[amibroker] Using AFL to change the Equity() in a backtest

Hi, I'm writing a backtest AFL that does SpreadBetting on the FOREX. The spreadbet company deducts (or adds to - depending on the security and interest rate) money at the end of each day from your account for each day the trade rolls over to the next day. How do I do this in AFL? - I need the fo

[amibroker] brain isn't firing what am i missing

Hi I am kind of new to AMI and am trying to modify AFL "Lunar Phase". Instead of moons I am loading vertical bars (styleHistogram) and that has worked nicely, my problem is that I would like the bars to load Blue Green Red Orange and then repeat Blue Green ect. and what I am getting is ALL Oran

[amibroker] Re: matastock vs amibroker

Former MS user here - I bailed between MS v8 & v9 Its a one way street - I don't even think about shopping for TA software anymore. ReefBreak --- In amibroker@yahoogroups.com, "ges x" <[EMAIL PROTECTED]> wrote: > > I, too, have switched from MS to AB. No comparison. AB is vastly better. > > O

[amibroker] Re: trying stylecloud but working->need to understand

murthysuresh, If you were writing to me, the answer is I don't know. I wrote to support and showed them what I was trying to do, using a chart from another program as an example, and they sent me back a PlotOHLC command with a zero in the 3rd argument. Perhaps they could answer your question.

[amibroker] Re: How To Get HHV( High, between 09:30 and 10:30 )

Thanks, Ed, for your code. Actually, on my end, with my formula, the Close line plots ok regardless of the periodicity of the chart (1, 2, 3, 5, 10 min, etc.) Then again, I tested it on NQ futures (one minute data) and my Start and End time was 093000-103000 so there were no missing bars. For us

Re: Re[4]: [amibroker] Re: How to copy indicator values to Excel

Herman, Thank you very much! What you describe would be helpful, but I'd still like to be able to pull this equity curve data into Excel. It will be easier for me to compare and, especially, to blend these curves in Excel. Let me ask it this way... Isn't there some way to get the data values

[amibroker] rank stocks based on Relative strength

Is there any scripts that does rannking of stocks in watchlist based on Relative strength. any pointers would help.

[amibroker] trying stylecloud but working->need to understand

--- In amibroker@yahoogroups.com, "halliday_mo" <[EMAIL PROTECTED]> wrote: > > If you haven't gotten your answer yet, change the 3rd "r" to 0 (a > zero) in the PlotOHLC statement. > > --- In amibroker@yahoogroups.com, "murthysuresh" wrote: > > > > Hello > > I am still trying to understand how t

[amibroker] Re: ANGLE/ Degree

i will try that to, thanks Wes --- In amibroker@yahoogroups.com, Wes Smith <[EMAIL PROTECTED]> wrote: > > From Dennis's Woodies CCI script (made into a function) > > function angle_of(ain) > { > PI = atan(1.00) * 4; > periods = 30; > HighHigh = HHV(H, periods); > LowLow = LL

[amibroker] Re: ANGLE/ Degree

i will try that too, thanks Wes --- In amibroker@yahoogroups.com, Wes Smith <[EMAIL PROTECTED]> wrote: > > From Dennis's Woodies CCI script (made into a function) > > function angle_of(ain) > { > PI = atan(1.00) * 4; > periods = 30; > HighHigh = HHV(H, periods); > LowLow = L

Re: [amibroker] Re: Buy next bar after EMA cross

SetTradeDelays(1,1,1,1); Buy = Cross( ema(close,10), ema(close,20) ); BuyPrice = O; -- Cheers Graham AB-Write >< Professional AFL Writing Service Yes, I write AFL code to your requirements http://www.aflwriting.com On 13/02/07, eric tao <[EMAIL PROTECTED]> wrote: > should it be > Buy = Ref(Buy,

Re: [amibroker] Stupid Question

It is called something different in the tools menu I believe it is Get US Quotes or similar, sorry changed the name so forgot what it was -- Cheers Graham AB-Write >< Professional AFL Writing Service Yes, I write AFL code to your requirements http://www.aflwriting.com On 12/02/07, hulksweider <

[amibroker] How to alter the equity value in a backtest

Hi, I'm writing a backtest AFL that does SpreadBetting on the FOREX. The spreadbet company deducts (or adds to - depending on the security and interest rate) money at the end of each day from your account for each day the trade rolls over to the next day. How do I do this in AFL? - I need the

Re: [amibroker] Re: matastock vs amibroker

I, too, have switched from MS to AB. No comparison. AB is vastly better. On 2/10/07, Joe Landry <[EMAIL PROTECTED]> wrote:  Natasha I understand we'll have a textbook by Howard Bandy in April. http://www.quantitativetradingsystems.com/

[amibroker] Re: Buy next bar after EMA cross

should it be Buy = Ref(Buy,1); ? --- In amibroker@yahoogroups.com, "Edward Pottasch" <[EMAIL PROTECTED]> wrote: > > what I would do is set > > SetTradeDelays(0,0,0,0); > > on top of the code. Then: > > Buy = Cross( ema(close,10), ema(close,20) ); > BuyPrice = O; > Buy = Ref(Buy,-1); > > > rgd

Re: [amibroker] Backtest problem

check the dates for the test period in the analysis window -- Cheers Graham AB-Write >< Professional AFL Writing Service Yes, I write AFL code to your requirements http://www.aflwriting.com On 12/02/07, herbpodell <[EMAIL PROTECTED]> wrote: > I am getting what appears to be good EOD data from Y

Re: [amibroker] Re: ANGLE/ Degree

>From Dennis's Woodies CCI script (made into a function) function angle_of(ain) { PI = atan(1.00) * 4; periods = 30; HighHigh = HHV(H, periods); LowLow = LLV(L, periods); range = 25 / (HighHigh - LowLow) * LowLow; x1 = 0; x2 = 1; y1 = 0; y2 = (Ref(ain, -

[amibroker] Help setting up DDE Link for Reuters Station

I am trying to configure the universal DDE plug-in to work with Reuters Station. The following code works in excel for retrieving the data for symbol A: Open=BDDE|TKR!'\\\a/FLD_STUDY_OPEN' High=BDDE|TKR!'\\\a/HI' Low =BDDE|TKR!'\\\a/LO' Last=BDDE

Re: Re[2]: [amibroker] Re: How to copy indicator values to Excel

Herman, Thanks, but I'm afraid I don't follow you. To clarify, what I'd like to do is take the equity curve data (primarily total portfolio value) from portfolio backtests of multiple different systems and then import that data Excel so I can plot those equity curves together and compare them o

Re: [amibroker] OT: XP

Andy, Wes, Thanks for your responses ... the Magicaljellybean keyfinder works beautifully A - Original Message - From: "Andy Davidson" <[EMAIL PROTECTED]> To: Sent: Monday, February 05, 2007 12:10 AM Subject: Re: [amibroker] OT: XP > Ara, > > Try this site: > http://www.magicaljellyb

[amibroker] Stupid Question

moving over to new computer - did a new installation of broker and moved the data files over - ami quote works - but is not an option from Tools the quote application file resides in the AmiBroker folder - had this problem a long time ago - but I believe the solution was to have the application

Re: [amibroker] Re: matastock vs amibroker

Natasha I understand we'll have a textbook by Howard Bandy in April. http://www.quantitativetradingsystems.com/ based on AB. He'll be presenting at the AB Conf in Houston. Also there is a 2 day AB 101 course at the conference. http://www.ftmonitor.com/abh2/introduction.html Lots of resou

Re: [amibroker] Re: How to copy indicator values to Excel

Lester, Thanks. Now...what I'd really like to do, is get the daily values for the equity graph out of AB and into Excel, so I can compare equity graphs between different systems, or even combine them to see how the blended systems equity graph would look. I can run the backtests and export the

Re: [amibroker] Re: How To Get HHV( High, between 09:30 and 10:30 )

yes Lester your code using the plugin looks good except for the fact that the Close price line disappears when you switch away from the 1-minute time frame or when the close price at endTime does not exist, since cls = deValueWhenTime(C, endTime); looks at the value for C at a specific bar. Th

Re: [amibroker] how to get weekly and daily MACD in same window

timeframeset(inweekly); w_macd=macd(); timeframerestore; w_macd=timeframexpand(w_macd,inweekly); plot(macd,"",color,style); plot(w_macd,"",color,style); On 2/8/07, kurian joseph Amprayil <[EMAIL PROTECTED]> wrote: hi how can i plot daily and weekly macd (different value for both) with price

[amibroker] Question on Optimizing

Hello Everyone, I want to test a system for 5 2-year periods and for 3 watch lists. The time periods are: 1) January 1997 to December 1998 2) January 1999 to December 2000 3) January 2001 to December 2002 4) January 2003 to December 2004 5) January 2005 to December 2006 The Watchlists are: a)

Re: [amibroker] Re: Powerful program with some real design issues

On Thursday 08 February 2007 02:40, Tomasz Janeczko wrote: > Reading documentation is always better than ranting that developer is > crazy. Now, there's a quotable quote if I've ever heard one! You are absolutely correct, of course. -- -|- Enjoy OTR! (_) Daniel Stripes -- Registered Linux Us

[amibroker] Dangerous Assumptions about Reverse Entry Signal Forces Exit

I am looking at the "Reverse Entry Signal Forces Exit" option under Settings in the AA window. Suppose you are long and get a short signal. Now if this box is checked, it means AB will automatically get you out of the long position (regardless of whether you have a sell signal there) and get you sh

Re: [amibroker] Re: How To Get HHV( High, between 09:30 and 10:30 )

Could it be that you need to set your intraday setting to "Start time of interval" - or something like that? (See Preferences - Intraday) Rick --- Lester Vanhoff <[EMAIL PROTECTED]> wrote: > Ed: I coded it using the plugin. However again if > you change the timeframe from 1-minute to 5-minute

[amibroker] Re: How To Get HHV( High, between 09:30 and 10:30 )

> Rick: Could it be that you need to set your intraday setting to "Start time of interval" ... No, you don't have to worry about it because you specify StartTime and EndTime. All these formulas seem to be working equally well with RTH charts (eg. 09:30 - 16:15) as well as with 24 hour charts. L

[amibroker] Re: ANGLE/ Degree

thanks joe, works well! Oli --- In amibroker@yahoogroups.com, "Joe Landry" <[EMAIL PROTECTED]> wrote: > > Just checked and this works. Hope it will help you see how slopes are determined and angle is calculated. > > JOE L. > > ema1period=Param("ema1Period",4,4,9,1); > > EMA2period=Param("e

[amibroker] Re: How to copy indicator values to Excel

Automatic Analysis - run your exploration - hit Export button - then import the CSV file to Excel. Lester --- In amibroker@yahoogroups.com, "ges" <[EMAIL PROTECTED]> wrote: > > I have a feeling this is a stupid question as I think it must be easy > to do, but I can't figure it out... > > How

[amibroker] Re: How To Get HHV( High, between 09:30 and 10:30 )

Ed: I coded it using the plugin. However again if you change the timeframe from 1-minute to 5-minute it seems to give problem, My code from message 106471 (using plugin's functions) seems to be working ok with different periodicities (1, 2, 3, 5, 10 ,15, 30 and 60 min charts). Lester --- In a

[amibroker] How to copy indicator values to Excel

I have a feeling this is a stupid question as I think it must be easy to do, but I can't figure it out... How can I copy the values for an indicator (or more to the point, the values for an equity graph) to Excel for further analysis? I want to get the numeric values out of AB and copy them ove

Re: [amibroker] Re: ANGLE/ Degree

Just checked and this works. Hope it will help you see how slopes are determined and angle is calculated. JOE L. ema1period=Param("ema1Period",4,4,9,1); EMA2period=Param("ema2Period",9,9,20,1); EMA3period=Param("ema3Period",20,20,28,1); SlopePeriods=Param("SlopePeriods",10,2,25,1); PI=3.14

[amibroker] Re: trying stylecloud but not working

If you haven't gotten your answer yet, change the 3rd "r" to 0 (a zero) in the PlotOHLC statement. --- In amibroker@yahoogroups.com, "murthysuresh" <[EMAIL PROTECTED]> wrote: > > Hello > I am still trying to understand how the stylecloud works. I have the > following example where i am trying t

[amibroker] Re: ANGLE/ Degree

thanks sai, but it didn´t worked, perhaps another guy has a formula? thanks --- In amibroker@yahoogroups.com, "sai20_2000" <[EMAIL PROTECTED]> wrote: > > This is one of the code for angles I had in my archieve > CREDITS to the DEveloper > > Hope this helps > > > //Angle > > > EMA34=EMA(C

[amibroker] Re: How To Get HHV( High, between 09:30 and 10:30 )

Lester, this is what you want and you can use it on any timeframe below the hourly too: TimeFrameSet(inHourly); High60 = ValueWhen(DateNum() != Ref(DateNum(), -1), H); Low60 = ValueWhen(DateNum() != Ref(DateNum(), -1), L); Close60 = ValueWhen(DateNum() != Ref(DateNum(), -1), C); TimeFrameRestore

[amibroker] Re: yahoo data problem

It's because Yahoo have changed their dates. You have to go into aqh.format and change the first line to: $FORMAT Date_YMD,Open,High,Low,Close,Volume,AdjClose if it has DMY instead. Best save old version first in case. But that should solve the problem Paul

[amibroker] Re: How To Get HHV( High, between 09:30 and 10:30 )

Just for the record, the code is below. Third party plugin: deDateTime.dll Available here: http://www.amibroker.org/3rdparty/ Lester /*** START ***/ // High and Low in a specified time frame startTime = 093000; endTime = 103000; // add-on plugin functions hgh = deTimeRangeHHV (H, startTime, e

Re: [amibroker] Re: How To Get HHV( High, between 09:30 and 10:30 )

i didn't know about this plugin. I coded it using the plugin. However again if you change the timeframe from 1-minute to 5-minute it seems to give problem, Ed startTime = 153000; EndTime = 163000; hgh = deTimeRangeHHV( H, startTime, endTime); lwl = deTimeRangeLLV( L, startTime, endTime);

[amibroker] Backtest problem

I am getting what appears to be good EOD data from Yahoo and my charts are up to date. However when I run a backtest the test itself is cutting off the last week or so ( running my charts back to 2/2/2007 when they had been 2/09/2007 ). I don't know what's happening or how to fix it ! This is

[amibroker] Re: ANGLE/ Degree

This is one of the code for angles I had in my archieve CREDITS to the DEveloper Hope this helps //Angle EMA34=EMA(C,20); Lsma=EMA(C,21); PI = atan(1.00) * 4; periods = 30; HighHigh =HHV(H, periods); LowLow =LLV(L, periods); range = 25 / (HighHigh - LowLow) * LowLow; x1_EMA34 = 0; x

Re: [amibroker] Re: How To Get HHV( High, between 09:30 and 10:30 )

hi Lester, as for lwl see my code below. You need to fill in some large number. I used 10. The reason that Bill's code give problems (i believe) is because the code uses statements like: start = BarsSince(TimeNum()==startTime); If TimeNum() does not contain the exact startTime then you

[amibroker] Re: How To Get HHV( High, between 09:30 and 10:30 )

Thanks, Anthony. This looks like the easiest solution. I'll check that later: deTimeRangeHHV( array, starttime, endtime); deTimeRangeLLV( array, starttime, endtime); deValueWhenTime ( array, time); Lester --- In amibroker@yahoogroups.com, "Anthony Faragasso" <[EMAIL PROTECTED]> wrote: > > Leste

[amibroker] Houston..will be there and will be doing custom programming

Hi all, i am looking forward to being in Houston this week for the FT Monitor conference. Richard has done an amazing job organizing this event. As a community based group, it is up to us to support each other, so i hope everyone that has the time shows up. it also gives us the opportunity to th

[amibroker] Re: AB Newbie-Need help choosing data provider

>Dan: eSignal looks good but ticker limit and cost keep me from it. Try DTNIQ. I think their limits are around 1300 symbols. Symbol limits imposed by most supported data feeds are the main reason that keeps me from using AB in RT. I just use another software for that (SierraChart with MyTrack fe

Re: [amibroker] Re: How To Get HHV( High, between 09:30 and 10:30 )

Lester, Using the deDateTime.dll plugin from the 3rd party area...I have never had any problems accessing the data at certain times... Anthony - Original Message - From: Lester Vanhoff To: amibroker@yahoogroups.com Sent: Monday, February 12, 2007 7:11 AM Subject: [amibroker]

[amibroker] Re: How To Get HHV( High, between 09:30 and 10:30 )

Thanks for help. There are two issues here. 1) Bill's formula is shorter but on some days it somehow excludes the first bar (09:30:00 one) from calculations. For example on NQ-H7 five minute chart: - 2006-12-13: incorrect High - 2007-01-19: incorrect Low - 2007-01-26: incorrect High I double ch

[amibroker] Re: How To Get HHV( High, between 09:30 and 10:30 )

Thanks for help. There are two issues here. 1) Bill's formula is shorter but on some days it somehow excludes the first bar (09:30:00 one) from calculations. For example on NQ-H7 five minute chart: - 2006-12-13: incorrect High - 2007-01-19: incorrect Low - 2007-01-26: incorrect High I double ch

Re: [amibroker] help coding autotrade to tws

http://finance.groups.yahoo.com/group/AmiBroker-at/ Saturday, February 10, 2007, 5:22:15 AM, you wrote: > hi, > Im trying to get amibroker to send orders to tws ( on the eur/usd) > i found some code to i added to my afl, but it keeps sending orders > could someone help to get this to work, thank

[amibroker] Retrieve paramStyle value

I am new to this forum and relatively new to AB, so please don't laugh at my rather elementary question. If I hide an indicator, how do I retrieve the line style, determine it is hidden and use that to skip over a few lines of code? I simply can't figure out how retrieve the current line style.

Re: [amibroker] Clean up zero price quotes

hi friends greetings if any of you in know how of historical prices of Indian stock prices say 1 yer can u spare me or if u can inform me where i can download to my ami thanks cheers easwaran bangalore india

[amibroker] Re: Custom Axis Scaling

--- In amibroker@yahoogroups.com, "jrswindle2001" <[EMAIL PROTECTED]> wrote: > > Does anyone know of any way to set the chart right axis to always be a > certain size? For example, I might always want to set the right axis > scaling to 20 points (per half inch) for trading the YM or 2 pts (per > in

[amibroker] Re: Constant Range for y-axis scale

--- In amibroker@yahoogroups.com, "Carl" <[EMAIL PROTECTED]> wrote: > > I would like to set the y-axis of a price chart to a fixed range, i.e. > set it to show a 60 point range from high to low regardless of the the > absolute value. > > I have not been able to find out how to accomplish this and

[amibroker] Setting Parameters in indicators

I have one indicator for all stocks, but the parameters change for each stock. Is there a way that the parameters for each stock comes up for that stock when the stock is loaded.

[amibroker] help coding autotrade to tws

hi, Im trying to get amibroker to send orders to tws ( on the eur/usd) i found some code to i added to my afl, but it keeps sending orders could someone help to get this to work, thanks ( i d like the system to buy when trix cross the 0 line, and to reverse when it crosses the oder way) thanks for

[amibroker] Price chart - Confusing Price range on Y-Axis (Tomasz and the team??)

Hi Tomasz and the team, i'm a newbie and are very confusing with the price range that shown on the y-axis on price chart. The chart the i use on other softwares. By default, they always fixed between 40 45 50 or 10 11 12 13 14 or 100 110 120 but in Amibroker, the price range on y-axis by defaul

[amibroker] Any way to "Force Backfill" for a group of symbols?

Hello group, I am quite new to AB, but have spent some time searching the userguide, groups etc before actually posting, I have not found the answer to this question anywhere yet. Hopefully someone can help me..? I have esignal RT and using AB 4.89 Beta. I was using mixed EOD/Intraday setting.

[amibroker] Let Us Keep It Simple

It is all in the OHLCV. Most of the "learned" people in this forum and and all other Trading or TA related discussions try to make it sound like a pure and complicted science. Yes, a little math is involved. But that is just it. People incorporate all those scientific formulas and equation jus

[amibroker] AB Newbie-Need help choosing data provider

Couldn't find this info searching the group posts. Using AB (pro v4.89 now) only 2 months - but quotesplus for years. Use EOD database using ascii import from quotesplus every night. Just want to have nearly realtime data during mkt hours to create that days daily bar. Don't require min or hour

[amibroker] ANGLE/ Degree

how can write in AB an angle or see, if example a line have a 20 degree? how can i write in AB for example INV TAN? haven`t seen anythig in the help menue? thanks for the answers

[amibroker] how to get weekly and daily MACD in same window

hi how can i plot daily and weekly macd (different value for both) with price in amibrokerr. kurian joseph Send instant messages to your online friends http://uk.messenger.yahoo.com

[amibroker] Buy Limit Orders

Hello, I'm getting started with Amibroker and am working on a test trading system. I'm currently at the point where the system generates Buy & Sell signals and then buys or sells the next day at the Open since I set under Backtester settings->Trade->Long trades: Buy Price: Open, Buy delay: 1. Howe

[amibroker] Re: Explorations Not Updating Data

--- In amibroker@yahoogroups.com, "Charles J. Dudek" <[EMAIL PROTECTED]> wrote: > > I am having a problem when running explorations that most but not all > symbols are using the latest data. (Yes, "wait for backfill" is > checked). For example, this morning I ran one at around 11:30 that > provide

[amibroker] Re: yahoo data problem

Not able to download Yahoo EOD data either. As a test I created a new database and let AMIQuote try to populate it with five years of EOD data. AQ appears to run correctly but none of the stocks have data after it completes. Despite concerns about the accuracy of Yahoo data, the downloads have w