RE: [amibroker] Multi TimeFrames question

2006-04-18 Thread Paul Ho
thats rude of you. I think you're the one that has no clue. and if you do, you wouldnt need to ask.would you you ask a question, but dont read the answers carefully. and you dont read documentation well either.     From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of

[amibroker] multiple portfolio

2006-04-18 Thread rajneesh_dak
friends , can i create multiple portfolio. rajneesh Yahoo! Groups Sponsor ~--> GFT Forex Trading Accounts As low as $250 with up to 400:1 Leverage. Free Demo. http://us.click.yahoo.com/lpv1TA/jlQNAA/U1CZAA/GHeqlB/TM -

[amibroker] Re: System Performances

2006-04-18 Thread intermilan04
Hi Yuki, Thank you for your thorough reply. While I agree with a wide bid/ask spread and orders appearing and vanishing at incredible pace, I still think that having some kind of stop-loss measure is a valuable strategy. IMO, just as likely as you stop out lower than 3%, you can stop out higher

[amibroker] Re: System Performances

2006-04-18 Thread intermilan04
Postscript: I did not mean to say that 3% stop loss is the universal best solution. I meant that having a stop-loss order is the best way to preserve your capital. --- In amibroker@yahoogroups.com, "intermilan04" <[EMAIL PROTECTED]> wrote: > > Hi Yuki, > > Thank you for your thorough reply. > >

RE: [amibroker] Re: System Performances

2006-04-18 Thread MailYahoo
With a 3% stop loss you can have the "Big Boys" eat you up each time you place the stop. Making your position stop out each time. And on the real down side you can have them bring the stock under your position making your loss 5% too. Personally one needs to do what makes them comfortable, howe

[amibroker] Re: System Performances

2006-04-18 Thread intermilan04
Hi Mark, I apologize if my understanding of a stop order is wrong, but here it is: When I place a stop order (not stop-limit order), the order is invisible to the market. Once my stop trigger is hit, it appears to the market as a market order. If my understanding above is correct, I need not wo

RE: [amibroker] Re: System Performances

2006-04-18 Thread MailYahoo
As far as I am concerned your Stop order is open for the market to see Unless you are trading Millions of Dollars and have a special account Have you ever seen NASDAQ Level II in operation? Mark -Original Message- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of

[amibroker] Re: System Performances

2006-04-18 Thread intermilan04
Mark, I have not seen NASDAQ Level II. Thank you for the information, it seems it's possible to set someone up whose stop order has been set in place. Regards, intermilan04 --- In amibroker@yahoogroups.com, "MailYahoo" <[EMAIL PROTECTED]> wrote: > > As far as I am concerned your Stop order is

Re: [amibroker] Re: System Performances

2006-04-18 Thread millowena
IMHO, The stop loss should be based on market dynamic, not a % of instument price. Then, you would use the stop loss to size your position to limit the loss to an acceptable portion of your portfolio. Millowena On Tue, 18 Apr 2006 11:58:57 - "intermilan04" <[EMAIL PROTECTED]> writes: > Hi Yuk

Re: [amibroker] Re: System Performances

2006-04-18 Thread millowena
Most of the "big boys" know enough about the market to know where you and a lot of others set their stops. They do not have to see them. I try to stay out of the crowd. Millowena On Tue, 18 Apr 2006 12:44:49 - "intermilan04" <[EMAIL PROTECTED]> writes: > Hi Mark, > > I apologize if my unde

Re: [amibroker] multiple portfolio

2006-04-18 Thread Tomasz Janeczko
If you mean multiple account manager - then this feature has been moved to next milestone and should be made available in some of upcoming betas. Best regards,Tomasz Janeczkoamibroker.com - Original Message - From: rajneesh_dak To: amibroker@yahoogroups.com Sent: Tuesd

[amibroker] Can you change weekly/daily setting in AFL?

2006-04-18 Thread techsmart
I have both weekly and daily explorations and systems. Rather than going into 'settings' every time to change the time frame, is there a way to do this in AFL? I tried doing this with the "TimeFrame.." commands, but I get odd results in the system tests. I also tried #include to load the set

[amibroker] Re: System Performances

2006-04-18 Thread Ed Hoopes
As I mentioned in the first post - I have been trading this system for about 1.5 years. The first quarter of this year had no severe declines in the market, so the Max DD looks better than it really is. Typically the system goes to 100% cash after about a 5% drawdown. There is another major com

[amibroker] Re: System Performances

2006-04-18 Thread Fred
If the list is a result of some analysis you do then you can assign a PositionScore to each security for each bar. This would yield a constantly changing and potentially prioritized list of available securities to be traded. --- In amibroker@yahoogroups.com, "Ed Hoopes" <[EMAIL PROTECTED]> wr

RE: [amibroker] Re: System Performances

2006-04-18 Thread dingo
How about an example of how to do that using a sharpe ratio of each security and maybe trade on a rotational basis every month?    Seriously.   d From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of FredSent: Tuesday, April 18, 2006 1:37 PMTo: amibroker@y

[amibroker] Re: System Performances

2006-04-18 Thread Fred
Seriously ? ... A rotational system is different in scope then what I thought was being discussed here which appears to be a rotating universe of tradables that have some life and get traded intraday based on them meeting some form of buy & sell rules. --- In amibroker@yahoogroups.com, "dingo"

[amibroker] Sort question

2006-04-18 Thread Tony Lei
Hi, Is there a way to save the order of the sort in AA? E.g. #1 TIME #2 symbol name #3 Volume Whenever I hit explore, it goes back to sorting by symbol name alphabetically. ANy help is appreciated, thanks tony Please note that this group is for discussion between users only. To get s

Re: [amibroker] Re: System Performances

2006-04-18 Thread Yuki Taga
Hi Fred, I'd truly appreciate an example of what you thought the discussion was about. ^_^ Yuki Wednesday, April 19, 2006, 5:51:52 AM, you wrote: F> Seriously ? ... A rotational system is different in scope then what F> I thought was being discussed here which appears to be a rotating F> uni

RE: [amibroker] Re: System Performances

2006-04-18 Thread dingo
Ok how about an example of what you were talking about?   d From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of FredSent: Tuesday, April 18, 2006 4:52 PMTo: amibroker@yahoogroups.comSubject: [amibroker] Re: System Performances Seriously ? ... A rotati

[amibroker] Re: System Performances

2006-04-18 Thread Fred
Am I missing something ? ... Isn't this standard stuff ? i.e. ... some condition that makes some security eligible to be bought on some bar ... ROCx = ROC(C, 10); PositionScore = IIf(ROCx > 0, ROCx, 0); PositionSize = -100; ... followed by some condition that triggers buy / sell Buy = Cross

[amibroker] IB Tick data backfill

2006-04-18 Thread Ara Kaloustian
My IB Tick data backfill does not seem to work ...   Is there a backfill for tick data???       Thanks   Ara 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 other support m

RE: [amibroker] IB Tick data backfill

2006-04-18 Thread TomC
Welcome to the club. I really think it is an IB problem   Tom     -Original Message-From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED]On Behalf Of Ara KaloustianSent: Tuesday, April 18, 2006 4:29 PMTo: AB-MainSubject: [amibroker] IB Tick data backfill My IB Tick data b

Re: [amibroker] IB Tick data backfill

2006-04-18 Thread Tomasz Janeczko
Hello,   There is tick backfill but it is very short (not even half a day). Best regards,Tomasz Janeczkoamibroker.com - Original Message - From: Ara Kaloustian To: AB-Main Sent: Wednesday, April 19, 2006 1:28 AM Subject: [amibroker] IB Tick data backfill

[amibroker] Re: IB Tick data backfill

2006-04-18 Thread Phsst
I occasionally use Medved QuoteTracker, and it's behavior matches TJ's descripton of a 'very short' IB backfill time of about 1/2 day. --- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > Hello, > > There is tick backfill but it is very short (not even half a day).

[amibroker] Problem w/ nested IIf

2006-04-18 Thread timgadd
Can someone PLEASE tell me why the following always returns 3 for ROCfactor and 4 for ERfactor regardless of which ParamList choice is selected from Parameters on the AA controls? tia Length = ParamList("Regression Length", "Long|Mid|Short"); IIf(Length == "Long", ROCfactor = 1.5, IIf(Length ==

Re: [amibroker] Sort by columns

2006-04-18 Thread Tony Lei
One request is to make AA remember the "sort" sequence whenever scan/explore auto runs. I don't think this is possible yet. Is this correct? TonyOn 4/16/06, cstrader232 <[EMAIL PROTECTED]> wrote: - Original Message - From: "Terry" <[EMAIL PROTECTED]> To:

Re: [amibroker] Problem w/ nested IIf

2006-04-18 Thread cstrader232
I don't think you're using IIF correctly.  You might try something like this:   Length = ParamList("Regression Length", "Long|Mid|Short"); ROCFactor = IIf(Length == "Long", 1.5, 0); ROCFactor = IIf(Length == "Mid", 2, ROCfactor); ROCFactor = IIf(Length == "Short", 3, ROCFactor); ERFactor =

Re: [amibroker] Sort by columns

2006-04-18 Thread Graham
In latest version this can be done using OLE OLE: added ability to control sorting in AA window from OLE level Object: Analysis New method: SortByColumn( iColumn, bAscending, bMultiMode ) where iColumn - is zero-based column index to sort bybAscending - True/False decides the order we wantbMul

Re: [amibroker] Problem w/ nested IIf

2006-04-18 Thread Graham
try this Length = ParamList("Regression Length", "Long|Mid|Short"); ROCfactor = IIf(Length == "Long", 1.5, IIf(Length == "Mid", 2, IIf(Length == "Short", 3,0))); ERfactor = IIf(Length == "Long", 1.25, IIf(Length == "Mid", 2.5,IIf(Length == "Short", 4,0))); -- Cheers Graham AB-Write >< Professi

Re: [amibroker] Sort by columns

2006-04-18 Thread Tony Lei
I'm a little lost and don't know where to start.  This is what I wrote and I would like someone to guide me through the process.  This OLE looks more complicated than anything I have done.  Basically, I need to sort by Timenum (most current) first then my buy signals. Truly appreciate your hel

Re: [amibroker] Sort by columns

2006-04-18 Thread Tony Lei
Graham Thanks for the code but I'm not familiar with implementing a _javascript_ and running my code at the same time. TonyOn 4/18/06, Tony Lei <[EMAIL PROTECTED]> wrote: I'm a little lost and don't know where to start.  This is what I wrote and I would like someone to guide me through the pro

RE: [amibroker] IB Tick data backfill

2006-04-18 Thread james smith
Don't hold me to this, but if I remember correctly there is a way to download 6 months of tick data from IB using the API. I think I saw it on one of the webinars. Try going here: http://www.interactivebrokers.com/en/general/education/priorWebinars.php?ib_entity=llc and going down to some of the

[amibroker] Re: System Performances

2006-04-18 Thread Ed Hoopes
If we're talking about ranking systems, here are 2 that I use in my trading. My QFit ranking system does a regression fit to a quadratic equation, then takes the first derivative of the resulting equation (the slope) which is normalized to price of 100 (more or less). Here is the top and bottom o

Re: [amibroker] Sort by columns

2006-04-18 Thread Tony Lei
After doing some reading and searching on the board for examples, I came across the following formula.  But I receive this error message: False is undefined source: MS runtime error //I added below to my AFL code from previous messages EnableScript("jscript"); <% AB = new ActiveXObject("Broke