[amibroker] Re: AB system into TradeSim Database

2007-09-24 Thread justinwonono
Hi franc, First, thanks for your code, much appreciated, I gave this a go but I only seemed to get output for the current symbol backtest, I can't output a filtered backtest. Any ideas what I might be doing wrong or is that what it is meant to do? ie only the current symbol. Regards Justinwonon

[amibroker] Re: Need to delete the entire intraday tick data of a particular date

2007-09-24 Thread Kapil Marwaha
No solution Reached. Please help Tomasz, Paul Ho, Prash somebody. Is it possible to do this Tomasz ? Please help.\ Warm Regards, Kapil Marwaha --- In amibroker@yahoogroups.com, "Kapil Marwaha" <[EMAIL PROTECTED]> wrote: > > Thanks for the reply Paul Ho ! > > Can someone help me with this.

[amibroker] Modify a transmitted order: IB autotrade interface

2007-09-24 Thread dralexchambers
I am using the following code to transmit a Bracket Buy order to Interactive Brokers: parentID = ibc.PlaceOrder("MSFT", "BUY", 1000, "LMT", 27, 0, "GTC", False ); ibc.PlaceOrder("MSFT", "SELL", 1000, "STP", 26, 26, "GTC", True, 100, "", parentID ); (this is from the IB Controller documentatio

[amibroker] Re: AB system into TradeSim Database

2007-09-24 Thread justinwonono
just found TJ's explorer code for this function in the meantime I'll work on that. regards --- In amibroker@yahoogroups.com, "justinwonono" <[EMAIL PROTECTED]> wrote: > > > Hi franc, > > First, thanks for your code, much appreciated, I gave this a go but I > only seemed to get output for the c

Re: [amibroker] Re: Need to delete the entire intraday tick data of a particular date

2007-09-24 Thread Prashanth
Hello Kapil, Its defnitely possible. Using OLE, you can easily create a Script file which does the required deletion. Being a Software Engineer yourself, I dont think it would be a problem to you. Search the groups archives to find examples of similar problems. Cheers Prashanth - Origi

[amibroker] Is it possible to immediately activate only one of my two stops during backtest?

2007-09-24 Thread cnh4_2000
I'm backtesting a system which uses both a profit and loss point stop. The issue is I only want to activate(at my stop price) the loss stop immediately, but NOT the profit stop. Amibroker seems to only allow you to activate all stops immediately or none at all. During backtesting, I'm continuou

[amibroker] Re: Need to delete the entire intraday tick data of a particular date

2007-09-24 Thread irek_smaczny
--- In amibroker@yahoogroups.com, "Kapil Marwaha" <[EMAIL PROTECTED]> wrote: > > Friends, > > Can anyone tell me how I can delete the intra-day tick data of a > particular date or a group of dates for all the scrips in my database > or a select number of scrips in my database. > > Can it be done

Re: [amibroker] Re: Mark stocks automatically when added to watchlist in exploration

2007-09-24 Thread wavemechanic
If you want the bar marked on the chart, I suspect that including the exploration conditions in the chart code together with plotshapes() or coloring the bar might be the simplest approach. Bill - Original Message - From: "carlacash26" <[EMAIL PROTECTED]> To: Sent: Monday, September 2

[amibroker] Re: Mark stocks automatically when added to watchlist in exploration

2007-09-24 Thread carlacash26
Yes, this would be perfect! I'm having trouble figuring out how to have the exploration plot the shape in the price chart, as my exploration code is only a "external" scan that is not included in the price chart code. I do not want to write my plotshape code in the price chart formula, but have

Re: [amibroker] Re: Mark stocks automatically when added to watchlist in exploration

2007-09-24 Thread wavemechanic
Maybe there is a way to connect your price chart with an exploration output but off hand nothing comes to mind. Not sure why you do not want to include exploration with plotting code but maybe I misunderstand. In any case, I would (and often do) just make up a code along these lines: Explorat

[amibroker] PC Span and margin requirements

2007-09-24 Thread bobby_boby_bob
Hi All, I am looking into purchasing PC Span to calculate margin. I am looking to start trading Options on Futures, specifically the S&P and Russell 2000. Does anybody have any experience or recommendations regarding PC Span. Or would anybody be willing to share a spreadsheet they use to estim

[amibroker] coding help needed please

2007-09-24 Thread Prashant Nayak
Hi friends, I want to explore for CCI(14) which is abv zero for 5 days. That is the exploration should list the tickers for which this condition has been met today only. It should not list the tickers which satisfied the cond yday or day before. Thanks for any help in this mattter. Pras

[amibroker] Re: Min Holding Period Conundrum

2007-09-24 Thread tipequity
To understand the behavior of the code previously, I added a _trace statement as follows. However it does not like the OP.symbol. Any support would be much appreciated. SetBacktestMode( backtestRegularRaw ); SetCustomBacktestProc(""); MinHoldingPer = 2; if( Status("action") == actionPortfoli

[amibroker] Re: Min Holding Period Conundrum

2007-09-24 Thread tipequity
please ignore my last question as I type OP.signal in the trace statement instead of OP.symbol. --- In amibroker@yahoogroups.com, "tipequity" <[EMAIL PROTECTED]> wrote: > > To understand the behavior of the code previously, I added a _trace > statement as follows. However it does not like the O

[amibroker] Inverse FFT....

2007-09-24 Thread luchetta
Hi guys, I am trying to implement a (moving) low-pass filter directly in the Fourier domain. Unfortunately the documentation of the function FFT does not give enough details regarding the algorithm used, which in turns prevents me from computing the Inverse FFT. Has anybody figured out how to com

[amibroker] Re: coding help needed please

2007-09-24 Thread murthysuresh
suggest goto the afl library and look at the woodies cci formulas --- In amibroker@yahoogroups.com, "Prashant Nayak" <[EMAIL PROTECTED]> wrote: > > Hi friends, > > I want to explore for CCI(14) which is abv zero for 5 days. That is > the exploration should list the tickers for which this conditio

Re: [amibroker] Mark stocks automatically when added to watchlist in exploration

2007-09-24 Thread Ara Kaloustian
You may be able to write a comment to the Notepad - Original Message - From: "carlacash26" <[EMAIL PROTECTED]> To: Sent: Sunday, September 23, 2007 5:04 AM Subject: [amibroker] Mark stocks automatically when added to watchlist in exploration > Hi, I have an exploration which returns a

[amibroker] Re: Min Holding Period Conundrum

2007-09-24 Thread tipequity
Further research showed me that the value of SellNow is not carried outside CustomBackTest object to the Sell line. Does anybody see how I can achieve my objective without having to use low level CBI and ExitTrade? --- In amibroker@yahoogroups.com, "tipequity" <[EMAIL PROTECTED]> wrote: > > To

RE: [amibroker] Re: Min Holding Period Conundrum

2007-09-24 Thread Gordon Sutherland
Probably an obvious question but have you checked-out the AFL function: SetOption("HoldMinBars", 30 ); This does not require low level CBI. Regards, Gordon Sutherland -Original Message- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of tipequity Sent: Tuesday, 25 Se

[amibroker] Re: Min Holding Period Conundrum

2007-09-24 Thread tipequity
That was the first thing that I did but is seems as if it starts countng from the time the signal was issued not from the time the position was entered. Thanks for trying to help. --- In amibroker@yahoogroups.com, "Gordon Sutherland" <[EMAIL PROTECTED]> wrote: > > Probably an obvious question

[amibroker] Re: Mark stocks automatically when added to watchlist in exploration

2007-09-24 Thread carlacash26
If i right-click the chart, choose edit formula, and write the plot code there it works alright. But my exploration is different than that formula, I have several explorations, one in each file, that I load in Auto-analyser when I want to run the exploration. The "chart formula" (rightclick chart