In automatic analysis look under "Range" and select n last days and
put a 1. You might also need to look under settings in automatic
analysis and select the "portfolio" tab and choose the option for
future data.
Good luck,
JH
--- In amibroker@yahoogroups.com, Conrad Smith <[EMAIL PROTECTED]>
Hi guys,
I'm trying to write an exploration that finds the stocks where the MACD fast MA
crosses down the slow MA and the signal is more than 0.
I've come up with this so far:
Mac1 = MA(Close, 12);
Mac2 = MA(Close, 26);
Filter = Cross(Mac2, Mac1) AND (Mac2 - Mac1) > 0;
AddColumn( Close, "Clo
Tomasz, did you try the code below. Beside couple of spelling error
which I fixed, I get other error messages. When I fix them I don't
get the intended results. The buy can sell conditions can be any
generic conditions such as
Buy = Close>0;
Sell = Close > Ref(Close, -1);
Regards
Kam
--- In
Sorry, I could not locate the template.
Can you please provide me its copy or
link.
Secondly, if I want to use this template
for Indian stocks, what should I do?
Thanks,
vgakkhar
--- In amibroker@yahoogroups.com,
"areehoi" <[EMAIL PROTECTED]> wrote:
>
> All you need to do is download the
thanks it works
ThisIsLastBar = BarCount-1 ;
_TRACE("ABTEST VALE OF BAR COUNT " + WriteVal(ThisIsLastBar ));
y1=LastValue(ADX());
ADXhistory=Ref(ADX(),-10);
y0=ADXhistory[ThisIsLastBar];
x0=ThisIsLastBar-10;
x1=ThisIsLastBar;
//WriteVal(y0) + "\n";
//WriteVal() + "\n";
//Title=y1[ThisIsLastBar
My bad. my code had y1=Ref(ADX(),3);
which was looking into the future. thanks for responding.
--- In amibroker@yahoogroups.com, "mac_bosh" <[EMAIL PROTECTED]> wrote:
>
> Try ...
> ThisIsLastBar = BarCount-1;
>
> --- In amibroker@yahoogroups.com, "murthysuresh" wrote:
> >
> > My logic finds t
Seems like one closing brace was missing
ApplyStop( stopTypeNBar, stopModeBars, 15 ); // exit after 15 days
SetBacktestMode( backtestRegularRaw );
SetCustomBacktestProc("");
MaxBuys = 3;
if( Status("action") == actionPortfolio )
{
bo = GetBacktesterObject();
bo.PreProcess();
fo
Hello,
You may try to turn off "Anti-alias" feature (the button with letter "A" in the
toolbar of 3d graph viewer).
If this helps, it means that your graphic card has problems with full screen
anti-aliasing
and you should upgrade its drivers.
Best regards,
Tomasz Janeczko
amibroker.com
- Or
Thanks Tomasz for helping, I will give it try. More than that thanks
for explaining the code with comments. Learning AB is significantly
more import to me than solving the problem at hand.
--- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PROTECTED]>
wrote:
>
> Hello,
>
> The first s
Hi Roger,
Thank you so much for the time :)
Regards
David
Roger <[EMAIL PROTECTED]> wrote: Hi David
I only trade futures. Have never used the scan feature of Amibroker and
I am not a programmer. Just do some cut and paste from one formula to
another. I lo
Hi Tom,
I am interested but couldn't find your screenshot. How do I view
message attachments?
Btw, my 3D Graph Viewer displays blank screen. This happened after
upgrading to AB5.0. Is there a place enabling the feature?
Thanks,
Rolly
Hi TJ,
That's what I had originally and it didn't work. In this particular
code, I was just trying anything.
JH
--- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PROTECTED]>
wrote:
>
> You need to do this the other way round.
> FIRST SetForeign
> and THEN any TimeFrame***() function
You need to do this the other way round.
FIRST SetForeign
and THEN any TimeFrame***() functions.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: "jeffro861" <[EMAIL PROTECTED]>
To:
Sent: Friday, October 19, 2007 1:07 AM
Subject: [amibroker] Re: More problems
> H
Hello,
The first step to success is to describe the goal, not the step you are locked
on.
This is I belive the very first time when you actually described the goal.
Once this is establish the rest is easy.
ApplyStop( stopTypeNBar, stopModeBars, 15 ); // exit after 15 days
SetBacktestMode( b
Hi Graham,
I took all the time functions out except for timeframeexpand() in the
plots, and the resulting indicators were the same as the following
code. As you can see I put timeframerestore() before
restorepricearrays()-- I think that's what you meant.
In any case,the code with and without
Try ...
ThisIsLastBar = BarCount-1;
--- In amibroker@yahoogroups.com, "murthysuresh" <[EMAIL PROTECTED]> wrote:
>
> My logic finds the barcount and then tries to access the bar which is
> barcount -10. Not sure why i get this error. i have enough history info
> to be able to see (barcount-10)th
Tomasz, GP
I have no desire to use low level. I am perfectly happy to use the
regular backtester. I am trying to port my trading system to AB. What
I need to achieve is as follows which I could not do in regular
backtester (assuming a long only EOD system).
1. limit the number buys to 4 per d
What is the rest of the code?
Bill
- Original Message -
From: "murthysuresh" <[EMAIL PROTECTED]>
To:
Sent: Thursday, October 18, 2007 4:29 PM
Subject: [amibroker] not sure why i get this subscript out of range error
> My logic finds the barcount and then tries to access the bar which
Have a look at the Foreign function in the language reference:
http://www.amibroker.com/guide/afl/afl_view.php?id=54
--- In amibroker@yahoogroups.com, "mikeleekc" <[EMAIL PROTECTED]> wrote:
>
> Hi there,
> Is there a function that I can refer to a specific stock in my AFL
code?
> Eg. I want t
Hello GP
I am afraid, i dont agree. I am running it as indicator and you can
see the screenshot that there is enough data for it to fill the array.
http://img266.imageshack.us/my.php?image=subscriptrangeerrorsc5.png
The trace statemetn shows 2740 as the length of the array.
--- In amibroker@ya
you do need to add timeframerestore(); at the end of the compressed section
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
On 19/10/2007, jeffro861 <[EMAIL PROTECTED]> wrote:
> Okay I added setbarsrequired and now the values are the same, but not
> it's not matching up to t
Try Ref(Buy, 0) and see if that works for you.
I don't have access to AmiBroker on this computer, so I can't say for
sure if it will work. But it should be easy to try.
--- In amibroker@yahoogroups.com, "cnh4_2000" <[EMAIL PROTECTED]> wrote:
>
> I'm backtesting a system which requires me to take
What exactly are you trying to achieve? Are Value1 and Value2
constants or arrays? Is ProfitFactor supposed to be constant during
the backtest based on some particular bar's buy/short values, or
should it also be an array that potentially changes every bar?
>From what you're asking in your first p
Exactly. In low-level mode AmiBroker does NOT enter/exit ANY trades
unless you tell it to do so by calling EnterTrade/ExitTrade.
Entire signal processing is upto the user.
Beginners should rather avoid using custom backtester esp. low-level mode unless
they are programmers and know exactly what t
If you're using the low-level CBT, then you're entering and exiting
trades yourself, so I don't see how there can be "phantom" trades that
you don't know about.
Maybe the issue is with your Buy and Sell arrays. If you get a buy
signal on one bar but don't take it, it won't still show up as a
signa
Are you running this over a single stock that you know has more than
10 bars, or over a whole list of stocks? It looks to me like the stock
giving the error doesn't have at least 11 bars.
Try adding a _TRACE statement for BarCount and see what shows up in
DebugView.
Regards,
GP
--- In amibroker
Okay I added setbarsrequired and now the values are the same, but not
it's not matching up to the relstrength() function.
--- In amibroker@yahoogroups.com, "jeffro861" <[EMAIL PROTECTED]> wrote:
>
> I changed the code to the following and now I have another problem.
> When I do an exploration f
My logic finds the barcount and then tries to access the bar which is
barcount -10. Not sure why i get this error. i have enough history info
to be able to see (barcount-10)th value.
ThisIsLastBar = LastValue( BarIndex() );
y0=LastValue(ADX());
y1=Ref(ADX(),3);
WriteVal(y0) + "\n";
WriteVal(
I changed the code to the following and now I have another problem.
When I do an exploration for the values of the plotted lines, my values
are different than my the indicators. I also noticed that when I
"apply" the indicator to the chart, the values are the same as the
exploration, but when I c
I should have said that I'm using version 4.67
Steve
--- In amibroker@yahoogroups.com, "steve_almond" <[EMAIL PROTECTED]> wrote:
>
> I'm using EOD data. The date (X) axis shows only the month value, no
> matter how much I zoom the scale in using 'daily view'.
> Can I make intermediate dates vis
I'm using EOD data. The date (X) axis shows only the month value, no
matter how much I zoom the scale in using 'daily view'.
Can I make intermediate dates visible along the X axis?
Steve
Frankly I really do not see any problem to implement 'Kelly's Optimal F' in AFL
John. Question is of course what you want to do with the result ...
Regards, Ton.
- Original Message -
From: [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Thursday, October 18, 2007 4:26 PM
Tomasz,
Is it possible to eliminate these phantom positions per the original
question? If not, I don't want to waist my time trying to figure it
out. Maybe you can put it down on your probably massive list of
future features/fixes.
--- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL
You can use linearray()
Bill
- Original Message -
From: "murthysuresh" <[EMAIL PROTECTED]>
To:
Sent: Thursday, October 18, 2007 11:46 AM
Subject: [amibroker] how to plot a secant
> hello
> How can i plot a secant. I want to plot a secant that intersects
> lstvalue(adx()) and ref(adx(
OK, here is a simplified version that you can add to:
First, let's be clear on your condition. As I understand, you want to buy when
have 4 consecutive (I assume) down histogram bars followed by an up histogram
bar plus MACD() > 0 and RSI() > 30. If so, cut and paste the following in
Formula
The following function:
Function Retrieve(ByVal Count As Long, ByRef Date As Variant, ByRef
Open As Variant, ByRef High As Variant, ByRef Low As Variant, ByRef
Close As Variant, ByRef Volume As Variant, ByRef OpenInt As Variant)
As Long
The problem is that the variant datatype is not valid anymor
Thanks Edward for your response. I have read & re-read the
setbacktestmode options several times. Unless I am missing something,
my take on what SetBacktestMode( backtestRegularRaw )means is that it
would use redundant signal one time to make a buy. Subsequent to that
buy not pyramiding or scal
All you need to do is download the Template and/or Excel file provided
by Jim Swindle - Message # 115896. You are trying to do it the hard way.
Dick H.
--- In amibroker@yahoogroups.com, "firefly" <[EMAIL PROTECTED]> wrote:
>
> Hello,
>
> i need a flag for the homepage of yahoo to call for
Hello,
It marks that given signal should be ignored.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: "tipequity" <[EMAIL PROTECTED]>
To:
Sent: Thursday, October 18, 2007 5:12 PM
Subject: [amibroker] Re: Eliminating Phantom Positions in CBT
> What does signal.Pri
hello
How can i plot a secant. I want to plot a secant that intersects
lstvalue(adx()) and ref(adx(),-3) and determine the slope.
GFXLINETO function takes in pixel co ordinates only. so is there a way
to get convert the ref(adx(),-3) into x,y co ordinates?
seede
Hello,
i need a flag for the homepage of yahoo to call for the industry info
which can be used to assign the correct industry group for the symbols.
The following link describes some flags which can be used with yahoo
but i have not found the flag for calling for the industry group.
http://www.gum
did you look at
SetBacktestMode( backtestRegularRaw );
SetBacktestMode( backtestRegularRawMulti ); here an example:
http://www.mail-archive.com/amibroker@yahoogroups.com/msg17297.html
or
http://finance.groups.yahoo.com/group/amibroker/message/112781
you may use redundant signals
rgds, ed
What does signal.Price = -1 do? What does it test? I saw it in the
following code by TJ
http://www.amibroker.com/kb/2006/04/24/using-redundant-signals-for-
entries/
--- In amibroker@yahoogroups.com, "rdavenportca" <[EMAIL PROTECTED]>
wrote:
>
> I've tried everything I can think of to "null" the
I've tried everything I can think of to "null" the phantom
positions. I'm working with the low level CBT such that I can
execute trades manually. I can keep track of which symbols should be
reset. I've tried setting signal.Price = -1 (both entry signals and
exit signals), signal.PosSize = 0,
Hi David
I only trade futures. Have never used the scan feature of Amibroker and
I am not a programmer. Just do some cut and paste from one formula to
another. I look at most posted afls just to make sure a good idea
doesn't slip by!
Be sure to ask the forum again if the scan still doesn't wo
All,
This may sound like a dumb question but has anyone implemented money
management schemes, specifically Optimal F, for AMIBroker? Optimal F is
sufficiently complex that I doubt it could be coded in AFL so is there a
way to extend AMIBroker to accomodate such things?
-- John
I'm backtesting a system which requires me to take action #1 if BUY
was true(and SHORT was false) and take action #2 if SHORT was true
(and BUY was false). Obviously, this evaluation is done after after
the BUY and SHORT signals are checked.
Here are the different things I've tried which all do
--- In amibroker@yahoogroups.com, "itmwh" <[EMAIL PROTECTED]> wrote:
>
> Hi, I have a question. I trade a futures strategy everyday, I usually
> stop trading if the daily loss has surpassed a predetermined amount.
> Currently I am running backtest from time to time during the day, I
> want to kn
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