Hi
What is the best way to deal with the above situation.
Today we have a QM crude oil future roll-over.
How can I continue to recieve the data from Interactive brokers for
the new contract QMv6 (the old one is QMU6)and keep the historical
data of the old one.
There is a problem of GAP in price
I read a lot of the archives today.
I'm going to start learning the Custom Backtester tomorrow since
that seems like the most likely avenue.
Hints, directions would be greatly appreciated .
Thanks, Balin
--- In amibroker@yahoogroups.com, "balin8425" <[EMAIL PROTECTED]> wrote:
>
> I've tried t
I just open and run a second instance of AB its program folder. (Have not
needed to do a separate 2nd installation.) One instance is used with an EOD
(Worden Brothers data) database and the other instance with a live 1 minute
data feed from QuoteTracker. No trouble experienced in running intr
This isn't exactly what you want, but it may give you some ideas:
myCount = Sum(O == SelectedValue(L),200) + Sum(H == SelectedValue(L),200) + Sum(H == SelectedValue(L),200) + Sum(C == SelectedValue(L),200);
Plot(C,Name(),1,styleCandle);
Plot(myCount,"count",colorBlue,styleOwnScal
> IB allows you to automate buying at open (set Time In Force to
"OPG") or with delay (set Good After Time to 9:40, for example).
> I have tried both, and found my system got better fills at open. (IB
can get you the exact open prices in most cases.)
Much Thanks... D
Please note that this g
> IB has an Market Time order of OPG which you have to find somewhere in
> the details and "turn it on" so you can select it instead of MKT, GTC,
> etc. It gets you very very close to the real open price. Some exchanges
> are better than others, but it works quite well.
Nice to know.
IB TWS is n
IB allows you to automate buying at open (set Time
In Force to "OPG") or with delay (set Good After Time to 9:40, for example).
I have tried both, and found my system got
better fills at open. (IB can get you the exact open prices in most
cases.)
- Original Message -
From
IB has an Market Time order of OPG which you have to find somewhere in
the details and "turn it on" so you can select it instead of MKT, GTC,
etc. It gets you very very close to the real open price. Some exchanges
are better than others, but it works quite well.
--
Terry
-Original Message-
I'd like to take a reference bar low price and look back upto 200 bars
to find and count every bar, as compared to ref bar, which had an
O/H/L/C at the low price for this ref bar.
Anyone have suggestions on how i could do that? I'm aware of the
'CUM' function, but that did not seem to be worki
Yes but you still have
the same issue with the registry and running back testing
From:
amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of Graham
Sent: Thursday, August 17, 2006
6:56 PM
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] Pro's
& Con
> The simple answer is ... DON'T ... It's like trading with a blind
fold on ... Blind folds are only good if you are at the wrong end of a
firing squad or the object of humor in pin the tail on the donkey ..
Both of which seem to be quite appropriate analogies for this methodology.
Hi Fred,
Th
Thanks for the "clarification". If the 5 arrays
include some ranking information (and I think at least one of them does), then
it seems to offer a "ranking data" advantage over taking the additional step of
using AQ in addition to steps with TC. Thanks for giving me more to think
about.
Brian: thanks for the added information. As I have asked in other messages,
I am struggling with getting numerical ranking data into an explore column
(not sorting on a column), so the RSRank has some appeal. I played with it
and it plotted what looked like a continuous curve back in time but I a
Graham: thanks for the reply. How long have I been
using ATC and I guess, not really understanding that particular
flag.
Ken
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] On Behalf Of GrahamSent:
Thursday, August 17, 2006 6:59 PMTo:
amibroker@yahoogroups.comSubject: Re: [
change the flags in the addtocomposite statementflag 2 restricts from using the group 253 for crteating the compositeso change fro default to 5On 17/08/06,
Ken Close <[EMAIL PROTECTED]> wrote:
Such a basic
question, but I need to ask.
Surely it is
possible to Scan and create composit
Just open AB twice using the same installation-- CheersGrahamAB-Write >< Professional AFL Writing ServiceYes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm
On 18/08/06, MailYahoo <[EMAIL PROTECTED]> wrote:
This is what I found to
be true. N
Such a basic
question, but I need to ask.
Surely it is
possible to Scan and create composites from a watchlist of composites.
Yes?
I have been 45
minutes trying all sorts of variations of setting a Filter to a Watchlist of
industry composites. Inspecting each in the Quote Editor show
Hello Ken,
I tried out QP a few months ago.
The plug in works very well and is seamless with Ami.
Of the fields listed in Ami's GetExtraData reference material, the
four listed as arrays have a few quarters of data while the others
are current data only i.e. QRS, EPS rank, Sales, EPS have a lit
What it seems
to say to you definitely makes no sense.
To
repeat, although you can import more data into AB
from QP3 [via GETEXTRADATA--20+ vs.
2]
1 : All but the 5 arrays duplicate the Yahoo data now
available via AQ
2: You can't avail yourself of TC's remarkable ability to
sort
Beats me.
Bob
-Original Message-
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED]
Behalf Of Yuki Taga
Sent: Thursday, August 17, 2006 12:27 AM
To: Bob Jagow
Subject: Re: [amibroker] OT: Windows XP
Hi Bob,
Thursday, August 17, 2006, 2:12:22 PM, you wrote:
BJ> Me thinks he meant
I am doing that right now. You don't even need to install a 2nd copy;
just run it a 2nd time and you will get a 2nd instance. I do what
you say, I have an end of day that I get from yahoo that I do some
scans on while I have an esignal real time version running an AA scan
from time to time.
The
This is what I found to
be true. Now maybe I did it wrong or there is a better way
I actually installed
another copy on my HD in another location
Have one for EOD and one
for RT data
From what I can tell the
computer Registry though only sees one copy of AB
So when you open up b
Did anyone else notice that in the pre-market the Time&Sales window
shows the correct size, but the Price is the close of the previous day?
Is that a bug or am I doing something wrong? I use IQFeed.
Thanks
Costas
Please note that this group is for discussion between users only.
To get sup
I am thinking about setting up a second copy of AB so that I can have
a RT runinng and collecting data, and still go to the primary copy and
work with my EOD databases. Firstly, how do I install a 2nd copy? Just
point it at a different base directory during install? Secondly, are
there any pro
there are ALWAYS problems with it.
d
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] On Behalf Of Ken
CloseSent: Thursday, August 17, 2006 1:35 PMTo:
amibroker@yahoogroups.comSubject: [amibroker] Sorry...
Test
I
can't see any of my messages sent to the
The beeps could point you to the source of the problem.
Your computer user manual may list them under POST
errors.
Here is an old list as a starting
point:
Joseph
Biran
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] On Beh
I
can't see any of my messages sent to the list and only have seen a couple come
thru. Wonder if there are slow problems with the
site??
Ken
__._,_.___
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
i do not get backfills on either the index emini's nor the Forex/bonds when
i do 1 day. sometimes it works. i always try it first, because during the
day, IB throttles me back when i try longer than 1 day... 5 day backfills
always work.
hth, ron
sursod wrote:
> I solved my problem by chan
thanks, good suggestion!
On Tue, 15 Aug 2006 15:56:55 -0400, you wrote:
>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
I solved my problem by changing backfill length to 5 days instead of
1 day, possibly backfill 1 day has prevented IB from backfilling
yesterday when my missing data started. I had set backfill 1 day as
default because I found merged older history get wiped out if I have
longer backfills. Wonder
Hi Bob,
>FWIW I've never understood why one would use logical drives post
>win98 Release one.
One simple reason for using logical drives is to protect against
viruses. Suppose you have only one hard drive, one partition and you
are infected with virus...you might be forced to format and lose da
Hi,
Is it possible to set the "Use Only local Database" switch via code?
Thanks
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:
Bob: thanks and your reply "looks like" a very important
consideration for me to use---however, I do not understand what you have
said.
It seems to say you switched to TC from QP3 because TC can
sort LESS data than QP3?? It doesn't make sense.
Could you share a little more de
Answering myself, IB just told me there is no symbol change. I
remember a similar incident with IWM and recently - plugin would
not backfill although there was no symbol change. I forgot what I did
to amend that, if anyone has an idea please shout.
Sursod
--- In amibroker@yahoogroups.com,
ER2U6-GLOBEX-FUT (Russell 2000 emini ER2 Sept 06 expiratiion)
does not seem to fetch data in IB-plugin any more. Has there been a
symbol change?
Thanks,
Sursod
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
Hi Bob,
Thursday, August 17, 2006, 2:12:22 PM, you wrote:
BJ> Me thinks he meant physical drives.
Maybe, but from his reply I guess not.
BJ> FWIW I've never understood why one would use logical drives post
win98
BJ> Release one.
Some people use them merely for organizational purposes. While t
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