I guess so. I'm not familiar with the binary editor.
I have no idea why they got blanked out - TJ would know.
d
_
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of Steve Dugas
Sent: Friday, April 18, 2008 10:57 PM
To: amibroker@yahoogroups.com
Subject: Re: [amibr
Ah, thanks D. So I guess the null is represented by a period in the binary
editor? ( since it showed a period between each letter and 2nd character set
was always "00" ). Would you have any idea why these label definitions got
blanked out somewhere along the way during the export/import process
Your X is actually 2 characters - the 0A is a line feed char and the 00 is a
null.
FYI.
d
_
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of Steve Dugas
Sent: Friday, April 18, 2008 10:05 PM
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] Copying registry
Sure, glad to. I just figured that if changing the registry changed the labels,
then the labels must be defined somewhere in the registry. So on the *source*
computer, in RegEdit, I chose a label name and searched for "Interpretation". I
found it and could see where it was originally defined. Al
Hi Mike,
Thanks for your reply. I understand what you say, but personnaly I would
appreciate to see other results than best results, because it makes it
possible to adjust a particular system. As an example, let's say that my
20,50 cross was first and now is second, hence the walk-forward choose
Louis,
I don't think that you are understanding how walk forward works. You
always want the *best* values for use in the next OOS. What you have
to understand is that after the last IS period, you will have a new
set of parameter values that you start trading *live* tomorrow.
You don't want 2n
Hi Mike (and everyone),
The problem I have with actual walk-forward is this: each parameters are
tested only once. As an example, if I choose a Cross ma (c,20), ma (c,50);
and optimize the two variables, each time it will only be tested once. But
there could be many results with the same variabl
when you create the composite have one field using 1, eg
addtocomposite(1,"~XXX","I");
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
On 19/04/2008, droskill <[EMAIL PROTECTED]> wrote:
> Thanks - that's helpful - I'm just trying to figure out how to
> incorporate that into
Hello,
First make a back up copy of your data before 'playing' around with a cure.
Second as I vaguely recall from experiencing the same problem, the data is
there but some other formula is corrupt (indicator?). So is everything else
working, also what was the last thing done?
Anyway have you a
Hello,
1. Yes I understand. Having them as a part of HTML report is actually planned,
but can't give you date yet.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: "droskill" <[EMAIL PROTECTED]>
To:
Sent: Friday, April 18, 2008 10:58 PM
Subject: [amibroker] Re: AB
I'll take a stab at a few suggestions, given in-line...
--- In amibroker@yahoogroups.com, "droskill" <[EMAIL PROTECTED]> wrote:
>
> Well, it's been about a month since I started working with AB and
I've
> had time to think about what features I think are missing from the
> application. Now, it m
Tomasz - thanks for the reply - here's my thoughts:
1. I was talking about adding the reports/charts to the current report
feature (as accessed from AA). From my point of view, I don't want to
be constantly switching layouts to see this kind of stuff. But you're
right - you can achieve probably
Hello,
1. You can have ANY chart you imagine. Why don't you just create a layout /
template
that contains all necessary portfolio charts. There can be as many customized
equity charts as 16 per sheet and there are upto 60 sheets. Contrary to
"other"
platforms that are closed and hard coded, Am
Louis,
That's the whole point of walk forward analysis! The goal is to enter
each new OOS period with parameter values *most relevant* to what the
market is about to offer. When parameter values change, it is not a
sign of failure. It is a sign of adaptation to changing market
conditions.
If
Well, it's been about a month since I started working with AB and I've
had time to think about what features I think are missing from the
application. Now, it may well be that they either exist and I've
missed them, or that they are planned (I'm not yet able to see the
list of features in the next
Hi Thomas,
I understand what you mean and I agree with you on what you say. My concern
is more about what to do when each IS and the following OOS uses some
parameters and then each new IS-OOS uses another parameter. Moreover, all
those parameters are (as far as I know) the best-of-many and they
Thanks - that's helpful - I'm just trying to figure out how to
incorporate that into a scan without it executing on every symbol
everytime.
--- In amibroker@yahoogroups.com, "Joe Landry" <[EMAIL PROTECTED]> wrote:
>
> droskil
> Here's one way but I think it's going to depend on what operation
you'
droskil
Here's one way but I think it's going to depend on what operation you're in. Is
it AA, then you can count each symbol as you step through it. If you're using
the custom backtester then I don't know.
Here's a clip from years past. Pull the list of symbols then count them within
the FOR
Hey all - is there anyway to count the number of symbols in a
watchlist? I want to make an AddtoComposite-created index a % rather
than a hard number. Is there a function to do this?
Thanks!
Looks pretty good - although I converted it to a line from histogram
(personal preference!).
thanks!
--- In amibroker@yahoogroups.com, "tradingarthur" <[EMAIL PROTECTED]>
wrote:
>
> Hi,
>
> I have taken the formula from below and put into regular BB
> indicator. How does this look?
>
> P = Pa
> The problem with that is the following: let's say my signal is a MA
> crossover, and I optimized each MA. I apply a walk-forward of 3
> months, and each time the MA Crossover is different. So, in the end,
> if the OOS is worse than IS, I don't know much more because each time
> the walk-forwar
Kazaan,
yes, you can do this by replacing Optimize() in your code by the
ParamOptimize function mentioned on
http://www.amibroker.com/guide/afl/afl_view.php?id=107 . Just save that
formula in your include folder and add #inlcude to
your formula.
After optimization you can click the Parameter
Hi,
If I wish to backtest one of the parameter combinations from an optimization
report and see the trade signals marked on chart, I manually edit the AFL
to put in the parameters I want to see, as the default values in the
Optimisation function, and run the backtest. I do this for every parameter
I have corrected the gross oversight where I failed to apply a simple
test for the effect that ordering has on the K-ratio.
It doesn't stand up too well, but the same thing would apply to all
metrics that use linear regression I guess.
Due to the semi-random nature of the markets, ordering of a
The problem with that is the following: let's say my signal is a MA
crossover, and I optimized each MA. I apply a walk-forward of 3 months, and
each time the MA Crossover is different. So, in the end, if the OOS is
worse than IS, I don't know much more because each time the walk-forward was
acti
Grant & Gerry,
I have added another worksheet to the K-ratio.xls file in the file
section of this group.
Instructions are included - you can change the inputs to 'stress
test' the K-ratio with different types of equity curves.
I am confident the file allows us to form a reasonable view on the
D
> As to your book drop - try reseating the cards inside the computer
>and see
> if that helps.
You were spot on.
I got the files back that I had ready for Gerry and Grant.
My tech guy doesn't see me again for three years in a row but it was
a bad day for the spiders.
Thanks for your help,
Hello all,
Can anyone tell me how I can delete older data from my real time tick
database in Amibroker. The huge size of the database is making real
time and even offline imports very slow.
Please Help.
Warm Regards,
Kapil
Hi,
I have taken the formula from below and put into regular BB
indicator. How does this look?
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 100, 1 );
Width = Param("Width", 2, 0, 10, 0.05 );
Color = ParamColor("Color", colorCycle );
Style = ParamStyle("Style");
lowerBB =
Hello,
I am trying to look at tick data backfilled from IQ, but I cannot
scroll over the bar using left/right cursor arrow in the price chart
or any other indicator.
I have to click on single bars to show data.
Why?
Thanks
Ly
Do you care to summarize how you fixed the labels? It might
come in handy in the future
Joseph Biran
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] On Behalf Of Steve Dugas
Sent: Thursday, April 17, 2008 9:37 PM
To: amibroker@yahoogr
31 matches
Mail list logo
