[amibroker] Re: Plot ATR trailing stop which only increases

2007-11-22 Thread foginthehills
Many people have helped me on this forum, so I am very happy to offer my first answer! You could try something like this. It draws a non-retreating line 3xATR(30) below daily Close price. It only retreats if the Close falls through the line. It shows potential stop loss points with a red downwar

Re: [amibroker] Plot ATR trailing stop which only increases

2007-11-22 Thread Padhu
Andrew, Greetings. This is based on the chandlier inthe library. So credit goes to G Muhali. Use valuewhen to get the start value from your buy signal using barindex. _SECTION_BEGIN("Chandelier Exit"); YourHold_Buy = BarIndex() - ValueWhen(SwingTrade_Strategy3_Buy, BarIndex(), 1);//Replace <...

[amibroker] Re: Plot ATR trailing stop which only increases

2007-11-22 Thread gp_sydney
Andrew, One issue with a line that only ever increases is where do you start it from? Do you only want it to start once at the beginning of the data, or at every Buy signal, or at some other points? One generic solution is an auto-resetting stop, which only ever increases until it is broken, at w

[amibroker] Re: Premium data service

2007-11-22 Thread brian_z111
--- In amibroker@yahoogroups.com, "haders2003" <[EMAIL PROTECTED]> wrote: > > Hi > > I notice that a number of posts (eg #106663) refer to the fact that > premium data provides delisted stocks as well as current. Can anyone > confirm this? > > I've tried contacting them directly but they are

[amibroker] Re: Premium data service

2007-11-22 Thread brian_z111
--- In amibroker@yahoogroups.com, "haders2003" <[EMAIL PROTECTED]> wrote: > > Hi > > I notice that a number of posts (eg #106663) refer to the fact that > premium data provides delisted stocks as well as current. Can anyone > confirm this? > > I've tried contacting them directly but they are

[amibroker] Re: anyone using DDE PLUGIN for RT trading?

2007-11-22 Thread murthysuresh
not a good idea to use DDE for RT trading. you are opening yourself up for a big trouble. in fact u should have 2 data service proivders just in case there is trouble wiht one. --- In amibroker@yahoogroups.com, "Padhu" <[EMAIL PROTECTED]> wrote: > > I understand backfill is not possible with D

[amibroker] Re: Premium data service

2007-11-22 Thread brian_z111
> Had a reply back from Premiun Data today: > I have also contacted Prophet and TBSP. They do not supply delisted > data. Thanks. I'm going to maintain the UKB data resources pages into the future. I want to do a delisted stocks study at some time myself so I'm on the case. At the moment I fil

[amibroker] anyone using DDE PLUGIN for RT trading?

2007-11-22 Thread Padhu
I understand backfill is not possible with DDE plugin. so if one is using DDE Plugin for RT trading, how is blackholing the quotes addressed, if there is a connection hickup or source problem etc?. thanks,Padhu

[amibroker] Re: Premium data service

2007-11-22 Thread murthysuresh
I think reuters or csi offer delisted data. i was reviewing them long back and they seemed to offer the delisted data. in fact one of them offered raw unadjusted data. --- In amibroker@yahoogroups.com, "haders2003" <[EMAIL PROTECTED]> wrote: > > > Hi Brian > > Had a reply back from Premiun Data

[amibroker] Re: retrieveing specific quote thro api

2007-11-22 Thread murthysuresh
TJ,Anybody can help with this question? > > Hello > If i want to get a high low open close price at a specific time. can i > get it thro the api. > > can i pass the datetime as date and get the other details as in the > function call below. > > Function Retrieve(ByVal Count As Long, ByRef Dat

Re: [amibroker] Re: Optimization speed increase in 5.01

2007-11-22 Thread Tomasz Janeczko
Hello, Symbol switching is non-issue. Keeping all signals is big one. If you implement your idea things would go much worse and slower and you will run out of memory NumerOfSymbls-times faster. So for anything other than backtesting few symbols it is not suitable. Trust me: AmiBroker uses the fa

Re: [amibroker] Re: Optimization speed increase in 5.01

2007-11-22 Thread Tomasz Janeczko
Hello, I don't think so. There is one bug but it does not break it. You will get the exception in 5.01 if your formula generates NO trades at all. This will be fixed in 5.02. Best regards, Tomasz Janeczko amibroker.com - Original Message - From: "rollyzhang" <[EMAIL PROTECTED]> To: Sent

[amibroker] Re: Premium data service

2007-11-22 Thread haders2003
Hi Brian Had a reply back from Premiun Data today: We've gone through a longer-than-expected testing process but should be in a position to provide this database in the coming few weeks. I can't provide an exact release date but I can definitely let you know as soon as it's released. The dat

[amibroker] Re: Questions about [AUTOMATIC ANALYSIS] function in AB

2007-11-22 Thread chorlton_c_hardy
Haders, Many Thanks. I am reading through the Manual but after looking at my results I didn't even consider the issue of Position Sizing!!! Its so obvious now :-/ Sorry for the stupid question, and Thanks again. --- In amibroker@yahoogroups.com, "haders2003" <[EMAIL PROTECTED]> wro

[amibroker] Re: Questions about [AUTOMATIC ANALYSIS] function in AB

2007-11-22 Thread haders2003
Hi Chorlton, The $ per trade setting refers to a buy or a sell, ie every time you trade. If you change the report setting to "detailed log" you will see how it happens. There is only one trade open at any time because all your funds have been used on the first position that came along. Read

Re: [amibroker] afl coding problem - buy signal when 2 conditions - one and then the other

2007-11-22 Thread Howard B
Hi Greenhorn -- Here is an example of an afl program that does what you ask. // MultipleConditions.afl // // Example of afl to buy when // multiple conditions occur in sequence // // The first condition is a setup. // The second condition is a trigger. // // The setu

[amibroker] Re: Struggling to Learn

2007-11-22 Thread brian_z111
--- In amibroker@yahoogroups.com, [EMAIL PROTECTED] wrote: > > Thanks for you help. > I have created version 1 of what I had in mind, based largely on the approach you posted. > Here it is, and while it is not quite what I am looking for, I seem to be "in the area". > And it does not involve l

[amibroker] Re: Struggling to Learn

2007-11-22 Thread brian_z111
> Well, you must find it difficult to soar like an eagle > When you have to work with so many turkeys! No, I don't think anyone in the forum is a Turkey. Maybe a Hawk or two, a few Honeyeaters and some WhiteFaced Owls. Anyhow, I'm a Dove ;-) brian_z --- In amibroker@yahoogroups.com, [EMAIL PRO

[amibroker] Re: Optimization speed increase in 5.01

2007-11-22 Thread progster01
Nick, I think you've expressed the idea pretty clearly. In concept, it seems that being able to take advantage of multiple "master loop architectures" would be a very cool ability for an optimizer to have. This is something I have speculated on and done a small amount of private experimenting

[amibroker] Questions about [AUTOMATIC ANALYSIS] function in AB

2007-11-22 Thread chorlton_c_hardy
Hello All, I have a few questions regarding the AUTOMATIC ANALYSIS function in AB, which hopefully someone can explain. 1. Under [BackTester Settings] - [General] - [Commission & Rates] Can someone clarify whether the option [$ per trade] refers to each side of the trade (ie, the Buy OR the Se

Re : [amibroker] DDE Plugin and Bloomberg Pro

2007-11-22 Thread MikAB
OK, chart is now working and datas are saved (my "LAST" field was wrongly entered). I have 2 other questions: Is there a way to replicate exactely bars provided by bloomberg (same opening and same closing time) What happends if I unplug Ami while markets are not closed? (I suppose that datas are

Re: [amibroker] DDE Plugin and Bloomberg Pro

2007-11-22 Thread Tomasz Janeczko
Hello, Data are saved automatically if you are running registered version and you access those symbols data in any way (chart, scan, exploration, backtest). You need at least 3 bars to see the chart - so, if you BASE time interval is 1-minute and you choose View->Intraday->1-minute you will ne

RE: [AmiBroker] Array Problem - two questions

2007-11-22 Thread Mr. Valley
Your the best. Thanks, and have a wonderful Thanksgiving day. Mr. Valley -Original Message- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] Behalf Of Tomasz Janeczko Sent: Thursday, November 22, 2007 2:17 AM To: amibroker@yahoogroups.com Subject: Re: [AmiBroker] Array P

Re : [amibroker] DDE Plugin and Bloomberg Pro

2007-11-22 Thread MikAB
Thank you very much. It works well.   I have now a few questions on real time database. 1. When AmiBroker receives the stream, are datas automatically saved? If not, it is possible the save it? 2.After several minutes of streaming I still can't get any chart even with tick or 1 minute interval.  

Re: [AmiBroker] Array Problem - two questions

2007-11-22 Thread Tomasz Janeczko
Hello, As I wrote there is NO 1:1 scale because units are DIFFERENT (time vs price). It is a matter of ASSUMPTION. You need to ASSUME that say one dollar is equivalent to one day. Or 10 pips is equivalent to one minute bar. It is purely subjective and personal assumption that one needs to make i

RE: [AmiBroker] Array Problem - two questions

2007-11-22 Thread Mr. Valley
Ok, two questions: How does one scale the chart "as a default programmatically" to a 1:1 scale ratio, just like graph paper? How does one calculate the degree angle of a moving average? I tried using 4 points but I can't seem to figure out what the LineArray() is asking for... It errors out on me.