Re: [amibroker] Backtesting and TimeFrameExpand(xxx,inWeekly, expandFirst);

2006-04-19 Thread Marek Rabas
Hello,   Thanks for making it clearer, now I understand it :)   Sorry for this, but English is not my native language and I understood "looking in to future" in the different way (more like predict future,than use future data).. My fault..   Thanks for your time   MR     - Original

[amibroker] Creating Multiple Equity Curves while performing an optimization

2006-04-19 Thread sslack88
Is it possible to perform an optimization, but have it create an equity curve and possibly metrics for each parameter instead of creating a 3D surface?  I like the look of the surface, but it doesn't show me drawdowns, risk, etc. for each parameter. Thanks, Steve Please note that th

Re: [amibroker] Exploring and charting industry groups...

2006-04-19 Thread trader
Aha! Herman van den Bergen's excellent ATC document recommends assigning the composites to Group 253. I'm assuming I'm free to use other Groups if I want to further categorize my composites. -- John > Tomasz, > > Thanks! But should I persist the new composite symbols in my Categories > as a

Re: [amibroker] Exploring and charting industry groups...

2006-04-19 Thread trader
Tomasz, Thanks! But should I persist the new composite symbols in my Categories as a "Watch List" if I want to use them later in further explorations or systems? -- John > Hello, > > AddToComposite is exactly for that > http://www.amibroker.com/guide/a_addtocomposite.html > > "Introduction t

Re: [amibroker] Exploring and charting industry groups...

2006-04-19 Thread trader
All, Well, no sooner had I posted my question concerning industry group explorations when I found the following example code within Herman van den Bergen's nifty paper on how to use AddToComposite... sym = "~" + SectorID(1); AddToComposite( L, sym,"L"); AddToComposite( O, sym,"O"); AddToCompos

[amibroker] How can I limit intraday exposure?

2006-04-19 Thread giggollo99
Hi Is there an easy way to limit the maximum exposure you can have during the day by $ value. Example: Suppose i want to keep getting into positions during the day until i'm holding $100,000 worth of positions. Is there an easy way to program that rule into AB. Its really nice that AB allow

Re: [amibroker] Exploring and charting industry groups...

2006-04-19 Thread Tomasz Janeczko
Hello,   AddToComposite is exactly for that http://www.amibroker.com/guide/a_addtocomposite.html   "Introduction to AddToComposite": http://www.amibroker.org/3rdparty/IntroToAtc.pdf Best regards,Tomasz Janeczkoamibroker.com - Original Message - From: [EMAIL PROTECTED] To: a

[amibroker] Exploring and charting industry groups...

2006-04-19 Thread trader
All, It doesn't appear that AMIBroker is capable of exploring and charting individual Industry Groups or Sectors, only the stocks within those groups. For example, I would like to find all Industry Groups (representing aggragations of stock metrics) that are above their 200 day MA and then char

Re: [amibroker] Backtesting and TimeFrameExpand(xxx,inWeekly, expandFirst);

2006-04-19 Thread Tomasz Janeczko
Correct. Best regards,Tomasz Janeczkoamibroker.com - Original Message - From: Ara Kaloustian To: amibroker@yahoogroups.com Sent: Wednesday, April 19, 2006 11:56 PM Subject: Re: [amibroker] Backtesting and TimeFrameExpand(xxx,inWeekly, expandFirst); Tomasz

[amibroker] Re: Amibroker x64 4.80.1 has plugin for IB only ?

2006-04-19 Thread svatso
Hello, thanks, Tomasz & Joe for reply. I read that notice for x64 AB version - just wanted to know if I missed some late information. svatso --- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > Hello, > > Please read: > http://www.amibroker.com/x64/ > > It sa

Re: [amibroker] Backtesting and TimeFrameExpand(xxx,inWeekly, expandFirst);

2006-04-19 Thread Ara Kaloustian
Tomasz,   How does Time frame system work with RT data?   My assumtion:   TimeFrameSet( in5Minute ); // used with 1 min data   I assume that you create groups of 5 1 min bars starting with bar zero. So in real time the last grouping may have from 1 to 5 bars.   Is that correct?   Thanks  

Re: [amibroker] Amibroker x64 4.80.1 has plugin for IB only ?

2006-04-19 Thread Tomasz Janeczko
Hello,   Please read: http://www.amibroker.com/x64/   It says:   Limitations: old 32 bit plugins do not work with 64 bit applications if you use external (3rd party) data source, you need 64-bit plugins for data sources, currently available from AmiBroker.com are following 64-bi

Re: [amibroker] Amibroker x64 4.80.1 has plugin for IB only ?

2006-04-19 Thread Joe Landry
I think that's correct.  Will have to wait for data providers like Worden Brothers to write 64 bit plug ins.   Joe   - Original Message - From: svatso To: amibroker@yahoogroups.com Sent: Wednesday, April 19, 2006 4:00 PM Subject: [amibroker] Amibroker x64 4.80.1

[amibroker] Amibroker x64 4.80.1 has plugin for IB only ?

2006-04-19 Thread svatso
AB x64 can load a plugin for IB only -  Tools -> Plugins. I need plugin for TC2005 EOD as well. There are TC2K and others plugins in Program Files\Amibroker\Plugins with Date Modified before 04/2005 but AB loads that IB plugin from 2/2006 only ! Does it mean currently there is no other plugin

RE: [amibroker] IB Tick data backfill

2006-04-19 Thread Nick Ali
I don't have too much trouble with IB (not with AB yet admittedly!)  the speed is liveable with though I tend to try to collect data real time all through Europe/USA day session which I did not with esignal...not so much of a hardship. Would still quite like to find an inexpensive delayed/

[amibroker] Re: Sort by columns

2006-04-19 Thread Fred
This sort of looks like a poor mans BatMan ... There'll be a new version out shortly utilizing all the new capabilities in AB / OLE and providing other additional functionality. --- In amibroker@yahoogroups.com, "Tony Lei" <[EMAIL PROTECTED]> wrote: > > Fred, > > I'm not very familiar with _

Re: [amibroker] Sort by columns

2006-04-19 Thread Tony Lei
Tomasz, I have "run every" set to 2min but everytime it runs, the sort order goes back to default.  Does that mean that I have to run my script everytime AA automatically runs explore? Maybe I need a script that will run itself every 2 minutes as well. thanks for your help TonyOn 4/19/06, Tom

Re: [amibroker] Sort by columns

2006-04-19 Thread Tomasz Janeczko
Hello,   No, you don't need that - just enter 2 min in "run every" field and that's it - no need for scripting here. ("Run every" is not available from OLE level) Best regards,Tomasz Janeczkoamibroker.com - Original Message - From: Tony Lei To: amibroker@yahoogroups.com

Re: [amibroker] Sort by columns

2006-04-19 Thread Tony Lei
Tomasz, If I need to auto run the exploration every 2 minutes, do I have to this through a scripts as well?  How do I make a script to control "run every" in AA? thanks tonyOn 4/19/06, Tony Lei <[EMAIL PROTECTED]> wrote: thanks Tomasz, That fixed the errors. TonyOn 4/19/06, Tomasz Janeczko <

[amibroker] Re: Auto-update "from" date isn't correct.

2006-04-19 Thread intermilan04
Tomasz, My bad, I think it's working again.  Thank you for your help! Regards, intermilan04 --- In amibroker@yahoogroups.com, "intermilan04" <[EMAIL PROTECTED]> wrote: > > Hi Tomasz, > > I just checked my database and the first symbol is "A", which is NYSE > company called Agilent Technolog

Re: [amibroker] Sort by columns

2006-04-19 Thread Tony Lei
thanks Tomasz, That fixed the errors. TonyOn 4/19/06, Tomasz Janeczko <[EMAIL PROTECTED]> wrote: Hello,   JScript is NOT AFL.   JScript is CASE SENSITIVE language (so upper case are different than lowercase) and there is no constant called "False" or "True".   There are lowercase co

[amibroker] Re: Auto-update "from" date isn't correct.

2006-04-19 Thread intermilan04
Hi Tomasz, I just checked my database and the first symbol is "A", which is NYSE company called Agilent Technologies Inc.  This company is being traded and is valid, as far as I've researched. Regards, intermilan04 --- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote

Re: [amibroker] Backtesting and TimeFrameExpand(xxx,inWeekly, expandFirst);

2006-04-19 Thread Tomasz Janeczko
Hello,   I think I made myself prefectly clear in the help file I have referenced previously, but let me make it clearer:   you must NOT use expandFirst in your trading system except one case: getting opening price.   Every other price field or indicator (that is usually based on CLOSING pr

[amibroker] Run external application

2006-04-19 Thread martinod
Can anyone tell me how to run an external application from AFL , something like :   Shell( “excel sheet1.xls”);   Thank you.     AL, Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT

[amibroker] Re: Auto-update "from" date isn't correct.

2006-04-19 Thread sebastiandanconia
Okay, I get it.  The first alphabetical symbol I had in my ticker list was ^BREADTH, an artificial symbol I created for importing breadth data from a .csv file.  I hadn't updated it in a while, but after I did the "from" date on the auto-update is back to yesterday. Thank-you, Tomasz.:) Sebas

Re: [amibroker] Backtesting and TimeFrameExpand(xxx,inWeekly, expandFirst);

2006-04-19 Thread Marek Rabas
Hello Tomasz,   I read user guide and I thought that I understand it.. But I thought,that backtesting should work like in the realtime.. But with expandFirst it works different..  Maybe Im confused, so I'll try explain what happening me..   Realtime: 1. At monday, stock going higher -> so

Re: [amibroker] Re: Auto-update "from" date isn't correct.

2006-04-19 Thread Tomasz Janeczko
Hello,   It is because first symbol in your database (alphabetically) is probably no longer traded or invalid. Best regards,Tomasz Janeczkoamibroker.com - Original Message - From: intermilan04 To: amibroker@yahoogroups.com Sent: Wednesday, April 19, 2006 5:53 PM Su

Re: [amibroker] Sort by columns

2006-04-19 Thread Tomasz Janeczko
Hello,   JScript is NOT AFL.   JScript is CASE SENSITIVE language (so upper case are different than lowercase) and there is no constant called "False" or "True".   There are lowercase constants like true  / false.   Best regards,Tomasz Janeczkoamibroker.com - Original Message -

[amibroker] Re: Auto-update "from" date isn't correct.

2006-04-19 Thread intermilan04
Hi, I'm running AmiQuote 1.81 and I have the same issue as Sebastian. Please advise us, if there are ways to get around this. Regards, intermilan04 --- In amibroker@yahoogroups.com, "sebastiandanconia" <[EMAIL PROTECTED]> wrote: > > I'm running AB 4.75.2 beta, using EOD quotes.  When I use th

[amibroker] Auto-update "from" date isn't correct.

2006-04-19 Thread sebastiandanconia
I'm running AB 4.75.2 beta, using EOD quotes.  When I use the auto-update feature, instead of the "from" date being one or two trading days ago (the default) it goes back to 3/15/2006.  (When the update screen first comes up, it's at the default but then immediately switches to 3/15/2006.)  How

Re: [amibroker] Re: Sort by columns

2006-04-19 Thread Tony Lei
Fred, I'm not very familiar with _vbscript_ or js but I think I have an idea.  Do you think you can combine the following code which I gather on the other posts? This code is in js so it needs to be converted to vbs. thanks tony // Variables var iCount  ;    //Current intera

RE: [amibroker] 52 Week High Q

2006-04-19 Thread Terry
I don't follow. You are dividing and subtracting from 1. You asked for the difference. If you want difference in % then just divide my results by C.   L1 = C - LLV(C,260); H2 = HHV(C,260) - C;   //Extra code to visualize results:   Plot(C,"",1,styleCandle); Plot(L1,"L1",colorRe

Re: [amibroker] Re: Sort by columns

2006-04-19 Thread Tony Lei
Thanks Fred I got it to work and I saved it as you indicated with no errors, but when AA runs explore every 2 minutes, the sort order goes back to default.  Tony On 4/19/06, Fred <[EMAIL PROTECTED]> wrote: Tony, My preference for scripting is in _vbscript_ so I don't have a .js solution

[amibroker] Re: Sort by columns

2006-04-19 Thread Fred
Tony, My preference for scripting is in _vbscript_ so I don't have a .js solution for you. This will work when saved with a file type of .vbs Set oAB = CreateObject("Broker.Application") Set oAA = oAB.Analysis Result = oAA.SortByColumn(1, False, False) Result = oAA.SortByColumn(2, False, Tru

Re: [amibroker] Gmane

2006-04-19 Thread Tomasz Janeczko
Let us cool down and wait for the response of the Gmane administrator. Once all e-mail addresses are encrypted it won't be a problem. Best regards, Tomasz Janeczko amibroker.com - Original Message - From: "Ross G" <[EMAIL PROTECTED]> To: Sent: Wednesday, April 19, 2006 3:03 PM Subject:

Re: [amibroker] Gmane

2006-04-19 Thread Ross G
Hello All, Tomasz might be unhappy -- but I am bloody unhappy This is an impertinence to which we and Amibroker should not be subjected. I sincerely hope that Tomasz is fortunate enough to locate the individual and remove them from the group. Regards to all except one, Ross - Origi

Re: [amibroker] Sort by columns

2006-04-19 Thread Tony Lei
Forgot to add before running the .js file, I sort the columns using the shift key. On 4/19/06, Tony Lei <[EMAIL PROTECTED]> wrote: Tomasz, Here is what I wrote in .js but it still doesn't work. AB = new ActiveXObject("Broker.Application"); AA = AB.Analysis; AA.SortByColumn( 1, False, False );

Re: [amibroker] Sort by columns

2006-04-19 Thread Tony Lei
Tomasz, Here is what I wrote in .js but it still doesn't work. AB = new ActiveXObject("Broker.Application"); AA = AB.Analysis; AA.SortByColumn( 1, False, False ); AA.SortByColumn( 2, False, True ); I first open up AA, then run Explore (auto update every 2 minutes).  Then I run .js file and

Re: [amibroker] Sort by columns

2006-04-19 Thread Tomasz Janeczko
See the other sentence: it should be used from external script AFTER execution of AFL. If you use it inside the formula that is being currently executed - there is nothign to sort yet (as it FIRST needs to execute the formula for all symbols and generate results and THEN sort, not vice-vers

Re: [amibroker] Sort by columns

2006-04-19 Thread Tony Lei
I'm using 4.80.1 Build Apr 14 2006On 4/19/06, Tomasz Janeczko <[EMAIL PROTECTED]> wrote: Hello,   Probably you are using old version. Please upgrade to latest. Also AA object is intended to be used outside AFL formula (from external script) Best regards,Tomasz Janeczkoamibroker.com

Re: [amibroker] Backtesting and TimeFrameExpand(xxx,inWeekly, expandFirst);

2006-04-19 Thread Tomasz Janeczko
Hello,   Please read carefully what is written in the User's Guide http://www.amibroker.com/guide/h_timeframe.html along with TimeFrameExpand, quote:   TimeFrameExpand( array, interval, mode = expandLast ) - expands time-compressed array from 'interval' time frame to base time frame ('inte

[amibroker] Attention Mr. Richard White

2006-04-19 Thread Tomasz Janeczko
Mr. Richard White is kindly requested to provide alternative e-mail address as current one seems to filter out communications from us. 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-mai

Re: [amibroker] Sort by columns

2006-04-19 Thread Tomasz Janeczko
Hello,   Probably you are using old version. Please upgrade to latest. Also AA object is intended to be used outside AFL formula (from external script) Best regards,Tomasz Janeczkoamibroker.com - Original Message - From: Tony Lei To: amibroker@yahoogroups.com Sent:

Re: [amibroker] IB Tick data backfill

2006-04-19 Thread Tomasz Janeczko
Hello,   AFAIK, it is not better than IB 1-minute backfill in terms of speed. Plus IB has definitely wider market coverage and it is cheaper too (free for US markets) Best regards,Tomasz Janeczkoamibroker.com - Original Message - From: Nick Ali To: amibroker@yahoogrou

RE: [amibroker] IB Tick data backfill

2006-04-19 Thread Nick Ali
Can anyone suggest an inexpensive (delayed is fine) source to backfill? Tick would be nice but minute would be acceptable. Ideally I'd like DAX ftse and currencies as well as US index futures. I think Quote still only offers North American markets.   I know DTN provide a 20min delayed servi

[amibroker] Gmane

2006-04-19 Thread Tomasz Janeczko
Hello, I don't know who submitted AmiBroker lists to Gmane but I am not happy with it because Gmane forwards AmiBroker list on their NNTP server that may be harvested by spammers to get lists of e-mail addresses and this subsequently may cause problems for us. I have sent request to Gmane admi

Re: [amibroker] IB Tick data backfill

2006-04-19 Thread Tomasz Janeczko
Hello,   Theory vs practice.   6 months of ONE MINUTE data - yes it is possible and I have done that in my development copy of IB plugin. Problem is that IB API backfills are inefficient and they start throttling (disconnect you) pretty quickly after requesting "too much". Gettin 6 months

[amibroker] 52 Week High Q

2006-04-19 Thread John
Group, I am trying to find how far the close is from the 52 week high/low. I have: L1 = ((C/LLV(C,260))-1); H2 = (1–(C/HHV(C,260))); L1 works in Ami H2 works in excel but not in Ami. tia, j Please note that this group is for discussion between users only. To get support from AmiBroker ple

[amibroker] Backtesting and TimeFrameExpand(xxx,inWeekly, expandFirst);

2006-04-19 Thread roarke555
Hi all, First, thanks for AB.. Its really good appliacations and I'm spending a lot of time with it. Anyway, looks like I found some backtesting bug.. I was really suprised with results from my new system, but later I found that backtesting is cheating probably.. Im using weekly timeframe t