For 1 bar after the last bar shift # is 1, for 2 bars after the last bar
shift # is 2 and so on. The way you are doing it you are shifting the
computed value just 1 bar to the right. So you need to write your plot
statement keeping in view the number of bars you want to shift the data to
the right
Hello,
You can use new backtestRegularRaw mode (see 4.96 docs).
If you use
Buy = 1;
it will behave as rotational system as far as ENTRIES are considered.
In this mode you can also control entries by 2 rankings using this:
PositionScore = ..regular score.
Buy = ... your condition from external f
hello all,
I have followed the procedure in
http://www.amibroker.com/newsletter/04-2000.html.
TRIN appears to display correctly for ^NDX & ^FTSE but not for ^DJI &
^GSPC. I am not quite sure why as I have followed the same procedure
for all indices.
All the stocks that make up the indices have be
Hello,
I need to access the trade direction inside my CBI code or in other
words i want to know if trade.GetProfit comes from a long or short
trade and depending on the direction i want to make different R-
Multiple calculations. My calculation should look like
if ( IsLong )
{
RMultiple = tr
Hello,
I was just wondering if I could import ASCII data in the form of tick
data (Date, Time, Tick, Volime) in Amibroker.
I don't ow Amibroker at the moment, but I tried to import tick data in
a friend's Amibroker. The data got imported alright; however Amibroker
always displays daily data!!
Hello,
I need to access the trade direction inside my CBI code or in other words i
want to know if trade.GetProfit comes from a long or short trades and
depending on the direction i want to make different R-Multiple
calculations. My calculation should look like
if ( IsLong )
{
RMultiple = trade.
Hello,
Go to File -> Database Settings. Change Time frame to Tick.
Cheers
Prashanth
- Original Message -
From: l_mazerbach
To: amibroker@yahoogroups.com
Sent: Sunday, June 03, 2007 2:48 PM
Subject: [amibroker] Help Required regarding ASCII import features
Hello,
I was
>From User's Guide:
http://www.amibroker.com/guide/a_custombacktest.html
a.. bool IsLong
True if trade is long, False otherwise
So inside your custom backtester code write:
if( trade.IsLong )
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: Trinolix De
Hello,
I'm trying to automate analysis exploration scans using the object
automation intreface. I use the Explore() method, followed by the
Report() method, in order to save the report to a text file.
Interestingly, I test the result from the Report() call - it seems to
work, but nothing is writte
Dear Aff;
Message # 110513
Thanks for the reply. I found it useful but not to full satisfaction.
I like to know the gain or loss from the chart on any given day
(changing as per cursor/bar movement)after purchasing of the stock.
The display on the chart will be far better.
Thanks.
Rakesh,
Thanks, dear, for the advise.
I will be thankful if you may please convert your advice into the required plot
statement as I do not have the required expertise to write the plot statement
myself.
Thanks.
gakkhar
Sun, 03 Jun 2007 13:12:16 +0530, Rakesh Sahgal <[EMAIL PROTECTED]> w
The Explore method does NOT create a report. The only results you get are in
the AA results grid. You can save those results by using the Export method.
Pls refer to the AB OLE automation object model:
http://www.amibroker.com/guide/objects.html
d
> -Original Message-
> From: amibroker@
Thanks Tomasz, that's totally schweet!
--- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PROTECTED]>
wrote:
>
> Hello,
>
> Yes, there is and it is not tricky at all.
>
> Setup analysis range to 1 BAR only.
>
> Then in your formula write:
>
> Filter = ... your original
> Filter = Sum
--- In amibroker@yahoogroups.com, "JD Fagan" <[EMAIL PROTECTED]> wrote:
>
> --- In amibroker@yahoogroups.com, "JD Fagan" wrote:
> >
> > --- In amibroker@yahoogroups.com, "l_abarr" wrote:
> > >
> > > Hi,
> > >
> > > Does anyone know how to code William Blau's Tick Volume Indicator?
> > > Blau de
Many thanks dingo. I missed the Export() method.
That worked brilliantly.
Paul
--- In amibroker@yahoogroups.com, "dingo" <[EMAIL PROTECTED]> wrote:
>
> The Explore method does NOT create a report. The only results you
get are in
> the AA results grid. You can save those results by using the Expo
Is it somehow possible to divide the timeframe up into smaller
"sectors" so that you could do individual analysis on each sector?
If I wanted to divide the timeframe into 2 sectors each of 10 days I
could investigate the first 10 secors by:
Eg I can use z1=HHV(C,10);
zb=hhhvbars(C,10
Hi all,
I have some strange behaviour with the Explore function and could not yet
find out
the reason, maybe somebody has an idea?
I want to run an exploration over a symbol list (I did it with S&P500 and
Prime All Share),
and the filtered symbols should be stored in a watchlist. In the AA I
sp
Hi,
I want to put a Buy Stop 1-tick above the high of the 30-minute open range.
Once entry, a lot of documentations use the low of the range as protective
stop [put a Sell Stop at 1-tick below the low of the 30-minute range]. But,
I want to use a 10-tick MM stop, which may be inside the 30
The question you should be asking yourself is "why did I choose to use a
'for loop'" ..
d
_
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of Markus Hoffmann
Sent: Sunday, June 03, 2007 2:29 PM
To: amibroker@yahoogroups.com
Subject: [amibroker] Why is my AA result
Hi all,
sorry, I re-post my question because the first one was sorted into a wrong
thread.
I have some strange behaviour with the Explore function and could not yet
find out
the reason, maybe somebody has an idea?
I want to run an exploration over a symbol list (I did it with S&P500 and
Prime
I think my problem is not related to the for-loop. In the meanwhile I
replaxed it by:
Filter = (AveTurnover > LowerTurnoverLimit) AND (AveClose >
LowerStockPriceLimit);
if(LastValue(Cum(Filter)))
{
CategoryAddSymbol( "", categoryWatchlist, DestinationWatchlist );
}
The effect is still the sam
Ok then,
To be on the AA result list all it has to do is pass the filter test but
you're using another test (lastvalue(cum(filter to add to the watchlist.
Try making them the exact same. Seems to me that's where the diff is..
Also make sure the
CategoryRemoveSymbol("", categoryWatchlist
Hi Dingo,
with the code which I posted, a symbol should be added to the watchlist
EXACTLY when the Filter criteria is fulfilled (only if Filter == True then a
symbol is added to AAs result list!).
LastValue(Cum(Filter)) is exactly testing for Filter == True (means at least
for one bar the Filter
Then I suggest you write some code to compare the 2.
Your understanding might be wrong.
d
_
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of Markus Hoffmann
Sent: Sunday, June 03, 2007 5:12 PM
To: amibroker@yahoogroups.com
Subject: AW: [amibroker] Why is my AA r
I did some more investigations and found the reason for the mismatch:
The Cum() and also the for-loop operate on an array which spans the complete
data
range of the symbol and not only the range (e.g. n=1 bar or date range)
which was
covered by the AA.
Now, what I would need to get the right watchl
Hello All,
here is some code taken from somewhere on the forum; the code is
excellent in its definition of trend; but unfortunately i think it
depends on future info due to the use of Zig-Zag function within most
of the functions used in the code. is there any way around it? i mean
anyway to h
I know there are some forum members who regularly trade CFDs. To
those,I'd like to ask, how do I build in assumptions about financing
costs into my backtesting?
Thanks
Bernard..
2 suggestions, first you could calculate it on the fly by using position size,
(any you would need to keep track of the days in position) & add to the final
exit commission cost.
Secondly, a rough method is to run your system & using the average days in
trade & average trade size cal
Margin Deposit
_
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of bernardedmond01
Sent: Monday, 4 June 2007 8:40 AM
To: amibroker@yahoogroups.com
Subject: [amibroker] CFDs and Financing Costs
I know there are some forum members who regularly trade CFDs. To
those
thanks Tomasz Janeczko
--- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PROTECTED]>
wrote:
>
> This is not a bug. Your code simply does not initialize variable
properly
> and you refer to uninitialized array elements (you are reading
array elements
> that you never written to)
>
>
Hi Graham,
Tomasz Janeczko cleared this issue up for me, and I'm glad there is
not bug, and it was my misunderstanding about AFL instead.
Graham you mentioned that I could easily just explore for the
results instead of using debug? Sounds good, but I'm not sure how to
do that. I'll see if the
Dave
Thanks, I think I'll try that idea (no. of trading days and add to
commission cost) since (1) by their very nature, you'd only want to
be in a CFD position for I guess max a couple of weeks and (2) it's
only whether there's any impact on the system, as you say.
Cheers, Bernard
--- In amibr
Hello Tomasz,
I determine the line of code which caused this error.
IBC = GETTRADINGINTERFACE("IB").
Is the function GettradingInterface un-usabale in Vista or the IB
interface not Vista compatiable? Can you please help me resolve this
issue?
Here are my Amibroker specs
Amibroker RT 4.90.5
I
I solved the issue:
Range = Status("barinrange");
Seems to work fine for me ...
_
Von: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] Im Auftrag
von Markus Hoffmann
Gesendet: Montag, 4. Juni 2007 00:17
An: amibroker@yahoogroups.com
Betreff: AW: [amibroker] Why is my AA result an
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