RE: [amibroker] Sector and Industry Data from Quotes Plus

2007-06-26 Thread Dan Clark
Jason, Thanks. I'm keeping my fingers crossed. We'll see. Regards, Dan. _ From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of Jason Hart Sent: Tuesday, June 26, 2007 6:18 AM To: amibroker@yahoogroups.com Subject: Re: [amibroker] Sector and Industry D

[amibroker] Symbol Tree - Sectors

2007-06-26 Thread Ara Kaloustian
I just updated my EOD database (Quotes Plus), by doing a Retreive operation. Apparently the changes they have made in Industry / Sectors has reduced the number of sectors from 12 to 10 (Numbers 2 trhough 11). Problem: My sectors list still indicates 12 sectors, with sectors 12 and 13 having the

[amibroker] AmiQuote - Comment characters

2007-06-26 Thread Ed Hoopes
Is there a comment symbol that can be added to the *.tls ticker lists like // or /* constructions for .afl ? Thanks, Ed Hoopes PS the above two don't work - they produce an error message

Re: [amibroker] some one may please modify this afl to run a scan

2007-06-26 Thread vikas soni
hi ahmed try this, // -- OK, let's plot the pivots using arrows PlotShapes(IIf(aHPivs==1, shapeDownArrow, shapeNone), colorRed, 0,High, Offset=-8); Sell = IIf(aHPivs==1, 1, 0); PlotShapes(IIf(aLPivs==1, shapeUpArrow , shapeNone), colorGreen, 0, Low, Offset=-8); Buy = IIf(aLPivs==1, 1, 0); ah

[amibroker] Quotes Plus Sectors

2007-06-26 Thread Ara Kaloustian
I just noticed that there is no data in sectors 12 and 13 Anyone else has the same ?? Thanks Ara

[amibroker] Re: Adding columns to AA backtest results

2007-06-26 Thread tipequity
Thanks for directing me to the example. I am trying to come up with a way to debug and understand my system. AA backtester results show the buy and sell transaction on one line. I like for it to show the buy on one line and the sell on another. This way I keep tally of cash and equity. Somewhat

[amibroker] Re: Adding columns to AA backtest results

2007-06-26 Thread gp_sydney
You can add anything that information is available to calculate using the high-level custom backtester interface. See the AmiBroker help section "Adding custom backtest metrics", example #3. GP --- In amibroker@yahoogroups.com, "tipequity" <[EMAIL PROTECTED]> wrote: > > Has anybody added cash b

[amibroker] Re: System not registering buy

2007-06-26 Thread gp_sydney
Sorry, I don't really understand your question. There's no "always true" condition in that code now. The aforementioned one related to the statement: Buy = Hbar = HHV(C,90); which was setting Buy to be the HHV value, a price that would always be non-zero (one would hope...). Now that you've remov

[amibroker] Re: Ranking of MG Industry Groups

2007-06-26 Thread bruce1r
Ara - That's OK. I was worried that it might take more explanation and examples than this venue can acommodate. You would find, though, that such an approach to ranking is fast and would allow a number of different things to be done. Maybe I can get some time in the future to show some examples

[amibroker] block trade signals

2007-06-26 Thread jehmac
Just wondering if anyone has implemented graphical block trade signals using the IB data plugin as described in the following: http://highprobability.blogspot.com/2007/04/block-trade-signals.html jehmac

Re: [amibroker] IB and AB

2007-06-26 Thread Dennis Brown
Bad tick. Here is my recent post about bad ticks and backfills --nobody responded. > I am constantly getting bad ticks in realtime from eSignal on ETFs > that I watch such as SPY and IWM. eSignal corrects them right away, > usually within one bar. However, AB keeps the momentary bad H or L > v

[amibroker] Adding columns to AA backtest results

2007-06-26 Thread tipequity
Has anybody added cash balance, position score and equity columns to the standard AA backtest results table? Also is it possible to include the missed trades due lack of capital in the results? Somewhat similar to explorer without excess trade signal. thanks

[amibroker] Open E Cry data feed with AmiBroker

2007-06-26 Thread xyzcb1
Tom? Can this be added in the short future?

[amibroker] some one may please modify this afl to run a scan

2007-06-26 Thread ahmed
hi, this is Automatic Pivot points afl. some one may please modify this afl to run a scan /* ** Code to automatically identify pivots ** */ // -- what will be our lookback range for the hh and ll? farback=Param("How Far back to g

Re: [amibroker] Re: Pivots for Futures

2007-06-26 Thread Ed Middleton
Alex, Works great except that it doesn't seem to work on start times that are not on the hour. So if I put in 17 for 5 pm then it is ok. If I put in 171500 for 5:15pm then no lines appear. Any suggestions? thx again, Ed - Original Message - From: dralexchambers To:

[amibroker] IB and AB

2007-06-26 Thread veysel serbes
Today, I started to use Amibroker with IB in simulation mode. My system is an volume oriented system. I use 10 min data on YM. But something happens to my last volume bar. it becomess very big and disrupt volume indicators. Later when ý make back fill it's ok! Can you explain? Regards

Re: [amibroker] Re: Ranking of MG Industry Groups

2007-06-26 Thread Ara Kaloustian
Bruce, Thanks for the approach description. Can't quite get my head around it right now ... I'll have to plow through the code .. My data is normalized (percent) ROC, so your second approach, if I understand it correctly, may be more advantageous. Ara - Original Message - From: "bru

[amibroker] Re: Pivots for Futures

2007-06-26 Thread dralexchambers
I forgot... Best times to use for my indicator are opening times, eg: YM = US Open (14:30 GMT) GBP:USD = Various sessions (I use the US Opening at 13:00 GMT) You get a lot of volatility at the opens. Alex

[amibroker] Re: Pivots for Futures

2007-06-26 Thread dralexchambers
This is all you need - I use this myself - just copy and paste: It is designed for use on Intraday data. The only parameter ("StartTime") is the start-time for the pivots to display (default = 13 = 13:00). These are the traditional PP,R1,S1,R2,S2 pivots calculated from yesterday's daily da

Re: [amibroker] Pivots for Futures

2007-06-26 Thread Howard B
Here is one method of calculating Pivot Points. // //PivotPoints.afl // //Traditional pivot points. //Thought by some to indicate levels of support //and resistance. //R2 = P + (H - L) = P + (R1 - S1) //R1 = (P x 2) - L //P = (H

[amibroker] Re: Ranking of MG Industry Groups

2007-06-26 Thread bruce1r
Ara - Maybe I can help a little on this one. When I get some time maybe I'll write up a full routine, but the following should be enough to get you going. BOTTOM LINE - YOU DON'T NEED TO SORT IN ORDER TO RANK IF THE NUMBER OF THINGS TO RANK IS A SUBSET It is a common misconception that you do.

RE: [amibroker] Re: System not registering buy

2007-06-26 Thread Don Lindberg
GP, Here is a simple solution to your question. See code below. Start Code --- Hbar = HHV(C,90); Lbar = LLV(C,90); Diff = Hbar - Lbar; Todaysposition = ((C-Lbar)/Diff) * 100; Plot(WMA(Todaysposition,10), "Channel 90

Re: [amibroker] Re: Ranking of MG Industry Groups

2007-06-26 Thread Ara Kaloustian
Here is a sort function that I got from the AB board, function sort(value) { //Value is array for same bar from all sectors //12 data points (Sectors 2 through 13, based on Quotes Plus) // for(i = 13; i>=2; i--) { for (j = 3; j <= i; j++) { if (value[j-1] > value[j]) { tempvalue = value[j

[amibroker] Parameters via OLE?

2007-06-26 Thread onlyobsession2k3
I'd like to change some hard-coded values in my AFL scripts to use Parameters instead, but I want to be able to invoke the scripts via OLE and set those parameters dynamically. Does anyone know how to pass a parameter into a Backtest via the OLE Analyis object? Can that be done at all? Thanks,

[amibroker] Re: System not registering buy

2007-06-26 Thread upsidetarget
As you said in your earlier post: Buy = Todaysposition > 55; is meaningless without: Hbar = HHV(C,90); Lbar = LLV(C,90); Diff = Hbar - Lbar; Todaysposition = ((C-Lbar)/Diff) * 100; And, as pointed out earlier, parts of the above formula trigger an always true condition before we even get to whe

Re: [amibroker] Sector and Industry Data from Quotes Plus

2007-06-26 Thread Jason Hart
Dan, I have no idea what's going on over there. The switch over to Hemscott still appears to be in limbo and if it did happen I have no idea if it actually went through. It sounds like you're aware of the big changes industry groupings where they went down to 150 from 192 ~ is this a goo

Re: [amibroker] Result Different - Old BackTest vs. Portfolio Test (more info)

2007-06-26 Thread Tomasz Janeczko (groups)
Hello, Please read the Manual. http://www.amibroker.com/guide/w_settings.html New backtester uses LIMITS to NOT allow to enter trades that exceed certain percentage of entry bar volume. The settings that controls that is described in the MANUAL. Copy below: Limit trade size as % of entry bar vo

[amibroker] Result Different - Old BackTest vs. Portfolio Test (more info)

2007-06-26 Thread mica_lode
I did the following testing: 1) Clean Install version 4.90.5, 2) Load "Continuous future S&P symbol SP contract backwards adjusted" data from www.traders2traders.com. 3) Create new DB in Ami, 4) Load data to Ami, 5) Set the following in AA : - Apply to Current Symbol, - Range "all quotati

[amibroker] how to find first bar's close in intraday data

2007-06-26 Thread parthshanishwara
hello everybody i am new here and learning to write formula i want assistance for writing code for exploration which give columns (data is of one minut duration) (i can write formula if duration is one day but finding difficult to write code for intraday 1 minut data) EXPLORATION 1 column 1 time

Re: [amibroker] SetBacktestMode

2007-06-26 Thread Tomasz Janeczko (groups)
No, you don't need to assign scaleIn in backtestRegularRaw mode to do what you are looking for. It will work with ordinary "true" (i.e. 1) value. Best regards, Tomasz Janeczko amibroker.com - Original Message - From: "tipequity" <[EMAIL PROTECTED]> To: Sent: Tuesday, June 26, 2007 8:39 A

[amibroker] Re: System not registering buy

2007-06-26 Thread gp_sydney
If you want Todaysposition to be greater than 55, then just use: Buy = Todaysposition > 55; If you want the MA to be greater than 55, then: Buy = MA(Todaysposition, 11) > 55; GP --- In amibroker@yahoogroups.com, "upsidetarget" <[EMAIL PROTECTED]> wrote: > > Below is an indicator that I want t

Re: [amibroker] Re: ASX Fundamental Data and Dividends indicator

2007-06-26 Thread angy hallows
Hi Brian, Thanks a lot for that. Unfortunately, I am not good in programming, and I looked at the ODBC Plug in that you mentioned, and unfortunately I could not understand it, do you recommend a good book for it to be able to learn how to create plugins? Otherwise I was thinking, is

[amibroker] Re: System not registering buy

2007-06-26 Thread upsidetarget
Below is an indicator that I want to include as part of a "buy" signal in a system. Its value can be anywhere from 1 to 100. I want to buy when this value is > 55. How would I phrase the the "buy" argument? Hbar = HHV(C,90); Lbar = LLV(C,90); Diff = Hbar - Lbar; Todaysposition = ((C-Lbar)/Diff) *

Re: [amibroker] Re: Printf -> Date possible ?

2007-06-26 Thread Trinolix Derry
Thanks ! This is exactly what i need. I use %.4g now to display 2 digits after the comma. Regards 2007/6/26, gp_sydney <[EMAIL PROTECTED]>: > printf( "\n Value = %g %%", Value[ j ] ); Try: printf("\nValue = %.2g%%", Value[j]); GP --- In amibroker@yahoogroups.com , "Trinolix Derry" <[EM

[amibroker] AFL Code help wanted

2007-06-26 Thread itmwh
In the following code, I need the program to alert me from Monday to Friday with sound when certain condition is met, besides, I hope it only make sound alerts during trading session (8:45am-1:45pm) . But it keep alert me even when the trading time has passed, where is the mistake in the code h

[amibroker] Re: Printf -> Date possible ?

2007-06-26 Thread gp_sydney
> printf( "\n Value = %g %%", Value[ j ] ); Try: printf("\nValue = %.2g%%", Value[j]); GP --- In amibroker@yahoogroups.com, "Trinolix Derry" <[EMAIL PROTECTED]> wrote: > > Hello, > > thanks for your help. Unfortuantely i have't found the solution until now. > My number can look like 28,7934

Re: [amibroker] Re: Printf -> Date possible ?

2007-06-26 Thread Trinolix Derry
Hello, thanks for your help. Unfortuantely i have't found the solution until now. My number can look like 28,793434 and the displayed number should just display only 2 digits after the comma. 28.79 printf( "\n Value = %g %%", Value[ j ] ); Can i only solve it throuh modifiying Value[ j ] in t