Related question: I want to reference another signal on a different
timeframe - how would I do that? Say I want to see if the SPY cross
the 200ma on a weekly basis and my system is on a daily basis?
--- In amibroker@yahoogroups.com, "Louis Préfontaine" <[EMAIL PROTECTED]>
wrote:
>
> Hi,
>
> You
Hi,
For some reason, half of my tickers in my intraday list have data only for
2008. If I click manually on each of them and click "backfill" I can get
the data back to the beginning of 2007 (which is what I want), but if I do a
random backtesting or scan with backfill RT option chosen, the only
The mathematical expression(s) OR antecedents of PowerFactor are:
where
Wins == 55
Losses == 45
ave%Won == 3
ave%Lost == 2
PowerFactor (notational format) is 3^55/2^45
InitialEquity == 1
then
finalequity == 1 * 1.03^55 * 0.98 *45 == 2.047485;//PowerFactor
equation
POF (geometric mean) == (2.04
PowerFactor is part of, what is for me, a rather ambitious project.
I can't do it justice in an off the cuff post (that would be prone to
confusing both of us) - so you don't go away empty handed (everyone
gets a prize).
RalphVince's work is based on estimating the optimal fraction of our
capt
Hi,
You can try:
abc= foreign ("ticker-symbol",c)
and replace "ticker-symbol" by the correct ticker, and then you can use
"abc" as an easy way to do whatever you need to do on the other ticker.
I hope it helps,
Louis
2008/4/5, thomasdrewyallop <[EMAIL PROTECTED]>:
>
> I want to trade an equi
Thank you TJ and Steve Dugas.
Best regards,
Jan Malmberg
_
Från: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] För
Tomasz Janeczko
Skickat: den 6 april 2008 00:46
Till: amibroker@yahoogroups.com
Ämne: Re: [amibroker] Maximum bars question.
Hello,
Change 200 in the pa
Herman
We seem to be 'dry' on UPI!
Here's a start:
http://en.wikipedia.org/wiki/Ulcer_Index
Calculation
The index is based on a given past period of N days. Working from
oldest to newest a highest price (highest closing price) seen so-far
is maintained, and any close below that is a retraceme
> Hope that gives you something stimulating to think about.
Dude, I'm totally overstimulated! Do you have a formula for PowerFactor?
BTW where did you end up settling in Australia?
GRANT
brian_z111 wrote:
> Grant,
>
> Apologies for late comments (I've been to the beach but mentally
> flagged yo
use the foreign() function to creat your signals. See help files for
Foreign().
- Original Message -
From: "thomasdrewyallop" <[EMAIL PROTECTED]>
To:
Sent: Saturday, April 05, 2008 3:49 PM
Subject: [amibroker] Trading an equity based on MA crossover of another
equity
>I want to trad
I want to trade an equity based on the MA crossover on another equity.
Could you help me understand how to do this?
Many thanks,
Drew Yallop
Hello,
Change 200 in the param function with any higher number you want. Time to read
the User's Guide:
http://www.amibroker.com/f?param
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 200, 1, 10 ); // change 200 with anything you
want to increase maximum parameter
Plot( M
Thanks Chris,
You solved my problem!
Louis
2008/4/5, ChrisB <[EMAIL PROTECTED]>:
>
>Reinsley and Louis.
>
> Here is my take on the arrows:
>
> There are two types of tradesignals you can display on the charts
>
> 1. The backtest generated Buy/Sell or Short/Cover arrows.
> 2. Any arrows, shap
try SP = Foreign("^GSPC","C"); and remove RestorePriceArrays();
that works.
-- In amibroker@yahoogroups.com, "gmorlosky" <[EMAIL PROTECTED]> wrote:
>
> Turns out to be the divide by zero error.
> So what is the proper way to write this code ?
> ROCSP = ROC(MA(SetForeign("^GSPC"),13));
>
>
> ---
Turns out to be the divide by zero error.
So what is the proper way to write this code ?
ROCSP = ROC(MA(SetForeign("^GSPC"),13));
--- In amibroker@yahoogroups.com, "gmorlosky" <[EMAIL PROTECTED]> wrote:
>
> I ran this calculation to get the percentage change between the
symbol and a base index o
I ran this calculation to get the percentage change between the symbol
and a base index of the SP500, but I get this strange -1.#J value in
explorer.
ROCSP = ROC(MA(SetForeign("^GSPC"),13));
RestorePriceArrays();
MyRSC = ROC(MA(C,13)) / ROCSP;
AddColumn(MyRSC,"MyRSC",2.2,IIf(MyRSC >=
0 ,colorGr
In the tree on the left, right-click the average you are using and select Edit
off the menu. When the formula editor opens, just change the 200 to whatever
max number you want.
Steve
- Original Message -
From: Jan Malmberg
To: amibroker@yahoogroups.com
Sent: Saturday, April 05
Alex,
Code from Tomasz is in the comments below this KB psot - run it and
a .csv file (one per symbol with quotes) is saved to the AB root
directory.
http://www.amibroker.com/kb/2006/03/04/how-to-export-quotations-from-
amibroker-to-csv-file/
Grahams
http://www.amibroker.com/library/detail.ph
Hi everyone,
I was wondering, AmiBroker only allows 200 bars to be used when displaying
Moving Averages for instance, although the program will display more than
that if you add tons of MAs, which I've tried.
My question is, when writing AFL, can I ask the program to use more than 200
daily
The code here uses a 3-box reversal and ATR.
http://www.amibroker.com/library/detail.php?id=348
I think to change to a set box size (say, 3), you would change the code:
range = Min(260,BarCount/2);
box = LastValue( round(ATR(range)*100)/100 );
Reverse = 3 ; // reversal requirement
Change
I keep getting, in backtesting, the following for Ex. Price: -1#IND.
What does this indicate? Do I have an issue with my quotes or is this
something else?
Thanks!
Hello,
Thanks for your reply. For some reason I cannot download the
attachment you posted. Could you post the attachment as text up here
or send as an email to me please.
Many thanks!
Alex
--- In amibroker@yahoogroups.com, "Prashanth" <[EMAIL PROTECTED]> wrote:
>
> Hello,
>
> Attached is a c
Hello,
AmiBroker 5.08.0 BETA is released now
http://www.amibroker.com/devlog/2008/04/05/amibroker-5080-beta-released/
Best regards,
Tomasz Janeczko
amibroker.com
Please note that this group is for discussion between users only.
To get support from AmiBroke
Hi all,
Would anyone be kind enough to share the Point and Figure code that
utilises the Chartcraft method(not the ATR).Graham has posted code in
the library,but for some reason it has a 2 box reversalas opposed to
3.I am not adept enough to change the code.
Thanks in advance
Allan
Does anyone know why this would cause Amibroker to crash when trying
to optimize it?
Tks
//X = Param("Lookback Length", 126, 2, 252, 2);
X = Optimize("Lookback Length", 126, 2, 252, 2);
DBA = Foreign("DBA", "C");
DBE = Foreign("DBE", "C");
DBP = Foreign("DBP", "C");
DBV = Foreign("DBV", "C");
Hello,
Attached is a code by Graham. Modification should allow you to export Weekly
Data.
Cheers
Prashanth
- Original Message -
From: "dralexchambers" <[EMAIL PROTECTED]>
To:
Sent: Saturday, April 05, 2008 8:01 PM
Subject: [amibroker] Mass export OHLC values from multiple symbols
> H
Hey Chris and Rakesh,
I have no clue what they charge, I'm still trying to get in contact
with them. Yeah... I'm pretty sure they are largely for institutions,
I think the company used to be S&P Comstock. I don't really mind
though because I'm looking for that kind of high quality data stream
Hello,
I'm trying to translate a simple system from Wealth-lab (which I used
to use) to Amibroker. The system is very simple:
- Buy the SPY when the 11-day SMA crosses over the 11-day EMA.
- Sell the SPY when the 11-day EMA crosses over the 11-day SMA.
In AB, I have expressed this as:
EMA1 = E
I would like to have 2 AA screens up at once in a single instance of
AB. How can I do that ?
Hello,
Does anyone have any AFL handy that could export every symbol in my
database as text files?
Text file name = Symbol name
Text file format: Date/Time,O,H,L,C
Time frame = Weekly data
I'd like to run the script and all symbols be exported to a directory.
Thanks,
Alex
I dont think the opentick plugin was written properly. Very unreliable from
my experience.
_
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of jeffro861
Sent: Saturday, 5 April 2008 5:26 PM
To: amibroker@yahoogroups.com
Subject: [amibroker] Re: Opentick datafeed
W
Wouldnt it be easier to forget about tradesim. AB does everything that
tradesim can do and more.
Of course it is your choice, but thats why you have a problem that few of us
have.
_
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of chorlton_c_hardy
Sent: Saturday, 5
Chris
I agree with you - I also went through the 1000+ posts about alertif
and still have problema using it. There does need to be a special
effort to make alertif easier or there needs to be expanded help
files with additional examples. Spending 6 hours going through 1000
posts is not a good
Hello All,
If anyone can help with this problem, I'd be really grateful as I am
completely stuck!!!
Up to recently, I have been using the older version of the code for
transfering the Trades Data from AB to TradeSim. This code was the
one that was set-up for Long Trades only. (I have posted it
Hi Chris,
Thanks very much.
Regards
Steve
--- In amibroker@yahoogroups.com, ChrisB <[EMAIL PROTECTED]> wrote:
>
> That should read..
>
> or look up the
> or look up the
>
> TimeframeGetrPrice function
>
> lwh = TimeFrameGetPrice( "H", inWeekly, -1 ):
> plot(lwh, etc, );
>
>
> Regards
>
That should read..
or look up the
or look up the
TimeframeGetrPrice function
lwh = TimeFrameGetPrice( "H", inWeekly, -1 ):
plot(lwh, etc, );
Regards
ChrisB
ChrisB wrote:
>
> dawsonsg
>
> you could try something like this
>
> TimeFrameSet( inWeekly) ;
> wHigh = Ref(High,-1) ;
> wLow
dawsonsg
you could try something like this
TimeFrameSet( inWeekly) ;
wHigh = Ref(High,-1) ;
wLow = Ref(Low,-1);
TimeFrameRestore( );
WeeklyHigh = TimeFrameExpand(wHIgh,inWeekly,expandFirst);
WeeklyLow = TimeFrameExpand(wLow, inWeekly,expandFirst);
Plot(wHigh," Weekly High", colorPink, styleLine
ChrisB, your text should be place into the KB.
Thanks to you, I place my arrows exactly as I wanted. At this very
moment I realised that Roger's formula was the ideal versatile solution.
Thank you both of you, you've been most helpful.
Regards
--- In amibroker@yahoogroups.com, ChrisB <[EMAIL PRO
Hi Guys,
I have placed the code below into an indicator and put this indicator
onto a daily chart. The result I am getting is not what I would have
expected.
TimeFrameSet(inWeekly);
wHigh = Ref(High,-1);
wLow = Ref(Low,-1);
TimeFrameRestore();
Plot(wHigh,"Weekly High", colorRed, styleLine);
Pl
Grant,
Apologies for late comments (I've been to the beach but mentally
flagged your question before I left).
You might be interested in my generic opinion.
My trumpeting on expectancy, ProfitFactor and PowerFactor are based
on my efforts to identify and understand the root causes of equity
c
--- In amibroker@yahoogroups.com, "Paolo Cavatore" <[EMAIL PROTECTED]> wrote:
>
> Has anyone of you ever come across the problem of properly backtesting
> stop-loss orders at intraday level in order to get the correct High-Low
> sequence within daily bars?
>
>
>
> This is a key point when you w
They are the parent company of eSignal.
On Sat, Apr 5, 2008 at 10:06 AM, ChrisB <[EMAIL PROTECTED]> wrote:
> Hi Arie
>
> What do they charge?
> What is there price format in?
> Looks like a site for large institutions.
>
> Regards
>
> ChrisB
>
>
>
>
>
>
> arievt wrote:
> >
> > Hey Everyone!
> >
>
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