Re: [amibroker] AB Freezing Problem - Help needed: SOS

2006-07-07 Thread emp62
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

Re: [amibroker] Ease of Charting

2006-07-07 Thread James Matthews
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

[amibroker] AB Freezing Problem - Help needed: SOS

2006-07-07 Thread nkis22
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

Re: [amibroker] Re: Simultaneous trades?

2006-07-07 Thread Graham
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

Re: RE: RE: [amibroker] Crazy backtest results

2006-07-07 Thread allansn
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

RE: RE: [amibroker] Crazy backtest results

2006-07-07 Thread Terry
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

RE: [amibroker] Re: How do I keep the buyprice while multiple buy signals happen

2006-07-07 Thread Terry
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

RE: [amibroker] Info on forthcoming book -- Quantitative Trading Systems

2006-07-07 Thread dingo
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

Re: RE: [amibroker] Crazy backtest results

2006-07-07 Thread allansn
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

Re: [amibroker] Crazy backtest results

2006-07-07 Thread Tomasz Janeczko
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

Re: [amibroker] Info on forthcoming book -- Quantitative Trading Systems

2006-07-07 Thread PKJR
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

Re: RE: [amibroker] Crazy backtest results

2006-07-07 Thread Tomasz Janeczko
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

RE: [amibroker] Re: Ease of Charting

2006-07-07 Thread MailYahoo
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

Re: RE: [amibroker] Crazy backtest results

2006-07-07 Thread allansn
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

Re: [amibroker] Re: Ease of Charting

2006-07-07 Thread MillowenaJuno
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

RE: [amibroker] Re: Ease of Charting

2006-07-07 Thread MarketMonk777
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

Re: RE: [amibroker] Crazy backtest results

2006-07-07 Thread allansn
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

Re: RE: [amibroker] Re: How do I keep the buyprice while multiple buy signals happen

2006-07-07 Thread allansn
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

RE: [amibroker] Crazy backtest results

2006-07-07 Thread Terry
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

RE: [amibroker] Re: How do I keep the buyprice while multiple buy signals happen

2006-07-07 Thread Thomas Z.
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

[amibroker] Re: How do I keep the buyprice while multiple buy signals happen

2006-07-07 Thread scourt2000
> 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

[amibroker] Re: Ease of Charting

2006-07-07 Thread dave_88_1961
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

Re: [amibroker] Crazy backtest results

2006-07-07 Thread eric paradis
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

Re: [amibroker] Info on forthcoming book -- Quantitative Trading Systems

2006-07-07 Thread eric paradis
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. >

RE: [amibroker] Re: How to BUY a FOREIGN?

2006-07-07 Thread Terry
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'

Re: [amibroker] Ease of Charting

2006-07-07 Thread MillowenaJuno
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

[amibroker] Crazy backtest results

2006-07-07 Thread matrix10014
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

[amibroker] Re: How do I keep the buyprice while multiple buy signals happen

2006-07-07 Thread Andre
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

[amibroker] Re: Simultaneous trades?

2006-07-07 Thread herrfrechdax
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

Re: [amibroker] Info on forthcoming book -- Quantitative Trading Systems

2006-07-07 Thread Greg
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

Re: [amibroker] Simultaneous trades?

2006-07-07 Thread Graham
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

Re: [amibroker] How do I keep the buyprice while multiple buy signals happen

2006-07-07 Thread Graham
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

[amibroker] Simultaneous trades?

2006-07-07 Thread herrfrechdax
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.

[amibroker] Re: TD- sequential

2006-07-07 Thread dagasve71
--- 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

[amibroker] Re: How to BUY a FOREIGN?

2006-07-07 Thread herrfrechdax
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

RE: [amibroker] How do I keep the buyprice while multiple buy signals happen

2006-07-07 Thread Thomas Z.
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

[amibroker] How do I keep the buyprice while multiple buy signals happen

2006-07-07 Thread Andre
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