Re: [amibroker] Ribbon Indicator

2006-12-04 Thread Ara Kaloustian
search help files for "ribbon". A lot of good info there - Original Message - From: Ken Henderson To: amibroker@yahoogroups.com Sent: Sunday, December 03, 2006 7:32 PM Subject: [amibroker] Ribbon Indicator Hi Can anyone advise how I can change this line to a ribbon

Re: [amibroker] Line Thickness

2006-12-04 Thread Bruce Hawkins
Hi Ara, This is what I came up with. It seems the width of line varies depending upon slope angle. _By the way thanks for the code._ S1 = Param("Bline", 35 , 10 , 1 ); B1 = StochD(S1); thickness = Param("Thickness",5,1,20,1); function ThickLine(Value,percent,Color) { //find max and min

Re: [amibroker] Re: Avoiding duplicate trades with IB and Forex

2006-12-04 Thread Jerry Laster
Thanks a lot Ly! On Sat, 02 Dec 2006 10:11:46 -0500, loveyourenemynow <[EMAIL PROTECTED]> wrote: > Hi Jerry, > > I think i had the same problem , and I solved it checking for the > currency balance before submitting a new trade. > That is equivalent to get the position size . > You may create a

[amibroker] Wheres the decent debugging or tracing tools. Cant find anything

2006-12-04 Thread Homar Simpson
Are these buried in the docs somewhere?

[amibroker] Can't find a VWAP indicator for Amibroker

2006-12-04 Thread Homar Simpson
There's an earlier thread on it (from 2004) but I don't think it produced a working file. Has anyone worked this up for AB. Hard to imagine it hasn't been done after all this time. QuoteTracker has it built in, but Amibroker should be able to do it with greater flexibility. Just trying to

[amibroker] AFL Date-Time Question

2006-12-04 Thread Adheer Pai
Hello, I have a question regarding date-time functions for a specific bar. How do I find the day / month / year for the specified bar ? The Month(), Year(), Day() functions do not take parameters. For example, in this sample code I want to do specific operations if the month is January ... A

[amibroker] Backfill Data For MCX (India)

2006-12-04 Thread data4mcx
Dear All, If anybody using Amibroker+Odin+Data fetchers FFO uttility...We have good news for BACKFILLING. You will get data for your desired time. Just send a mail or join our yahoo id in messenger and get data online within a minute. ID : [EMAIL PROTECTED]

Re: [amibroker] Ribbon Indicator

2006-12-04 Thread Bruce Hawkins
Would like to be able to recreate these style of ribbons. 3rd window http://www.dacharts.org/archives/2X_Bline_HA/Explanation_Indicators/B_Study_Windows.png

RE: [amibroker] Ribbon Indicator

2006-12-04 Thread Herman
use StyleCloud in your Plot(). h -Original Message- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] Behalf Of Bruce Hawkins Sent: December 4, 2006 5:27 AM To: amibroker@yahoogroups.com Subject: Re: [amibroker] Ribbon Indicator Would like to be able to recreate these style of r

RE: [amibroker] Wheres the decent debugging or tracing tools. Cant find anything

2006-12-04 Thread Herman
http://www.microsoft.com/technet/sysinternals/default.mspx -Original Message- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] Behalf Of Homar Simpson Sent: December 3, 2006 11:03 PM To: amibroker@yahoogroups.com Subject: [amibroker] Wheres the decent debugging or tracing tools. C

[amibroker] Re: ZG and ZI backfill from IB not working

2006-12-04 Thread crasher_fl
You right the year was wrong. I got it to work, but u need to play with the spaces between the symbol and the month. ZG and ZI need 3 spaces while YM only works with 2. Thanks, Kris --- In amibroker@yahoogroups.com, "ninja 600" <[EMAIL PROTECTED]> wrote: > > Looks like you got the wrong year.

[amibroker] Re: Non-Random Walk does not mean technical analysis is predictive

2006-12-04 Thread Fred
Economic data LAGS markets ... This can clearly be seen by viewing both price and fiscal data over centuries ... So if someone thinks they can get decent results using economic data then they're in for a long road to nowhere ... As far as T/A goes ... How long have you attempted to use T/A with

[amibroker] Re: Random Walk - step 2 - : Predicitable ?

2006-12-04 Thread Fred
Are you sure ? ... Why because they say so ? > Some of the trading systems located at the following links are > automated and make money consistently without human intervention... > see -- > http://www.collective2.com > http://www.traderscue.com > http://www.timertrac.com/Public/Investors.as

Re: [amibroker] Re: Random Walk - step 2 - : Predicitable ?

2006-12-04 Thread cstrader
Yeah, I was thinking of doing an analysis of these sites. They probably represent a pretty good sample of traders: 1. Probably mostly technical. At least they probably state whether they are or not 2. Wouldn't be the worst of the lot or maybe the best of the lot But in any case, it would be

[amibroker] Re: Wheres the decent debugging or tracing tools. Cant find anything

2006-12-04 Thread Ed Hoopes
At my skill level of programming I did download the fancy debugger, but ended up never using it. I use printf - printf("EURO - look for reversals from:" + ArgA + "\n" ); printf(" > +/-1.2 for a single signal " + "\n" ); to get single values of variables. the values are displayed in the In

Re: [amibroker] Trading Basis

2006-12-04 Thread Steve Kuball
Dear Mr. Hawkins, I was reading your email on AmiBroker @yahoo groups. I have been using AmiBroker- Tools for about 2 months now. I have never been happier with a product for trading than I am with AmiBroker-Tools. It is the best money that I have ever spent.Thomas is patient, wonderful, knowl

Re: [amibroker] Re: Selling price not set properly sometimes

2006-12-04 Thread Tomasz Janeczko
Intermilan, Terry is right and you are wrong. You are doing the following things wrong: 1. Never delay trade PRICES. SellPrice = Ref(Open, -1 ); // WRONG ! Did you read the User's Guide Tutorial about backtesting? http://www.amibroker.com/guide/h_backtest.html it is must-read. Come on this is

Re: [amibroker] Re: Selling price not set properly sometimes

2006-12-04 Thread Tomasz Janeczko
I forgot: take also a look at this doc page http://www.amibroker.com/f?setoption specifically "PriceBoundChecking" option Best regards, Tomasz Janeczko amibroker.com - Original Message - From: "Tomasz Janeczko" <[EMAIL PROTECTED]> To: Sent: Monday, December 04, 2006 4:37 PM Subject: Re

[amibroker] Something wrong with TWS Backfill for 6E, YM and ES...?

2006-12-04 Thread tradinghumble
I'm getting weird backfill (1m) for these symbols... I'm using TWS with QuoteTracker as well and don't get the problem... Anyone else experiencing?

Re: [amibroker] Something wrong with TWS Backfill for 6E, YM and ES...?

2006-12-04 Thread Greg
Hi tradinghumble, Same thing happening here. Backfill worked O.K. last Friday. I assumed it was a problem with IB but you say your Quotetracker/IB configuration is working O.K. Gremlins I guess ??? Greg - Original Message - From: tradinghumble To: amibroker@yahoogroups.com

Re: [amibroker] Ribbon Indicator

2006-12-04 Thread Bruce Hawkins
I found the attached in the files section. docL7jTjZV0EY.doc Description: MS-Word document

[amibroker] TA secrets ...

2006-12-04 Thread loveyourenemynow
Did I refer anywhere to ยจ"economic data"? Do you know what is econophysics? Can you find me link to a study (in scientific sense) about predictivity of T/A? All you can find is "one indicator by itself is not enough ...", so all the times it does not work people forget about it I do not use T/A,

[amibroker] Re: Selling price not set properly sometimes

2006-12-04 Thread intermilan04
Thomasz, I'm not doing SellPrice = Ref(Open, -1). I'm doing SellPrice = Ref(Open, 1) because I am selling my stocks next day of purchase no matter what. The thing I was missing was the boundchecking option, which Graham pointed out. I've disabled that option and confirmed that now backtester pic

[amibroker] Re: Something wrong with TWS Backfill for 6E, YM and ES...?

2006-12-04 Thread tradinghumble
Greg, I think QuoteTracker backfills with DTN ... that's what I've heard... I just know it's TWS backfill is out of control right now... just backfilled 6E and it's messy The volume on Canadian stocks is also horrible... nonnon sense... --- In amibroker@yahoogroups.com, "Greg" <[EMAIL PROTECT

Re: [amibroker] Something wrong with TWS Backfill for 6E, YM and ES...?

2006-12-04 Thread Paul Yarwood
Same here Quotetracker and IB no problem but Ami and IB lots of gaps in data >From: "Greg" <[EMAIL PROTECTED]> >Reply-To: amibroker@yahoogroups.com >To: >Subject: Re: [amibroker] Something wrong with TWS Backfill for 6E, YM and >ES...? >Date: Mon, 4 Dec 2006 13:28:39 -0400 > >Hi tradinghumble,

Re: [amibroker] Trading Basis

2006-12-04 Thread Bruce Hawkins
Hi Steve, Thank you for your reply. Kuball wrote: Dear Mr. Hawkins, I was reading your email on AmiBroker @yahoo groups. I have been using AmiBroker- Tools for about 2 months now. I have never been happier with a product for trading than I am with AmiBroker-Tools. It is the best money that

[amibroker] Re: Non-Random Walk does not mean technical analysis is predictive

2006-12-04 Thread dalengo
Hi there, A.Lo is indeed a 'financial engineer' @MIT (http://web.mit.edu/alo/www/). He doubts that 'econophysicists' discovered smth substantially new, and so do I. People studying the data in question knew about 'fat' tails in distribution of returns for ages. Markets are obviously not 'efficien

Re: [amibroker] Re: Selling price not set properly sometimes

2006-12-04 Thread Tomasz Janeczko
> I'm not doing > SellPrice = Ref(Open, -1). > > I'm doing SellPrice = Ref(Open, 1) Ref( Open, 1 ) is even worse. It references future. (You are trying to trade TODAY on TOMMORROW'S prices) *Never, ever* delay/future reference trading price arrays because this is fundamentally wrong. Delay SIGNA

Re: [amibroker] Re: Non-Random Walk does not mean technical analysis is predictive

2006-12-04 Thread Randy Harmelink
I'm not sure what one has to do with the other? Would the market be more efficient or less efficient if the market cap changed 50% in a matter of seconds? Suppose the "Mona Lisa" were up for auction. The bids might drop significantly if a rumor started that the painting being auctioned off was a

Re: [amibroker] Re: Something wrong with TWS Backfill for 6E, YM and ES...?

2006-12-04 Thread Tomasz Janeczko
Hello, You should NOT be checking 3rd party apps, but TWS OWN CHARTING instead. In TWS go to Chart->New Real Time chart, specify: 1. Time period : "1 day" 2. What to show : "Trades" 3. How to show : "1 min bar" as used in your AB database (for example 1 minute), mark "Show TRADES" and check if

[amibroker] Re: Something wrong with TWS Backfill for 6E, YM and ES...?

2006-12-04 Thread sursod
My backfill direct from IB to Amibroker is also weird all day for ER2, NQ, ES - each backfill will wipe out today's bars and replace with flat bars. TJ wrote: In TWS go to Chart->New Real Time chart, specify: > 1. Time period : "1 day" > 2. What to show : "Trades" > 3. How to show : "1 min bar"

Re: [amibroker] Re: Something wrong with TWS Backfill for 6E, YM and ES...?

2006-12-04 Thread ronbo
i should have mentioned---the IB Chart for E7Z6 and ESZ6 also show flat lines for the day. So clearly there is something wrong with IB, ron sursod wrote: > My backfill direct from IB to Amibroker is also weird all day for > ER2, NQ, ES - each backfill will wipe out today's bars and replace > w

Re: [amibroker] Re: Something wrong with TWS Backfill for 6E, YM and ES...?

2006-12-04 Thread ronbo
I only tried 6EZ6, and since 0510 today (PST), it's a flat line at 1.3322. I haven't tried the others. MAYBE it is only US Servers?? We know from the past, different parts of the world work differently with IB. ron sursod wrote: > My backfill direct from IB to Amibroker is also weird all day

[amibroker] Re: Something wrong with TWS Backfill for 6E, YM and ES...?

2006-12-04 Thread sursod
There is only problem (flat line instead of quotes) for the CBOT eminis, indices and stocks back fill okay. I am not in the US (my IB is UK based) so the problem must be world wide. Not aware of being able to choose different servers. sursod --- In amibroker@yahoogroups.com, ronbo <[EMAIL PROTE

Re: [amibroker] AFL Date-Time Question

2006-12-04 Thread Graham
to use normally xyz = iif(Month()==1,10,20); to use within a loop m = month(); for( iBar = 0; iBar < BarCount ; ++iBar ) { // Here do something if the month is January if( m[ibar]== 1 ) -- Cheers Graham AB-Write >< Professional AFL Writing Service Yes, I write AFL code to your requi

[amibroker] Re: Non-Random Walk does not mean technical analysis is predictive

2006-12-04 Thread loveyourenemynow
Hi, Can you specify what do you mean by FA? ARIMA etc is time series analysis, and TA is primitive linear version of it, mixed with some superstition Economists do not understand physic language, and they are upset physicists can do their job better without a PhD in finance or knowing what macro

Re: [amibroker] Re: Open All Stocks in a watchlist in new windows.

2006-12-04 Thread Don Lindberg
KJ, Glad the Export.AFL helped. As far as learning curve, that is dependant on how familiar you are with programming in general. I had no background in programming when I started with AB, so it has been slow for me. The good news is there is always someone willing to help on this board, so you are

[amibroker] Re: Non-Random Walk does not mean technical analysis is predictive

2006-12-04 Thread Fred
"My view about this entire subject is very simple: opportunities disappear when a lot of people realize them ... so you always have to find something new ..." While I wouldn't disagree with the first part of your statement I would offer a different conclusion which is ... This is why you don't

[amibroker] Amibroker tools

2006-12-04 Thread herbpodell
Is Amibroker "Tools" a separate or add on program to AmiBroker Pro? I havn't seen any reference to it except in the group messages.

[amibroker] Re: Amibroker tools

2006-12-04 Thread Fred
It's a menu item ... check the top bar ... --- In amibroker@yahoogroups.com, "herbpodell" <[EMAIL PROTECTED]> wrote: > > Is Amibroker "Tools" a separate or add on program to AmiBroker Pro? I > havn't seen any reference to it except in the group messages. >

[amibroker] Re: Selling price not set properly sometimes

2006-12-04 Thread intermilan04
Tomasz, I'm referencing future quote purposely. Let me explain why I'm doing so. 1. Suppose I run my system on Monday and get , , and as "buy" for Tuesday. 2. I buy , and on Tuesday. I run my system Tuesday night and get , as "buy" for Wednesday. 3. I sell A

[amibroker] Re: Non-Random Walk does not mean technical analysis is predictive

2006-12-04 Thread dalengo
Hi: FA = Fundamental Analysis. > "Econophysics" is not my invention, is just a common term used among > physics community Indeed. We need to thank HE Stanley and folks like him for that splendid gift. Econophysics is not physics: Titles like http://www.amazon.com/Quantitative-Finance-Physicists

Re: [amibroker] Re: Random Walk - step 2 - : Predicitable ?

2006-12-04 Thread Tom Tom
Ly, I just come back to the GARCH estimator (because i am currently working on AR est.). You say it is like ARIMA, mean a GARCH can be precessed from ARIMA ? Do you have somes links so i can use the work on AR to compute GARCH model ? GARCH seems the "new" tool for time serie financial analyst.

[amibroker] Re: Wheres the decent debugging or tracing tools. Cant find anything

2006-12-04 Thread Homar Simpson
I tried the printf, but wasn't seeing the output anywhere. I'm running an Automatic Analysis, but see no output of the printf I'm using. --- In amibroker@yahoogroups.com, "Ed Hoopes" <[EMAIL PROTECTED]> wrote: > > At my skill level of programming I did download the fancy debugger, > but en

[amibroker] Learning to Code

2006-12-04 Thread McGuyVr70
I am trying to code the strategy "Trading in the Middle Zone" by Anthony Trongone from the [EMAIL PROTECTED] Magazine. I am having difficulty understanding how to program this. The system doesn't buy if the ExRem lines are entered. If the ExRem lines are taken out the system will show the buy a

[amibroker] A puzzling problem.

2006-12-04 Thread Don Lindberg
I have created a very basic ATC of all the common stocks downloaded by Quotes Plus. This just creates an Index of My Stock Universe that I can use to compare against individual stocks for performance purposes. I have been running this ATC for the last 1 1/2 months with no problems. It has been

Re: [amibroker] Re: Something wrong with TWS Backfill for 6E, YM and ES...?

2006-12-04 Thread cstrader
yup. er2 es and nq backfill definitely flatline today! - Original Message - From: Terry To: amibroker@yahoogroups.com Sent: Monday, December 04, 2006 5:09 PM Subject: RE: [amibroker] Re: Something wrong with TWS Backfill for 6E, YM and ES...? Today ER2, ES and NQ are not b

[amibroker] Re: Wheres the decent debugging or tracing tools. Cant find anything

2006-12-04 Thread Ed Hoopes
In the editor, try typing: printf("Hello World" + "\n" ) ; Save it to foo.afl INSERT foo.afl (from the editor tool bar) CLICK on the blank chart window 'Hello World' will be displayed in the Interpretation window. Ed Hoopes --- In amibroker@yahoogroups.com, "Homar Simpson" <[EMAIL PROTECTE

[amibroker] AFL to add/remove symbols to DB?

2006-12-04 Thread Wes Smith
I'm trying to write an AFL program to add and remove symbols to my database. For example, how would I remove all symbols in a particular watchlist? tia Wes

RE: [amibroker] Re: Wheres the decent debugging or tracing tools. Cant find anything

2006-12-04 Thread Terry
No text messages show up in any AA function. -- Terry -Original Message- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of Homar Simpson Sent: Monday, December 04, 2006 19:07 To: amibroker@yahoogroups.com Subject: [amibroker] Re: Wheres the decent debugging or tracing

[amibroker] Having a nasty time figuring this APL out.

2006-12-04 Thread Homar Simpson
Long time programmer, but mostly in VB type languages. I dont think thats the problem here though. Tried a bunch of styles before I realized that you need to use == for testing (again, not needed in VB). But now the complier is complaining that >>> if (TestVolume == False) PassTest = Fa

Re: [amibroker] Having a nasty time figuring this APL out.

2006-12-04 Thread Ara Kaloustian
use PassTest = iif(testvolume ==False,True); if statements can be used with not array variables. - Original Message - From: "Homar Simpson" <[EMAIL PROTECTED]> To: Sent: Monday, December 04, 2006 8:51 PM Subject: [amibroker] Having a nasty time figuring this APL out. > Long time pro

Re: [amibroker] Re: Wheres the decent debugging or tracing tools. Cant find anything

2006-12-04 Thread Graham
Look at the Interpretation window One way to debug is to use the _TRACE function, see help files for how to use -- Cheers Graham AB-Write >< Professional AFL Writing Service Yes, I write AFL code to your requirements http://www.aflwriting.com On 05/12/06, Terry <[EMAIL PROTECTED]> wrote: No t

[amibroker] Re: Having a nasty time figuring this APL out.

2006-12-04 Thread Homar Simpson
Still not sure why that's an ARRAY variable, looks like a boolean to me. Can you explain why its considered that type? Now I have this 1) PassTest = IIf(testvolume == False,False,PassTest ); 2) if (Passtest==False) i=0; Line 1 works. Adding line 2 fails again with the array error. T

Re: [amibroker] Having a nasty time figuring this APL out.

2006-12-04 Thread Graham
Seems another method for the calculation would be easier This just adds up the number of previous "days" bars for condition of volume>previous bar volume Days=Param("Days To Test",1,1,15,1); TestVolume = sum(Volume>Ref(Volume ,-1), Days); PassTest = TestVolume == Days; -- Cheers Graham AB-Write

[amibroker] Re: Wheres the decent debugging or tracing tools. Cant find anything

2006-12-04 Thread Homar Simpson
I was referred to the DebugView program which does the job. I was using the Auto Analysis module, and did not see any output when trying printf. --- In amibroker@yahoogroups.com, Graham <[EMAIL PROTECTED]> wrote: > > Look at the Interpretation window > > One way to debug is to use the _TRACE f

[amibroker] Can't Crack the Code!!! Help

2006-12-04 Thread KBGlenn
I am trying to backtest a system whereby you find the last trading day of the month and then buy x days before that and sell y days after it. I've tried everything I can think of but I have not been unable to figure out how to get around days where the market is not open. I've been focused on the

RE: [amibroker] Re: Having a nasty time figuring this APL out.

2006-12-04 Thread Paul Ho
boolean can be an array, just that its value is restricted to either 0 or 1 have you read the intro on arrays yet? _ From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of Homar Simpson Sent: Tuesday, 5 December 2006 4:29 PM To: amibroker@yahoogroups.com Subject: [amibroke

Re: [amibroker] Having a nasty time figuring this APL out.

2006-12-04 Thread Ara Kaloustian
Correction to prior response use PassTest = iif(testvolume ==False,False,True); - Original Message - From: "Ara Kaloustian" <[EMAIL PROTECTED]> To: Sent: Monday, December 04, 2006 9:00 PM Subject: Re: [amibroker] Having a nasty time figuring this APL out. > use > PassTest = iif(test

Re: [amibroker] Having a nasty time figuring this APL out.

2006-12-04 Thread Ara Kaloustian
another point ... True in AFL is any non zero value (not limited to 1) False is obviously always 0 (zero) - Original Message - From: "Homar Simpson" <[EMAIL PROTECTED]> To: Sent: Monday, December 04, 2006 8:51 PM Subject: [amibroker] Having a nasty time figuring this APL out. > Long

[amibroker] Re: Having a nasty time figuring this APL out.

2006-12-04 Thread Homar Simpson
As I mentioned I've been programming for 30 years. What I'm doing here is assigning a SINGLE boolean variable based on the comparison of array contents. If I did this in VB or VBA , there would be no issue. Are you saying the boolean takes on the characteristic of the tested array? I think T

[amibroker] (garch): Random Walk - step 2 - : Predicitable ?

2006-12-04 Thread dalengo
C++ http://quantlib.org/reference/class_quant_lib_1_1_garch11.html and other quant goodies you may wish to take a look at. --- In amibroker@yahoogroups.com, "Tom Tom" <[EMAIL PROTECTED]> wrote: > > Ly, > > I just come back to the GARCH estimator (because i am currently working on > AR est.). >

Re: [amibroker] Can't Crack the Code!!! Help

2006-12-04 Thread Graham
Here is a simple method, to buy 5 days before and sell 5 days after m = month()!=ref(month(),-1); buy = ref( m, 5 ); sell = ref( m, -5 ); -- Cheers Graham AB-Write >< Professional AFL Writing Service Yes, I write AFL code to your requirements http://www.aflwriting.com On 05/12/06, KBGlenn <[