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
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
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
Are these buried in the docs somewhere?
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
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
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]
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
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
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
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.
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
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
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
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
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
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
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
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?
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
I found the attached in the files section.
docL7jTjZV0EY.doc
Description: MS-Word document
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,
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
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
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,
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
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
> 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
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
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
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"
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
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
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
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
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
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
"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
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.
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.
>
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
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
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.
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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.).
>
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 <[
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