In the prior code, you'll want to remove the quotes around SYM in the
Foreign expressions or you will get a comparison with the ticker SYM
(Syms Corp - not a real standard bearer for tight rising channels)
instead of the variable SYM.
Sorry about that.
--- In amibroker@yahoogroups.com, "timgad
Thanks to Johan (johsun) for the meat of this code.
One of the difficult parts, for me, of being a trend follower
(trading intermediate term trends of weeks to months in duration) is
getting a sell signal on an individual holding and then finding new
buy candidates as the trend in the overall m
Johan
After taking the time to put that long winded explanation together, I
finally realized why the end value on my Volatility Check plot isn't
equal to the end value for your Volatility calculation (i think).
Sorry for being such a knucklehead - and thanks again for the code.
Final explorati
Thanks for staying with me, Johan : )
Just to make sure we are "on the same page", let me
use an example. First, I'll re-insert your code here
...
///
Periods = 40;
end = LinearReg( C, periods );
start = LinRegIntercept( C,
Hello,
It is available now.
http://www.amibroker.com/devlog/2006/04/16/users-guide-in-pdf-format/
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: "Tomasz Janeczko" <[EMAIL PROTECTED]>
To:
Sent: Saturday, April 15, 2006 12:33 PM
Subject: Re: [amibroker] AmiBroker 4
One addition - these codes are written back if you use Equity(
1 ) in your formula.
Best regards,Tomasz Janeczkoamibroker.com
- Original Message -
From:
Terry
To: amibroker@yahoogroups.com
Sent: Sunday, April 16, 2006 7:07
PM
Subject: RE: [amibroker] where are the
Stops are Sells with different codes. If
you have:
Filter = Buy or Sell;
You should be getting nBar stops too.
From Help:
Depending on kind of the stop various values
are written back to sell/cover array to enable you to distinguish if given
signal was generated by regular rul
I am moving my system from Wealth-lab to AmiBroker.
My system is basically a long only EOD system. Every night I download quotes and
run the Wealth-lab simulator against 600 stocks. It generates a list of alerts
with priority (similar to PositionScore in AB). The alerts include
Buy/Sell/St
No, because in this case end will be a different value for each of
the bars in the lookback period; a new endpoint of a different
regression line. You want to calculate the difference between the
previous 40 closes and the current bars 40-bar regline. Hope I'm
making sense;)
Johan
--- In am
Is there an easy way to retrieve the nth bar from each day?
I like the genericity of this. Since I know the timeframe that the
retrieval is based on, I know exactly what time an "array of the nth
bar per day" represents.
For example, in a 5 min timeframe with regular trading hours EST, I
kno
I'm doing scaling in on trades. I know I can use sigscalein and
sigscaleout. However, I'd prefer to treat each of the scalings as a
different trade for backtesting. Is this possible with the custom
backtester?
Currently my AFL allows autotrading. So for each entry and exit a
positionsize i
FYI: I have setup testing account at Yahoo just for
checking
and *all* e-mails I have sent from 10 different accounts /
different domains (NOT in amibroker.com domain)
landed in "Bulk" folder. So for me it really works very
bad.
They should simply install SpamAssasin (open source) softwar
- Original Message -
From: "Terry" <[EMAIL PROTECTED]>
To:
Sent: Saturday, March 25, 2006 8:37 PM
Subject: RE: [amibroker] Sort by columns
> It works fine for me. Be sure your first sort "allows" a 2nd sort.
> E.G., if you sort on % Profit first, then a 2nd sort will not change
> anyth
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