Dear teman-teman,
Pembelian AmiBroker gelombang dua telah dilaksanakan pada hari ini.
Dibahwah ini adalah daftar pembeli yang sudah melunasi pembayaran s/d tgl 7
Mei pukul 24:00, harap di cek nama kalian masing-masing:
1 Alam Chandra
2 Alex Lie
3 Anang Istadi
4 Andi
Dear rekans,
Sy trader dadakan yg trading krn ga ada kerjaan lain sejak 2007, dimana waktu
itu pilih saham apa aja pasti untung krn market lg uptrend. Ibaratnya lempar
pancing pasti ada ikan yg nyamber. Pengalaman pertama dgn situasi bearish adl
bulan agustus wkt issue subprime keluar, dmn
Salam kenal semua nya
Pak dendo bisa share AFL untuk Rainbow chart spt yang digunakan pak
Vier di blog ?
Terima kasih sebelumnya
Pak, saya pengguna linux xandros, mau coba install amibroker juga.
boleh di share download Winenya dimana pak? trial version atau gimana
tuh pak? butuh space harddisk berapa banyak? thanks infonya.
--- In amibroker-4-bei@yahoogroups.com, Cumi Bakar [EMAIL PROTECTED] wrote:
Saya mau lapor aja
coba liat di winehq.com atau cari di google dengan keyword wine
windows emulator. it's a free application.
Amibroker jalan baik di Linux Ubuntu 8.04 saya.
On 5/8/08, hendro_ongkowijoyo [EMAIL PROTECTED] wrote:
Pak, saya pengguna linux xandros, mau coba install amibroker juga.
boleh di share
Pagii Semua..
Saya newbie ,mas .Mungkin nasib saya sama dengan Pak Ogleng, dulu
pakai ada software Mxx, setiap kali scanner malah sering loss
nya..sekrang alhamdulillah dengan pakai amibroker, lebih ke bantu
sech,
terutama dengan komunitas ini dan scanner2 setalah market buka..
karena data sudah
Pak Otty,
Rainbow Chart itu ada di Pattern Explorer
Bapak tinggal klik Charts, Pattern Explorer, Basic Charts: Rainbow Charts
Kelihatannya banyak yang suka tampilan Rainbow Charts ya!!
Semoga membantu
Regards.
- Original Message
From: otty_pras [EMAIL PROTECTED]
To:
If one does not have agility and emotional fortitude, then he/she better stick
with support and resistance.
- Original Message
From: scourt2000 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Thursday, May 8, 2008 10:50:32 AM
Subject: [amibroker] Re: Jake Bernstein Momentum
It depends on your own psychology. Whether you believe in mean
reversion, or whether you believe price is a train, and how strongly,
will dictate what is easier for you.
This is the basic dichotomy: mean-reversionists versus price is a
train people.
And of course both are right; just never at
Paul,
I would love to talk over your proposition in more depth but as you
can guess, I am busy at the moment.
Keep in mind that I assume I understand what you are talking about
which is not always the case (without some concrete examples)/
Also I am not certain what you mean re the
Yuki,
Surprized that you of all people left out the third way (the darkest
moment of the night is the seminal birth of the dawn (from
Conficianism or the Tao?)
So, for reversion to mean traders, at the point where this ceases to
be a 'trend reversion' and becomes instead a 'trend reversal'
20 - (- 9.3_ == approx delta 30% PA in my books.
Thanks Yuki for confirming this.
Now I don't have to post a 30% system (as I promised Louis) to prove
my benchmark is correct.
Actually I agree with both you and Steve (the real problem is
semantics since IMO close analysis would show that most
Hello,
Something may be wrong with individual watch list files (.tls) inside Watchlist
subfolder.
You need to rename WatchList subfolder in the database and retry.
Please note that manual (outside AB) manipulation of watch list files
should be performed carefully and only when AmiBroker is
just thought I'd see if anyone else is running Amibroker on a mac? I am running
it on my
macbook pro using a FusionVM ware virtual XP and Vista machines. Fine on XP
v.slow on
Vista.
Is there any plans to produce a native OS X version?
Simon, JS,
Give me the weekend to review my VB downloader and update it to make it
more generally useable. Will try to post it by Sunday night/Monday
morning.
In case I forget (likely), remind me by writing to [EMAIL PROTECTED]
BR,
André
André Huwyler
Private Banking Investment Services
system test results formulas etc.
Does anyone know if there is any kind of central repository of Amibroker system
results? It
seems crazy to think that hundreds/thousands of people are busy trying to
produce usable
trading systems and spending lots of time repeating what others have already
I agree with you 100%
I am working on a new project that I hope will have a trading system
library.
I don't envisage that people will give away their top systems But I
see no reason we can't accumulate our results for systems that are in
the 'public domain' already e.g MA crossovers,
Also, Tomasz already has AB supported facilties in place if you want
to do something about it now
http://www.amibroker.org/userkb/category/trading-systems/
brian_z
--- In amibroker@yahoogroups.com, brian_z111 [EMAIL PROTECTED] wrote:
I agree with you 100%
I am working on a new project
I guess you missed my 2nd mug [below] that questioned whether the probe was
with index.txt.
As somewhat expected, restarting AB after renaming the Watchlists folder gave
the same runtime error.
What now?
[This box has Vista sp_1 and running AB as Admin didn't help]
--
From: [EMAIL
I cannot see any picture, the same with the original post.
Any chance to post the picture in the Files section?
btw a dedicated plugin covering historical data with Bloomberg would
be much appreciated.
regards,
Paolo
--- In amibroker@yahoogroups.com, Jerry Gress
[EMAIL PROTECTED] wrote:
Paul,
This might help...
http://uk.finance.yahoo.com/q/cq?d=v1s=cl5+ng5+gc5+si5+al5+hg5
Cheers,
Lal
- Original Message
From: paulradge [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Thursday, 8 May, 2008 10:33:17 AM
Subject: [amibroker] commodity charts
does anyone know if
does anyone know if it's possible to import free commodity charts with AmiQuote
into Amibroker ??
ie copper,zinc,nickel etc etc
regards
Paul
Personally I don't see in sample results as totally worthless nor as
particularly worthwhile ... I only see them as an initial yardstick
which results in a decision of whether or not additional work is
warranted i.e. if you can't make it work in sample then there's
probably no point in looking
JB,
A quick search for on this list will show that there are several of us
that have posted about running AB on our Mac OS X machine with XP on a
VM. I run it on a 20 iMac (backup) but mostly now on a Quad Core Mac
Pro using Parallels. It keeps one of the four cores busy close to
100%.
Hi All,
I'm trying to cumulate the values of one array into another. The
values of the first array range from -100 to +100. I'm using the Cum()
fucntion to cumulate this array, in the simple form,
Array2=Cum(Array1);
However, debugging (because I'm not getting the value I expect in
Array 2 -
IS metrics are always good because we keep optimizing until they
are (or words to that effect by HB) which is true.
It is not until we submit the system to an unknown sample, either an
OOS test, paper or live trading that we validate the system.
Discussing your points:
IMO we are talking
Yes, that is true.
What I am suggesting is that if the OOS holds up then I can use the
combined metrics of the IS and the OOS in say, Money Management or
other downstream analysis (assuming that the system rules remain
unchanged from the IS top model to the OOS validation).
When you say they
I am not sure if 8000 people on this list are interested in your individual
problem.
You could really use regular support channel.
As to your question, please follow troubleshooting steps as described in the
User's Guide:
http://www.amibroker.com/guide/x_troubleshoot.html
Best regards,
Tomasz
Hello,
I use Esignal for my data provider to follow CDN stocks. Along with
AB I also use Multicharts for technical analysis. With MC I can get
the commodity continuous contracts even though I am not subscribed for
commodities yet with AB I can't seem to get the continuous contracts
to come up.
While optimization can be employed to search for a good system via
methods utilizing automated rule creation, selection and combination
or generic pattern recognition most people typically use optimization
to search for a good set of parameter values. The success of the
latter of course
Hello,
I have a chart code that was developed for me with specific colors
based on the Ergodic indicator. I would like to change one of the
colors from a blue to a pale blue but can't find that part of the code
which would allow me to do so. Would someone who is very knowledgeable
with AFL please
Hello,
If you are NOT subscribed to particular market, you can
get END OF DAY data only.
=
Using AmiBroker it means creating database
that has Base Time Interval set to End-Of-Day.
Then GC #F will work for you.,
Best regards,
Tomasz Janeczko
amibroker.com
- Original
I run amibroker on an XP virtual machine with VMware Fusion. No
problems.
Would love a native mac OS version, but I cannot see how it would make
economic sense for Tomasz :-(
After using a mac, I will never buy another windows machine! And I now
tell all my family and friends that they won't
Hi all,
I'm using about seven window in two monitor, some of them it is smaller
then other , I have set the Number of quotations in a chart to 120.
it is work good for main chart window , but the other chart window I
have to zoom in to view it clearly .
My question:
Is it passable for me to
--- In amibroker@yahoogroups.com, Tomasz Janeczko [EMAIL PROTECTED] wrote:
Hello,
If you are NOT subscribed to particular market, you can
get END OF DAY data only.
=
Using AmiBroker it means creating database
that has Base Time Interval set to End-Of-Day.
Then GC
Thank you Tomasz for the help.
Tim
--- In amibroker@yahoogroups.com, Tomasz Janeczko [EMAIL PROTECTED] wrote:
Hello,
If you are NOT subscribed to particular market, you can
get END OF DAY data only.
=
Using AmiBroker it means creating database
that has Base Time
If you are going to use the IS performance metrics how you suggest
then not only don't you believe they are worthless, you believe
they
are more worthwhile then I do ...
Only under the circumstances I mentioned (when the OOS is validated) -
just an idea - interested to hear what you
--- In amibroker@yahoogroups.com, brian_z111 [EMAIL PROTECTED] wrote:
Re testing on several stocks.
If the system is 'good' on one symbol, (the sample size is valid) and
it is also good on a second symbol (also with a valid sample size) is
that any different from performing an IS and an OOS
I will stick to my prediction that around 30%PA EOD trading is a
limit for indicators that use lookback periods and that to achieve
more than this requires a different approach (as I say you are both
correct except I believe that Steve is talking about 30%PA returns).
Is this just your opinion or
It's just an opinion, but it is based on observation.
I'm referring to systems designed by optimising lookback periods.
I'm happy to be proved wrong ...so you are saying we can achieve
better than 30-40%PA, on long term average (through various market
cycles) using 'optimisation of lookback
BTW Fred,
Have you considered posting an article on Batman to the UKB - it
doesn't appear to get its fair share of attention at present.
brian_z
--- In amibroker@yahoogroups.com, Fred [EMAIL PROTECTED] wrote:
If you are going to use the IS performance metrics how you suggest
then not only
I run Amibroker on a mac. I switch between using Fusion/XP and Crossover
(Wine). I Do all my testing and strategies on the Fusion/XP partition and
actual trading using crossover. From what I've heard (not my own experience)
Vista is a little problimatic and should not be used on the virtual
Hi Brian and everyone,
What exactly do you mean by optimisation of lookback period?
I had a lot of fun reading this thread. I wonder what is better:
support/resistance breakout or reversion to mean. Worked with both; don't
know yet what works better. I've seen people been sure of their
If your trading system rules are based on things like buy when the
short term moving ave crosses the long term moving ave.
The MA is looking back so many periods to make its calculation e.g. MA
(C,15) is looking back 15 periods.
If you test a range of MA periods, to select your best MA
hi,
While optimization can be employed to search for a good system via
methods utilizing automated rule creation, selection and combination
or generic pattern recognition
anyone care to explain how this works? Some kind of inversion technique? Here
is what I want now give me the rules to
Thanks Brian. Indeed, that looks like prehistoric stuff...
BTW, what is your opinion about the S/R breakout vs reversion to mean
debate?
Thanks,
Louis
2008/5/8 brian_z111 [EMAIL PROTECTED]:
If your trading system rules are based on things like buy when the
short term moving ave crosses
I can't say much more about it then what's in the doc in the zip in
the files section.
--- In amibroker@yahoogroups.com, brian_z111 [EMAIL PROTECTED] wrote:
BTW Fred,
Have you considered posting an article on Batman to the UKB - it
doesn't appear to get its fair share of attention at
I'm referring to systems designed by optimising lookback periods.
Let me start by saying I am primarily a discretionary trader and I
don't do much in the way of optimizing, I consider it curve fitting.
When your data set changes character your optimization breaks down.
Using a fixed look back
There's a simple example of this in the UKB under Intelligent
Optimization ...
--- In amibroker@yahoogroups.com, Edward Pottasch [EMAIL PROTECTED]
wrote:
hi,
While optimization can be employed to search for a good system via
methods utilizing automated rule creation, selection and
thanks. Will have a look,
Ed
- Original Message -
From: Fred
To: amibroker@yahoogroups.com
Sent: Thursday, May 08, 2008 5:42 PM
Subject: [amibroker] Re: Fitness Criteria that incorporates Walk Forward
Result
There's a simple example of this in the UKB under Intelligent
I wonder what is better: support/resistance breakout or reversion to
mean.
There is no better, just different.
Let me 1st define what S/R means to me, it is a place where prices
have previously stopped and reversed direction. S/R points frequently
get retested. They are not exact numbers, over
Greetings all --
I am coming to this discussion a little late. I just returned from giving a
talk at the NAAIM conference in Irvine. Some of the discussions I had with
conference attendees was exactly the topic of this thread.
If you are using some data and results to guide the selection of
Hi,
I checked into archives about this error. It's very stressful to live
with that.
My database is three future contracts in 1 minute bar in real time,
and one index in one minute.
I ran a backtest on the running contract ( in RT) and I displayed the
older contract ( last month) to run the
Hello,
From what I observed this only happens with newest TWS versions and old
versions work fine.
IB developers changed error codes since last version of IB plugin was updated
therefore
previously working error handling can not catch new error codes
Later today a new release of IB plugin will
Hello,
As promised:
http://www.amibroker.com/devlog/2008/05/08/interactive-brokers-data-plugin-v170-released/
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: Tomasz Janeczko [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Thursday, May 08, 2008 9:14 PM
Greetings all --
I was asked in a private email if the presentation I gave at the NAAIM
conference yesterday was available.
The title of the talk is How to Build an Effective Trading System,
and Build Confidence that it will be Profitable.
There may be general interest in reading it. Yes,
Hello,
This email message is a notification to let you know that
a file has been uploaded to the Files area of the amibroker
group.
File: /Setting DDElink with Bloomberg_correct.png
Uploaded by : pcavatore [EMAIL PROTECTED]
Description : DDE Settings for Bloomberg
You can
Forgive my ignorance... but what exactly do I do with this .dll
file...? I assume I have to put it somewhere...?
Thanks
--- In amibroker@yahoogroups.com, Tomasz Janeczko [EMAIL PROTECTED] wrote:
Hello,
As promised:
Hi All - I am thinking about buying another computer for running optimizations.
I can buy the computer with or without a monitor, and to keep the price down I
would like to buy it without and just use an old monitor I already have. If I
included a monitor in the purchase, my choices are limited
How can I create an exploration using intraday cummulative volume as
an AddColumn function. I've tried timeset1minute-but I get yesterdays
volume. I tried changing my settings daily to minutes and I got
readings for the last minute. I thought I had it going but today my
data was way off.Any
Hello,
Easy, download the new IB.dll to Program filesAmibrokerPlugIns. Be sure
and save the old IB.dll either under diff name or separate folder.
TJ where is TWS API 9.41? IB lists TWS 884 with a date of May 8?
Jerry Gress
Stockton, Ca.
-Original Message-
From:
The video card in my 1 year old desktop works equally well with a
new 24 flatscreen LCD and a 7 year old 21 CRT monitor.
As an aside, if you're running Windows XP, you could just use remote
desktop to access the new machine(s) from the current machine/monitor
setup (i.e. no need for a second
Hello,
Could somebody verify that changing number of sheets from 2 to 1 for AB to
load at startup under AB 5.09 will cause complete lock up on next start!!
Had this happen twice. Please make sure you have back up (All Files).
Or can I re-claim the title of Only I can make this stuff
I had a similar experience a long time ago. Ended up
reverting to previous settings
Joseph Biran
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] On Behalf Of Jerry Gress
Sent: Thursday, May 08, 2008 4:32 PM
To:
Hi Lal,
thanks for your reply and link,,
what i did was create a new database and i used the quote thing to import
$copper from msn historical,,,
amibroker recons it imported it but there's no new file in the database
i was hoping to import all the base metal charts but it
You may need an adapter (DVI to .) depending on your monitor
input connection. It is normally supplied if you buy a
graphics card, may not be included in a computer system (try
convince the dealer to through it in)
Joseph Biran
From:
As Yuki said, they are both right, but not at the same time.
The company, and dicussion, around the coffee table is good but as
Ralph Vince said trading is not an intellectual exercise, it is more
like a street fight.
Forget right or wrong - get in there and beat the heck out of every
Bill,
I am happy to take 30%PA anyday and anyone who consistently gets
that, anyway at all, is a qualified trader in my eyes (respect to
them).
My own favourite style is more aligned to yours, except I am not
discretionary.
Yes, I am interested in the alingment of cycles across timeframes (I
Howard,
Thanks for a very nice summary of the framework.
I would say that, since the training search is exhaustive (therefore
we must have identified all possible candidates for the strategy) the
best we can hope for, in the guidance phase, is to change our choice
of top model to one or
I have been thinking through the process of evaluating the goodness of a
trading system using AB metrics and have become perplexed. Can someone who
has unravelled this issue previously help?
There seem to be two general approaches to portfolio sizing while doing a
back-test.
The first is to
Change your time frame to daily and your volume will be the total volumr for
the day from intraday data.
burlap58 [EMAIL PROTECTED] wrote:
How can I create an exploration using intraday cummulative volume as
an AddColumn function. I've tried timeset1minute-but I get yesterdays
volume.
You can control exactly how much is allocated to each trade, by using
custom backtester logic, without having to manipulate any statistics.
For example; I have a script that calculates position size based on a
number of factors, but then prevents the position size from exceeding
a realistic
I've been doing it that way, but today it's not right. V (daily)
gives me 1,120,674 for volume for LNN, while the Realtime quote gives
me 406,000 and IB gives me 403,000. V minute timeset gives me
1,120,674 also. Any explainations would be appreciated. Thanks, Lloyd
--- In
I have been using the StudyID function to place buyorders with
IBController to TWS, but what I really want is to place a buystop
order. I set up my entry by placing the horizontal line, set up the
target and the stop in the same way. Then I initiate the order into
TWS but do not transmit. I
Thirty percent a year, compounded, is an incredible wealth-generating
rate of return. It doubles money every 2.4 years. Starting with
just US$50K, you'd have more than 800K in a decade. Needless to say,
if you could continue just a handful of more years at that rate ...
It is a rate of return
Personally I couldn't find any value in the guidance phase which I allowed
for in IO for a couple of years and have since removed the capability.
_
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of brian_z111
Sent: Thursday, May 08, 2008 8:32 PM
To:
Has anyone ever put together some code to calculate a fund's capture ratio.
How would one go about doing that?
From one definition I have found:
To calculate the up capture ration, we first isolate all monthly returns
for a fund and its benchmark during the periods then the benchmark had a
Hi Mike,
Thank you for your response.
I am comfortable with the Custom Back-tester and know how to limit trades
to a realistic maximum.
My concern is that once you reach the clamped effect as you put it, you
would, in real life, take-out the excess (buy the Red Porche?). However,
Hi Brian --
I tend to agree with Fred. I, personally, do not use the guidance data
set. If you want to use it, and you are looking for consistency between the
two data sets, that might be valuable. But another measure of that is
simply the equity curve and other performance stats over both
Presactly . I term this to be a parameter sensitivity analysis . This is not
unlike what one can do inside AmiBroker with the 3d plots when one has a
system with two optimizable variables.
Getting a handle on parameter sensitivity is more difficult when one can not
produce the 3d graphs
Thanks to you both.
IMO simplicity is best so I will bias towards 'sensitivity' tests at
the IS phase (I agree that should do the job but I will keep an eye
on the value of a guidance phase until I get some more personal
experience with it).
Cheers,
brian_z
--- In amibroker@yahoogroups.com,
Hi Brian,
Thank you for your comprehensive reply,
I agree with you that System Development and Evaluation (SDE) and Money
Management (MM) are probably the most important aspects of freelance
trading. If you get these right most of the rest is operational.
At this time I thought my question was
Hi Brian again,
I have not read any of Ralph Vince but I will follow that lead up. This is
a area I need some more theoretical understanding.
Regards,
Robert
Melbourne, Au
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of brian_z111
Sent: Friday, 9 May 2008
I can see there have been a lot of discussions, mostly centred around
the processes and/or the methodology of optimization. While these are
good discussions, and with many points of views. I wonder if there
are any quantitive research being done to verify the different points
of view. I have
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