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
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
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
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
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
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
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
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 =
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:
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 ==
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).
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
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
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
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
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
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
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
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"
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
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
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
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
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
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
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
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
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
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
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
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.
>
>
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
friends ,
can i create multiple portfolio.
rajneesh
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-
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
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