I thought I had dug through enough manuals
to have that happen, but it doesn't?
The systems is
Hi Tomasz,
I've seen this statement several places in regards to IB
Historical data requests can go back one full calendar year.
and in my backfilling for 180 days of 1-minute bars through AB, I some times
get data that is older than 180 days. Which is nice as it makes testing more
valid.
Hi Mike,
Thanks for the link. Not that I wanted to be writing at the low level custom
backtest object, but if ya' gotta, ya' gotta...
As a note (warning?), I tried the code on that page, Appendix C - Lichello AIM
Algorithm and it seems to have wiped my database. After I reloaded the db
from
Hi All,
I'm new to AmiBroker, but it does seem to be a very useful backtesting package.
While writing a backtesting script, I hit a snag on how to identify when the
last period the system had a SELL in. I also am not sure if the code I pulled
in for activating a Stop Loss is correct.
Can
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