[amibroker] Re: 10 long and 10 short every day

2006-08-15 Thread vlanschot
Look into the feedback centre, request 336. In it I refer also to an earlier Yahoo-message by TJ (2866; 22/11/2005). Two functions are planned to be introduced which will allow you to do this in rotational mode. A bit of patience . . . PS --- In amibroker@yahoogroups.com, "giggollo99" <[EMAIL

Re: [amibroker] Buying at open -- In Real Life

2006-08-15 Thread Yuki Taga
Hi intermilan04, This is, of course, not a one-size-fits-all situation. It is one of the reasons a particular system designed to buy or sell *anywhere* will produce somewhat varied results with varied instruments. Liquidity varies from symbol to symbol and market to market. Make a note of that.

[amibroker] Re: Buying at open -- In Real Life

2006-08-15 Thread brian.z123
Hello Yuki Taga, I really enjoyed your post for several reasons. I appreciate the code help given at the forum; it is invaluable, but I also like to see broader trading issues discussed here. As I make no secret of the fact in the forum that I am not a classically trained trader, I appreciated y

[amibroker] OT: Message nr 100000 and still going (Re: Buying at open -- In Real Life)

2006-08-15 Thread vlanschot
Congrats to Yuki for posting nr 10. Look forward to the next 100k. PS --- In amibroker@yahoogroups.com, Yuki Taga <[EMAIL PROTECTED]> wrote: > > Hi intermilan04, > > This is, of course, not a one-size-fits-all situation. It is one of > the reasons a particular system designed to buy or sell

[amibroker] Parameters window doesn't show parameters

2006-08-15 Thread cyclicaltrader
Hi, I wrote a couple of custom indicators but when I insert them on a chart sheet, the parameters window is blank. The indicator draws properly below the chart. When I right click on it, and select "Parameters", I see the parameter options properly. Any ideas why this is happening? Thanks Cos

RE: [amibroker] Buying at open -- In Real Life

2006-08-15 Thread Paul Ho
Are you sure you haven't "look into the future" with one of your statements e.g. buy on open with the price of low being known From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of intermilan04Sent: Tuesday, 15 August 2006 4:31 PMTo: amibroker@yahoogroups.comSubject: [a

RE: [amibroker] Parameters window doesn't show parameters

2006-08-15 Thread Terry
No Param statements, no Parameters windows. You didn't post any code to check out. -- Terry -Original Message- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of cyclicaltrader Sent: Tuesday, August 15, 2006 07:20 To: amibroker@yahoogroups.com Subject: [amibroker] Param

RE: [amibroker] COM Object Statement Works One Place but Not another

2006-08-15 Thread Ken Close
d    Like I said in the middle of the note, when I copy and put the call to the procedure OUTSIDE a loop structure, it gives the error.  The procedure is the procedure and works if called from within a loop and the scan is running against all symbols. (See below for complete code)   I hav

[amibroker] Real Time from Fidelity Active Trader Pro

2006-08-15 Thread Ken Close
Is there anyway to get the data from Fidelity into the real time version of AB?   Can someone share how, if it is possible.   Thanks,   Ken __._,_.___ Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPP

RE: [amibroker] Real Time from Fidelity Active Trader Pro

2006-08-15 Thread dingo
The same way you would for the regular version - see the docs.   d From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of Ken CloseSent: Tuesday, August 15, 2006 12:52 PMTo: amibroker@yahoogroups.comSubject: [amibroker] Real Time from Fidelity Active Trade

RE: [amibroker] Real Time from Fidelity Active Trader Pro

2006-08-15 Thread Terry
Medved QuoteTracker can do this. Not sure how much backfill you get.   -- Terry -Original Message- From: amibroker@yahoogroups.com [mailto:amibroker@yahoogroups.com] On Behalf Of Ken Close Sent: Tuesday, August 15, 2006 10:52 To: amibroker@yahoogroups.com Subject: [amibr

RE: [amibroker] Real Time from Fidelity Active Trader Pro

2006-08-15 Thread dingo
brain fart - gotta go take my pills - pls ignore     d From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of dingoSent: Tuesday, August 15, 2006 12:54 PMTo: amibroker@yahoogroups.comSubject: RE: [amibroker] Real Time from Fidelity Active Trader Pro T

[amibroker] Re: Parameters window doesn't show parameters

2006-08-15 Thread cyclicaltrader
Hi Terry, I didn't post the code because the parameters window shows up when I select if from the popup menu, but not when I first insert the indicator. Here is the code: _SECTION_BEGIN("Cyclical OSC"); periods = ParamToggle("Cycle Length", "13 week|6 week"); ColorRO

RE: [amibroker] Re: Parameters window doesn't show parameters

2006-08-15 Thread Terry
Got it. Go to Tools->Preferences->Charting tab. Next to last option needs to be checked. -- Terry -Original Message- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of cyclicaltrader Sent: Tuesday, August 15, 2006 11:05 To: amibroker@yahoogroups.com Subject: [amibroke

[amibroker] formula for daily in intraday frame

2006-08-15 Thread rhoemke
Hi, try to plot this formula to get daily values in my chart with intraday hourly frame. Period = Param("Periode", 9, 2, 50, 1); TimeFrameSet(inDaily); CH = -1*LinearReg(C-H, period); CL = LinearReg(C-L, period); TimeFrameRestore(); Plot(TimeFrameExpand(CH, inDaily), "CH", colorRed, styleStaircas

[amibroker] Re: Parameters window doesn't show parameters

2006-08-15 Thread cyclicaltrader
It is checked. The Parameters window opens up when I first insert the indicator but it is completely blank. If I select parameters from right clicking on the indicator, the window opens up and the parameter selection options are there. Costas --- In amibroker@yahoogroups.com, "Terry" <[EMAIL P

Re: [amibroker] Unweighted Composites (again!)

2006-08-15 Thread Joe Landry
Hi Tim - Are you still looking for some help with this? I have some work done by one of my friends that might meet your requirements. I understand how it works but have not done the justification as to why his routine is better than an average of the prices. I just take him at his word. It pro

RE: [amibroker] Re: Parameters window doesn't show parameters

2006-08-15 Thread Terry
Weird. Better write to [EMAIL PROTECTED] -- Terry -Original Message- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of cyclicaltrader Sent: Tuesday, August 15, 2006 11:39 To: amibroker@yahoogroups.com Subject: [amibroker] Re: Parameters window doesn't show parameters

[amibroker] Re: Parameters window doesn't show parameters

2006-08-15 Thread cyclicaltrader
Will do thanks Costas --- In amibroker@yahoogroups.com, "Terry" <[EMAIL PROTECTED]> wrote: > > Weird. Better write to [EMAIL PROTECTED] > -- > Terry > > -Original Message- > From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On > Behalf Of cyclicaltrader > Sent: Tuesday, August 15,

[amibroker] Re: Unweighted Composites (again!)

2006-08-15 Thread timgadd
Hi Joe, Yes! Still looking for help. One of the responses presented a solution, but requires doing the CUM outside of AddToComposite and thus requires plotting another pane for the resulting composite. I'd rather plot the composite in the normal price pane, just like any other. Here's a link

[amibroker] AddToComposite

2006-08-15 Thread Stockjunkie
Does anyone have any code lying around in there toolbox that illustrates using addtocomp with only one symbol of X symbols? i have read everything i can find on it but it seems like it is meant to be used against all the symbols in a list at once from most of the examples i can find. What i would

RE: [amibroker] Real Time from Fidelity Active Trader Pro

2006-08-15 Thread Ken Close
When you use QuoteTracker, gettnig daily info, does the AB database save all the data so you gradually build up some history?   Ken From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of TerrySent: Tuesday, August 15, 2006 12:55 PMTo: amibroker@yahoogroups.comSubject: RE

[amibroker] AmiBroker 4.85.0 BETA released

2006-08-15 Thread Tomasz Janeczko
Hello, AmiBroker 4.85.0 BETA has just been released http://www.amibroker.com/devlog/2006/08/15/amibroker-4850-beta-released/ 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-mail direct

[amibroker] ApplyStop

2006-08-15 Thread jacklweinberg
Is there an easy way to use the ApplyStop for N Bars: ApplyStop(stopTypeNBar, stopModeBars, ExitDays, True, False ); with ExitDays = LexitDays when in a long trade, and ExitDays=SexitDays when in a short trade? Thanks in advance. Please note that this group is for discussion between users on

Re: [amibroker] ApplyStop

2006-08-15 Thread Tomasz Janeczko
ApplyStop(stopTypeNBar, stopModeBars, IIF( Buy, LongExitDays, ShortExitDays ), True, False ); Best regards, Tomasz Janeczko amibroker.com - Original Message - From: "jacklweinberg" <[EMAIL PROTECTED]> To: Sent: Tuesday, August 15, 2006 9:58 PM Subject: [amibroker] ApplyStop > Is the

[amibroker] Re: Buying at open -- In Real Life

2006-08-15 Thread jacklweinberg
You might want to ensure a delay (i.e. rade at tomorrow's open) with the following statement: SetTradeDelays( 1, 1, 1, 1 ); --- In amibroker@yahoogroups.com, "Paul Ho" <[EMAIL PROTECTED]> wrote: > > Are you sure you haven't "look into the future" with one of your statements > e.g. buy on open w

[amibroker] Peak and Tough Functions

2006-08-15 Thread Ernie Newman
I don't understand how the Peak and Trough functions work? I would like to have a condition that if Peak 1 > Peak 2 then continue. Peak 1 would be the most recent hhv as a peak and peak 2 would be the peak before peak 1. To me a peak is defined as Ref(high,-2) < Ref(high,- 1) and Ref(high,-1) > h

RE: [amibroker] Real Time from Fidelity Active Trader Pro

2006-08-15 Thread Terry
Yes. Be sure to setup a minute database (or whatever time frame you want). I think there is no Fidelity choice for backfill (Menus->Data Source/Proxy->Backfill source) as a friend of mine has Fidelity and told me this. So, if you're not around or the link goes down or whatever, you can't

RE: [amibroker] ApplyStop

2006-08-15 Thread Terry
Hey, I want some of those SexitDays :-) -- Terry -Original Message- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of Tomasz Janeczko Sent: Tuesday, August 15, 2006 14:16 To: amibroker@yahoogroups.com Subject: Re: [amibroker] ApplyStop ApplyStop(stopTypeNBar, stopMod

RE: [amibroker] Peak and Tough Functions

2006-08-15 Thread Terry
As you found, Peak/Trough use the Zig-Zag function. The problem is the zig-zag function looks into the future and is not tradeable is real-time. You will get fabulous backtests though. The reason zig-zag looks into the future is because it "waits" for the specified % change to happen. Let's say yo

[amibroker] Bid Ask

2006-08-15 Thread Stockjunkie
Can the bid and ask data be brought into ami? TIA JJ 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 material please check also: http://www.amibroker.com/support.htm

[amibroker] OT: Windows XP

2006-08-15 Thread Ara Kaloustian
Am trying to decide how to for my Hard Disk (for new machine).   With my Win 2000 I had all applications and data in drive d: and OS in drive C:.   I am not sure if I got any benefit from having the applications on drive d:.   Now considering putting OS and all applications on C: and data

RE: [amibroker] OT: Windows XP

2006-08-15 Thread dingo
http://www.tweakhound.com/xp/installxp/installxp_myway.htm   d From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of Ara KaloustianSent: Monday, August 14, 2006 2:50 PMTo: amibroker@yahoogroups.comSubject: [amibroker] OT: Windows XP Am trying to decid

Re: [amibroker] OT: Windows XP

2006-08-15 Thread Yuki Taga
Hi Ara, There are physical drives and logical drives (paritions that are divisions of the same physical drive). Putting apps and data on a logical drive D that is on the same physcial drive as drive C will get you some organizational benefit, perhaps, but very little if anything in the way of perf

RE: [amibroker] Bid Ask

2006-08-15 Thread Terry
JJ, There are only 6 regular fields (+ date and time) available in standard database: O, H, L, C, V, OI You could create a "dummy" parallel ticker with an alternate set of quotes, you could use the H/L fields for ask/bid or you can use new SQL data access feature to store and retrieve anything yo

[amibroker] Re: Unweighted Composites (again!)

2006-08-15 Thread brian.z123
Tim, As in most trading discussions it is `horses for courses'. It is often difficult to arrive at absolute or error free outcomes, as the Decision Point (DP) article states: `The bottom line is that different methods of calculating market indexes will render different results, so it is importa

[amibroker] Re: Buying at open -- In Real Life

2006-08-15 Thread brian.z123
Ah so! I didn't know 100K was a hot item in forumland. If I had I could have grabbed it, no trouble at all. Now that I know I will be sweating on beating you to 200k. BrianB2. --- In amibroker@yahoogroups.com, Yuki Taga <[EMAIL PROTECTED]> wrote: > > Hi intermilan04, > > This is, of course, no

Re: [amibroker] Buying at open -- In Real Life

2006-08-15 Thread Mark H
Yes. My system buys/sells at open since I still have a day job. The results have been very close to those of backtest. I think it contribute to two factors: I use IB which in most cases can get you the exact open prices; my system limits the shares to buy to 1% of 50 period EMA of volume.

[amibroker] Re: Buying at open -- In Real Life

2006-08-15 Thread intermilan04
Hi Yuki, Thank you for your thorough reply. I did some research on opening price determination and discovered that NYSE stocks' opening prices are determined by the bookmakers, whereas NASDAQ opening prices are determined by the Opening Cross, computers considering market and limit orders that are

[amibroker] Re: Buying at open -- In Real Life

2006-08-15 Thread intermilan04
Hi, I have that statement placed in my system. I download quotes at night, scan for signals and make trades next morning. What's been bothering me is, my system which has worked marvelously the past 10-20 years is just not working nearly as good this year. My strategy is buying on a dip, i.e. p

[amibroker] Re: Buying at open -- In Real Life

2006-08-15 Thread intermilan04
Hi Mark, Very interesting approach. How do you limit the volume like how you do? I am aware you can limit by % of one bar's volume, but not sure if you could do like 1% of 50 period EMA of volume. Regards, intermilan04 --- In amibroker@yahoogroups.com, "Mark H" <[EMAIL PROTECTED]> wrote: > >

Re: [amibroker] Re: Buying at open -- In Real Life

2006-08-15 Thread Mark H
Limit shares by % of one bar's volume is one of the worst practices in backtesting. I am always a bit puzzled by why everybody is concerned about "looking into the future" but few people pay attention to this practice. It is "looking into the future" in terms of volume! When you place an o

Re: [amibroker] Re: Unweighted Composites (again!)

2006-08-15 Thread Mark H
Brian:   You have put a lot of thoughts in this topic. I am wondering if you are from academic background :-) If you are building a composite to detect the pulse of the bear or bull, I would recommend you consider a composite of indicators instead of just price and volume. Tsokakis the grea

[amibroker] Re: Buying at open -- In Real Life

2006-08-15 Thread intermilan04
Hi Mark, Thank you for your very prompt reply. I will study your code shortly. I personally do not use limit shares by % of one bar's volume, because when I backtest for a long period of time (more than 10 years) my equity grows so big so fast that, the volume limit makes recent years not account

[amibroker] ADLine() for all markets

2006-08-15 Thread mattdiaz78
I've calculated the composites and plotted the ADLine function for each market, but how do I add all of the markets together so I can look at one ADLine that is a composite of all markets? Thanks for any help. Please note that this group is for discussion between users only. To get support f

[amibroker] Chart Grid position

2006-08-15 Thread Stan Graham
Hi Is it possible to reposition the dotted grid, on a chart, from over the begining of the month to over the Third Friday of the month? i.e. Shift it horizontally. Thank you for any help. Stan Graham Please note that this group is for discussion between users only. To get support from A

[amibroker] IB Plug-in

2006-08-15 Thread Mark Erickson
I use IB and trying to acquire RT data feed from IB. I've set it up per your users manual. checked symbology. I still get invalid symbol as an error when I apply it to AB. I'm certian everything is set up correctly. What else? And what is the chart supporsed to look like in RT. And what does

[amibroker] Multiple FILTER in a single exploration to check for various setups

2006-08-15 Thread gordongekkkkko
Hello from Roma, I am really new to AmiBroker, but nevertheless I am already amazed at it (still in trial mode here) It is easy to write an exploration with only one filter, but I am unable to figure out how to write a SINGLE exploration with more than one filter.(i.e. each stock in the DB to

[amibroker] realtime data is different from backfill data

2006-08-15 Thread seayks
Hi,I'm using amibroker's IB DATA PLUGIN receive IB DATA FEED. But I found a little problem.I receive realtime data is different from backfill data.I mean I received realtime data in RTS.After market close,if I use "backfill current" function to backfill data.The data in RTS changed. Ple

[amibroker] How to get the active WatchList number

2006-08-15 Thread fbsmithj
Is it possible to get the active WatchList number from an AFL? - alternatively, is it possible to set the active WatchList from an AFL? I have different AFL strategies for different WatchLists and it is a pain to have to manually change both active WL and corresponding AFL for running Explore