hi,
one thing you can add as explained in: http://www.amibroker.com/ib.html
"In TWS, select
Configure -> API -> Enable Active X and Socket
clientsAlso enter 127.0.0.1 in TWS,
Configure->API->Trusted IP addresses menu to prevent "Allow incoming
connection?" dialog."
now you will not h
That would work except that you lose your sorted order. Most of the
explorations I write have some kind of ranking built in which I then
sort on.
JM
On Fri, 07 Jul 2006 14:48:29 +0800, you wrote:
>Just save you list of stcoks to a watchlist and you can use arrow button to
>scroll through the
Hello,
I have been battling a problem and need to share it in case someone out
there has any suggestion or a way to solve it.
My ABrT freezes so often, even when I only have one ticker and just the
price chart. I have tried all combination ( of versions) of IB.DLL and
TWS, but the problem cont
Would need to see the code to see what could be wrong
Looping through symbols within the aFL will not produce signals for
the current symbol unless you are using foreign trade signals for the
current symbol signals
There could be other things in your code or AA window settings
stopping other symbol
Indeed he did
It was the due to the somewhat unusual manner WHERE they account for interst earned or debited...If you are trading LONG only,the interest shows up under Short trade P&L,and vice versa.
Thanks for the offer to help
Allan
- Original Message -
From: Terry <[EMAIL P
Allen,
I was about to take a look at your code,
but I see Tomasz has found the solution.
--
Terry
-Original Message-
From: amibroker@yahoogroups.com [mailto:amibroker@yahoogroups.com] On Behalf Of Tomasz Janeczko
Sent: Friday, July 07, 2006 14:00
To: amibroker@yahoo
Sorry, you can't do what you propose
because BuyPrice and Sell Price (and ShortPrice & CoverPrice) are a
built-in variables that store the prices you are buying and selling at. These are
normally the Open or the Close. If you use them as shown you will get wacko results
(because you are
http://finance.groups.yahoo.com/group/amibroker-ts/files/
Notice that its in the Amibroker-ts forum.
d
> -Original Message-
> From: amibroker@yahoogroups.com
> [mailto:[EMAIL PROTECTED] On Behalf Of PKJR
> Sent: Friday, July 07, 2006 4:10 PM
> To: amibroker@yahoogroups.com
> Subject: R
Tomasz,
I am THRILLED that we have resolved his,but I think this is a very interesting way of displayng the interest accrued on available cash.BTW,disregard my email to you as I see that the interst number is not calculated in any profitability ratios..
I do think that there must be a better
Hello,
Nothing crazy and everything is correct. You have set NON-ZERO "Interest rate"
and that's why you are getting these results (as interest rate is calculated
from "remaining"
money the value of interest is greater on "long only" and "short only" sides
then on "all trades" column.)
Go to the
d - where would I find some info on Fred's work?
Tks
On 7/6/06, dingo <[EMAIL PROTECTED]> wrote:
> Howard,
>
> Have you looked into working with IO (Intellegent Optimizer) by Fred
> Tonetti?
>
> d
>
> > -Original Message-
> > From: amibroker@yahoogroups.com
> > [mailto:[EMAIL PROTECTED] O
Hello,
Marcin somehow did not see the obvious - you have set non-zero
interest rate that's why you get such results
(interest rate is calculated from "remaining" money and
"remaining" money is different in "all", "short" and "long" columns
so clearly profit figures can sum the way you thin
I have used TC2005, VV,
TradeStation Fastrack, and AB
My conclusion is they all
offer different solutions to different problems one is looking to solve with a
charting software package.
If you are looking for
charts that you can flip through fast and take a peek at each one the
Hi Terry,
here is the simple code
Buy =Cross(Close,MA(Close,21));Sell=Cross(MA(Close,21),Close);Short=Sell;Cover=Buy;
Hope this helps.i attatched the info that Marcin had requested.I am trading the sector spyders,and am using quotes plus data...Nothin seems to fix this issue,and as a
According to a few posts, they may have already solved some of the user
interface problems.
I suggest you get the demo version and give it a try.
Millowena
- Original Message -
From: "dave_88_1961" <[EMAIL PROTECTED]>
To:
Sent: Friday, July 07, 2006 12:57 PM
Subject: [amibroker] Re: Ea
Hi Dave,
I don't have the time to respond if full right now but will do so over the
weekend so stay tuned. In my planned reply I will outline why I feel that
Amibroker is a significant compliment to TC2005. I use both and am very
pleased.
Regards,
Dave
-Original Message-
From: amibro
Hi terry,
I have been going back and forth with Marcin all day longWe simply can NOT get it to function correctly.Not only that,if I run LONG trades only from settings,I am still getting P&L from short trades under reports..
If I run short trades only,I am still getting p&L from the long tr
Hi Thomas,
I am new to amibroker and not the worlds greatest programmer,but your code may be a solution to the logic I was after..
I wanted to test a very simple system..The entry could be anything,and i would initially want a 8% max stop and 20% profit target.But I want the profit target on 50
Quick answer. The backtester works. No question about that at all.
So, you have wrong settings, wrong code or other problems.
If you post some code and what equities you are trading, then we can
help.
--
Terry
-Original Message-
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On
Hi Andre,
i have not checked out my code below detailed but it should
point you to the right direction. Just a quick modification.
i would also better use the build-in applystop function
instead manually stop and profit target.
Buy =
Cross (MACD(12, 26), Signal(12, 26,9));BuyPrice =
V
> I wanted ("buy at MACD crossing, sell at 3% profit or 10% loss"),
This is a troubling statement to me. Why would anyone in this world
want to take over 3 times the loss vs. a win? Your win rate has to
(realistically, before transaction fees) maintain an 80% rate in
order for you to have a
Thanks, for the replies. I tried a trial to VectorVest Protrader and
that was too slow. I want something as fast as TC2000. I'll wait on
Amibroker if it isn't as easy as TC2000. Maybe a future update will
help.
Dave
--- In amibroker@yahoogroups.com, "MillowenaJuno" <[EMAIL PROTECTED]>
wrot
Maybe you have a default commission or slippage, or
you earned interest on the short positions. Check your
settings and the settings as they were set during the
backtest.
Eric
--- matrix10014 <[EMAIL PROTECTED]> wrote:
> Hi all,
>
> new user to AMI,and was running some simple
> backtests.Much t
Nice so far! Will your systems be trading equities or
futures?
Eric
--- Howard Bandy <[EMAIL PROTECTED]> wrote:
> Greetings --
>
> The revised Table of Contents and the first sample
> chapter, Issue
> Selection, of the book I am writing about
> quantitative trading systems
> has been posted.
>
Tradeprice = True means to replace the BuyPrice, SellPrice, etc. with
those of the Foreign symbol.
You still must have the symbol selected or available in a filter
Watchlist or use "all symbols" in order to get it to trade.
Did you try my second suggestion? That clearly works for me (provided
it'
No where near as easy as TC2000. I would like to see a "flagging"
capability and easy transfer to a new W/L.
Frankly I have not kept up with the updates, because using AB was a bit
awkward. I suggested some time ago that they look at TC2000 for some user
friendly ideas. I'd really like to se
Hi all,
new user to AMI,and was running some simple backtests.Much to my
suprise,the backtest report is distributing 100% innacurate results.
How does the backtester come up with a net loss of (6015.37),when it
appears that the long trades netted $7695.35 while the short trades
only lost (5534
Thanks Thomas,
I knew about exrem. Thanks to you I realized one new thing: the
recursive nature of the sales signal (which is based on the buy
signal) means that I have to do Exrem several times. I have re-
approached my problem and this code apparently seems to do the trick
I wanted ("buy at MA
Graham, poitionsSize is set according to the numbr of contract I want
to trade:
contracts = 2;
PositionSize = Contracts * MarginDeposit;
Its not working when I loop through a market-category using
CategorieGetSymbols(), when I hard-code the symbols its fine.
But since this loop is so slow I wi
Howard,
In the Issue selection chapter of your book you
explain how to create a watchlist from the results of an
Exploration.
There is another way to create a watchlist from an
exploration.
"Right click" on the results and
select " Add all results to watchlist ..."
I hope you find th
hyave you specified the PositionSize=-5;
On 07/07/06, herrfrechdax <[EMAIL PROTECTED]> wrote:
> Hi,
>
> I have Max open positions set to 50, a trade would use only 5% of
> equity but there is always only 1 trade at a time when I backtest the
> strategy.
>
> What to do?
>
> enzo
>
>
>
>
>
>
>
> Ple
Try usiing Applystop for the exits-- CheersGrahamAB-Write >< Professional AFL Writing ServiceYes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm
On 07/07/06, Thomas Z. <[EMAIL PROTECTED]> wrote:
Hi Andre,
i think the easiest way would simply be to use
Hi,
I have Max open positions set to 50, a trade would use only 5% of
equity but there is always only 1 trade at a time when I backtest the
strategy.
What to do?
enzo
Yahoo! Groups Sponsor ~-->
See what's inside the new Yahoo! Groups email.
--- In amibroker@yahoogroups.com, "dagasve71" <[EMAIL PROTECTED]> wrote:
>
> Does anyone have the code for TD-sequential i can use?
>
I have downloadet a formula from
http://www.amibroker.com/library/detail.php?id=396 but i could not
find the set of number 1,2,3,4,5,6,7,8 in sequential. I only s
Hi Terry,
no it is not working that way either. Those parameters have a
different meaning (fixup, tradeprice).
enzo
--- In amibroker@yahoogroups.com, "Terry" <[EMAIL PROTECTED]> wrote:
>
> Just modify the last line:
> SetForeign(item,True,True);
>
> 2nd argument True or False at your discret
Hi Andre,
i think the easiest way would simply be to use the exrem
function. It would assure that you only get a new buy after a
sell.
SYNTAX
exrem( ARRAY1, ARRAY2 )
RETURNS
ARRAY
FUNCTION
removes excessive signals:returns 1 on the first
Hello,
This should be the simplest thing and I am simply running in circles
with AFL not being able to give me what I want.
Here's what I want in simple terms:
Buy on MACD crossing (buy at Open the following day).
Sell at 3% profit or at 10% loss.
Period. That's all.
The proble
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