>> If you read the article it states quite
plainly what to do
Give
me a break. OK, so basically you don't know
how the
chart
was generated. ty
--jeff
-Original Message-From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED]On Behalf Of GrahamSent:
Monday, Apr
If you read the article it states quite plainly what to do
Formula 1. Multiple time-frame MACD. Note: in order to run this code and calculate multiple time-frame MACD, enter it into Automatic Analysis (AA) window, go to Settings window, make sure that Periodicity is set to 1-minute. Then press "
timeframes can only work at higher intervals than the chart, so you
neeed to ahve the chart period set to less than the minimum timeframe
in the AFL, in this case 10 minutes is the minimum timeframe in the
AFL
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to y
Hi intermilan04,
Let me take a shot at that one. ^_^
At least here, there are *plenty* of stocks with a wide bid/ask
spread, even stocks that trade 10 million shares or more a day. It
depends on the stock, and on the time of day, and on the overall
market.
Moreover, even with bids and offers u
Forgot
to ask my other question. I was doing a Google
of
"Amibroker Tick symbology" when I found that
multi
timeframe code.
At the
time, I was trying to figure out to get IB's
TICK-NYSE symbol into AB. Tried all
combinations
and
couldn't find in any documentation on syntax
for
Fred,
Could you explain as to why 3% wouldn't always limit losses to 3%?
Assuming the stock has some volume (at least 100K), and I set stop
loss order as soon as I buy stocks...I'm not quite sure of the
circumstances where 3% stop loss would not work.
My system is a daytrading system so there is
I
found some TJ code on multi-timeframes (forgot where).
Look's
interesting and very clean. Any thoughts on why the
variable
MTMACD
is returning {EMPTY} would be appreciated. I have
the
chart
set to daily with historical 1 minute data, pretty sure it's
setup
correctly. At a loss
Just keep in mind that a 3% stop loss does not necessarily limit
losses to 3% ...
--- In amibroker@yahoogroups.com, "intermilan04" <[EMAIL PROTECTED]>
wrote:
>
> Phsst,
>
> I don't like the trade drawdown more than the system drawdown. I
used
> to think that having a large trade drawdown was
Phsst,
I don't like the trade drawdown more than the system drawdown. I used
to think that having a large trade drawdown was OK as long as the
system drawdown was small, and I think I was wrong.
As a daytrader I take and close out positions daily. Imagine having
lost 7% on a single trade and ha
Fred's point is accurate IMO
If the Trader has spent blood, sweat and tears over a period of years
building up a serious trading equity, then a 28% System Drawdown would
be demoralizing (only after causing a serious case of "Butt Pucker").
A subsequent post from Ed showed a 'Max Sys DD = -3.6
You
may wan to read and perhaps participate in, some running polls on this
topic at:
http://finance.groups.yahoo.com/group/amibroker/polls
herman
-Original Message-From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED]On Behalf Of Ed
HoopesSent: Monday, April 17, 2006
Here is the YTD performance of my production stock trading system.
The results are out of the Backtester for convenience. I don't do as
well because I take time off for vacations, surfing and laziness.
I've been trading this for 1.5+ years.
Generally it draws stocks from a carefully selected st
So Far, My system is more discretionary, and it's leaning to longer
term. I'm now trying to get more mechanical with FOREX. Amibroker is
not easy to learn..
Millowena
On Mon, 17 Apr 2006 14:18:06 - "intermilan04"
<[EMAIL PROTECTED]> writes:
> It's Cumulative Annual Return.
>
> My intention
Hi Fred,
Thank you for your suggestion & comment.
- Drawdowns
28% is certainly not low, but I actually have a 3% stop order built
into my system. Since it is a daytrade system, each day the maximum I
lose is 3%. (the 28% system drawdown is the result of series of losses
in several days)
So I am
A Comment and a suggestion ...
- DrawDowns ... I could be wrong but I suspect most people can't
tolerate 28% DD's ... To bring that number down to the point where
at least some people would be comfortable with it using real money
one would I think have to cut it half. Doing that with an exist
Since I have optimized my system between 1996-2006, I guess the
answer would be the same time period.
--- In amibroker@yahoogroups.com, "Fred" <[EMAIL PROTECTED]> wrote:
>
> That doesn't answer my question ...
>
> In the development of the system what range of data ( time period )
> did you use
It's Cumulative Annual Return.
My intention was not to explain the numbers with my system,
rather than to find out how others are doing :-)
Are you doing well with your systems?
--- In amibroker@yahoogroups.com, [EMAIL PROTECTED] wrote:
>
> Is that 110% average PA or total?
>
> Millowena
>
> O
That doesn't answer my question ...
In the development of the system what range of data ( time period )
did you use ? The same time period ? An earlier one ?
--- In amibroker@yahoogroups.com, "intermilan04" <[EMAIL PROTECTED]>
wrote:
>
> The numbers are the result of backtesting my system with
Is that 110% average PA or total?
Millowena
On Mon, 17 Apr 2006 13:48:03 - "Fred" <[EMAIL PROTECTED]>
writes:
> Are the numbers you posted in sample or out of sample ?
>
> --- In amibroker@yahoogroups.com, "intermilan04" <[EMAIL PROTECTED]>
>
> wrote:
> >
> > I know it depends on what you
Do a search on the past messages, we have had this
discussion recently.
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] On Behalf Of
intermilan04Sent: Monday, 17 April 2006 11:20 PMTo:
amibroker@yahoogroups.comSubject: [amibroker] System
Performances
I know it depends on what
The numbers are the result of backtesting my system with
NASDAQ and NYSE tickers (around 7000 tickers) between
1996/1/1~2006/1/1.
--- In amibroker@yahoogroups.com, "Fred" <[EMAIL PROTECTED]> wrote:
>
> Are the numbers you posted in sample or out of sample ?
>
> --- In amibroker@yahoogroups.com, "
Are the numbers you posted in sample or out of sample ?
--- In amibroker@yahoogroups.com, "intermilan04" <[EMAIL PROTECTED]>
wrote:
>
> I know it depends on what you want personally for risk/reward, but
I'm
> curious as to what other people's systems (developed in Amibroker)
are
> performing li
I know it depends on what you want personally for risk/reward, but I'm
curious as to what other people's systems (developed in Amibroker) are
performing like. You don't have to share your code or the idea behind
your system (unless you want to), but I'm curious.
Over the last 10 years, say, what i
using plotforeign
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] On Behalf Of
pilpilonimSent: Monday, 17 April 2006 7:37 PMTo:
amibroker@yahoogroups.comSubject: [amibroker] Re: Creating own
Index?
anyone?--- In amibroker@yahoogroups.com, "pilpilonim"
<[EMAIL PROTECTED]> wrote
Previous message contains a virus
Best regards,Tomasz Janeczkoamibroker.com
- Original Message -
From:
rajeevmundra
To: amibroker@yahoogroups.com
Sent: Monday, April 17, 2006 6:05
AM
Subject: [amibroker] Word file
Please see the file.
Please note that this grou
anyone?
--- In amibroker@yahoogroups.com, "pilpilonim" <[EMAIL PROTECTED]>
wrote:
>
> Thank you
>
> I saved the below code and tried to run it as indicator (I know I
> doing something wrong).
>
> Now I can't see the index being displayed plus How can I save the
> data of the prefered index?
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