Hi all,
At the risk of being flamed, may I suggest a middle approach?
I get the group's output via email. Drilling down is no difficult task in an
ongoing discussion, but for those who wish to read the group online I suppose
it could be onerous. And to see how an idea or code develops i
--- In amibroker@yahoogroups.com, "progster01" <[EMAIL PROTECTED]> wrote:
> In this usage demo, the Exploration results continue to append to the
> output file when the Exploration is rerun. I've not yet figured out a
> way to have the code create the output file from scratch with each new
> Expl
Sid and others --
I agree that the strung out >> symbols are very annoying, in many
cases making the text unreadable. The vertical lines on the left side
the page are much better than the tree structures attempted by Yahoo.
So, where do the > come from, and is there any way to get rid
Hello Jerry,
I am an interested potential user.
Could you please elaborate?
I am not quite ready for AT but it is inevitable I will go there.
I haven't even read Herman's work, or the AT forum yet, (I was going
to search the AT forum to see if there has been any discussion on
ZenFire).
I am no
For anyone who might be interested, I've posted a single-file
Persistent Variable Library for AFL (for use as a #include file), and
a simple demonstration of using it to write Exploration results to a
file automatically.
(The PVL itself is a commented rollup of code previously posted by
Herman in
Thanks.
Sorry, I did not write enough detail.
I need multiple simultaneous positions per security and each position
closes independently of the others. Looks like
backtestRegularRawMulti handles the entries well but not the
independent exits ?
(As long as we're on the topic, will there be anoth
Jack,
Automatic Analysis >> check "wait for backfill (RT only)"?
brian_z
--- In amibroker@yahoogroups.com, jack <[EMAIL PROTECTED]> wrote:
>
> planning to run realtime scan from indicator window on a watchlist
of 50 stocks, if it's not, what is the solution to force AB to
backfill those 50 tic
> I am in complete agreement with you. The method I recommend for
handling
> the psychology aspect is to address it at the beginning of the
trading
> system development process.
As you have noted before, ruled based trading, with a personalized
metric, is the simplest and most sure fire way to
You don't need custom backtester at all.
Just use single line of code:
SetBacktestMode( backtestRegularRaw )
http://www.amibroker.com/guide/afl/afl_view.php?setbacktestmode
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: "whitneybroach" <[EMAIL PROTECTED]>
To:
S
AMEN!! Keep it in one nice, neat pile. Judith
- Original Message
From: Keith McCombs <[EMAIL PROTECTED]>
To: amibroker@yahoogroups.com
Sent: Sunday, February 17, 2008 12:32:02 PM
Subject: Re: [amibroker] trim your posts
Sidney --
I disagree!!!
For the reader of a long thread, it is
Sorry, maybe it is my mail reader, I take it as html, not plain text.
What I got recently were 90 kB mails with a massive number of strung out >
symbols with several hundred lines of a word or two on each line trailing off
to a single character on each line. Certainly nothing anyone would
Sid - You have been here for quite a while, so I imagine you have seen the
posts by others requesting that we *not* trim the past messages because it is
easier to follow the history that way. That is the approach I happen to like
also, but either way will never be able to please everyone I guess
Sidney --
I disagree!!!
For the reader of a long thread, it is much easier to drill down through
the 'clutter' than to jump backwards over unrelated threads to find out
what someone is talking about.
If you don't like the 'clutter' just don't read it. That's easy, isn't it?
-- Keith
Sidney
Hello Everyone,
Looking for some expert help on using ZenFire and Amibroker. ZenFire (RT) is
one of the best and newest data feeds in the US. Would involve chart trading
and plug in dll development. Users would pay a monthly fee as in Ninja
Trader. Stringent criteria demands by ZenFire.
E-mail
Louis P. and Steve D.
Hey, would you guys please trim off the excess trash on the bottom of your
posts.
Have you actually looked at what you are sending out?
Once you have established the context of your response please trim off the
clutter.
Thank You
Sid
Is the mid-level, or low-level, backtester interface the least complex
required to open trades for redundant entry signals?
Let's assume that the entry vector's True values are converted to
sigScaleIn values prior to the custom backtest interface being enabled.
Let's also assume trade exits are b
Hmmm: with custom backtester interface, can position size be set as
number of contracts based on a multiple of margin deposit?
The Portfolio Backtester Interface Reference shows sig.PosSize as a
float, positive as dollar value or negative for % of account. Doesn't
look like it can be done, but m
planning to run realtime scan from indicator window on a watchlist of 50
stocks, if it's not, what is the solution to force AB to backfill those 50
tickers before scan running.
thanks
Never miss a thing
Hi Brian_z --
You wrote:
" I claim that the subjective plays a big part in successful trading
(a.k.a trading psychology)."
I am in complete agreement with you. The method I recommend for handling
the psychology aspect is to address it at the beginning of the trading
system development process.
Hi Chris --
You can get that information if you use Custom Backtester. Search AmiBroker
Help for Portfolio Backtester. Then scroll down to the section that
explains Exit.
Thanks,
Howard
On Feb 17, 2008 3:22 AM, ChrisB <[EMAIL PROTECTED]> wrote:
> Howard
>
> Always appreciate your replies.
>
I'm coding up some direct chart trading AFL scripting and it's crying
out for variables which can retain their values through multiple runs
WITHOUT calling a pair of fuctions to get it done. Wouldn't coding
AFL be a whole lot easier on the fingers and eyes if this were
allowed? :
static inT
Please search for posts by Mr. Tsokakis and Mr. van den Bergen for
further assistance. Their work and example codes would be VERY
usefull.
--- In amibroker@yahoogroups.com, "Prashanth" <[EMAIL PROTECTED]> wrote:
>
> Tsokakis is the function you need to use. Include a inWatchlist()
> condition so
AddtoComposite is the function you need to use. Include a inWatchlist()
condition so that only your required Watchlist is used.
Cheers
Prashanth
- Original Message -
From: "paulradge" <[EMAIL PROTECTED]>
To:
Sent: Sunday, February 17, 2008 7:22 PM
Subject: [amibroker] custom index creat
Hi all,
time to ask after digging through the help section,,,
can i create an index of a watchlist that i've created myself,,,???
if so can anyone point me in the right direction of where to read up on this
please
regards
Paul
Hi All,
The Las Vegas AmiBroker conference is just a few days away. Wow!
It starts this Thursday and Friday with Howard Bandy's workshop and
the conference is on Saturday and Sunday.
It'll be good to see a lot of the people who have come for years, and
to meet all the new people who are comin
Hello,
In that case take a look at files section:
http://finance.groups.yahoo.com/group/amibroker/files/
there is "TradeSimFns(rev 1.5).zip" file that does what you are after
(i.e. generates TradeSim signal file from AB exploration).
Best regards,
Tomasz Janeczko
amibroker.com
- Original Mes
Hi Brian
Thanks for this extra comment.
Your immediate prior post had me confused because by PF I assumed you
meant Profit Factor and
the nearest I can understand this, is that
Profit Factor = Gross Profit / Gross Loss
or as in the AB reports:
Profit Factor = Total Profit / Total Loss.
I didn'
Howard
Always appreciate your replies.
Had hoped to be able to access the differing Sell values as per
Sell = whatever; // is Sell == 1 value
Applystop( StoptypeLoss, ...); // is Sell == 2 value
Applystop( StopTypeProfit, ...); // is Sell == 3 value etc
to do this but I cannot get it to wor
Visit the user's knowledge base and see the function/example
PersistentVarAddLine( VarName, Line ) in the post on Persistent Variables:
http://www.amibroker.org/userkb/2007/04/24/persistent-variables/
best regards,
herman
--
From: "James Quillian"
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