Equity is used in the AFL for capital (account amount)
eg
SetOption("InitialEquity", 5000 );
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 29/05/07, Keith McCombs <[EMAIL PROTECTED]> wrote:
>
>Clement --
Gary from QP replied to my question and he says.
"We don't keep dead symbols, they will be purged more frequently that in the
past, as the dead symbols cause problems for others."
I guess if QP does not keep dead symbols then automatically they are emptied
out. In Amibroker the symbol is still
I emailed them some questions regarding their historical 2 second
"tick" data on ES and YM and got a weird response. Something like "I
guess we can't help you then." Emailed them a second time and still
haven't heard from them.
--- In amibroker@yahoogroups.com, Ed Middleton <[EMAIL PROTECTED]> wro
Clement --
I assume you are referring to this code:
|
|Buy =
|||Sell = 0; // selling only by stop|
|TrailStopAmount = 2 * ATR( 20 );
Capital = 10; /* IMPORTANT: Set it also in the Settings: Initial
Equity */|
|Risk = 0.01*Capital;
||PositionSize = (Risk/TrailStopAmount)*BuyPr
T,
Your test results are quite good. Surprised that your trade drawdown is only
12.47%. Can not see the system dd, but usually that is lower.
Would be interesting to see results from a higher volatility list, such as
the NDX. The results should be better and if the DD is still reasonable then
Thanks Graham
Looks like the perfect solution. Thanks for all your tireless work .
Extremely appreciated.
All The Best
AB
--- In amibroker@yahoogroups.com, Graham <[EMAIL PROTECTED]> wrote:
>
> you could try using Cum
>
> Buy = whatever;
> Cbuy = cum(Buy);
> First = valuewhen(buy and Cbuy==1,
Thx Lester. I thought SCMagic would get back to me. It's been a few days
since I downloaded. They were quick to get back to me when I wanted to buy the
data but once I got it not very good support. Hmmm.
- Original Message -
From: Lester Vanhoff
To: amibroker@yahoogroups
Hi,
>From a help topic, Back-testing your trading ideas, it seems to me that
Capital is a key word.
When I enter it in AB, it is not shown in bold characters. Is it a key word
to set the initial risk capital?
TIA.
Clement
Howard...
see http://www.shortswingtrading.com
Cheers, Dave
Torbjoern...I don't have any problem with you sharing results. Just wanted to
know if anyone wanted to discuss details on the members bulletin board.
> Howard B <[EMAIL PROTECTED]> wrote:
>
> Greetings all --
>
> The results tha
Thanks Dave.
--- In amibroker@yahoogroups.com, "David Smith" <[EMAIL PROTECTED]>
wrote:
>
> Try instead barssince(buy) > 10 (or whatever period) AND Vol >
minvolume,
> then exit tomorrow on open;
>
> Cheers, Dave
>
>
> -Original Message-
> From: amibroker@yahoogroups.com [mailto:[EMA
Just some advice, take these lines to outside of the for loop
Buy=Close>R;
Sell=CloseR,1,0);
Vanz=IIf(Close< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 29/05/07, gnader_2000 <[EMAIL PROTECTED]> wrote:
> Is this what you had in mind?
>
"frankphd_us" <[EMAIL PROTECTED]>
wrote in news:[EMAIL PROTECTED]:
MND extension is the proprietary SierraChart intraday data file format
and there is no converter (I use Sierra for RT). You would need to get
SierraChart software to convert this to ASCii. I would assume that SC
Magic offers a
Is this what you had in mind?
I configured your k and n variables as a parameter so you could adjust
them in the parameters section of the chart. This way you can see real
time on the chart what these settings are doing as you adjust them.
Enjoy - George
_SECTION_BEGIN("ATR Trading System")
you could try using Cum
Buy = whatever;
Cbuy = cum(Buy);
First = valuewhen(buy and Cbuy==1,datenum());
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 29/05/07, fblackes <[EMAIL PROTECTED]> wrote:
> Has anyo
There are a number of ways to do selling after 5 bars
Use the exremspan
Use applystop - nbar type and define sell==0;
Define the buy like this, a quick off the top example
Sig = WhateverConditions;
Buy = Sig and Sum(Sig,5)==1;
Even the actual Sell can be written differently
Sell = ref(Buy,-5);
Sel
Has anyone used either Barssince or something similar to test for the
first signal of a stock's existence. I'm testing IPOs to see when
it's first signal was produced. For example stock came public June 12,
2005, but it's first signal in my system was June 30, 2005, any idea
of how to test this.
hello
I have used esignal several times. Suddenly after i switched to data
only plan, i got a paper invoice. Have anyone else got it.
Seede
My volume caps at 2,147,483,648.00. I've had this problem before,
please send the fix and I will definitely save it this time!
Tks! KB
Tomasz , you should have suggested this to me 25 years ago, since I've
been programming that long (maybe longer, but I stopped counting) .
I've programmed professionally , including database applications, for
almost that long as well.
I do notice that some users take it personally if the AB
There's nothing proptietary or mystical here ...
This is basically a DI+, DI- system that trades with the trend and
like most systems that have a prayer of working is careful in its
selection of what it will trade.
--- In amibroker@yahoogroups.com, "cstrader" <[EMAIL PROTECTED]> wrote:
>
> How
you need to expand it as you did before
you will get arrows for every bar the condition is true
Buy=TimeFrameExpand(stok>stod, 4*inHourly);
you are better to use Cross instead of a straight >
Buy=TimeFrameExpand(cross(stok,stod), 4*inHourly);
--
Cheers
Graham
AB-Write >< Professional AFL Writin
Hello,
I would like to add a few lines on this.
I'm not an experienced programmer but I have to say that I picked up
AFL very quickly. Being an array processing language is very easy for
someone that uses Excel, for example.
The user guide with all the tutorials makes the learning task easier
We have not been able to modify the following formula in order to
optimize the multiplier factor (k) and the period (n). Can anyone
help us to modify this formula so that it will optimize both factors?
_SECTION_BEGIN("ATR Trading System");
/*Writed & composed by Tudor Marcelin - Art Invest*/
k=1
Hi Bill,
Thanks for the help.
regards,
Kevin
--- In amibroker@yahoogroups.com, "wavemechanic" <[EMAIL PROTECTED]> wrote:
>
> if() requires that the expression not be an array and
deflagdayofweek generates an array with mondays = 1 and 0 for other
days. you could get what you want by another rou
Hello friends,
I could use a little help from you AFL / math wizards.
I wrote the AFL for generating the equivalent of the AmiBroker Linear
Regression study with Standard Error bands.
I wrote the following AFL that does a linear regression calc to get
an end point and slope from a pivot point
if() requires that the expression not be an array and deflagdayofweek generates
an array with mondays = 1 and 0 for other days. you could get what you want by
another route such as:
yyh = iif(dayofweek() == 1, ref(h, -2), null);
Bill
- Original Message -
From: "kevinom3" <[EMAIL PR
T.O. --
Thanks for posting the "Trade Report SST.doc" file. A few quick
questions if you don't mind.
I assume it is for Ericsson. Is that correct?
Was this a stock of your choosing or was it suggested in the e-book?
I couldn't read the Max System *%* Drawdown. What was it?
Have you tried any
Hi,
I'm having a problem coding a simple if/else clause which i've hit
multiple times before. I'm using the deDateTime which isn't the issue
- what i want to do is plot yesterdays and the day before yesterdays
high/low values on an intraday chart. So i have code like:
isMonday = deFlagDayOfWeek(1
Hello,
ab4960beta.exe is the extractor. You need to make sure that:
1. AmiBroker is NOT running while you are running the update.
2. you click ab4960beta.exe ONCE only (not twice), so only one instance is
running.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From
Rakesh, thanks. I will try it.
Clement
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of Rakesh Sahgal
Sent: Tuesday, May 29, 2007 2:02 AM
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] How to combine a daily MA and a hourly MA?
Timeframeset(indaily);
d_ma=
Timeframeset(indaily);
d_ma=ma(c,10);//this is your daily ma
timeframerestore();
d_ma=timeframexpand(d_ma,indaily);//this allows you to make the value of the
d_ma usable on your hourly chart
On 5/28/07, Clement Chin <[EMAIL PROTECTED]> wrote:
Hi,
I would like to take Buy signals from H
Hi,
I would like to take Buy signals from Hourly chart only if the Close is
above moving average 10-SMA in daily chart.
i.e. If C>MA(C,10) in daily chart, I would like to take and
backtest all the Buy Signals [up trend only] such as
cross(ema(c,5),ema(c,13)) on same 60-minute char
Hi,
I would like to take Buy signals from Hourly chart only if the Close is
above moving average 10-SMA in daily chart.
i.e. If C>MA(C,10) in daily chart, I would like to take and
backtest all the Buy Signals [up trend only] such as
cross(ema(c,5),ema(c,13)) on same 60-minute char
Howard.
The problem is that the source of the code is a $97 book. I'm no lawyer, but I
don't see why sharing ideas (in your own words), or even code that you have
written, for free, based on a book that you purchased would be be protected in
any way. But then I also know that copyright laws a
Greetings all --
I am writing a book -- Introduction to AmiBroker -- that will help some
people. I expect it to be available in early 2008. It will fill in the
area between zero and Quantitative Trading Systems, the book that was
published earlier this year.
But no matter how good the AmiBroke
Greetings all --
The results that have been posted will generate a lot of interest.
Certainly the backtest results do not violate any copyright. But the
etiquette of these lists considers backtest results without code, or at
least a detailed description of the technique, as spam.
Would someone
There was a discussion about this on AB-TS (?) a couple of months ago. Bottom
line, most can probably shorten the learning curve by first going through one
of the DIY "how to do it" books on programming in C, C++, etc. In a relatively
few pages, the mysteries of loops, if-then-else, etc. will
Dave,
I don´t think copyright is violated by sharing backtest results with
AB users? I have no intention to reveal any of my coding without
permission from the author of the system. I won´t even discuss the
nature of the system at all, sorry. But as you open my eyes to
potential legal problem
Ton,
Sorry, no adequate statistics as I indicated I really do not trade stocks
... The little that I did, I did manage 1% a few times. The issue as I see it,
is stock selection. My beleif is just that fully appreciate that stocks
will sometimes move a lot other times they will not
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.
Any ideas on coding. Looping or staticvar don't seem to work.
PS
Thanks for this...Simple presentation with new Gfx, clear.
Very nice
Thanks
Dave
- Original Message -
From: vlanschot
To: amibroker@yahoogroups.com
Sent: Monday, May 28, 2007 5:25 AM
Subject: [amibroker] Re: Corr Matrix via Gfx functions
Grant,
RetLB stands for the
Hi guys!
I'm working on one simple afl but it can't work.
I have a simple chart with 30 min periodicity and a put a stoch
indicator below which is 4 hourly(it's own timeframe)..
this is only the "4 hourly stoch indicator":
_SECTION_BEGIN("stochastic 4 hourly");
TimeFrameSet(4*inHourly);
slow= Sto
Can anyone tell me how many symbols IB will allow me to export using
QuoteTracker. I am thinking of switching to IB from Scottrade but I
need 1 minute data from the broker. I don't want to pay for it unless I
have to.
Are there other brokers that have a larger limit on symbols than the 20
Scot
I'm trying the backtester by using simple systems. I want to make sure
that I use the backtester in the same way that I would trade a real
system. I use end-of-day data.
When I see the end-of-day buy signal, I want to buy at next day's Open.
The system is:
Buy = Cross( Close, EMA( Close, 45 )
Thanks TJ for your kind reply. Yes, actually the extractor feedbacked that
cannot extract because another program/process is using the file, therefore it
cannot visit the process. I do not know which program/process may be using
the file "ab4960beta.exe" , because I restared window xp severa
Homar,
Shortly, I strongly suggest to exclusively use AFL Code wizard
http://www.amibroker.com/devlog/2007/05/18/introducing-afl-code-wizard/
it is completely user-interface driven formula builder that requires zero
programming knowledge.
Coding is not for everyone, the same as writing poems i
Hello,
"Could not extract the current file" means that extractor
is NOT able to write the file.
It can be because:
1. the file is locked by running process (restart is good idea)
2. the file is marked as read-only (unchecking "read-only" box in file
properties is necessary)
3. your hard disk is c
Hello,
Can anybody provide me the link to view profile of NSE stocks in
Amibroker.
Earlier I had a link
"http://www.contentlinks.asiancerc.com/kotakstreet/CompanyProfileTicker.asp?Ticker={t}eq";
which is not functional anymore.
Regards,
Raajesh
I am getting a little tired of bickering in the group concerning the
ease or lack of ease at coding in AFL. I have only owned the program
for less than a year and have made quite a few mistakes and from
those have recieved great information from members of the group.
I always try to code what
Hi Allan, Randy My frustration in these discussions is that an outsider
could get the impression we should blame AFL for her complexity. But we all
should know that if the same people complaining about AFL would start using
another programming language, they will encounter exactly the same
Grant,
RetLB stands for the Return LookBack period, in this case I only want
to use the 1-period return series. CorrLB stands for the Correlation
LookBack period, in other words, how far back should the correlation
between return series 1 and 2 be calculated.
PS
--- In amibroker@yahoogroups.co
Torbjoern (& others), it sounds like a few of us have looked into that
method. Due to the copyright, perhaps we could discuss the afl coding on
the SST forum which is for members only? I have tried coding as well, but
there is still a lot of discretion in deciding on stocks lists etc. I would
li
Try instead barssince(buy) > 10 (or whatever period) AND Vol > minvolume,
then exit tomorrow on open;
Cheers, Dave
-Original Message-
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of bernardedmond01
Sent: Monday, 28 May 2007 6:24 PM
To: amibroker@yahoogroups.com
S
Very slick! Thanks.
Can you give a dummies explanation of the parameters RetLB and CorrLB ?
GRANT
vlanschot wrote:
> Thought I'd share the following code.
>
> PS
>
> //Simple application of the new Gfx functions, basically calculating
> //the correlation matrix of any WL of choice. You can easi
Homer may be a bit "negative",and could stand to soften his
approach,but there is some truth to what he says.I spent an
inordinate amount of time attempting to learn to code in AFL(looping
and scaling in/out) and simply gave up.Would a well written AFL for
Dummies go a long way? Certainly.Do I
Thought I'd share the following code.
PS
//Simple application of the new Gfx functions, basically calculating
//the correlation matrix of any WL of choice. You can easily adjust
//this code to move to Var-Covar matrix, etc.
// PS 28/05/07
GfxSetOverlayMode(2); // Show Only Matrix
function NrS
I think many of us are interested to get a copy of your backtest report. Can
you upload to Amibroker group?
Thanks.
Clement
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of t_ohrt
Sent: Monday, May 28, 2007 1:07 PM
To: amibroker@yahoogroups.com
Subject: [amibrok
Thanks Torbjoern. Indeed quite impressive backtest. According to an old rule I
should invest about 63 - 37/(3,42/1,77) or 44% in this system to get my optimum
wealth growth -). About commissions and slippage. How much ? Based upon EOD
prices ? And of course here is my list with the Belgian selec
Dope? Not necessarily. Annoying? Definitely.
You CONSTANTLY criticize everything. The tone of your emails is very
confrontational. You're always telling us how much experience you have, and
how bad everything is. Why don't you just create your own program and then
everything will be exact
Correct ... But in real life things can be different. I mean when talking about
exits. Therefore I agree with your 'could well be that'. Anyway I am still
puzzling ...
Regards, Ton.
- Original Message -
From: Herman
To: Ton Sieverding
Sent: Monday, May 28, 2007 11:44 AM
Su
What about using the AFL Wizard ? Of course you must understand what you're
doing. Meaning that you can define the problem from a logical point of view ...
Regards, Ton.
- Original Message -
From: Paul Ho
To: amibroker@yahoogroups.com
Sent: Monday, May 28, 2007 7:20 AM
Subje
Quite interesting. But one stock does not bring me Spring. Backtesting some
other stocks will help to understand what I mean. Especially some illiquid
smaller stocks like we have here in Belgium. You will find some on the
Stockholm exchange too ...
Am I missing something. What's the problem with
Hi, I tried to install AB4.96 beta version on my computers. The
downloaded file installed successfully on the notepad , but it failed
to installed on the desktop computer. Both machines are of Windows XP
OS and previously were running AB 4.90 full install version.
On the desktop computer, th
Do you have any trading statistics showing me that 1% a day is doable Ara ? Of
course I would like to see a 100% automated trading result to avoid all kinds
of emotional trading parties. And to get 'some' confidence from a statistical
point of view at least 100 trades ...
Regards, Ton.
-
Thank you, Dennis. Yes that's also my major problem. Commissions are just one
side of the medal. Slippage can really kill you because there is no guarantee
for the maximum range. So high frequency trading amplifies this source of
unpleasant behavior. And of course the lesson then is to know the
Graham/David
I solved the issue with Graham's min. volume setting on AA. It works
fine.
One other problem - can you assist please?
I am selling after a certain number of bars (10), so I say for my
sell:
Sell = Ref( Buy, -10 );
That works fine, but I notice that on certain days, volume would have
hi,
I am struggling with this myself. It seems that discontinued symbols are
automatically emptied out. When I calculate my backtest for monday I get a
diiferent result with respect to friday because a few symbols that were giving
signals are removed (HCA, CMVT, maybe others, who knows ...). It
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