[amibroker] Better Bollinger Bands

[mohany1]

Someone was asking for this afl. I got around to translating. Enjoy.

Now, if only someone can teach me , really how to make money !!!

/*
Better Bollinger Bands I

pds:=Input("Periods",2,200,20);
sd:=Input("Standard Deviations",.01,10,2);
alpha:=2/(pds+1);
mt:=alpha*C+(1-alpha)*(if(Cum(1)

Re: [amibroker] RMO. Attn: Fred Tonetti

[mohany1]

Here it is

//This can be made simpler, more generic AND faster with ...

/*Len1 = Optimize("Len1", 2, 2, 11, 1);
Len2 = Optimize("Len2", 10, 2, 21, 1);
Len3 = Optimize("Len3", 30, 2, 50, 1);
*/

Len1 = Param("ma_len1",2,2,40,1);
Len2 = Param("sum_len2",10,2,40,1);
Len3 = Param("ema_len2",30,2,100,1);
Len4 = 81;

//Indicators

MAz = Cum(0);
MAy = C;

for (i = 1; i <= Len2; i++)
{
MAy = MA(MAy, Len1);
MAz = MAz + MAy;
}

ST1 = 100 * (C - (MAz / Len2)) / (HHV(C, Len2) - LLV(C, Len2));

Plot(ST1, "SwingTrade-1", colorBrightGreen);

ST2 = EMA(ST1, Len3);
Plot(ST2, "SwingTrade-2", colorGrey50);

ST3 = EMA(ST2, Len3);
Plot(ST3, "SwingTrade-3", colorRed);

On Sat, Feb 14, 2009 at  2:57 PM, LB wrote:

Is this what you are talking about?

http://www.purebyte s.com/archives/ amibroker/ 2007/msg04437. html 




- Original Message -
From: ftone...@optonline. net  

To: amibro...@yahoogrou ps.com  

Sent: Saturday, February 14, 2009 8:13AM 

Subject: Re: [amibroker] RMO. Attn: FredTonetti 



 
 
RMO ?

- Original Message -
From: MAVIRK
Date: Friday, February 13, 2009 3:32 am
Subject: [amibroker]RMO. Attn: Fred Tonetti
To: amibro...@yahoogrou ps.com 

   Do you still have the your RMO code? Could you please post it? 
Thanks.  

 

[amibroker] Plotting predicted future values

[mohany1]

 How can I plot predicted values in the future? I am getting syntax 
errors on the following.


Thanks

for( i = 1; i < BarCount+4; i++ )
{
FV[ i ] = C[ i ];
 if ( i = BarCount + 1 ) FV[ i ] = C[BarCount] + ( C[ BarCount ] - C 
[BarCount-1 ]);
 if ( i = BarCount + 2 ) FV[ i ] = FV[ BarCount ] + 2*( C[ BarCount ] - 
C [BarCount-1 ]);
if ( i = BarCount + 3 ) FV[ i ] = FV[ BarCount +1 ] + 2*( C[ BarCount ] 
- C [BarCount-1 ]);


}

[amibroker] Autorun script

[mohany1]

The autorun jscript is not running . I installed java on this computer 
and it on windows xp and AB 5.2.


ANy help is appreciated.

Thanks

Mohan

/*
Below is sample JScript (to be saved in a separate file with .JS 
extension).

Usage:
1. Open AmiBroker. Setup the watch list 1.
2. Double click the .JS file
3. Enjoy slideshow.
*/

//
// Sample Slideshow script

/// USER DEFINABLE VARIABLES
///
WatchListNo = 1; // < THE WATCH LIST TO USE
ChangeEverySec = 2; // <--- TIME BETWEEN SLIDE CHANGES (in seconds)
///


// Don't touch code below
AB = WScript.CreateObject("Broker.Application");

Stocks = AB.Stocks;

iQty = Stocks.Count
for( i = 0; i < iQty; i++ )
{
  s = Stocks( i );

 if( ( WatchListNo < 32 && s.WatchListBits & ( 1 << WatchListNo ) ) 
||
 ( WatchListNo >= 32 && s.WatchListBits2 & ( 1 << 
(WatchListNo-32) ) ) )

 {
  prevdoc = AB.ActiveDocument;
  AB.Documents.Open( s.Ticker );
  if( prevdoc != null ) prevdoc.Close();
  WScript.Sleep( 1000 * ChangeEverySec );
 }

}

// END

[amibroker] Qcharts symbols for the indexes

[mohany1]

How do I get the index data form qCharts into AmiBroker? $INDU doesn't 
seem to work. What is the correct symbol?


THanks

Mohan

[amibroker] How to synchronize 2 different databases

[mohany1]

I have 2 different databases - yahoo & Quotes plus. I would like to have 
the same layouts in both of the databases. Looks like , I cant just copy 
*.awl files from one another. or the layouts folders. Is there any way 
to do this


Thanks

Mohan

Re: [amibroker] Re: difficulty to plot a Kaufman AMA function from AB menu Charts | Averages

[mohany1]

It works for me. Did you change the symbol and try? There could be something 
wrong with your data for that symbol. Try on an index - CAC40 for example.

 -- Original message --
From: "reinsley" <[EMAIL PROTECTED]>
> 
> 
> I put the thing in another way, and the plot says " kama = {NAN}
> Periods=14 "
> 
> The result of the AMA2 is not a number. The trace of the variables
> shows kama=0.
> 
> After a click into the graphic the calculation is ok, I see " kama =
> 4961.542 Periods=14 "
>  Or if I hoover the mouse on the graph then calculation runs slowly
> for few bars.
> 
> Something goes wrong with ama2 fields. However it looks like the help
> example.
> How can I obtain a number as result of AMA2 ?
> If somebody could test and correct the following code ?
> 
> // Kauffman AMA
> 
> GraphXSpace=2;
> 
> T1=Param("Period",14,5,25,1); //Periods
> _TRACE("T1 = "+T1);
> V2=Param("Fast",2,2,20,1); //fast
> _TRACE("V2 = "+V2);
> V3=Param("Slow",30,15,50,1); //slow
> _TRACE("V3 = "+V3);
> F1=2/(V2+1);
> _TRACE("F1 = "+F1);
> S1=2/(V3+1);
> _TRACE("S1 = "+S1);
> dir=abs(C-(Ref(C,-T1)));
> _TRACE("dir = "+dir);
> Vol=Sum(abs(C-(Ref(C,-1))),T1);
> _TRACE("vol = "+Vol);
> ER=dir/Vol;  //(C-(Ref(C,-T1)))/Sum(abs(C-(Ref(C,-1))),T1));
> _TRACE("ER = "+ER);
> A1=ER*(F1-S1)+S1;
> _TRACE("A1 = "+A1);
> A2=A1^2;
> _TRACE("A2 = "+A2);
> 
> KAMA=AMA2(Close,A2,1-A2);
> _TRACE("kama = "+kama);
> 
> Title="KAMA2 = " + WriteVal(KAMA) + " Periods=" + WriteVal(T1,1.0);
> 
> 
> Plot(KAMA,"KAMA",colorRed, styleLine);
> // Plot(T1,"Periods",0,16);
> Title="KAMA2 = " + WriteVal(KAMA) + " Periods=" + WriteVal(T1,1.0);
> 
> /Plot Price//
> Plot(C,"close",6,128);
> //_N(Title = "KAMA - "+StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}}
> Open %g, Hi %g, Lo %g, Cl %g {{VALUES}}", O, H, L ,C  ));
> 
> 
> 
> 
> Thank you for debug.
> 
> Regards
> 
> 
> 
> 
> 
> 
> 
> 
> 
> --- In amibroker@yahoogroups.com, "reinsley" <[EMAIL PROTECTED]> wrote:
> >
> > Hello,
> > 
> > I meet a difficulty to plot a Kaufman AMA function from AB menu Charts
> > | Averages
> > 
> > I installed two AFL scripts as follows.
> > 
> > I created,with notepad, a function that is saved in dir C:\Program
> > Files\AmiBroker\Formulas\Include\KamaFunction.afl
> > 
> > function KamaFunction(P,periods,fast,slow)
> > {
> > T1=periods;
> > V2=fast;
> > V3=Slow;
> > F1=2/(V2+1);
> > S1=2/(V3+1);
> > ER=(abs(P-Ref(P,-T1))/Sum(abs(P-Ref(P,-1)),T1));
> > A1=ER*(F1-S1)+S1;
> > A2=A1^2;
> > kama = AMA2(P,A2,1-A2);
> > return kama;
> > }
> > 
> > 
> > I created,with notepad, an afl that is saved in dir C:\Program
> > Files\AmiBroker\Formulas\Averages\KAMA - Kaufman Adaptive Moving
> > Average.afl
> > 
> > #include_once
> > P = ParamField("Price field",-1);
> > Periods = Param("Periods", 14, 2, 200, 1, 10 );
> > fast = Param("Fast", 2, 2, 200, 1, 10 );
> > slow = Param("Slow", 30, 2, 200, 1, 10 );
> > Plot(KamaFunction( P, Periods, fast, slow ), _DEFAULT_NAME(),
> > ParamColor( "Color", colorCycle ), ParamStyle("Style") ); 
> > 
> > When I insert or overlay from Charts | Average, the KAMA simple plot
> > on the close does not appear until I click on to the chart. Then the
> > plot appears instantly.
> > 
> > Another annoying thing, the AA backtest does not run a trading system
> > that use the KamaFunction.
> > 
> > I implanted a Hull MA and a T3 MA the same way, both are plotted
> > without click and the respectives functions are recognized by
> backtester.
> > 
> > I would appreciate any help to find the tiny blocking point, my ideas
> > ran out...
> > 
> > Regards
> >
> 
> 
> 


--- Begin Message ---















I put the thing in another way, and the plot says " kama = {NAN}
Periods=14 "

The result of the AMA2 is not a number. The trace of the variables
shows kama=0.

After a click into the graphic the calculation is ok, I see " kama =
4961.542 Periods=14 "
 Or if I hoover the mouse on the graph then calculation runs slowly
for few bars.

Something goes wrong with ama2 fields. However it looks like the help
example.
How can I obtain a number as result of AMA2 ?
If somebody could test and correct the following code ?

// Kauffman AMA

GraphXSpace=2;

T1=Param("Period",14,5,25,1); //Periods
_TRACE("T1 = "+T1);
V2=Param("Fast",2,2,20,1); //fast
_TRACE("V2 = "+V2);
V3=Param("Slow",30,15,50,1); //slow
_TRACE("V3 = "+V3);
F1=2/(V2+1);
_TRACE("F1 = "+F1);
S1=2/(V3+1);
_TRACE("S1 = "+S1);
dir=abs(C-(Ref(C,-T1)));
_TRACE("dir = "+dir);
Vol=Sum(abs(C-(Ref(C,-1))),T1);
_TRACE("vol = "+Vol);
ER=dir/Vol;  //(C-(Ref(C,-T1)))/Sum(abs(C-(Ref(C,-1))),T1));
_TRACE("ER = "+ER);
A1=ER*(F1-S1)+S1;
_TRACE("A1 = "+A1);
A2=A1^2;
_TRACE("A2 = "+A2);

KAMA=AMA2(Close,A2,1-A2);
_TRACE("kama = "+kama);

Title="KAMA2 = " + WriteVal(KAMA) + " Periods=" + WriteVal(T1,1.0);

Plot(KAMA,"KAMA",colorRed, styleLine);
// Plot(T1,"Periods",0,16);
Title="KAMA2 = " + WriteVal(KAMA) + " Periods=" + WriteVal(T1,1.0);

/

Re: [amibroker] Help for Klinger Volume Oscillator (KVO)

[mohany1]

This may work. Need to compare the plots with a known graph.

_SECTION_BEGIN("Klinger Oscillator");
x = H+L+C;
trend = IIf(x>Ref(x,-1), 1, -1);
//trend = Cum(trend0);

dm = (H-L);
trend_dif = trend - Ref(trend, -1);
cm_today = IIf(trend_dif != 0, Ref(dm, -1), 0);
sf = IIf(trend_dif !=0, 1, 0);  //Smoothing factor -- 1 or '0'
fb = IIf(trend_dif == 0, 1, 0);  // feedback factor -- 1 or '0', gets 
yerterdays value through AMA

//Cm0 = dm + fb * AMA(cm_today, 0);

cm = dm + sf*Ref(dm, -1) + fb * AMA(cm_today, 0);
Vf0 = (dm/cm -1 ) *2;
Vf = Vf0 * V *trend*100;
KO = EMA(Vf,34) - EMA(Vf,55);

Plot(ko, _DEFAULT_NAME(), ParamColor( "Color", colorBlue ), ParamStyle("Style") 
); 

_SECTION_END();
 -- Original message --
From: "hitash_pandya" <[EMAIL PROTECTED]>
> Hello, 
> I am looking for the Klinger Volume Oscillator (KVO) in afl script. 
> May I request help for this ?
> AFL written by me is not seems to be accurare. I think, Loop should 
> be used in AFL, which I am not conversent with. AFL written by me is 
> as under:-
> 
> /
> a=H+L+C;
> b=Ref(a,-1);
> Trend=IIf(a > b, 1,-1);
> //dm = daily movement
> dm = H - L;
> Cm = Cum(dm);
> Cm = IIf(trend=-1,Ref(Cm,-1)+dm, Ref(dm,-1) + dm);
> Vf= V * (2 *( dm/Cm -1)) * trend * 100;
> KO = EMA(Vf,34) - EMA(Vf,55);
> Plot(ko,"KO",colorBlue,styleLine);
> TL = EMA(KO,13);
> Plot(TL,"TL",colorBlue,styleLine);
> 
> 
> Mathamatical Experssion of KVO availabe at:-
> http://www.fmlabs.com/reference/default.htm?url=KO.htm
> 
> Thanks in advance.
> Hitesh
> 
> 


--- Begin Message ---













Hello, 
I am looking for the Klinger Volume Oscillator (KVO) in afl script. 
May I request help for this ?
AFL written by me is not seems to be accurare. I think, Loop should 
be used in AFL, which I am not conversent with. AFL written by me is 
as under:-

/
a=H+L+C;
b=Ref(a,-1);
Trend=IIf(a > b, 1,-1);
//dm = daily movement
dm = H - L;
Cm = Cum(dm);
Cm = IIf(trend=-1,Ref(Cm,-1)+dm, Ref(dm,-1) + dm);
Vf= V * (2 *( dm/Cm -1)) * trend * 100;
KO = EMA(Vf,34) - EMA(Vf,55);
Plot(ko,"KO",colorBlue,styleLine);
TL = EMA(KO,13);
Plot(TL,"TL",colorBlue,styleLine);


Mathamatical Experssion of KVO availabe at:-
http://www.fmlabs.com/reference/default.htm?url="">

Thanks in advance.
Hitesh


  


	
	
	

--- End Message ---

[amibroker] Rotational Backtester entering & exiting trades on the same day

[mohany1]

 When I run the backtester, it seems to be entering and exiting on the same 
day. What is wrong with my settings?

Thanks

Mohan

Report:

DateInformation 

1/3/2005

Scores:FX5=9995.25   SPY=9991.38 =9990.54XLE=9968.17
 ILF=9963.1  FXI=0  
Enter Long   FX5 Price: 277.7Shares: 90.0252 
Commission: 0   Rank: 9995.25   Equity 10   Margin Loan: 0  Fx rate: 1  
   
Enter Long   SPY Price: 120.3Shares: 207.814 
Commission: 0   Rank: 9991.38   Equity 10   Margin Loan: 0  Fx rate: 1  
   
Enter Long   Price: 39.5 Shares: 632.911 
Commission: 0   Rank: 9990.54   Equity 10   Margin Loan: 0  Fx rate: 1  
   
Enter Long   XLE Price: 34.98Shares: 714.694 
Commission: 0   Rank: 9968.17   Equity 10   Margin Loan: 0  Fx rate: 1  
   
Exit LongFX5 Price: 277.7(Avg. exit pr. 277.7)   
Shares: 90.0252 Commission: 0   (Total comm.: 0)Profit: 0 (0.00 
%)  Entry rank:9995.25  Equity: 10  Fx rate: 1
Exit LongSPY Price: 120.3(Avg. exit pr. 120.3)   
Shares: 207.814 Commission: 0   (Total comm.: 0)Profit: 0 (0.00 
%)  Entry rank:9991.38  Equity: 10  Fx rate: 1
Exit LongPrice: 39.5 (Avg. exit pr. 39.5)
Shares: 632.911 Commission: 0   (Total comm.: 0)Profit: 0 (0.00 
%)  Entry rank:9990.54  Equity: 10  Fx rate: 1
Exit LongXLE Price: 34.98(Avg. exit pr. 34.98)   
Shares: 714.694 Commission: 0   (Total comm.: 0)Profit: 0 (0.00 
%)  Entry rank:9968.17  Equity: 10  Fx rate: 1
0 Open Positions:Equity: 10  Cash: 10   



The afl code is what is included with AB installation:

// Simple example of rotational trading system
// This is contrarian strategy - 
// it buys 4 "worst" stocks - the ones that suffered the most in last year
// (4 stocks having worst 252-bar rate-of-change)
// 
// 4 positions
MaxPositions = 4;
SetOption("MaxOpenPositions", MaxPositions  );
SetOption("WorstRankHeld", MaxPositions + 2 );
SetPositionSize( 100 / MaxPositions, spsPercentOfEquity ); 

// trade on next day open
SetTradeDelays( 1, 1, 1, 1 );
BuyPrice = Open;

SetBacktestMode( backtestRotational );

// offsetting by large positive number 
// makes sure that our score is always positive and we don't enter short trades
PositionScore = 1 - ROC( C, 252 ); 

--- Begin Message ---













Microsoft Visual C++ 6.0 SP6 for 32 bit version and Visual C++ 2005 for 64 bit version.

Best regards,
Tomasz Janeczko
amibroker.com
- Original Message - 
From: "pierre8rou" <[EMAIL PROTECTED]com>
To: <[EMAIL PROTECTED]ps.com>
Sent: Friday, January 04, 2008 11:27 AM
Subject: [amibroker] Hello Tomasz, Which C++ compiler do you use to compile AmiBroker ?

> Hello Tomasz,
> 
> Which C++ compiler do you use to compile AmiBroker ?
> 
> Thanks,
> 
> Tintin92
> 
> 
> 
> Please note that this group is for discussion between users only.
> 
> To get support from AmiBroker please send an e-mail directly to 
> SUPPORT {at} amibroker.com
> 
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
> 
> For other support material please check also:
> http://www.amibroker.com/support.html
> 
> Yahoo! Groups Links
> 
> 
> 
> 
>

  






--- End Message ---

[amibroker] Saving AB database on to a flash drive

[mohany1]

 I wouldl like to carry AB on a flash drive. I have installed AB on a flash 
drive. However the data got saved only the first time. I am using TC2007 as the 
data source. If I want to update the data on the flash drive, it looks like I 
need to run a exploration ( Filter = 1 ) on the whole database and then save 
the database. Is there an automatic way of savinng the data other than this?

Thanks

Mohan

--- Begin Message ---













No, I meant Auto Analysis Settings. If you still having problems you should send entire formula to support.

Best regards,
Tomasz Janeczko
amibroker.com
- Original Message - 
From: "holygrail168" 
To: <[EMAIL PROTECTED]ps.com>
Sent: Wednesday, October 17, 2007 3:00 PM
Subject: [amibroker] Re: How do you change stopTypeNBar to exit at the open of the exit day?

> Hi Tomasz,
> 
> Are you talking about the Preferences within the Tool menu bar?
> 
> Or are you talking about the Settings button in the Automatic 
> Analysis where there is a tab for Long trades and Short Trades?
> 
> It allows me to choose open, close, high, low and average but I don't 
> understand why this setting exists since aren't we supposesd to set 
> Buy Prices or Sell prices in our formula?  I've set all the prices to 
> Open anyhow.  I've tried the backtester again but the n-bar stop 
> keeps exiting at the exit days high.
> 
> Is there some sort of code I need to include in my AFL formula to 
> tell it to use these settings within the Automatic Analysis tool?  
> 
> I've just lost a fair bit fo money because of this so I'd really like 
> to get to the bottom of it.  Please tell me what I'm doing wrong. I'm 
> using Amibroker 4.90
> 
> Thanks,
> --- In [EMAIL PROTECTED]ps.com, "Tomasz Janeczko" <[EMAIL PROTECTED]> 
> wrote:
>>
>> It will exit at trade price as defined in preferences. If you set 
> trade price to OPEN (in the settings) it will exit on OPEN.
>> 
>> The line should read:
>> ApplyStop(stopTypeNBar,stopModeBars,2, 0, False, 2);
>> 
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> - Original Message - 
>> From: "holygrail168" ...>
>> To: <[EMAIL PROTECTED]ps.com>
>> Sent: Tuesday, October 16, 2007 2:21 PM
>> Subject: [amibroker] How do you change stopTypeNBar to exit at the 
> open of the exit day?
>> 
>> 
>> > Hi,
>> > 
>> > I'm trying to get the stopTypeNBar to work such that on the 3rd 
> day 
>> > (including trade day) after purchasing the share, it will exit on 
> the 
>> > market when it opens.
>> > 
>> > At the moment, my historical backtest keeps showing an exit price 
> which 
>> > is at the market's high and not the market opening.
>> > 
>> > This is the line of code which I'm using and I've read and re-
> read the 
>> > applystop AFL code description but I can't find anything which 
> allows 
>> > me to control the level at which we exit the N-bar stop.
>> > 
>> > ApplyStop(stopTypeNBar,stopModeBars,2, 1, False, 2);
>> > 
>> > 
>> > 
>> > Please note that this group is for discussion between users only.
>> > 
>> > To get support from AmiBroker please send an e-mail directly to 
>> > SUPPORT {at} amibroker.com
>> > 
>> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>> > http://www.amibroker.com/devlog/
>> > 
>> > For other support material please check also:
>> > http://www.amibroker.com/support.html
>> > 
>> > Yahoo! Groups Links
>> > 
>> > 
>> > 
>> > 
>> >
>>
> 
> 
> 
> 
> Please note that this group is for discussion between users only.
> 
> To get support from AmiBroker please send an e-mail directly to 
> SUPPORT {at} amibroker.com
> 
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
> 
> For other support material please check also:
> http://www.amibroker.com/support.html
> 
> Yahoo! Groups Links
> 
> 
> 
> 
>

  






--- End Message ---

Re: [amibroker] DOWNLOADING DAILY EOD DATA

[mohany1]

Current data from yahoo gives OHLC values for that day upto that point of time 
(with 20(??) minute delay). So if I download current data at 2PM, I will get 
open value at 9:30am, High & low values between 9:30am & 2 pm and close value 
at 2PM. If you download current data at 6PM , theoretically you should all the 
data for today. I do this every day for US stocks at least 2 or 3 times a day.

I don't know, if this different for Indian stocks.

Mohan
 -- Original message --
From: "Vinay Gakkhar." <[EMAIL PROTECTED]>
> Dear Prashanth,
> 
> Today at 6 pm when I downloaded from Yahoo Current for today's EOD data, I  
> got end-of-bar data, so the figures I got for open, high, low & close were  
> the same. I did not get end-of-day data.
> 
> Kindly try to suggest some other working method.
> 
> Thanks,
> 
> vinay
> 
> --- Forwarded message ---
> From: "Vinay Gakkhar." <[EMAIL PROTECTED]>
> To: amibroker@yahoogroups.com
> Cc:
> Subject: [amibroker] DOWNLOADING DAILY EOD DATA
> Date: Thu, 04 Oct 2007 09:02:57 +0530
> 
> Dear Prashanth,
> 
> When I download current day's data during the day, I get OHLC for the
> current bar, not for the full day.
> 
> Are you saying that if I download at end of each day, I will get full
> day's data?
> 
> Thanks,
> 
> Vinay
> 
> 
> 
> On Thu, 04 Oct 2007 08:00:52 +0530, Prashanth <[EMAIL PROTECTED]>
> wrote:
> 
> > Hello Vinay,
> >
> > As Bill rightly said, why not use Download Current Days data after Market
> > close since it downloads that days EOD data itself. Only if you want to
> > download yesterday's data, you need to use historical data download
> > option.
> >
> > Also, I think slow download of data from AmiQuote was discussed
> > somewhere in
> > this group sometime earlier and proable causes and remedies was
> > suggested by
> > TJ. I myself download a historical data of more scrips than that in far
> > lesser time.
> >
> > Cheers
> >
> > Prashanth
> >
> > - Original Message -
> > From: "Vinay Gakkhar." <[EMAIL PROTECTED]>
> > To: 
> > Sent: Thursday, October 04, 2007 7:49 AM
> > Subject: [amibroker] DOWNLOADING DAILY EOD DATA
> >
> >
> >> Dear Bill,
> >>
> >> Sorry for my wrong selection of words.
> >>
> >> I want to say that I need EOD data daily for formulating my daily
> > strategy.
> >>
> >> And I want to say that it takes me 2 hours (not 5 minutes) every day for
> >> the 1,000 NSE India stocks.
> >>
> >> In fact today it took me 3 hours.
> >>
> >> Is there a faster method of downloading daily EOD data direct into
> >> Amibroker from Yahoo Finance?
> >>
> >> Thank you,
> >>
> >> gakkhar
> >>
> >>
> >>
> >> On Thu, 04 Oct 2007 07:15:11 +0530, wavemechanic <[EMAIL PROTECTED]>
> >> wrote:
> >>
> >> > I don't think you understand - or I don't understand what you are
> >> > after.  If you want EOD daily, just download every day from the
> >> current
> >> > server.  You say that takes you 5 minutes.  What's the problem?
> >> >
> >> > Bill
> >> >
> >> > - Original Message -
> >> > From: "Vinay Gakkhar." <[EMAIL PROTECTED]>
> >> > To: 
> >> > Sent: Wednesday, October 03, 2007 8:46 PM
> >> > Subject: [amibroker] DOWNLOADING DAILY EOD DATA
> >> >
> >> >
> >> >> Dear Bill,
> >> >>
> >> >> Thanks for your advise.
> >> >>
> >> >> But this does not cover my need. I prepare my daily strategy on the
> >> >> basis
> >> >> of data uptil last working day, so I can run my daily exploration
> >> only
> >> >> after last working day's data has been downloaded.
> >> >>
> >> >> Is there any similarly faster method for downloading daily EOD data?
> >> >>
> >> >> Thanks,
> >> >>
> >> >> gakkhar
> >> >>
> >> >> On Thu, 04 Oct 2007 05:23:19 +0530, wavemechanic <[EMAIL PROTECTED]>
> >> >> wrote:
> >> >>
> >> >>> The difference you see is due to the fact that current and
> >> historical
> >> >>> data use different servers and the different way that they interact
> >> >>> with
> >> >>> data requests.  You should consider downloading current daily and
> >> >>> historical once a week on weekends.
> >> >>>
> >> >>> Bill
> >> >>>
> >> >>> - Original Message -
> >> >>> From: "Vinay Gakkhar." <[EMAIL PROTECTED]>
> >> >>> To: "Amibroker" 
> >> >>> Sent: Wednesday, October 03, 2007 6:33 PM
> >> >>> Subject: [amibroker] DOWNLOADING DAILY EOD DATA - AMENDED POST
> >> >>>
> >> >>>
> >>  I use Tools > Auto Update Quotes (Amiquote) > Yahoo Historical to
> >>  download
> >>  EOD data on daily basis. I have about 1,000 stocks in my list, it
> >>  downloads data for one stock at a time, and takes roughly 2 hours
> >> to
> >>  download the data. Whether data to be downloaded is for one day or
> >> 10
> >>  days
> >>  or 100 days, there is not much of a difference in time taken.
> >> 
> >>  On the other hand, Yahoo Current downloads data for 200 stocks in
> >> one
> >>  pass, and data for 1,000 (sorry I wrote 100 in my last post) stocks
> >>  in 5
> >>  passes, in a total of less than 2
> >>  minut

Re: [amibroker] FORUMULA GIVING RESULTS LIKE NEURAL NETWORK

[mohany1]

There isn't one published on this board or in the afl library as far as I know. 

-- Original message -- 
From: "Vinay Gakkhar." <[EMAIL PROTECTED]> 

> Is there any Amibroker formula which analyzes historical stocks data like a 
> neural network does? 
> 
> gakkhar 
> 
> 
> 
> Please note that this group is for discussion between users only. 
> 
> To get support from AmiBroker please send an e-mail directly to 
> SUPPORT {at} amibroker.com 
> 
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: 
> http://www.amibroker.com/devlog/ 
> 
> For other support material please check also: 
> http://www.amibroker.com/support.html 
> 
> Yahoo! Groups Links 
> 
> 
> 

[amibroker] OT - running TC2000 or QP from a USB Flash drive

[mohany1]

 Just, wondering, if there is anyway of doing this? Can MiGo software do this?

TIA

Mohan

--- Begin Message ---













Hello Graham,

thanks a lot !
My headache is over now. :-)
Seems that i have tried it to complicated.

Kind regards
Thomas

--- In [EMAIL PROTECTED]ps.com, Graham ...> wrote:
>
> I thought you could just so it as this in the main afl code
> 
> RiskPerContract = 2*ATR(50) x PointValue x TickSize;  ( eg 2*ATR
(50) x
> 10 x 0.0001 )
> 
> PositionSize = -0.75 x MarginDeposit / RiskPerContract;
> 
> -- 
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://www.aflwriting.com
> 
> 
> On 24/04/07, Thomas <[EMAIL PROTECTED]> wrote:
> >
> > Hello,
> >
> >
> >
> > I am trying to write a system that risks always 0.75% of CURRENT 
EQUITY
> > per trade and uses ATR stops, which means that I need the custom 
backtester
> > to access actual equity. The problem is that I can't access the 
ATR value
> > in the signal object, where I could define the position size.
> >
> >
> >
> > Here is the description that shows how it should work when it is 
finished:
> >
> >
> >
> > 1.) RiskPerContract = 2*ATR(50) x PointValue x (1/TickSize);
> >
> > 2.) Contracts = (CurrentEquity x 0.75%) / RiskPerContract;
> >
> > 3.) PositionSize = Contracts x MarginDeposit;
> >
> >
> >
> > I have already tried a lot and can't find any solution. Please 
help if
> > possible. See my code below. For simplicity i have just tried to 
access the
> > ATR value. It seems that AmiBroker simply ignores the value of 
sig.PosSizeand instead uses full equity for the trade.
> >
> > Thanks in advance !
> >
> >
> >
> > Kind regards,
> >
> > Thomas
> >
> >
> >
> > SetCustomBacktestProc("");
> >
> >
> >
> > *if*( Status("action") == *actionPortfolio* )
> >
> > {
> >
> >bo = GetBacktesterObject();
> >
> >bo.PreProcess();
> >
> >
> >
> >*for*( bar = 0; bar < *BarCount*; bar++)
> >
> >{
> >
> >CurrentPortfolioEquity = bo.Equity;
> >
> >
> >
> >*for*( sig = bo.GetFirstSignal(bar); sig; sig = 
bo.GetNextSignal
> > (bar))
> >
> >{
> >
> >sym = sig.Symbol;
> >
> >SetForeign(sym);
> >
> >MyATR = Ref(2*ATR(50),-1);
> >
> >RestorePriceArrays();
> >
> >
> >
> >*if*( CurrentPortfolioEquity > 0 ) sig.PosSize = MyATR
[bar];
> >
> >*else* sig.PosSize = 0;
> >
> >}
> >
> >bo.ProcessTradeSignals(bar);
> >
> >}
> >
> >bo.PostProcess();
> >
> > }
> >
> 
> /***
/
> >
> > // sample rules:
> >
> > *Buy* = Cross( CCI(), 100 );
> >
> > *Sell* = Cross( 100, CCI() );
> >
> > *Short* = Cross( -100, CCI() );
> >
> > *Cover* = Cross( CCI(), -100 );
> >
> 
> /***
/
> >
> > SetOption("InitialEquity",10);
> >
> > SetOption("FuturesMode",*True*);
> >
> > *PointValue* = *PointValue* * (1/*TickSize*);
> >
> > *RoundLotSize* = 1;
> >
> > *MarginDeposit* = 1000;
> >
> 
> /***
/
> >
> > _SECTION_BEGIN("Price");
> >
> > SetChartOptions(0,*chartShowArrows*|*chartShowDates*);
> >
> > _N(*Title* = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, 
Hi %g,
> > Lo %g, Close %g (%.1f%%) {{VALUES}}", *O*, *H*, *L*, *C*, 
SelectedValue(
> > ROC( *C*, 1 ) ) ));
> >
> > Plot( *C*, "Close", ParamColor("Color", *colorBlack* ), 
*styleNoTitle* |
> > ParamStyle("Style") | GetPriceStyle() );
> >
> > _SECTION_END();
> >
> 
> /***
/
> > 
> >
>


  






--- End Message ---

Re: [amibroker] AmiQuote 1.93

[mohany1]

Works like charm with the default server(ichart.yahoo.com). Thanks for the 
great service. 

Shows a lot of errors when I select rotate through B-L servers.

-- Original message -- 
From: "Tomasz Janeczko" <[EMAIL PROTECTED]> 

> 
> Hello, 
> 
> http://www.amibroker.com/devlog/2007/01/29/amiquote-193-released/ 
> 
> Best regards, 
> Tomasz Janeczko 
> amibroker.com 
> 
> 
> Please note that this group is for discussion between users only. 
> 
> To get support from AmiBroker please send an e-mail directly to 
> SUPPORT {at} amibroker.com 
> 
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: 
> http://www.amibroker.com/devlog/ 
> 
> For other support material please check also: 
> http://www.amibroker.com/support.html 
> 
> Yahoo! Groups Links 
> 
> 
> 

Re: [amibroker] Russell 1000 List.

[mohany1]

G - growth, V - value

-- Original message -- 
From: "David Fitch" <[EMAIL PROTECTED]> 
Duke,

What do the "G", "V" mean on backend of file?  
Are these the updates in midyear? Or do you also update for quarterlies?
Thanks for posting.  I go through the translation from pdf to excel, etc. Used 
to do quarterlies as well but it got to be PIB, so I quit. Don't know that it 
hurts my analysis. I  use for making ATC's for breadth work.
Thanks again
dave



- Original Message - 
From: Duke Jones, CMT 
To: amibroker@yahoogroups.com 
Sent: Wednesday, January 03, 2007 4:39 PM
Subject: Re: [amibroker] Russell 1000 List.


Here are the major Russell Indices.

Regards

Duke Jones, CMT

EF wrote:
>
> Does anyone have an Excel spreadsheet, TLS file or the like with the 
> Russell 1000 components that they would post for download. I want to 
> create a watch list and can not find anything but PDF files with the 
> symbol list.
> 
> Thanks in advance.
> 
> EF
>
> --
> No virus found in this outgoing message.
> Checked by AVG Free Edition.
> Version: 7.5.432 / Virus Database: 268.16.3/614 - Release Date: 
> 1/2/2007 2:58 PM
>
> 


 

Re: [amibroker] Re: Yahoo symbols for market internals

[mohany1]

Thanks for your reply

-- Original message -- 
From: "sebastiandanconia" <[EMAIL PROTECTED]> 
To my knowledge that data isn't available through Yahoo!,  not in that form.  I 
get the market internals with an Excel web query at the end of every trading 
day, then import it into AB periodically.


S.


--- In amibroker@yahoogroups.com, [EMAIL PROTECTED] wrote:
>
> Hello,
> 
> What are the symbols for the market internals on yahoo - such as new highs, 
> new lows etc. I am looking for downloadable historical data symbols.
> 
> Thanks for any help.
> 
> Mohan
>

 

[amibroker] Yahoo symbols for market internals

[mohany1]

Hello,

What are the symbols for the market internals on yahoo - such as new highs, new 
lows etc. I am looking for downloadable historical data symbols.

Thanks for any help.

Mohan
 
 

Re: [amibroker] help for a simple formula

[mohany1]

x = EMA(Close,20);
y = EMA(Close,50);

Buy=Cross(x,y);
PlotShapes(shapeUpArrow*Buy,colorGreen);
Sell=Cross(y,x);
PlotShapes(shapeDownArrow*Sell,colorRed);
Plot(C,"Close",colorBlack, styleCandle);
-- Original message -- 
From: "mravie7" <[EMAIL PROTECTED]> 
hi, 
can anyone help me to write a simple formula.
BUY WHEN 20 DAYS EMA LINE CROSSES OVER THE 50 DAYS EMA LINE AND 
SELL WHEN 50 DAYS EMA CROSSES OVER THE 20 DAYS EMA LINE.

thanks a lot


 

Re: [amibroker] Re: Scan for Bulkowski's chart patterns

[mohany1]

Hi Joe,
 
Could you please post the link to the video? I would be interested in watching it.
 
Thanks,
 
Mohan
 
-- Original message -- From: "Joe Landry" <[EMAIL PROTECTED]> 


Allan 
I had to think back a bit.  Well I'm schiz'ed,  a fundamentalist and a technician.  Making money on fundamentals right now(Validea)  but I know what
will preserve it is technical analysis.(or risk management?)  
 
What might be an interesting side note, we had Nelson Freeburg of Formula Research give a talk to us last Sat. and
he related as to how his first investment book while he was at Columbia was Martin Pring's early TA book. This led to his development of a first "system" called  Primas (Pring Moving Average System).   I've got a cam video of his talk on our server, let me know if you'd like to down load it. 
Best regards
JOE 

- Original Message - 
From: [EMAIL PROTECTED]net 
To: [EMAIL PROTECTED]ps.com 
Sent: Thursday, October 19, 2006 7:53 AM
Subject: Re: [amibroker] Re: Scan for Bulkowski's chart patterns

Joe,
I am shocked...I never would have taken you for a closet "Edwards and Magee" man :)
 
Allan- Original Message -From: Joe Landry Date: Thursday, October 19, 2006 8:15 amSubject: Re: [amibroker] Re: Scan for Bulkowski's chart patternsTo: [EMAIL PROTECTED]ps.com> I just dusted it off Dimitris' program again and was stepping > through the > selections.> If you're not familiar with it you might want to check out > Anthony > Faragasso's charting script> as labelled below and in the program library. It's a good > companion for this > exploration.> > I tried my hand at on of his most successful patterns called > "pipes" but was > not happy with the results.> > BTW Bulkowski has a newer paperback called Getting Started in > Chart Patterns > pub within> the last year.> > As far as Thomas is concerned, I would be a potential customer > for a set of > Bulkowski pattern recognition> routines if such were to be produced and put up for sale.> > Best regards> JOE> SECTION_BEGIN("Pattern Recog. Tony Farragasso");> > // Name and Purpose - Faragasso Pattern > Recognition -> > // Date 11/23/03> > // Source Anthony Faragasso> > // Type Indicator, Exploration, AB PT> > // Patterns Wedge, Broad, Upchannel, Bearish.> > > - Original Message - > From: "brian.z123" > To: > Sent: Thursday, October 19, 2006 12:50 AM> Subject: [amibroker] Re: Scan for Bulkowski's chart patterns> > > > Hello Jim,> >> > Do you mean the chart patterns from Bulkowskis encyclopedia > (over 60> > patterns)?> >> > If you want t
o code them in AFL some have been done by Dmitiris> > Tsokaki! s (Hello Dimitris, I hope the fish are jumping into your> > boat)from the AFL library.> >> > Formula name: Pattern Recognition Exploration> > Author/Uploader: Dimitris Tsokakis - tsokakis [at] oneway.gr> > Date/Time added: 2001-09-03 14:03:35> > Origin:> > Keywords:> > Level: medium> > Flags: exploration> >> > DISCLAIMER: Most formulas present in AFL on-line library are> > submitted by the users and are provided here on an "as is" and "as> > available" basis. AmiBroker.com makes no representations or> > warranties of any kind to the contents or the operation of material> > presented here. We do not maintain nor provide technical > support for> > 3rd party formulas.> >> > Download formula file | Delete formula> ><
BR>> > Description:> > Paste the code in Automatic Analysis and Explore All Stocks > for the> > last date of your data.> > In Results click twice a label , for example "a TR" and you will> > collect all ascending Triangles marked with an "1".> > This Exploration recognizes the following patterns:> > +Ascending Wedges "aW"> > +Descending Wedges "dW"> > + ascending Triangles "a TR"> > +descending Triangles "d TR"> > +ascending channel "a ll"> > +descending channel "d ll"> > +almost horizontal channel "ll"> > +Converging Support and Resistance> > +Diverging Support and Resistance> > +N/A, ie examples not belonging to any above category.> > You may decrease sensitivity, changing> > per=3;> > with another percentage higher than 3.> > For Indicator Builder paste the code in Comments&g
t; >> >> > It would be an interesting project to code all of the major patterns> > (if it hasn'! t been d one already).> >> > There is also a formula there for identifying candle patterns > by Top> > Gun Herman van den Bergen> >> > Converting candles to bar chart patterns would be another> > interesting project.> > I'll do both projects if I run out of things to do.> >> > I haven't tried either of the formulasI just noticed them there> > the other day so passing it on to you.> >> > BrianB2.> >> >> >> >> >> >> > --- In [EMAIL PROTECTED]ps.com, "jwmc107" wrote:> >>> >>> >>> >> Is there any AFL code to scan for Bulkowski's chart patterns and> > to> >> share with?> >>> >> Thanks,> >> Jim> >>> >> >> >> >> >> > Please note that this group is for discussion between users only.> >> > To get support from Ami

Re: [amibroker] help with coding formula

[mohany1]

/*  I put an absolute on y to remove the huge spikes */
T = Param("Period",200,2,1000,1);
htf = HHV(H,T);
ltf = LLV(L,T);

x = (htf - Close)/htf;
y = abs(ltf - Close)/ltf;

momentum = y/ (y + x);
Plot(momentum,"Momentum", colorRed, styleLine | styleThick);
 
-- Original message -- From: "xxxringop" <[EMAIL PROTECTED]> 

I need help coding the following formula:htf = The high over the past 200 trading daysltf = The low over the past 200 trading daysx = (htf - close)/htfy = (ltf - close)/ltfmomentum = y/ (y + x)I would like to be able to plot it on a graph and set up as an exploration.Thanks
__._,_.___





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Re: [amibroker] Re: Lobby for Increased Number of Watchlists

[mohany1]

I second that. There should be no limit on the number of watch lists. 
 
One of the nice features of TC2000 is the ability to sort any watchlist on a set criteria ( although you are stuck with their boolean equation formulae), which is run once  and flag symbols in any watch list including the main symbol tree and put the flagged symbols in a watch list. (Only TC2000 users will  know, how good it is - I am only talking about this feature - not dissing AB). AB is missing that. 
 
Mohan
 
-- Original message -- From: "brpnw1" <[EMAIL PROTECTED]> 

I haven't yet had the need for more watchlists. Though I can see that as I build more systems, this will come up as an issue. It might take a year or more to get there.It's more a need of being able to switch the watchlist ID's in an easy manner. When I build a system, I like to put the script results in descending watchlists. Each WL represents the results set of a given system script. It makes sense to put all the WL's for a system in line, desc order.If I need an additional WL (because I added an additional script to my system) and the next WL ID has been dedicated to a different system, I have to go back into my scripts and change all the "clear WL" and "add WL" lines of code, which is a real pain. Expecially since it gets confusing and it's easy to screw this up.Much easier to be able to change the WL ID from within AB's user interface.Thanks for bringing this up.~Brian--- In [EMAIL PROTECTED]ps.com, "Ken Close" <[EMAIL PROTECTED].> wrote:>> I **know** this is on the to-do list, but I am wondering if there are more> like me who have a growing and more urgent need for a larger number of> Watchlists.> > I would like to advocate for this item to be moved up the development and> change priority list.> > Here is just one example of why this is growing in importance.> > I am embarking on making lists of the holdings of the ETFs of which there> are well over 100.> > ATCs then allow not only composite price determination but almost more> importantly, other stats such as advancing and declining volumes,> advancers/decliners, percent over some benchmark, and etc.> > I thought I would just make a new database and devote the new set of empty> Watchlists
 (64) to these, but I quickly see that is not enough unless I> limit the ETFs I study.> > So it looks like I will be forced into substituting for Industries and that> gets me involved with scripts to install the lists of symbols for each ETF.> A lot of extra work which would not be necessary it the program were> expanded to have 256 Watchlists.> > TJ is always open to suggestions and desires so I urge you to make yours> known.> > Yes, I am submitting this to the suggest AT amibroker.com address.> > While it is not necessary to clog support with the same request, I wonder> how else Tomasz can gage interest in the suggestion.> > Thanks,> > Ken>
__._,_.___





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__,_._,___

Re: Re: [amibroker] Digest Number 4928

[mohany1]

In order run the scan , you need to add buy & sell conditions
 
Buy = pchng > 10;
Sell = pchng < -10;
 
or you can hit explore button with filter varaible
add to the above statements
 
Filter = Buy or Sell;
 
-- Original message -- From: "Prashanth K" <[EMAIL PROTECTED]> Hello Doc,I havent checked the whole thread, but reading your query, I think what you require is a Addcolumn syntax.Add the following to the formula and you should be able to Explore the SameFilter = 1;AddColumn(pchng,"Percent Change");CheersPrashanthOn Wed, 03 May 2006 Raman Kumar wrote :>Dear Yuki>>I still don't get it.>>How to add a column to the analysis output was the first hurdle, >because i>want to sort the output of percentage change.>>when i run this formula>>pchng = ((C - Ref(C,-1)) / Ref(C,-1)) * 100;>>in the scan it says that " missing buy and sell variables">>Would you please help me again and further.&g
t;>thanks>Dr. Raman KumarArise!! Awake!!And Stop Not till the Goal is Reached!!- Swami Vivekananda





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