RE: Bls: [Komunitas AmiBroker] BESTAUTOMATICTRADINGSYSTEM (BATS) TRENDCOLOUR (TC)

2009-11-28 Thread arief!
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

2009-11-28 Thread FAUZI CHAIRANI
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

2009-11-28 Thread Raymond R. Tjandrawinata Ph.D.

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

2009-11-28 Thread Asis Ghosh

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

2009-11-28 Thread ram vel
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:]

2009-11-28 Thread Asis Ghosh



 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

2009-11-28 Thread Rajiv Arya

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

2009-11-28 Thread Rajiv Arya

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

2009-11-28 Thread Ronald Davis
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

2009-11-28 Thread Asis Ghosh

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

2009-11-28 Thread Alan
 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

2009-11-28 Thread prasantaroy36
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

2009-11-28 Thread Ara Kaloustian
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

2009-11-28 Thread Steve Dugas
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

2009-11-28 Thread jeffarcherjr
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]

2009-11-28 Thread Deepak Patade
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

2009-11-28 Thread Deepak Patade
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

2009-11-28 Thread Alan
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
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[amibroker] Yahoo ticker updater

2009-11-28 Thread Anthony Faragasso
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 ... ????

2009-11-28 Thread amsiev
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?

2009-11-28 Thread Michael
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?

2009-11-28 Thread Ara Kaloustian
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

2009-11-28 Thread bistrader
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

2009-11-28 Thread Mike
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?

2009-11-28 Thread potatosoupz
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?

2009-11-28 Thread potatosoupz
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

2009-11-28 Thread Mike
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?

2009-11-28 Thread Mike
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?

2009-11-28 Thread Mike
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?

2009-11-28 Thread Potato Soup
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

2009-11-28 Thread Panos Boufardeas


Hello
Mike,This time I will sent a picture that we can see the results that I 
don’t 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%

2009-11-28 Thread potatosoupz
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?

2009-11-28 Thread Mike
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%

2009-11-28 Thread Mike
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?

2009-11-28 Thread potatosoupz
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

2009-11-28 Thread mkecera
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