Graham
Sorry, I had a look at this but can't locate the "bar volume
limitation" option on the AA settings. Where is this please? Also,
David, I haven't ticked "allow position size shrinking" so I'm
puzzled why I get partial fills.
TIA
Bernard
--- In amibroker@yahoogroups.com, Graham <[EMAIL PRO
When I use the attached "RT data from yahoofree", only one bar is added, the
current bar, replacing the previous bar. So, at 10.00.am also I have 1 bar for
today, and at 3.30 pm also, I have 1 bar for the today. Only difference is that
at 10.00 am it is the first bar of the day, and at 3.30 pm i
There are two issues here:
[1] Complexity/Usability of product - Very subjective. Some will swear by
it. Some will condemn it. Cerebrally challenged types like me :-) wont try
to master it - we just make sure we get what we need and focus on our work
i.e. trading.
[2] Accomplishing whatever you
May I make two suggestions:
1. Copy and paste your actual code into your postings. That makes it
easier for others to read, especially if it is in color. And they won't
waste their time dealing with your typos.
2. Stop ranting. If you don't, no one is going to want to read your
posts, le
You dont even need to be programming expert to understand array, barssince
whatever, just need your ability to think critically.
Barssince(buy) is the number of bars since the last buy signal. I 'll give
you a hint, every time there is a buy signal barssince is reset to zero.
Can you figure that o
Hi again,
I have coded the Short Swing Trading (SST) strategy for AFL. I
backtested it on Ericsson stock (Stockholm exchange) period 2000
until today. Promising results, see appended results (which I will
send if somebody can teach me how to attach a Word document). Time to
paper trade.
T
I'm sure Homer Simpson is no dope.
I'm sure that he understands that a language can't use '=' to assign AND
check equality.
Will the real Homer Simpson [scripted by Konan] please stand up?
-Original Message-
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] Behalf
Of Homar Simpson
Me too, especially for tomorrow.
-Original Message-
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] Behalf
Of lifes_student_1
Sent: Sunday, May 27, 2007 12:00 PM
To: amibroker@yahoogroups.com
Subject: [amibroker] Can I see this in reports?
I want to view the best performing syst
Look, Im no dope. I can see that this is a powerful and fast platform.
But every time I sit down to do the simplest thing, I spend hours
torturing over details of the language. This is not productive.
I know if I spent 10 hours a day for the next month on it, I'd be an
expert too.
Was h
Well, I must say that you win the prize for the nastiest way of asking for
help - if in fact that is what you're doing. If I were TJ I'd offer you your
money back just to get rid of you. All you do is come to the forum and
whine,
whine, whine. Most people have tried to be nice to you and offer hel
I find the documentation to read just fine. Programming in an array
based system is definitely different than a "bar" based system. In
AFL I have found that most variables are arrays unless you program
your system to explicitly work bar-by-bar in a loop. I have done both
with AmiBroker and find
Thats right. Another wild card buried in the docs ;-)
I tried to write this code using a loop to see what was 'breaking'
but ran into another whole set of issues with that,
This pgm is in dire need of built in relevent debugging tools, not
that lame debugview.
Thanks for the heads up.
---
Well I must say that you win the prize for the nastiest way of asking for
help - if in fact that is what you're doing. If I were TJ I'd offer you your
money back just to get rid of you. All you do is come to the form and bitch,
bitch, bitch. Most people have tried to be nice to you and offer help
Hello,
Please understand the fundamental thing that you cant get something which
doesnt exist. Period.
Functions which use future data are used to change previous interpretation
using new data as and when it comes (gets added). Example, Zig.
Cheers
Prashanth
- Original Message -
From:
Maybe the poorly worded documentation, spotty examples, and lousy
debugging and error messages have something to do with it, I pity non
programmers, they have no shot at all.
Sorry, but either I'm suffering from early alzheimers or this product
needs work.
Makes microsoft docs read like Shak
If the future exits from the particular bar in question then you get a value
If the bar is on or after the 4th to last day of the data, then a 4
day future does not exist
If the bar is before the 4th to last day of the data, then a 4 day
future does exist
However I cannot see any real value to usin
You probably need
Buy=..
Buy=ExRemSpan(Buy,5);
Sell=BarsSince(Buy)==5;
Otherwise additional buy signals will push your sell forward. G
Homar Simpson wrote:
> sorry, but the actual code used WAS ==5, I just typed it wrong here.
>
> Is BarsSince known to be 'buggy' or difficult to use? I saw a
Dear Tomasz,
In TimeFrameGetPrice, shift allows to reference past (negative values) and
future (positive values) data in higher time frame.
What exactly is meant by 'future' here?
gakkhar
--- Forwarded message ---
From: "Tomasz Janeczko" <[EMAIL PROTECTED]>
To: amibroker@yahoogroups.co
No, I'm not - its just usually the first thing you point out to everyone to
prove it can't be your fault you're having trouble.
I've been in the computer biz since 1964 and I initially struggled with the
array concept but I got over the mental hurdle just and you must. Then and
only then will y
Ara: You have the right idea.
NQ has 20:1 leverage
GBP:USD has 100:1 leverage!!!
The volatility is in the London, US and Tokyo Opens
People - You are getting CONFUSED.
Short Swing Trading is NOT a holy grail. Read after me IT
DOESN'T EXIST.
But, like myself, you may need to do your own
Why are you taking a survey?
--- In amibroker@yahoogroups.com, "dingo" <[EMAIL PROTECTED]> wrote:
>
> You forgot to tell us how many years you've been dealing with
computers...
>
> d
>
sorry, but the actual code used WAS ==5, I just typed it wrong here.
Is BarsSince known to be 'buggy' or difficult to use? I saw a number
of threads that had trouble with it.
--- In amibroker@yahoogroups.com, Keith McCombs <[EMAIL PROTECTED]> wrote:
>
> Maybe you really meant "Sell =BarsSin
Thx Frankphd. Haven't been able to find the ascii converter yet but hopefully
SCMagic will get back to me soon.
- Original Message -
From: frankphd_us
To: amibroker@yahoogroups.com
Sent: Sunday, May 27, 2007 3:14 PM
Subject: [amibroker] Re: SCMagic file into Amibroker
Thanks guys, I'll try those suggestions.
Bernard
--- In amibroker@yahoogroups.com, Graham <[EMAIL PROTECTED]> wrote:
>
> How about the settings for position size on bar volume limitation
(AA settings)
>
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL cod
How about the settings for position size on bar volume limitation (AA settings)
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 28/05/07, David Smith <[EMAIL PROTECTED]> wrote:
>
> Have you turned off "allow p
Gakkhar,
How do you know that the future will not be the same price as today?
With the weather, the most probable forecast is that tomorrow's
weather will be the same as today's. LOL
The only two reasonable choices for AFl would be either the future
does not change, or null/undefined.
The fo
Dear Prashanth,
With this mail from Tomasz, it is clear to me that your advise was right. It
was NOT the programmer's intention to say what I thought he was saying.
My apologies, Prashanth, and my thanks, Tomasz, for giving clarity.
gakkhar
On Mon, 28 May 2007 02:43:27 +0530, Tomasz Janeczko <
Have you turned off "allow position size shrinking"?
Perhaps alternatively you could set the minimum position value as well.
Dave
> bernardedmond01 <[EMAIL PROTECTED]> wrote:
>
> Is that correct? It doesn't seem to work that way when I run it.
> I specify each position size as $50,000 but I ge
Dear Prashanth,
Thanks for your reply.
If that were the case, there was no need for programmer to include the
following words for "Ref" in "Trading System Toolbox" of the "User's Guide".
REF - reference past/future values of the array
FUNCTION - References a previous or subsequent element in a
Is that correct? It doesn't seem to work that way when I run it.
I specify each position size as $50,000 but I get partial fills.
When I look to see the actual trade in chart form, I see volume was
down that day...The position size in the report then shows the lower
position size.
--- In amibro
Bernard,
Look at positionSize in help.
You can specify a fixed amount of $ for each trade. Only time you can get a
smaller amount would be if you did not have adequate funds left for full
position
- Original Message -
From: "bernardedmond01" <[EMAIL PROTECTED]>
To:
Sent: Sunday, May
Damn, that's a heap of data!
Not sure to what extent fx futures reflect fx spot/forward markets (there's an
article in Currency
Trader magazine on this - I'll hunt for it).
I have something Larry Williams wrote about creating charts from cftc data - if
I can find it I'll
post it here.
GRANT
kr
" good autotrade program used with a leveraged vehicle obviously has
a huge potential" ...
... and huge risks, some of which have nothing to do with actual
price ...
--- In amibroker@yahoogroups.com, "Ara Kaloustian" <[EMAIL PROTECTED]> wrote:
>
> 1% a day, I feel is quite doable!!!
>
> I sa
When all else fails, RTFM ...
--- In amibroker@yahoogroups.com, "Homar Simpson" <[EMAIL PROTECTED]> wrote:
>
> coded language, power is not useful if its obtuse and idiosyncratic at
> every step. I waste too much time in AFL perverseness.
>
>
> Why is a simple
>
>
> Buy = Cross( Close, test
Apologies if this has been covered elsewhere, I couldn't find any
references here of past threads...
I want to make sure that every position I enter has a full position
size (which for my purposes is $50,000).
When I run the backtest, I see that on some occasions I enter a trade
but it has a po
Hello,
= is ASSIGNMENT
== is equality check.
See this
http://www.amibroker.com/guide/a_mistakes.html
for common user mistakes.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: "Homar Simpson" <[EMAIL PROTECTED]>
To:
Sent: Sunday, May 27, 2007 8:01 PM
Subject: [ami
If I start with the close on the first available bar of data, I can
create a closing price array on the fly, stepping through the
available closing prices and filling in the "missing" close prices as
necessary. And I create the date/time array along the way, but how do
I tie the two together to plo
1% a day, I feel is quite doable!!!
I say this because of my emini day trading... where trading the NQ I could make
$300 to $1500 a day, depending on trading activity and market conditions,
trading with a $50K account, on a "regular basis" and it was not too
difficult. Granted NQ had a 20:1
You forgot to tell us how many years you've been dealing with computers...
d
> -Original Message-
> From: amibroker@yahoogroups.com
> [mailto:[EMAIL PROTECTED] On Behalf Of Homar Simpson
> Sent: Sunday, May 27, 2007 2:01 PM
> To: amibroker@yahoogroups.com
> Subject: [amibroker] once aga
What you need is the symbol list for TSE. there are roughtly 1800
symbols in TSE. So you need to enter it manually into Amibroker as
Esignal does not provide the symbol list. I have spoken to them.
You can download the list form Eoddata.com however, the symbol format
changes for XXX.UN-TC stocks
Things like that are added to OFFICIAL release docs. So they will appear in
5.00.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: Ton Sieverding
To: amibroker@yahoogroups.com
Sent: Saturday, May 26, 2007 9:29 AM
Subject: Re: [amibroker] Re: Nested Switc
Are you serious? Do you expect Ref( C, 4 ) to give you result for 4 days ahead
from TODAY?
AB is not crystal ball.
You have to set selected date to FOUR DAYS BACK and then it will be able to
refer to "future" bars into the "future" (relative to
selected PAST bar).
Best regards,
Tomasz Janeczko
I'm using the QP database. If it is configured to use "Local data
storage", are old symbols along with their Market, Group, etc.
memberships saved in the local database after I do a Configure to add
new symbols, or are discontinued symbols deleted from the local database?
Hi, Herman, thanks for the .pdf. It is a good eye-opening document.
Clement
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of Herman
Sent: Sunday, May 27, 2007 5:37 PM
To: Ton Sieverding
Subject: Re: [amibroker] Re: Ideas for Swing Trading?
Hi Ton, to be exact I wro
Try replacing =5; by ==5;
-Original Message-
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] Behalf
Of Homar Simpson
Sent: Sunday, May 27, 2007 11:01 AM
To: amibroker@yahoogroups.com
Subject: [amibroker] once again, this AFL fights you every step of the way.
Sorry, this is a bad
Either you download again the proper format ( adjust the sc-magic
client config) or download and use the ascii converter. Converter
should be available from their forum. Also an installation
description for configuration of client. As far as I remember its
just a semicolon to be changed in the
Ton,
I have run numerous simulations and actual high frequency trading (up
to 80 trades a day). The commissions on even very discounted brokers
can make a big difference. It pays to simulate, then adjust the
commissions to some popular plans and see what it does to your equity
curve. A
I want to view the best performing system for a given symbol.
I would also like to see the best performing system across all symbols.
Can I do this in the report?
Maybe you really meant "Sell =BarsSince(Buy)==5" instead of "Sell
=BarsSince(Buy)=5"?
You must use == instead of just = to test instead of set.
Homar Simpson wrote:
coded language, power is not useful if its obtuse and idiosyncratic at
every step. I waste too much time in AFL perverseness.
Wh
coded language, power is not useful if its obtuse and idiosyncratic at
every step. I waste too much time in AFL perverseness.
Why is a simple
Buy = Cross( Close, test1 );
Sell =BarsSince(Buy)=5;
giving me RANDOM exits, some at bar 6, many at bars wildly greater
than 6 after entry.
Using t
I know someone else is using SCMagic for historical data. I downloaded
the MND file from SCmagic in the past hour but was wondering on how to
get the data into Amibroker. I think the MND file is a Sierra Charts
file but I don't have that software. I think Amibroker is suppose to
be able to r
Hi all,
I'm attempting to plot 21 day price bands using some width parameter
based on the ATR. However, the code below produces a continuous plot
which looks like a price channel. I only want to plot the horizontal
channel if the range is tight, looking for breakouts from horizontal
consolidatio
You need the following codes in order to backtest:
Buy=. ;
Sell =. ;
Short =. ;
Cover=. ;
These codes will generate the buy and sell signals.
Clement
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of kl_riceman
Sent: Saturday, Ma
Thanks again ...
Regards, Ton.
- Original Message -
From: Herman
To: Ton Sieverding
Sent: Sunday, May 27, 2007 3:07 PM
Subject: Re: [amibroker] Re: Ideas for Swing Trading?
imo, the Broker burden is often exaggerated, probably due to memories of when
we paid $25/trade.
Hell Tamasz,
I have an esignal link, How can I use AmiBroker with esignal to scan all the
stocks on the Toronto Stock Exchange? What do I need to do?
Derek
Tomasz Janeczko <[EMAIL PROTECTED]> wrote:
The file is correct (as it is shipped with AB) and it then reports
volume in HUN
Hi Grant
Just wondering if anyone is currently able to display this easily in AB.
We can get data manually from here:
Historical reports here:
http://www.cftc.gov/dea/history/deahist-cot-ftp.htm
and
Current reports here:
http://www.cftc.gov/dea/futures/deacmelf.htm
I am interested in whethe
IMO, David Smith's "Short Swing Trading" is so-so. No magic and no big
secrets. Just standard indicators (e.g., MA) with a requirement that price
confirm signals, that the stock is a "smooth trender" and that trailing stops
are used. Experienced traders will probably not benefit from the book
Thanks a lot for your very positive answer. It gives me hope again. Any idea if
the examples in your PDF are before or after transaction costs ? Should be
after of course but you never know. I understand that high frequency trading
and more in particular lots of different stocks can give you a s
Thanks. So in you're opinion 'Beyond TA' is worth buying it. I mean for the
price they are asking. And when you're through the "Short Swing Trading' book
please let us know if this comes close to the 'Holy Grail' ...
Regards, Ton.
- Original Message -
From: t_ohrt
To: amibroker@
If one is not averse to "discretionary" trading then the following two sites
are good places to look for ideas.
www.dacharts.org
www.trading-naked.com
On 5/27/07, dralexchambers <[EMAIL PROTECTED]> wrote:
Just to clarify - Short Swing Trading is NOT a Holy Grail, and is NOT
advertised as ma
I'm trying to view the correlations between calls, puts and the
underlying stock. However, AmiBroker only plots points where trades
occurred, so it's very difficult to line up timelines on two options
graphs and the underlying graph.
How can I make AmiBroker plot *every* 15-minute bar, even if the
Just to clarify - Short Swing Trading is NOT a Holy Grail, and is NOT
advertised as making 2.5% a day! I'm not sure where that idea has
come from.
To give you an idea how 1% a day is possible with intraday trading:
GBPUSD:
===
Say you have a $40K account
5% capital risked per trade = $2000 pe
Just to clarify - Short Swing Trading is NOT a Holy Grail, and is NOT
advertised as making 2.5% a day! I'm not sure where that idea has
come from.
To give you an idea how 1% a day is possible with intraday trading:
GBPUSD:
===
Say you have a $40K account
5% capital risked per trade = $2000
can anyone help me in coding a afl which can alert us on intraday that
a particular stock is moving towards intraday high or low
"dralexchambers" <[EMAIL PROTECTED]>
wrote in news:[EMAIL PROTECTED]:
Have a look at this third party plugin: deDateTime.dll
Available here: http://www.amibroker.org/3rdparty/
> I would like to plot the current day's middle price, starting from
> 13:00 each day. So at 13:00, the indicator "sta
Well no, I am halfway through David Graeme-Smiths e-book "Short Swing
Trading" after 1½ hours. Actually I´m halfway through Chande´s book
too, and that has taken me weeks because it´s full of examples that
I´ve also tried to code for Amibroker, beeing a brand-new user. I see
Chandes trading sys
Can you provide a link to the specific data that interests you ?
http://www.cftc.gov/??
G
kris45mar wrote:
> Hi All
>
> I am interested in the concept of Committment of Traders as a proxy for
> true Volume in the Forex market.
>
> Does anyone know a convenient way to obtain and plot this in AB
T.O
Do not worry "Holy Graal"
is understandable and trans-cultural
I suppose we are all, on that forum,
from different countries.
Regards
http://fr.wikipedia.org/wiki/Monty_Python,_sacr%C3%A9_Graal
http://en.wikipedia.org/wiki/Holy_Grail
---Message original--
I need an indicator similar to
x=movebar(array,point move)
e.g. mb=movebar(cci,100)//mb is number of bars since cci was 100
points lower
Looking for quick way to calculate # of bars since my indicator has
risen 100 points and/or dropped 100 points.
Any thoughts?
Jon
keyword: peak, trough, rise, drop
I'm new and using Amibroker 4.9
Tried to backtest (futures) but always get the erorr message 'missing
buy/sell assignments'.
Have read up tutorials/help and followed settings buy still cannot get
it work.
Hope someone can help. Please email [EMAIL PROTECTED]
Thanks.
The book you're talking about is called 'Beyond Technical Analysis' from Chande
? Or ...
Regards, Ton.
- Original Message -
From: t_ohrt
To: amibroker@yahoogroups.com
Sent: Sunday, May 27, 2007 6:56 AM
Subject: [amibroker] Re: Ideas for Swing Trading?
Samantha,
I´m on
Herman thanks for your short resume of the Trading world. Just a simple
question. Do you really believe that group number 1 exists ? So Traders that do
generate with a minimum of code on a consistent basis a daily return of 2,5%
without losing their pants on a terrible outlier or drawdown that w
I have seen several reactions on the 'Short Swing Trading' service. Of course
2,5% a day on a consistent basis only exists in my dreams. I am more than happy
with 2,5% per month. Since the 'Short Swing Trading' service seems to be the
'Holy Grail' -) -) -), I assume that they have a registration
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