[amibroker] How do I use use an index as a filter for a buy signal?

2009-07-04 Thread kenhar...@rocketmail.com
Can someone assist with the code required to set a flag based on the ASX index, XAO. I want my buy signal to only operate when PDI(14)(MDI(14)for the XAO. Any assistance would be appreciated.

[amibroker] Some ideas for coding help....

2009-07-04 Thread shahariar4
Can anyone here pls convert the following ideas to afl's pls? I want to buy a stock when its avg price is above short term (suppose 15 days) weekly price and then ema cross over- cond1= When cweekly ema of close of 15 days ma1= ema ( c,10); Buy=cross ( C,ma1); Is there any way or code to

[amibroker] Re: pyramiding - problems with code

2009-07-04 Thread onelkm
Thanks Ed! I am sure I will learn a lot after studying your code. Thanks for sharing. Best regards Larry --- In amibroker@yahoogroups.com, Edward Pottasch empotta...@... wrote: hi, attached again. Changed little thing with chart. should be able to see it at www.yahoo.com groups rgds,

[amibroker] Re: limited RAM usage

2009-07-04 Thread Mike
The current versions of AmiBroker do not fully utilize multiple CPU cores. If you are running optimizations, you can experiment with MCO in the files section of this group to see whether multi cores will help in your situation. Mike --- In amibroker@yahoogroups.com, zozuzoza zoz...@... wrote:

Re: [amibroker] Re: Data And PlugIn Speed

2009-07-04 Thread Tomasz Janeczko
Hello, Chart refresh is independent from data collection. It means that plugin can collect even 1000 updates (ticks) per second per symbol, while chart will refresh 10 times per second. If that happens, during 0.1 sec you will see 100 new ticks arrived and displayed on chart. It does not make

Re: [amibroker] Re: limited RAM usage

2009-07-04 Thread Tomasz Janeczko
Hello, It was explained in the past. My test have shown that single core using array arithmetic fully saturates RAM bandwidth and single core already waits for RAM, thus adding more cores makes AFL running slower, not faster if data do not fit into CPU on-chip cache. Using more than 1 core makes

Re: [amibroker] Timing test example between Arrays and Loops

2009-07-04 Thread Tomasz Janeczko
Hello, I have run your code and results are pretty much the same in both settings. Best regards, Tomasz Janeczko amibroker.com Dennis Brown wrote: Hello Tomasz, Below is some AFL I wrote to explore the speed difference between Array and Loop operations. I wanted to explore a number of

Re: [amibroker] Timing test example between Arrays and Loops

2009-07-04 Thread Dennis Brown
Tomasz, Thank you for looking at it. On my machine, I get the following results: 1,000 Base cycle length: Loop Overhead = 181us / 1000 bars Loop Operator = 576us / 1000 bars 10,000 Base cycle length: Loop Overhead = 240us / 1000 bars Loop Operator = 1024us /

[amibroker] Wierd trailing stop problem in backtest. Please help????

2009-07-04 Thread christianvost
Hi. Can anyone help? I am backtesting a system which uses Buy,Sell,Short,Cover variables,(TradeDelays,0,0,0,0) on close, and also stopTypeProfit(8.25%) and stopTypeTrailing(5.25%). The problem that I am having is in backtesting. One of the trades is a long position on the close, at $45.00, the

Re: [amibroker] Timing test example between Arrays and Loops

2009-07-04 Thread Dennis Brown
Tomasz, I had a typo in the previous results. The 1,000 and 10,000 cases were swapped. I still can not explain the differences I am seeing. I have tried rearranging my code in many ways and the differences remain about the same, 2x more time for 10x shorter loop. There might be some

[amibroker] Re: Data And PlugIn Speed

2009-07-04 Thread brian_z111
Tomasz, Thanks. I am starting to understand now because I have read a few of the posts on refresh etc (thanks to Herman/Dennis .. who seem to be the leaders on this, and others plus, of course, your good replies, here and there). I seem to have moved on to AFL 201, without even noticing. I

[amibroker] Re: how to add custom colume in backtest repor

2009-07-04 Thread asitasu
dear mike, i understood where you want me to direct. for you reference i am giving full afl for my system which works fine giving me two extra coloms of initial risk expectancy/trade coloumwise. but when i try to change risk perameter as shown in following afl i get blnak colom of initial