RE: Bls: [Komunitas AmiBroker] BESTAUTOMATICTRADINGSYSTEM (BATS) TRENDCOLOUR (TC)
Wah kok gak share ya :d Kalo penasaran .. coba pake afl trend reserve-stop berikut . mirip kok _ From: amibroker-4-bei@yahoogroups.com [mailto:amibroker-4-...@yahoogroups.com] On Behalf Of Willy Scofield Sent: Tuesday, 24 November 2009 1:13 PM To: amibroker-4-bei@yahoogroups.com Subject: Re: Bls: [Komunitas AmiBroker] BESTAUTOMATICTRADINGSYSTEM (BATS) TRENDCOLOUR (TC) Maaf pak andy untuk info selengkapnya silahkan kunjungi: http://besttechnicalanalysis.blogspot.com/ --- On Tue, 11/24/09, D.A.D andiyanto_dharma...@yahoo.co.id wrote: From: D.A.D andiyanto_dharma...@yahoo.co.id Subject: Bls: [Komunitas AmiBroker] BESTAUTOMATICTRADINGSYSTEM (BATS) TRENDCOLOUR (TC) To: amibroker-4-bei@yahoogroups.com Date: Tuesday, November 24, 2009, 3:21 AM punya afl nya pak? thanks.. _ Dari: Michael Willy nickz...@yahoo. com Kepada: amibroker-4- b...@yahoogroups. com Terkirim: Sel, 24 November, 2009 08:58:46 Judul: [Komunitas AmiBroker] BESTAUTOMATICTRADIN GSYSTEM (BATS) TRENDCOLOUR (TC) BATS = BEST AUTOMATIC TRADING SYSTEM (from BestTechnicalAnalys is gampang diingat namanya karna diambil dr kata BATMAN hehe) TC = TREND COLOUR BATS adalah Trading System yg sangat kuat dan gampang digunakan karena akan memunculkan Signal Buy Sell secara AUTOMATIC. GREEN ARROW (Panah Hijau) akan muncul untuk Signal Buy dan RED ARROW (Panah Merah) akan muncul untuk Signal Sell. TC tidak kalah penting dengan BATS. TC membagi Market dalam 3 WARNA memudahkan kita melihat apa yg sedang terjadi di saham tertentu. Indicator ini seperti sebuah alat perekam berupa PITA. TC akan berubah warna setiap kali merekam perubahan sebuah trend. GREEN Colour muncul ketika merekam UPTREND, YELLOW akan merekam SIDEWAY (be carefull sideway can turn into Uptrend or Downtrend), dan RED merekam DOWNTREND. BATS TC sangat cocok bagi trader/investor yg tidak punya byk waktu untuk memantau saham every minute. Kombinasi WATS TC akan memberikan VIEW TREND yg sangat jelas. HAPPY TRADING! GBU ALL Willy Scofield _ Berselancar lebih cepat. http://us.lrd.yahoo.com/_ylc=X3oDMTFndmQxc2JlBHRtX2RtZWNoA1RleHQgTGluawR0bV 9sbmsDVTExMDM0NjkEdG1fbmV0A1lhaG9vIQ--/SIG=11kadq57p/**http%3A/downloads.yah oo.com/id/internetexplorer/ Internet Explorer 8 yang dioptimalkan untuk Yahoo! otomatis membuka 2 halaman favorit Anda setiap kali Anda membuka browser.Dapatkan IE8 di sini! (Gratis) http://us.lrd.yahoo.com/_ylc=X3oDMTFndmQxc2JlBHRtX2RtZWNoA1RleHQgTGluawR0bV 9sbmsDVTExMDM0NjkEdG1fbmV0A1lhaG9vIQ--/SIG=11kadq57p/**http%3A/downloads.yah oo.com/id/internetexplorer/ test TRSS.afl Description: Binary data
Re: [Komunitas AmiBroker] tanya
Pak Raymond, apakah tersedia juga data komodity lainnya, yaitu untuk CPO, timah, minyak bumi, nikel, batubara, dsb? Terima kasih, Fauzi From: Raymond R. Tjandrawinata Ph.D. rayt...@yahoo.com To: amibroker-4-bei@yahoogroups.com Sent: Tue, November 24, 2009 12:26:46 PM Subject: Re: [Komunitas AmiBroker] tanya Pak Tasman: Untuk gold liat index gold saja: ^GOX. Semoga membantu From: tasman man tasman_man2002@ yahoo.com Date: Mon, 23 Nov 2009 21:06:57 -0800 (PST) To: amibroker-4- b...@yahoogroups. com Subject: [Komunitas AmiBroker] tanya Mat siang semuanya.. mau tanya , quotes untuk comoditas gold dan yang lain kodenya apa ya? Tq bangat semua nya.
Re: [Komunitas AmiBroker] tanya
Pak Fauzi: Ada beberapa index di yahoo yang menunjukkan gambar besar sector tersebut, misalnya ^GOX unt Gold, ^OIX unt Oil, ^DJUCL unt Coal, ^DJMNG unt sektor mining dsb. . Semua Tickers ini bisa di lihat di yahoo dan di masukkan dalam list amibroker untuk diupdate lewat AmiQuote. Semoga membantu. Kalau untuk CPO saya belum menemukannya di yahoo, kayanya mesti langganan di bloomberg. Salam, Raymond -Original Message- From: FAUZI CHAIRANI fauzi_chair...@yahoo.com Date: Sat, 28 Nov 2009 00:52:42 To: amibroker-4-bei@yahoogroups.com Subject: Re: [Komunitas AmiBroker] tanya Pak Raymond, apakah tersedia juga data komodity lainnya, yaitu untuk CPO, timah, minyak bumi, nikel, batubara, dsb? Terima kasih, Fauzi From: Raymond R. Tjandrawinata Ph.D. rayt...@yahoo.com To: amibroker-4-bei@yahoogroups.com Sent: Tue, November 24, 2009 12:26:46 PM Subject: Re: [Komunitas AmiBroker] tanya Pak Tasman: Untuk gold liat index gold saja: ^GOX. Semoga membantu From: tasman man tasman_man2002@ yahoo.com Date: Mon, 23 Nov 2009 21:06:57 -0800 (PST) To: amibroker-4- b...@yahoogroups. com Subject: [Komunitas AmiBroker] tanya Mat siang semuanya.. mau tanya , quotes untuk comoditas gold dan yang lain kodenya apa ya? Tq bangat semua nya.
[amibroker] FREE YAHOO DATA PLUG-IN
Hello, I currently use QT plug-in (10 secs refresh) for yahoo data in AB. But in NT (Ninja) --yahoo data refresh rate is 1 sec--(yahoo itself refresh data in 1-3 secs)--is there any dedicated FREE YAHOO PLUG-IN for AB(AMIBROKER) which refresh data in 1-3 secs mode ? Asis
Re: [amibroker] Better volume Indicator pls Can afl experts make an afl out of this TS code
Hi Amon, thanks. I will enquire about range with some tradestation users. I will post it as I get the info. cheers rvlv --- On Sat, 11/28/09, Amon Ra amon_gi...@yahoo.com wrote: From: Amon Ra amon_gi...@yahoo.com Subject: Re: [amibroker] Better volume Indicator pls Can afl experts make an afl out of this TS code To: amibroker@yahoogroups.com Date: Saturday, November 28, 2009, 1:24 AM It's no so hard if you know what means range in this code. I don't. --- On Thu, 11/26/09, ram vel r...@yahoo.com wrote: From: ram vel r...@yahoo.com Subject: Re: [amibroker] Better volume Indicator pls Can afl experts make an afl out of this TS code To: amibro...@yahoogrou ps.com Date: Thursday, November 26, 2009, 12:21 AM video link here http://emini- watch.com/ free-stuff/ volume-indicator / --- On Wed, 11/25/09, rvlv r...@yahoo.com wrote: From: rvlv r...@yahoo.com Subject: [amibroker] Better volume Indicator pls Can afl experts make an afl out of this TS code To: amibro...@yahoogrou ps.com Date: Wednesday, November 25, 2009, 11:11 PM Time again to bother you all afl experts. I wish to request you to see if this kind of thing is possible for amibroker users. For those who use data without bid-ask and those who use that. Better volume indicator = please find time to watch it. The other thing is Is it possible to get this tradestation code in afl, sooner or later - - - - - - tradestation code --not afl //Inputs: LowVol(True) , ClimaxUp(True) , ClimaxDown(True) , Churn(True) … //Variables: BarColor(Cyan) ; BarColor = Color; //if BarType 1 OR UseUpTicks = False then begin if C O AND Range 0 then Value1 = (Range/ (2*Range+O-C) )*UpTicks; if C O AND Range 0 then Value1 = ((Range+C-O) / (2*Range+C-O) )*UpTicks; if C = O then Value1 = 0.5*UpTicks; Value2 = UpTicks-Value1; //End; if BarType = 1 AND UseUpTicks then begin Value1 = UpTicks; Value2 = DownTicks; //End; Value3 = AbsValue(Value1+ Value2); Value4 = Value1*Range; Value5 = (Value1-Value2) *Range; Value6 = Value2*Range; Value7 = (Value2-Value1) *Range; if Range 0 then begin Value8 = Value1/Range; Value9 = (Value1-Value2) /Range; Value10 = Value2/Range; Value11 = (Value2-Value1) /Range; Value12 = Value3/Range; //End; - --- please see pdf attachment as well. Hope you will find time to get something done on this regards thanks in advance rvlv
[amibroker] [Fwd: HIST YAHOO DATA USING AMIQUOTE:]
Original Message Subject:HIST YAHOO DATA USING AMIQUOTE: Date: Sat, 28 Nov 2009 15:55:38 +0530 From: Asis Ghosh subhamedicals...@gmail.com Reply-To: subhamedicals...@gmail.com Organization: Subha Medicals To: AMIBROKER SUPPORT supp...@amibroker.com, amibroker@yahoogroups.com Hello, I have used AMIQUOTE to download Hist Data from yahoo--but when I am trying to import those aqh files into AMI Data Base--it is showing some date format errors (like mm-dd- mm/DD/)--can you guide me to load Hist Data from yahoo using AMIQUOTES ? Asis
RE: [amibroker] Re: running an autoit executable from an afl
Thanks completely overlooked the spaces Rajiv To: amibroker@yahoogroups.com From: markh...@gmail.com Date: Thu, 26 Nov 2009 17:01:06 -0500 Subject: Re: [amibroker] Re: running an autoit executable from an afl Because you have spaces in the command, you need to quote it up in addition to Mike's suggestion. Like this: WshShell.Run(\C:\\Documents and Settings\\Administrator\\Desktop\\Autoit\\HelloWorld.exe\); On Thu, Nov 26, 2009 at 4:55 PM, Rajiv Arya rajivary...@hotmail.com wrote: thanks, but it did not work Rajiv To: amibroker@yahoogroups.com From: sfclimb...@yahoo.com Date: Thu, 26 Nov 2009 04:19:12 + Subject: [amibroker] Re: running an autoit executable from an afl Try using double slashes in the file name. e.g. C:\\Documents and Settings\\Administrator\\... Mike --- In amibroker@yahoogroups.com, Rajiv Arya rajivary...@... wrote: Hi all, Created an autoit executable called HelloWorld.exe Line three works fine Line two give me an error when I cut and paste the string into run text box, it works fine Very frustrating. Thanks Rajiv WshShell = CreateObject(WScript.Shell); WshShell.Run(C:\Documents and Settings\Administrator\Desktop\Autoit\HelloWorld.exe); WshShell.Run(calc.exe); __ Windows 7: It works the way you want. Learn more. http://www.microsoft.com/Windows/windows-7/default.aspx?ocid=PID24727::T:WLMTAGL:ON:WL:en-US:WWL_WIN_evergreen:112009v2 Hotmail: Trusted email with Microsoft's powerful SPAM protection. Sign up now. _ Hotmail: Trusted email with powerful SPAM protection. http://clk.atdmt.com/GBL/go/177141665/direct/01/
RE: [amibroker] Re: running an autoit executable from an afl
TJ Thanks. Did not realize AlertIf could do that for me. Rajiv To: amibroker@yahoogroups.com From: gro...@amibroker.com Date: Fri, 27 Nov 2009 00:47:28 +0100 Subject: Re: [amibroker] Re: running an autoit executable from an afl Why do you use that when you can use much simpler AlertIf with EXEC command ? http://www.amibroker.com/f?alertif Best regards, Tomasz Janeczko amibroker.com - Original Message - From: Mark Hike To: amibroker@yahoogroups.com Sent: Thursday, November 26, 2009 11:01 PM Subject: Re: [amibroker] Re: running an autoit executable from an afl Because you have spaces in the command, you need to quote it up in addition to Mike's suggestion. Like this: WshShell.Run(\C:\\Documents and Settings\\Administrator\\Desktop\\Autoit\\HelloWorld.exe\); On Thu, Nov 26, 2009 at 4:55 PM, Rajiv Arya rajivary...@hotmail.com wrote: thanks, but it did not work Rajiv To: amibroker@yahoogroups.com From: sfclimb...@yahoo.com Date: Thu, 26 Nov 2009 04:19:12 + Subject: [amibroker] Re: running an autoit executable from an afl Try using double slashes in the file name. e.g. C:\\Documents and Settings\\Administrator\\... Mike --- In amibroker@yahoogroups.com, Rajiv Arya rajivary...@... wrote: Hi all, Created an autoit executable called HelloWorld.exe Line three works fine Line two give me an error when I cut and paste the string into run text box, it works fine Very frustrating. Thanks Rajiv WshShell = CreateObject(WScript.Shell); WshShell.Run(C:\Documents and Settings\Administrator\Desktop\Autoit\HelloWorld.exe); WshShell.Run(calc.exe); __ Windows 7: It works the way you want. Learn more. http://www.microsoft.com/Windows/windows-7/default.aspx?ocid=PID24727::T:WLMTAGL:ON:WL:en-US:WWL_WIN_evergreen:112009v2 Hotmail: Trusted email with Microsoft's powerful SPAM protection. Sign up now. _ Windows 7: I wanted simpler, now it's simpler. I'm a rock star. http://www.microsoft.com/Windows/windows-7/default.aspx?h=myidea?ocid=PID24727::T:WLMTAGL:ON:WL:en-US:WWL_WIN_myidea:112009
Re: [amibroker] FREE YAHOO DATA PLUG-IN
I once asked for a free yahoo real time data plug in, and one of the members on this board said that Yahoo will not allow it. Is this the case? Ron D From: Asis Ghosh subhamedicals...@yahoo.co.in To: amibroker@yahoogroups.com Sent: Sat, November 28, 2009 2:25:59 AM Subject: [amibroker] FREE YAHOO DATA PLUG-IN Hello, I currently use QT plug-in (10 secs refresh) for yahoo data in AB. But in NT (Ninja) --yahoo data refresh rate is 1 sec--(yahoo itself refresh data in 1-3 secs)--is there any dedicated FREE YAHOO PLUG-IN for AB(AMIBROKER) which refresh data in 1-3 secs mode ? Asis
Re: [amibroker] FREE YAHOO DATA PLUG-IN
I don't think so--there are similar types of YAHOO PLUG IN in QT/NT Asis Ronald Davis wrote: I once asked for a free yahoo real time data plug in, and one of the members on this board said that Yahoo will not allow it. Is this the case? Ron D *From:* Asis Ghosh subhamedicals...@yahoo.co.in *To:* amibroker@yahoogroups.com *Sent:* Sat, November 28, 2009 2:25:59 AM *Subject:* [amibroker] FREE YAHOO DATA PLUG-IN Hello, I currently use QT plug-in (10 secs refresh) for yahoo data in AB. But in NT (Ninja) --yahoo data refresh rate is 1 sec--(yahoo itself refresh data in 1-3 secs)--is there any dedicated FREE YAHOO PLUG-IN for AB(AMIBROKER) which refresh data in 1-3 secs mode ? Asis
[amibroker] Comparing Two Symbols Error Problem
To group: I am trying to compare AAPL to over the last 260 trading days. Everything works except that I get an error with variable 'x' when trying to return the closing price for 260 days ago. Can someone correct the coding for variable 'x'? // CURRENT SYMBOL a = Ref(Close, -260); // closing price one year ago b = Close; // current price perf = b / a; // Performance = current price divided by the current price one year ago // FOREIGN SYMBOL x = Foreign(, Ref(Close, -260)); // closing price of one year ago y = Foreign(, Close); // current price for perf_foreign = y / x ; // Performance = current price of divided by price of one year ago // RELATIVE PRICE COMPARATIVE rpc = perf / perf_foreign ; // compares the current symbol to the 's // PLOT RESULTS Plot(perf, ticker, colorDarkGreen, 1); // plot current symbol performance Plot(perf_foreign, , colorRed, 1); // plot performance of Plot(rpc, Rel_Price_Comp, colorBlack, 32); // plot Relative Price Comparative Alan- http://www.eset.com
[amibroker] elliot wave afl required
Dear friends In advance get software elliot wave include for counting the wave future projected target with probability % ,but in ami does not have this facility. Therefore i request to friends to provide elliot wave afl just like in advanceget . I will be highly greatfull if Mr. THOMASZ reply on my request. Thanks
Re: [amibroker] Comparing Two Symbols Error Problem
Use y = Foreign(, Close); // current price for x = Ref(y,-260); - Original Message - From: Alan a...@thenorthams.us To: amibroker@yahoogroups.com Sent: Saturday, November 28, 2009 8:39 AM Subject: [amibroker] Comparing Two Symbols Error Problem To group: I am trying to compare AAPL to over the last 260 trading days. Everything works except that I get an error with variable 'x' when trying to return the closing price for 260 days ago. Can someone correct the coding for variable 'x'? // CURRENT SYMBOL a = Ref(Close, -260); // closing price one year ago b = Close; // current price perf = b / a; // Performance = current price divided by the current price one year ago // FOREIGN SYMBOL x = Foreign(, Ref(Close, -260)); // closing price of one year ago y = Foreign(, Close); // current price for perf_foreign = y / x ; // Performance = current price of divided by price of one year ago // RELATIVE PRICE COMPARATIVE rpc = perf / perf_foreign ; // compares the current symbol to the 's // PLOT RESULTS Plot(perf, ticker, colorDarkGreen, 1); // plot current symbol performance Plot(perf_foreign, , colorRed, 1); // plot performance of Plot(rpc, Rel_Price_Comp, colorBlack, 32); // plot Relative Price Comparative Alan- http://www.eset.com IMPORTANT PLEASE READ This group is for the discussion between users only. This is *NOT* technical support channel. TO GET TECHNICAL SUPPORT send an e-mail directly to SUPPORT {at} amibroker.com TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at http://www.amibroker.com/feedback/ (submissions sent via other channels won't be considered) For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: http://www.amibroker.com/devlog/ Yahoo! Groups Links
Re: [amibroker] Comparing Two Symbols Error Problem
Foreign() will return the entire array, just call it once, assign to a variable and then reference the variable. Your 2nd call has the correct format so you can just do this y = Foreign(, Close); // current price for x = ref( y, -260 ); - Original Message - From: Alan a...@thenorthams.us To: amibroker@yahoogroups.com Sent: Saturday, November 28, 2009 11:39 AM Subject: [amibroker] Comparing Two Symbols Error Problem To group: I am trying to compare AAPL to over the last 260 trading days. Everything works except that I get an error with variable 'x' when trying to return the closing price for 260 days ago. Can someone correct the coding for variable 'x'? // CURRENT SYMBOL a = Ref(Close, -260); // closing price one year ago b = Close; // current price perf = b / a; // Performance = current price divided by the current price one year ago // FOREIGN SYMBOL x = Foreign(, Ref(Close, -260)); // closing price of one year ago y = Foreign(, Close); // current price for perf_foreign = y / x ; // Performance = current price of divided by price of one year ago // RELATIVE PRICE COMPARATIVE rpc = perf / perf_foreign ; // compares the current symbol to the 's // PLOT RESULTS Plot(perf, ticker, colorDarkGreen, 1); // plot current symbol performance Plot(perf_foreign, , colorRed, 1); // plot performance of Plot(rpc, Rel_Price_Comp, colorBlack, 32); // plot Relative Price Comparative Alan- http://www.eset.com IMPORTANT PLEASE READ This group is for the discussion between users only. This is *NOT* technical support channel. TO GET TECHNICAL SUPPORT send an e-mail directly to SUPPORT {at} amibroker.com TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at http://www.amibroker.com/feedback/ (submissions sent via other channels won't be considered) For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: http://www.amibroker.com/devlog/ Yahoo! Groups Links
[amibroker] Memory errors when working with 1 minute data
I recently created and loaded a 1 minute data base (Nasdaq 100 back to 1992), and now I'm finding that whenever I try and do a backtest the program aborts with a memory error. If I cut down the amount of data by either limiting the number of stocks or date range I can get a backtest to run to completion, but its getting to be a very limited backtest. Are there any known issues with loading large databases and/or ways I can get Amibroker to work better with a large db? Also, on a separate but related issue, does anyone have a bit of off the shelf code (preferably vba) that I could parse a 1 minute CSV file down to a 15 minute CSV file? Thanks Jeff
Re: [amibroker] elliot wave afl required [1 Attachment]
Prasanta, Hope this afl helps you Deepak Patade, Nasik. From: prasantaroy36 prasantaro...@yahoo.com To: amibroker@yahoogroups.com Sent: Sat, November 28, 2009 10:09:16 PM Subject: [amibroker] elliot wave afl required Dear friends In advance get software elliot wave include for counting the wave future projected target with probability % ,but in ami does not have this facility. Therefore i request to friends to provide elliot wave afl just like in advanceget . I will be highly greatfull if Mr. THOMASZ reply on my request. Thanks
[amibroker] addcolumn help
I need to add a column in backtest treport say there is a buy at 100 and sell at 105 then this column should write then difference 105-100= 5
Re: [amibroker] Comparing Two Symbols Error Problem
Thanks Ara and Steve for the help with the code. Regards, Alan Ara Kaloustian wrote: Use y = Foreign(, Close); // current price for x = Ref(y,-260); - Original Message - From: Alan a...@thenorthams.us mailto:alan%40thenorthams.us To: amibroker@yahoogroups.com mailto:amibroker%40yahoogroups.com Sent: Saturday, November 28, 2009 8:39 AM Subject: [amibroker] Comparing Two Symbols Error Problem To group: I am trying to compare AAPL to over the last 260 trading days. Everything works except that I get an error with variable 'x' when trying to return the closing price for 260 days ago. Can someone correct the coding for variable 'x'? // CURRENT SYMBOL a = Ref(Close, -260); // closing price one year ago b = Close; // current price perf = b / a; // Performance = current price divided by the current price one year ago // FOREIGN SYMBOL x = Foreign(, Ref(Close, -260)); // closing price of one year ago y = Foreign(, Close); // current price for perf_foreign = y / x ; // Performance = current price of divided by price of one year ago // RELATIVE PRICE COMPARATIVE rpc = perf / perf_foreign ; // compares the current symbol to the 's // PLOT RESULTS Plot(perf, ticker, colorDarkGreen, 1); // plot current symbol performance Plot(perf_foreign, , colorRed, 1); // plot performance of Plot(rpc, Rel_Price_Comp, colorBlack, 32); // plot Relative Price Comparative Alan- http://www.eset.com http://www.eset.com IMPORTANT PLEASE READ This group is for the discussion between users only. This is *NOT* technical support channel. TO GET TECHNICAL SUPPORT send an e-mail directly to SUPPORT {at} amibroker.com TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at http://www.amibroker.com/feedback/ http://www.amibroker.com/feedback/ (submissions sent via other channels won't be considered) For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: http://www.amibroker.com/devlog/ http://www.amibroker.com/devlog/ Yahoo! Groups Links __ Information from ESET NOD32 Antivirus, version of virus signature database 4645 (20091128) __ The message was checked by ESET NOD32 Antivirus. http://www.eset.com IMPORTANT PLEASE READ This group is for the discussion between users only. This is *NOT* technical support channel. TO GET TECHNICAL SUPPORT send an e-mail directly to SUPPORT {at} amibroker.com TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at http://www.amibroker.com/feedback/ (submissions sent via other channels won't be considered) For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: http://www.amibroker.com/devlog/ Yahoo! Groups Links * To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ * Your email settings: Individual Email | Traditional * To change settings online go to: http://groups.yahoo.com/group/amibroker/join (Yahoo! ID required) * To change settings via email: amibroker-dig...@yahoogroups.com amibroker-fullfeatu...@yahoogroups.com * To unsubscribe from this group, send an email to: amibroker-unsubscr...@yahoogroups.com * Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
[amibroker] Yahoo ticker updater
Has anyone done anything that allows us to do ticker database update through Yahoo ? I have not been able to get Jim swindle's stock extractor to workI get compile error when trying to run it... Free or Feeplease let me knowprivate email or forum would be okay.. Thank you Anthony
[amibroker] How do I get ... ????
I like color bands in charts but ... How do I get the price lines in front of the color bands ??? Regards, Ton.
[amibroker] Jurik Research tools - opinions?
Jurik Research has variations of moving averages, RSI, Stochastics, etc. in their indicator toolbox for Amibroker. They are JMA, VEL, CFB, RSX, and DMX. Any good? Worthwhile add-on purchases? Any indicator/s better than the others? Thanks!
Re: [amibroker] Jurik Research tools - opinions?
My impression is that Jurik indicators are optimal for smoothness and fast reaction. Having said that, fast indicators are not necessarily the best for all applications. One really needs to learn how to use indicators properly and not to depend on any one indicator ... or any one timeframe. Guess what I am saying is, you really don't need to pay for expensive indicators - Original Message - From: Michael herps...@yahoo.com To: amibroker@yahoogroups.com Sent: Saturday, November 28, 2009 2:07 PM Subject: [amibroker] Jurik Research tools - opinions? Jurik Research has variations of moving averages, RSI, Stochastics, etc. in their indicator toolbox for Amibroker. They are JMA, VEL, CFB, RSX, and DMX. Any good? Worthwhile add-on purchases? Any indicator/s better than the others? Thanks! IMPORTANT PLEASE READ This group is for the discussion between users only. This is *NOT* technical support channel. TO GET TECHNICAL SUPPORT send an e-mail directly to SUPPORT {at} amibroker.com TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at http://www.amibroker.com/feedback/ (submissions sent via other channels won't be considered) For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: http://www.amibroker.com/devlog/ Yahoo! Groups Links
[amibroker] Re: Help with More Complicated JavaScript Needed
Thanks Mike. I did each, will do more and give it a try. I am sure I will get it, Today, I do not totally understand exactly what the following code you provided is doing. It seems to be comparing 2 strings by looping thru all stocks in the database. I have read via google and am not clear. for (j = 0; j count; j++) { stock = stocks.Item(j); if (tickers.indexOf(, + stock.Ticker + ,) = 0) { stock.WatchListBits |= 1 20; // Add to watchlist 20 } else { stock.WatchListBits = !(1 20); // Remove from watchlist 20 } --- In amibroker@yahoogroups.com, Mike sfclimb...@... wrote: Microsoft's MSDN has good coverage for much of what is available. e.g. file usage: http://msdn.microsoft.com/en-us/library/czxefwt8(VS.85).aspx They also have an area dedicated to JScript, which I haven't sifted through yet. http://msdn.microsoft.com/en-us/library/4yyeyb0a(VS.85).aspx Whenever I need something, I just google for an english description of what I want, like how to ... in JScript. You usually end up wading through a bunch of javascript web development specific stuff. But, eventually you hit a JScript example in a user forum somewhere. Mike --- In amibroker@yahoogroups.com, bistrader bistrader@ wrote: Mike, I did not see this and do not know how I missed it. I studied. I understand all of the basic code and loop. I do not understand first 4 lines and will do google search on these. Maybe you or someone else has a good site or document to go to, to do better job at JavaScript. Thanks so much for your help. --- In amibroker@yahoogroups.com, Mike sfclimbers@ wrote: I believe that the following will serve as a skeleton for the desired steps 1, 2, 5. fso = new ActiveXObject(Scripting.FileSystemObject); ab = new ActiveXObject(Broker.Application); stocks = ab.Stocks; count = stocks.Count; aa = ab.Analysis; for (i = 1; i = 10; i++) { f = fso.GetFile(c:\\temp\\Input + i + .csv); ts = f.OpenAsTextStream(1, 0); // Open for read of ASCII tickers = ,; while (!ts.AtEndOfStream) { tickers += ts.ReadLine(); // Assume one ticker per line in .csv file tickers += ,; } ts.Close(); for (j = 0; j count; j++) { stock = stocks.Item(j); if (tickers.indexOf(, + stock.Ticker + ,) = 0) { stock.WatchListBits |= 1 20; // Add to watchlist 20 } else { stock.WatchListBits = !(1 20); // Remove from watchlist 20 } } ab.RefreshAll(); // Your backtest here. // Your exploration here. } Mike --- In amibroker@yahoogroups.com, bistrader bistrader@ wrote: I am working on a second JavaScript that I will post when done. I want it to do the following. 1. Makes watchlist 20 empty. 2. Reads Input1.csv symbols into watchlist 20. 3. Runs a backtest on MyBacktest.afl with filter at watchlist 20. 4. Then, runs an exploration on MyExploration.afl using current symbol loaded in AB. This exploration creates a text file called Output1.csv to match up with Input1.csv 5. Loops thru Step 1 thru Step4 for a total of 10 times starting with Input1.csv and ending with Input10.csv. In the end, there are Output1.csv thru Output10.csv. I know how to do Steps 3 and 4. I do not know as of yet how to do Steps 1, 2 and 5 in JavaScript. Help is appreciated and thanks!! Bert
[amibroker] Re: addcolumn help
You can add your own custom metric on a trade by trade basis. You will need to write custom backtester code. An example can be found here: http://www.amibroker.com/guide/a_custommetrics.html More detail on writing custom backtester code can be found here: http://www.amibroker.org/userkb/2008/03/16/amibroker-custom-backtester-interface-2/ Mike --- In amibroker@yahoogroups.com, Deepak Patade iamdeepakpat...@... wrote: I need to add a column in backtest treport say there is a buy at 100 and sell at 105 then this column should write then difference 105-100= 5
[amibroker] Why does the formula editor try to capitalize all my variables?
I don't think AmiBroker should be telling me how to capitalize my own variables in my AFL scripts. This is incredibly annoying. Is there a setting to turn this off?
[amibroker] How can you test to see if an array crossed a scalar value?
I have an array that I'm testing at each iteration in a backtest. I'd like to test the latest (newest) value in the array to see if it has crossed below or above a scalar number (say the number 50.0). Is there a good way of doing this built in? It seems the Cross() function tests an array against an array. I could build an array that has all values of 50.0, but that seems wasteful.
[amibroker] Re: Help with More Complicated JavaScript Needed
Let me prefix my comments by saying that there may be a more efficient way of doing it. I did not see any obvious OLE access for watchlists. However, there is access to the stocks in the database. Part of that stock access includes a bit field for which watchlists the stock belongs to. Therefore, to empty the watchlist we could iterate through the universe of stocks and remove each from the target watchlist by clearing (i.e. setting to 0) the bit identifying the target watchlist. In the world of bitwise manipulation, you can clear a bit by and-ing it with 0 (i.e. false) since anything and false will always be false as a whole. Similarly, to add all stocks to the watchlist, we could iterate through the universe of stocks and set (i.e. change to 1) the bit for the target watchlist. In the world of bitwise manipulation, you can set a bit by or-ing it with 1 (i.e. true) since anything or true will always be true as a whole. Combining the two approaches, a single loop can be employed to either set or clear the watchlist bit based on the desirability of the stock being considered. Thus leaving the only question to be which stocks to include? In your case the answer is those stocks found in your .csv file. Approach 1. Using a single iteration through the universe of database stocks, we could have searched for each stock in your file, and upon finding the stock set it's watchlist bit, else cleared it's watchlist bit. But, if there were 'n' stocks in the database, that would mean n searches of your .csv file. File manipations are not cheap. Approach 2. Alternatively, we could have done an initial sweep of the universe of database stocks to clear the bit for all of them. Then done a single iteration of your .csv file and for each stock compared it to every stock in the database until we found the match, at which point we would set the bit for that database stock. But, if there were 'n' stocks in your watchlist, we would have done at least a partial iteration through the database of stocks n+1 times (once to clear all, then n more times up until each stock was found). Assuming that searching a string is less expensive than searching line by line through a file, I instead constructed a single string prefixed with a comma, followed by a comma separated list of all the stocks in your .csv file, and suffixed with a comma. e.g. ,ORCL,IBM,AAPL, Now, using Approach 1 above, we can simply search the string instead of searching your .csv file. Since there may be overlap between stock names (e.g. A and AA), we rely on the commas as delimeters for complete names and search for ,A, and ,AA, respectively. Make sense? Mike --- In amibroker@yahoogroups.com, bistrader bistra...@... wrote: Thanks Mike. I did each, will do more and give it a try. I am sure I will get it, Today, I do not totally understand exactly what the following code you provided is doing. It seems to be comparing 2 strings by looping thru all stocks in the database. I have read via google and am not clear. for (j = 0; j count; j++) { stock = stocks.Item(j); if (tickers.indexOf(, + stock.Ticker + ,) = 0) { stock.WatchListBits |= 1 20; // Add to watchlist 20 } else { stock.WatchListBits = !(1 20); // Remove from watchlist 20 } --- In amibroker@yahoogroups.com, Mike sfclimbers@ wrote: Microsoft's MSDN has good coverage for much of what is available. e.g. file usage: http://msdn.microsoft.com/en-us/library/czxefwt8(VS.85).aspx They also have an area dedicated to JScript, which I haven't sifted through yet. http://msdn.microsoft.com/en-us/library/4yyeyb0a(VS.85).aspx Whenever I need something, I just google for an english description of what I want, like how to ... in JScript. You usually end up wading through a bunch of javascript web development specific stuff. But, eventually you hit a JScript example in a user forum somewhere. Mike --- In amibroker@yahoogroups.com, bistrader bistrader@ wrote: Mike, I did not see this and do not know how I missed it. I studied. I understand all of the basic code and loop. I do not understand first 4 lines and will do google search on these. Maybe you or someone else has a good site or document to go to, to do better job at JavaScript. Thanks so much for your help. --- In amibroker@yahoogroups.com, Mike sfclimbers@ wrote: I believe that the following will serve as a skeleton for the desired steps 1, 2, 5. fso = new ActiveXObject(Scripting.FileSystemObject); ab = new ActiveXObject(Broker.Application); stocks = ab.Stocks; count = stocks.Count; aa = ab.Analysis; for (i = 1; i = 10; i++) { f = fso.GetFile(c:\\temp\\Input + i + .csv); ts = f.OpenAsTextStream(1, 0); // Open for read of ASCII tickers = ,; while (!ts.AtEndOfStream) {
[amibroker] Re: Why does the formula editor try to capitalize all my variables?
Tools menu | Preferences... menu item | Editor tab Unselect 'Auto change case' Mike --- In amibroker@yahoogroups.com, potatosoupz potatoso...@... wrote: I don't think AmiBroker should be telling me how to capitalize my own variables in my AFL scripts. This is incredibly annoying. Is there a setting to turn this off?
[amibroker] Re: How can you test to see if an array crossed a scalar value?
It's not wasteful. AFL was desgined to do exactly that. CrossUp = Cross(MyArray, 50); CrossDown = Cross(50, MyArray); for (i = 0; i BarCount; i++) { ... } Better yet, skip the loop altogeather and just use array manipulations to grab interesting values at the time of a particular event. See ValueWhen function: http://amibroker.com/guide/afl/afl_view.php?id=163 Mike --- In amibroker@yahoogroups.com, potatosoupz potatoso...@... wrote: I have an array that I'm testing at each iteration in a backtest. I'd like to test the latest (newest) value in the array to see if it has crossed below or above a scalar number (say the number 50.0). Is there a good way of doing this built in? It seems the Cross() function tests an array against an array. I could build an array that has all values of 50.0, but that seems wasteful.
[amibroker] Do you need a sell signal for backtesting, or can you set a generic take profit parameter?
I have a buy signal setup. The sell signal should be when the position reaches a profit of n dollars.cents, or just as easily n percent. Can this kind of rule be set in lieu of a sell signal in the AFL?
Re: [amibroker] Re: need a loop
Hello Mike,This time I will sent a picture that we can see the results that I dont understand and I keep replay on this email. Have a look at the 3 column please, it is more clear that what i am talking about http://bit.ly/8S5gfs As i said before the contition buyNOT never return to 1, and also the contition BuyNormal has various mistakes for me ... BuyNot =!(Close % 0.0010); WriteVal(BuyNot )+ = buyNot ; BuyNormal = (Close % 0.0010); WriteVal(BuyNormal)+ = BuyNormal; Filter =1 ; //expolre AddColumn(C,Close,1.4); AddColumn(BuyNot ,BuyNot,1.4,colorYellow,colorBlack); AddColumn(BuyNormal ,BuyNormal ,1.4); thank you again Panos At 03:55 28-11-2009 28-11-2009, you wrote: For all the values you gave, the results you describe are correct. None of the value you gave are multiples of 0.0010, which means that none of them will return true for !(Close % 0.0010) Likewise, none of them are multiples of 0.0010, which means that all of them will return true for (Close % 0.0010) Just set your code to exactly what I gave and see if it works for you. Buy = !(Close % 0.0010); Test it against quotes that match what you're looking for e.g. 1.2560, 1.2580, etc. Mike --- In mailto:amibroker%40yahoogroups.comamibroker@yahoogroups.com, Panos Boufardeas panosb...@... wrote: hi again I have 1 minute database, I look inside at the quote editor window and the data looks like that sample here = 1.2658 Then I press BarReplay to see what happen with this 2 following lines BuyNot =!(Close % 0.0010); WriteVal(BuyNot )+ = buyNot ; BuyNormal = (Close % 0.0010); WriteVal(BuyNormal)+ = BuyNormal; The results are BuyNot : stay allways ZERO BuyNormal : return to ONE not only in every 10 ticks but also in other prices for example ONE I have also at 1.2697,1.2689,1.2579,1.2557,1.2567,1.2558 and I don't know what I am missing here? Thank you Panos At 07:50 27-11-2009 27-11-2009, you wrote: Hi, I already gave the example in my last post. Buy = !(Close % 0.0010); // Evenly divisible by 0.0010 That's all there is. What the operator does is return the remainder after doing a division. So, in the above, you are dividing Close by 0.0010. If the result is evenly divisible, the remainder will be 0. Using the 'not' operator (i.e. !) against 0 will return 1. Therefore, you will Buy when Close is evenly divisible by 0.0010, which is the same as buying at x.0010, x.0020, ... Mike
[amibroker] I set max stop loss at 6% but backtester is showing max trade draw down at 15%
In the settings for backtester, I've set the max stop loss at 5%, but when I run the backtest it shows a max trade draw down of 16%. I must not be understanding this setting?
[amibroker] Re: Do you need a sell signal for backtesting, or can you set a generic take profit parameter?
Look at the 'Stops' tab of the AA Settings window (you are describing profit target). Else use the ApplyStop function. Mike --- In amibroker@yahoogroups.com, Potato Soup potatoso...@... wrote: I have a buy signal setup. The sell signal should be when the position reaches a profit of n dollars.cents, or just as easily n percent. Can this kind of rule be set in lieu of a sell signal in the AFL?
[amibroker] Re: I set max stop loss at 6% but backtester is showing max trade draw down at 15%
There are a number of conditions that could lead to that scenario. For example; 1. Gap down that took you out of your position. 2. Trade delay settings. If you use trade delays, the stock may have moved further against you by the time your trade actually took place. Mike --- In amibroker@yahoogroups.com, potatosoupz potatoso...@... wrote: In the settings for backtester, I've set the max stop loss at 5%, but when I run the backtest it shows a max trade draw down of 16%. I must not be understanding this setting?
[amibroker] What's a good k ratio, and thoughts on when k ratio clashes with MDD and Sharpe?
I don't see any good definitions for the metrics below. I am familiar of course with Sharpe, and Ulcer Index. I'm finding it a bit hard to reconcile the differences. How would you reconcile a backtest that has a max draw down % that is smaller than it's profit %, a low ulcer index, a high Sharpe, but a very low k ratio ( .05)? Ulcer Index in my mind is one of the best metrics outside of a much deeper quantitative treatment of things. Thoughts? CAR/MDD ? RAR/MDD ? Payoff Ratio ? Standard Error ? RRR ? Recovery Factor ?
[amibroker] Re: Memory errors when working with 1 minute data
You are running out of memory. This issue and possible solutions was discussed before. Try to do a search and you will get your answers. Basically you can either limit the number of symbols, limit the data range or buy more RAM. BR, MK --- In amibroker@yahoogroups.com, jeffarcherjr jeffarche...@... wrote: I recently created and loaded a 1 minute data base (Nasdaq 100 back to 1992), and now I'm finding that whenever I try and do a backtest the program aborts with a memory error. If I cut down the amount of data by either limiting the number of stocks or date range I can get a backtest to run to completion, but its getting to be a very limited backtest. Are there any known issues with loading large databases and/or ways I can get Amibroker to work better with a large db? Also, on a separate but related issue, does anyone have a bit of off the shelf code (preferably vba) that I could parse a 1 minute CSV file down to a 15 minute CSV file? Thanks Jeff