Hi,
I'm just learning AFL and copied several of your contributions to the AFL
Library put there by Steve Wiser. The email address listed in the AFL files
isn't current!
Has anyone revised these programs to run in the current version of AmiBroker?
The programs I copied are:
Have you tried, SetOption( InitialEquity, 10 ) at the begining of the
code?
That will not take into account any loses, but will always trade with that
fixed amount.
Jerry
On Mon, 08 Jan 2007 23:09:39 -0500, brentonfx [EMAIL PROTECTED]
wrote:
Graham
I don't actually want to size
G'day all,
I'm trying to get my head around how the backtester uses the available
price data to test a system.
As an example, say I have an hourly system. In AA - Settings I set the
Periodicity to Hourly. However, in my price data, that hour is made up
of 12 x 5min bars. Does the backtester use
Hi Terry,
Thanks very much for taking the time to check my code analysis and also
for your comments that cleared up the points that I was unsure of.
Nick
On Tue, 9 Jan 2007, Terry wrote:
Almost 100% right. See below for my comments and answers.
--
Terry
Hi Ed,
Thanks for posting the original code and also for providing a link to
Dimitris' original message. Working through the code, along with
Terry's help has solidified my understanding of aspects of the AFL
language that I was not sure of.
Nick
On Wed, 10
I checked port of the TWS of account 2, it is 7496. But still it can
not switch in to feed the data when TWS of account 2 has been
closed.
I also noticed there is a dialogue of client ID in the IB plugin
setup of the database setting, but that dialogue seems unable to
designate the
Hello,
i am trying to build a counter with a loop. i have already tried the
following, but it seems that anything is wrong. The chart shows the
bar number, but when i click inside the chart, the number changes.
Cnt[0] = 0;
for( i = 0; i BarCount; i++ )
{
Cnt[ i ] = i ;
}
Graph0 = Cnt;
It composites the lower time frame values automatically into the hourly
time frame.
--
Terry
-Original Message-
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of Andrew Z
Sent: Wednesday, January 10, 2007 05:04
To: amibroker@yahoogroups.com
Subject: [amibroker]
Instructions about halfway down after the release notes:
http://www.amibroker.com/ib.html
--
Terry
-Original Message-
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of itmwh
Sent: Wednesday, January 10, 2007 07:24
To: amibroker@yahoogroups.com
Subject: [amibroker]
Hi Terry,
Sorry, the attachments never made it to my email inbox for some
reason. If you could send to siddha [at] gmail [dot] com that would
be great!
Really all I need is an example of how to match the IndustryID's of
ticker symbols in one watchlist with those of another watchlist.
Any
Hi, I checked the page but can not find the relevant material
- Original Message -
From: Terry
To: amibroker@yahoogroups.com
Sent: Wednesday, January 10, 2007 11:11 PM
Subject: RE: [amibroker] Re: How to switch the realtime datafeed account ?
Instructions about halfway
Hi Terry,
thank you very much for your explanation !
However it looks a little bit strange. It works still the same.
When set the entire array to 0 with Cnt = 0; and click Apply, it shows
the same value as with the confirmation code in the graph. However
automatically after about 1 second it
I'm trying to plot a horizontal line on an Intraday Price Chart. Here is the
formula I'm using:
TodaysMidPoint = ( YesterdaysHigh + YesterdaysLow + YesterdaysClose) / 3 ;
// Don't worry Yesterdays Values are being calculated!
Here is how I'm plotting it:
PlotGrid( LastValue(
You must receive emails to get attachments. They are not saved in the web
version. I will email you direct this time only.
--
Terry
-Original Message-
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of brpnw1
Sent: Wednesday, January 10, 2007 08:41
To:
Hi,
Can anyone help me with a simple formula (i am new to this system)
for 20 and 50 period MA
Buy when PRICE moves OVER 20 MA and 20 MA is OVER 50 MA
Sell when PRICE moves UNDER 20 MA but 20 MA is OVER 50 MA
Short when 20 MA is UNDER 50 MA and PRICE crosses under 50 MA
COVER SHORT when
Hello,
Buy = Cross(C,MA(C,20)) AND MA(C,20) MA(C,50);
Sell = Cross(MA(C,20),C) AND MA(C,20) MA(C,50);
Short = Cross(MA(C,50),C) AND MA(C,20) MA(C,50);
Cover = Cross(C,MA(C,20)) AND MA(C,20) MA(C,50);
Cheers
Prashanth
- Original Message -
From: mravie7
To:
Are you referring to trade.EntryDateTime as from the custom backtester
object?
More generally, how does one extract the date from DateTime() so as to
compare with DateNum() ?
Thanks for the explanation. But how can i now create a
barindex(counter) through a loop. Graph1 plots the barindex. I have
tried to use (i = 0; i LastValue(BarIndex()); i++ ) but this
generates an error.
Can you help ?
Cnt = 0;
for( i = 0; i LastValue(BarIndex()); i++ )
{
Cnt[ i ] = i ;
}
Hello,
Does anybody know what is the limitation on calling TWS's API function Req
Mkt Data?
I don't need historical data, only real-time (or roughly real-time) data for
as much symbols as possible, retrieved once in five minute or so.
Is there any limitation?
Thanks,
Short.
Minor question but unable to find anything in the reference
material, settings or help files.
Now getting Short(21), Long(15) (or some number) in AA Backtest
screen and curious where/why bracketed numbers came from.
Best Regards,
Dean H.
Hello,
See Comments section in BarIndex() reference:
http://www.amibroker.com/guide/afl/afl_view.php?barindex
When running a loop over array you must NOT access
elements outside 0..BarCount-1 range.
The code that you want to write should look as follows:
bi = BarIndex();
for( i = 0; i
You can do this in normal functions
condition = sum(Lref(C,-1),20)=5;
--
Cheers
Graham
AB-Write Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 11/01/07, thecoolestdude1369 [EMAIL PROTECTED] wrote:
i've got the loop part to have ab
--- In amibroker@yahoogroups.com, Tomasz Janeczko [EMAIL PROTECTED]
wrote:
Frankly I see NO reason connecting via excel.
TJ, a very bold statement indeed!
Can you back that up and explain how to store bid/ask data in AB
without using Excel?
The way I've been doing this for years is to
add setbarsrequired(1,1); to the top of your code
you need this when you use loops, and especially when using Barcount
--
Cheers
Graham
AB-Write Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 11/01/07, klaus_korneker [EMAIL
awesome you guys are the best.
i think there's steam coming out of my ears trying to figure this
out and soo simple
thx again
joe
--- In amibroker@yahoogroups.com, Graham [EMAIL PROTECTED] wrote:
You can do this in normal functions
condition = sum(Lref(C,-1),20)=5;
--
Cheers
Hello,
For your specific case.
Use IB plugin
http://www.amibroker.com/ib.html
and GetRTData
http://www.amibroker.com/f?getrtdata
GetRTData(Bid) GetRTData(Ask)
Also orignal enquiry was not about storing data but
about communication.
If you want to store any extra data it is much better
Ara,
My goal is to plot the data. I do not see how I can use this
structure to plot? Is there a way to store this element by element
data into an artificial ticker symbol. I have thought of
impplementations using ATC but cannot arrive at a solution this way???
Is there any other way to store
Tom
Exactly what are you trying to achieve? What are the arrays ?
btw Varset is an array, staticvarset is a single value
VarSet(Close,C);
Plot(VarGet(Close),Close,colorBlue,styleLine);
--
Cheers
Graham
AB-Write Professional AFL Writing Service
Yes, I write AFL code to your requirements
Is there anyway to label the arrows in plotShapes? What I have in mind is a
simple code, 3 or 4 letters right below an up arrow or above a down arrow so
that you could have several systems overlayed on a chart and the label would
tell you which system was indicating a buy or sell.
James
Terry,
Your code example illustrates on something that I do not
understand about QuickAFL. It would seem to me that the line:
x = BarIndex();
would create an array containing a value for every bar in the
database and that QuickAFL would, therefore, load all
array values in order to perform
Bill,
Use the regular plot function instead of plotgrid:
Plot(LastValue( TodaysMidPoint ),,colorDarkRed,styleline);
regards,
Tom
--- In amibroker@yahoogroups.com, Bill Halliday [EMAIL PROTECTED]
wrote:
I'm trying to plot a horizontal line on an Intraday Price Chart.
Here is the formula I'm
Hi Graham,
I am using the Osaka plugin to rank and sort a list of stocks.
From this, I am trying to create an indicator which will display the
rank of the stock for each bar. I have 200 symbols that I am sorting
and rankng.
Below is the code I am using to read from the Osaka table into a
Oh, how simple. Thank you Tom.
Chester
trb0428 [EMAIL PROTECTED] wrote:
Bill,
Use the regular plot function instead of plotgrid:
Plot(LastValue( TodaysMidPoint ),,colorDarkRed,styleline);
regards,
Tom
--- In amibroker@yahoogroups.com, Bill Halliday
wrote:
I'm trying to plot a
Does anyone know how to backtest a long-short pair? I built my own
indicators and code for the buys and sells but I don't know how to
backtest two stocks simultaneously...I don't think Amibroker can do
this, but is there a way around it?
Tks!
If you need the value for every bar then you will need to run the ranking
for every bar, including creating the data files for every bar. ie within a
loop
There are some sort and rank AFL in a library that allow similar ranking
using staticvarget, but again these will need changing to within a
Hello,
I was under the impression that QuickAFL loads bars depending
on what is needed to do the calculations in the code
Your impression was and is correct. But what is needed to
do calcs depends on zoom range, functions used, and other factors.
I explained it in more details on
currently the only way to achieve what you want is using PlotShapes
and then PlotText.
the problem is that it is hard to line up vertically the 2. sometimes
they will overlap,
others they will be spaced too far apart depending on the chart size.
maybe you should add another suggestion to the
Why do you want a loop to do this?
Code supplied already does this in two lines much faster.
x = BarIndex();
Plot(x,x,1,styleStaircase);
Answer to your question anyway:
bi= BarIndex();
qty = LastValue( bi );
for (i = 0; i qty; i++)
...
--
Terry
-Original Message-
From:
Graham,
Thanks. I find the sorting and ranking within the Osaka routines to
be very fast. I am going to try saving a binary version of the table
created using Osaka and then from within my indicator code recall and
load the table into memory and index into it for just the rank of the
ticker I
sorting a single symbol over X bars is OK for speed, or for single bar
between symbols is not bad for speed.
From what i saw of your loop code you were wanting to sort over a watchlist
of 200 symbols, for each symbol against every other symbol for every bar.
This will be very very slow
--
hi all,
can some please tell me how to change the colour of the trendline
indicators and also the Fib line indicator thats in the tool bar,,,would
also like to change the colour of the text in the abc indicator ,please.
Paul
Tom
You can certainly store data inan array element by element
MyArray[0] = dataelement1;
MyArray[1] = dataelement2;
MyArray[2] = dataelement3;
etc
Plot(MyArray,);
if you put your dataelements in dynamic variables first, then you can put
them in an array easily
for (i=0; imaxelement;
Not with PlotShapes, but with PlotText. Beware that using a lot of PlotText
is quite slow.
--
Terry
-Original Message-
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of James
Sent: Wednesday, January 10, 2007 15:36
To: amibroker@yahoogroups.com
Subject:
At the bottom of the AA results screen? If so, these are the number short
trades and long trades in the current backtest.
--
Terry
-Original Message-
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of troll
Sent: Wednesday, January 10, 2007 13:40
To:
Ara,
ThanksI will give it a try.
regards,
Tom
--- In amibroker@yahoogroups.com, Ara Kaloustian [EMAIL PROTECTED] wrote:
Tom
You can certainly store data inan array element by element
MyArray[0] = dataelement1;
MyArray[1] = dataelement2;
MyArray[2] = dataelement3;
etc
Draw one. Right click it and choose Properties. Adjust the colors. Be sure
to click set to default or similar checkbox.
--
Terry
-Original Message-
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of paulradge
Sent: Wednesday, January 10, 2007 18:43
To:
Tomasz, thanks for your ref. to ODBC plugin, I have to look into
this, am unfamiliar with this right now.
Re. DDE the reason for using Excel in between External Data and
AmiBroker (by 2 DDE links) is that by connecting directly:
External Data -DDE (plugin)-AmiBroker
there would be no room for
Hi Terry,
many thanks ,,,
i have that sorted out now ,,,
thanks again,
Paul
Draw one. Right click it and choose Properties. Adjust the colors. Be sure
to click set to default or similar checkbox.
--
Terry
-Original Message-
From: amibroker@yahoogroups.com
Can't you just create the difference of the long/short pair by reading one
of them using the foreign() function?
for instance:
spread = (Close -Foreign(, Close));
- Original Message -
From: KBGlenn [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Wednesday, January 10, 2007
I am looking for the underlying formula for the Random Walk Index. I
would like to tweak my RWI indicators to my own liking, but find that
in order to do this properly, I need the underlying AFL formula.
Does anyone have some code they can throw at me for this?
Thanks in advance!
~Bman
If it's in the trade description, it's because the exit is due to a stop,
not a signal.
On Wed, 10 Jan 2007 15:39:56 -0500, troll [EMAIL PROTECTED] wrote:
Minor question but unable to find anything in the reference
material, settings or help files.
Now getting Short(21), Long(15) (or some
If my script ends with the following code using Sell = 0 as
I want to use the stops for an exit.
How does the scan function give me a sell signal the day before
the signal as I will exit the trade the next day at the open.
The buy scan works great but there is no sell signals.
If the trade is 9
you may need to add Equity(1,0); line to the code to give the stops values
for scan and plots
see equity in help for the numbers to use inside the brackets
--
Cheers
Graham
AB-Write Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On
Can I get AlertIf to send me an email when its placed into indicator code using
frequently refreshed yahoo data (eg delayed intraday retrieved every 2 minutes?)
I know how to get AlertIf working using AA/Scan, for instance. Once a scan is
found true, then the AlertIf command sends the email.
I have almost got his working except for the following: the indicator
that I am plotting disappears and re-appears on alternating clicks of
my mouse I have tried hardcoding numbers in place of Barcount
and I have tried adding the line : SetBarsRequired(1,1); but
with no difference.
Just a general note, if one of the symbols does not have a bar on a certain
date but the rest do it can cause problems
I find it better to use datetime, or datenum if only end of day, for the bar
identification instead of barindex
--
Cheers
Graham
AB-Write Professional AFL Writing Service
Yes,
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