[amibroker] Adding Noise and Testing Indicators

bump --- In amibroker@yahoogroups.com, toddk63 todd...@... wrote: I plan to add noise to my data using Howard Bandy's methods outlined in Quantitative Trading Systems. I will add noise to Open, High, Low and Close arrays. The system I am testing uses the following indicators that takes

[amibroker] Re: Adding Noise and Testing Indicators

Thanks to both Tomasz and Herman, What I hear you both saying is that it is possible to reassign OHLC to a different value with ex: Open = Open + x. I wasn't sure if OHLC was sacred and could not be modified. Thanks, Todd K.

[amibroker] Adding Noise and Testing Indicators

I plan to add noise to my data using Howard Bandy's methods outlined in Quantitative Trading Systems. I will add noise to Open, High, Low and Close arrays. The system I am testing uses the following indicators that takes its array (OHLC) directly from the data set: RSI, ATR, ADX, PDI, and

[amibroker] Re: Formula Editor...annoying problem...all green text

restoring the text that follows e.g. /* */ badly colored text You may then delete the dummy comment block and continue on your merry way. Mike --- In amibro...@yahoogrou ps.com, toddk63 toddk63@ wrote: Some of my afl's, particularly long ones, will turn

[amibroker] Formula Editor...annoying problem...all green text

Some of my afl's, particularly long ones, will turn to all green text when I edit them. the color coded text will not re-appear unless I save, close and re-open the afl. Anoyying. Anyone else ever had this problem? The fix? Todd K.

[amibroker] Running AB from networked computer...cannot share the database

I have two computers in my house networked together. The family always wants the good computer, so sometimes I am left with the client. I can run AB from the client as long as I maintain the database on the client as well. I do not see why AB on the server cannot use the database on the very

[amibroker] Re: get atr value at tradetime

Not sure this is what you want... BuyBarsSince = BarsSince(Buy == 1); ATROpen = Ref(ATR(20),-BuyBarsSince); This keeps the ATR as it was when the trade was opened. Todd K. --- In amibroker@yahoogroups.com, murthysuresh murthysur...@... wrote: hello i am trying to print the atr value at

[amibroker] Re: Walk Forward Testing - Varies by Computer?

I just debugged a similar problem. Same system, same database, different answer. Turned out to be the Limit Trade Size option on the Settings dialog box. Default is 10, I need to set it to 0. I wish there were a function like SetOption(LimitTradeSize), but there is not... --- In

[amibroker] Re: Using Equity to Compute Position Size

Here is how I do it based on % loss of account equity per trade and a ATR multiple for max loss. //--- SetOption(InitialEquity, 10); CompoundSwitch = 0; BuyBarsSince = BarsSince(Buy == 1); ATROpen = Ref(ATR(20),-BuyBarsSince);

[amibroker] Survivor Bias Study of NASDAQ 100

I just uploaded a .ppt of my survivor bias results to the Files section. Look for NASDAQ 100 Survivor Bias Study.ppt

[amibroker] Custom Composite Index Problem

I have created a custom Index using AddToComposite. Here is the code that runs in Exploration: - Counter = IIf(IsNull(Close),0,1); AddToComposite( Counter * ROC(Close,1), ~MyIndex, C, 1+2+8+16 ); AddToComposite( Counter, ~MyIndex, I, 1+2+8+16 ); Index =

[amibroker] Re: Custom Composite Index Problem

, be sure to study page 17 to ensure that your immediate Foreign usage of ~MyIndex within a single exploration is behaving as you expect. Mike --- In amibroker@yahoogroups.com, toddk63 toddk63@ wrote: I have created a custom Index using AddToComposite. Here is the code that runs

[amibroker] Re: Custom Composite Index Problem

://www.amibroker.com/guide/afl/afl_view.php?id=18 http://www.amibroker.com/guide/afl/afl_view.php?id=19 Mike -- In amibroker@yahoogroups.com, toddk63 toddk63@ wrote: Thanks Mike. I had read that doc. And I did notice I had to run Explore a couple of times to get things to converge properly