[amibroker] How to correction Missing Data

2008-06-03 Thread Anthony Doank
I have problem missing data. in my chart 2 june and than 4 June, missing on 3 June. How I can repair so the data will be correct as 2,3 and 4 June. Thanks in advance

Re: [amibroker] Re: JimSwindle> US STOCKS DATABASE UPDATE

2008-06-03 Thread cstrader
Sheesh, as in "buck up and pay?" - Original Message - From: "dingo" <[EMAIL PROTECTED]> To: Sent: Tuesday, June 03, 2008 11:35 PM Subject: RE: [amibroker] Re: JimSwindle> US STOCKS DATABASE UPDATE > Sheeesh... > >> -Original Message- >> From: amibroker@yahoogroups.com >> [m

RE: [amibroker] Re: JimSwindle> US STOCKS DATABASE UPDATE

2008-06-03 Thread dingo
Sheeesh... > -Original Message- > From: amibroker@yahoogroups.com > [mailto:[EMAIL PROTECTED] On Behalf Of cstrader > Sent: Tuesday, June 03, 2008 11:32 PM > To: amibroker@yahoogroups.com > Subject: Re: [amibroker] Re: JimSwindle> US STOCKS DATABASE UPDATE > > Well, I'm not sure why any

Re: [amibroker] Re: JimSwindle> US STOCKS DATABASE UPDATE

2008-06-03 Thread cstrader
Well, I'm not sure why anyone needs to pay for stuff that's available free. For instance, CSI is a great vendor, but then Yahoo gets the data from CSI and publishes it for free. What's really needed is the list of tickers, however, and perhaps that can only be done efficiently by paying for it.

RE: [amibroker] Re: JimSwindle> US STOCKS DATABASE UPDATE

2008-06-03 Thread Richard Dale
Hi MM, For securities that are no longer trading we move them to a “holding area” that is away from the normal securities database. For users that subscribe to our delisted historical data (which goes back to 1950) we change the symbol of the delisted security to represent its delisting date (e.g

[amibroker] Re: JimSwindle> US STOCKS DATABASE UPDATE

2008-06-03 Thread marketmonk777
I am really not sure if any of the other sites have anything of value to offer that isn't available at Yahoo. Was just curious and was thinking this might be a way to determine that. --- In amibroker@yahoogroups.com, "dingo" <[EMAIL PROTECTED]> wrote: > > Sure - but you're the only one that's re

[amibroker] Re: JimSwindle> US STOCKS DATABASE UPDATE

2008-06-03 Thread marketmonk777
Richard, How do you handle stocks that are no longer trading? I mean how do you notify your customer base? Or do you just remove it from their hard drives? As I mentioned earlier I use to use TC2005 (prior to finding Amibroker) and was using the chart notes feature to "log" all of my trades. W

RE: [amibroker] Re: JimSwindle> US STOCKS DATABASE UPDATE

2008-06-03 Thread dingo
Sure - but you're the only one that's responded far.. What other sites were you interested in? d > -Original Message- > From: amibroker@yahoogroups.com > [mailto:[EMAIL PROTECTED] On Behalf Of marketmonk777 > Sent: Tuesday, June 03, 2008 10:59 PM > To: amibroker@yahoogroups.com > Subj

[amibroker] Re: JimSwindle> US STOCKS DATABASE UPDATE

2008-06-03 Thread marketmonk777
Dingo, As an alternative to "creating" a database could the program be designed to also provide two text file outputs: 1 showing new symbols and the other "missing" symbols (which would require it to know of it's last download or scan)? MM --- In amibroker@yahoogroups.com, "dingo" <[EMAIL PROTEC

[amibroker] Re: JimSwindle> US STOCKS DATABASE UPDATE

2008-06-03 Thread marketmonk777
Richard, thanks for your comment. I use to subscribe to the TC2005 data service and have nothing but good things to say about them. For a number of unimportant reasons I dropped their service and started using Yahoo. It meets my needs. Although I have noticed more data related issues now that

Re: [amibroker] How to backtest linear regression?

2008-06-03 Thread wavemechanic
http://www.amibroker.com/guide/h_backtest.html - Original Message - From: tradinghumble To: amibroker@yahoogroups.com Sent: Tuesday, June 03, 2008 7:43 PM Subject: [amibroker] How to backtest linear regression? All, I know linear regression has been discussed multiple times

RE: [amibroker] Re: JimSwindle> US STOCKS DATABASE UPDATE

2008-06-03 Thread dingo
I haven't investigated any thing other than Yahoo. If there is a weg site that lists the tickers, etc without having a subscription, etc. then I could prolly scrape it. As designed the program scrapes the data and presents it to you in a grid organized by sector/industry or index or etf then you

[amibroker] Re: Is it possible to backtest this in Amibroker?

2008-06-03 Thread Mike
Hi, After rereading your original question, I may have sent you on a wild goose chase. You don't really need to persist all the PositionScores as is being done in the referenced thread. That was to handle the placing of a subset of *conditional* orders (i.e. limit orders) that may not have res

RE: [amibroker] Adding data to field in existing symbol database.

2008-06-03 Thread Ken Close
Joe: Thanks for the lead...I will check it out. I have had several good suggestions and help and have been busy and am just now starting to experiment with some of those ideas. I appreciate your reply. Ken _ From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of Joe

[amibroker] Re: Running the back test from Optimization report

2008-06-03 Thread yund
After the initial optimization the default values seems to get cached. Therefore, subsequent optimizations will not update the Param default value for backtesting. Is there a way to clear the cache? Thanks, -Dave --- In amibroker@yahoogroups.com, Thomas Ludwig <[EMAIL PROTECTED]> wrote: > > Kaz

RE: [amibroker] Re: JimSwindle> US STOCKS DATABASE UPDATE

2008-06-03 Thread Richard Dale
For what it’s worth, there have been around 2328 code changes this year already on the US markets. That’s about 20 a day. The code changes can be due to a company changing its name (and trading code), or changing its primary listed exchange (e.g. a stock going from NASDAQ to NYSE). This is one

[amibroker] Re: JimSwindle> US STOCKS DATABASE UPDATE

2008-06-03 Thread marketmonk777
I would be interested in this program. But all I am looking for is a program that creates a list of symbols. What would be nice is for it to "compare" a current download to a previous download and have a report generated showing what was added and what is missing. That way I can decide which sto

[amibroker] Re: Is it possible to backtest this in Amibroker?

2008-06-03 Thread tradinghumble
--- In amibroker@yahoogroups.com, "Mike" <[EMAIL PROTECTED]> wrote: > > Hi, > > If you are only allowed to have 3 open positions, then set max number > of positions to 3 in the AA window settings and simply write your > code to set PositionScore to the % change. AmiBroker will do the rest. > >

[amibroker] Re: New IQFeed Client 4.4.0.3

2008-06-03 Thread sidhartha70
I;ve been using the new 4.4.0.3 since it's beta... it works absolutely fine. --- In amibroker@yahoogroups.com, "booker_1324" <[EMAIL PROTECTED]> wrote: > > I am presently using IQFeed API 4.2.1.4 with AB and am reluctant to fix > something that is not broken. Has anyone updated and is using the n

Re: [amibroker] A question about chart & scaling

2008-06-03 Thread apforex
Plot your long term MA with *stylenorescale*: plot( array, "", color, styleline|stylenorescale); itmwh wrote: Hi, I have a question about chart & scaling. I have some long term and short term moving averages on my chart. I need the long term MA to keep my in line with the big trend, but fo

[amibroker] How to backtest linear regression?

2008-06-03 Thread tradinghumble
All, I know linear regression has been discussed multiple times here and I have this piece of code: P = ParamField("Price field",-1); Daysback = Param("Period for Liner Regression Line",21,1,240,1); shift = Param("Look back period",0,0,240,1); // Math Formula x =

Re: [amibroker] A question about chart & scaling

2008-06-03 Thread Graham
you could try adding |stylenorescale to the plot of the long term MA -- Cheers Graham Kav AFL Writing Service http://www.aflwriting.com 2008/6/4 itmwh <[EMAIL PROTECTED]>: > Hi, I have a question about chart & scaling. > > > I have some long term and short term moving averages on my chart. I n

RE: [amibroker] JimSwindle> US STOCKS DATABASE UPDATE

2008-06-03 Thread dingo
There is not a separate list of added / deleted stocks - Yahoo just updates their site on the fly. You would need to build a new list and compare it with those in the database. There is a trail of Yahoo pages that contains what they consider to be the stocks avail in the US - grouped by sector / in

[amibroker] A question about chart & scaling

2008-06-03 Thread itmwh
Hi, I have a question about chart & scaling. I have some long term and short term moving averages on my chart. I need the long term MA to keep my in line with the big trend, but for a specific trading, only short term MA is needed to legitimate a trade. The problem is : it seems that Amibroker

[amibroker] New IQFeed Client 4.4.0.3

2008-06-03 Thread booker_1324
I am presently using IQFeed API 4.2.1.4 with AB and am reluctant to fix something that is not broken. Has anyone updated and is using the new IQFeed Client 4.4.0.3 ?

[amibroker] Re: Finding the base periodicity of any chart through AFL

2008-06-03 Thread sidhartha70
Thanks Graham. --- In amibroker@yahoogroups.com, Graham <[EMAIL PROTECTED]> wrote: > > You use Interval() > > -- > Cheers > Graham Kav > AFL Writing Service > http://www.aflwriting.com > > > 2008/6/4 sidhartha70 <[EMAIL PROTECTED]>: > > Hi All, > > > > I'm programming an indicator in AFL that

[amibroker] Qcharts/Esignal/EOD

2008-06-03 Thread rickmccallister
I'd like to use the backtest function of Automatic Analysis to run through a large part of the US Stock database to look for potential signals I might take towards the end of the day. My system works off the eod/close, so what I want to do is run this about 20 minutes before close to see which

RE: [amibroker] Re: Tomasz... a suggestion.

2008-06-03 Thread Jerry Gress
Hello, The following works for me: Open new chart and chart the Es in one minute time frame, to plot trin as an overlay on the main price chart use: XYZ = Foreign("Trin-NYSE-Ind",Close); Plot(XYZ,"Trin",colorgreen,styleOwneScale|stylenolabel); All symbols under Interactive Brokers. For a sepa

Re: [amibroker] JimSwindle> US STOCKS DATABASE UPDATE

2008-06-03 Thread cstrader
Hi Ronald, You say: ... DOWNLOAD ALL OF THE SYMBOLS THAT "YAHOO" has ADDED in their "YAHOO" database of STOCK SYMBOLS AND PRICES, VOL ,etc. DO YOU KNOW WHERE THAT "ADDED" LIST IS LOCATED? If YAHOO discontinues carrying a symbol, then their NEW CURRENT list of symbols will...NOT... DO YO

Re: [amibroker] Convert AFL to drawing tool.

2008-06-03 Thread Graham
Of course you can also do it in a simpler way. This is one method StartDate = iif(Name()=="ABC", 1010101, iif(Name()=="DEF", 1000101, iif(Name()=="GHI", 9900101, 980101 ))); -- Cheers Graham Kav AFL Writing Service http://www.aflwriting.com 2008/6/4 Graham <[EMAIL PROTECTED]>: > You could sa

Re: [amibroker] Finding the base periodicity of any chart through AFL

2008-06-03 Thread Graham
You use Interval() -- Cheers Graham Kav AFL Writing Service http://www.aflwriting.com 2008/6/4 sidhartha70 <[EMAIL PROTECTED]>: > Hi All, > > I'm programming an indicator in AFL that needs to behave differently > depending on whether it's displayed on Intraday or Daily charts. > > How do I disc

Re: [amibroker] Convert AFL to drawing tool.

2008-06-03 Thread Graham
You could save the required dates to AB notepad symbol txt files and read them using noteget -- Cheers Graham Kav AFL Writing Service http://www.aflwriting.com 2008/6/3 Jan Malmberg <[EMAIL PROTECTED]>: > Hello, > > I've simply created a simple time cycle which starts from date I choose. The >

[amibroker] Finding the base periodicity of any chart through AFL

2008-06-03 Thread sidhartha70
Hi All, I'm programming an indicator in AFL that needs to behave differently depending on whether it's displayed on Intraday or Daily charts. How do I discern, through AFL, if this is being applied to a daily or intraday charts? Many Thanks

Re: [amibroker] JimSwindle> US STOCKS DATABASE UPDATE

2008-06-03 Thread Ronald Davis
Cs, he HAS been doing it for free. AB does NOT KNOW which symbols are current. That is why there exists a need DOWNLOAD ALL OF THE SYMBOLS THAT "YAHOO" has ADDED in their "YAHOO" database of STOCK SYMBOLS AND PRICES, VOL ,etc. If YAHOO discontinues carrying a symbol, then their NEW CU

Re: [amibroker] JimSwindle> US STOCKS DATABASE UPDATE

2008-06-03 Thread cstrader
Aha, I thought Jim was doing this for free. But in any case, how does AB determine which stocks are current and should be on the list? Yahoo has almost 40,000 tickers; who determines which ones go into the US STOCK SYMBOL list? Thanks - Original Message - From: Ronald Davis

[amibroker] Re: Is it possible to backtest this in Amibroker?

2008-06-03 Thread Mike
Hi, If you are only allowed to have 3 open positions, then set max number of positions to 3 in the AA window settings and simply write your code to set PositionScore to the % change. AmiBroker will do the rest. If, however, you are allowed to hold many positions, but only want to take on a max

RE: [amibroker] JimSwindle> US STOCKS DATABASE UPDATE

2008-06-03 Thread dingo
I think I found him: http://www.outlawsonline.com/Outlaws/11/James_Swindle.htm Hmmm... this guy's middle initial is P and I think Jim's is R - never mind... I don't think this is him. d _ From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of dingo Sent: Tuesday, Jun

RE: [amibroker] JimSwindle> US STOCKS DATABASE UPDATE

2008-06-03 Thread dingo
He lists an email address on this site: http://www.icc-az.com/icc-az/default.html?http%3A//www.icc-az.com/icc-az/ I suggest someone try to contact him and see if he's still ... d _ From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of dingo Sent: Tuesday, June 03, 20

RE: [amibroker] JimSwindle> US STOCKS DATABASE UPDATE

2008-06-03 Thread dingo
No - he decided to do it as I was really busy at the time. But I haven't seen a post from him since 1/24/2008. d _ From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of Ronald Davis Sent: Tuesday, June 03, 2008 4:17 PM To: amibroker@yahoogroups.com Subject: Re: [amibro

[amibroker] Re: Referencing the backtested portfolio equity in the buy formula

2008-06-03 Thread Mike
Documentation for custom backtester can be found here: http://www.amibroker.com/guide/a_custombacktest.html You cannot reference ~~~Equity during the formulation of your Buy/Sell trade rules since the value of ~~~Equity is not calculated until after the trade rules have been applied (i.e. chicke

Re: [amibroker] JimSwindle> US STOCKS DATABASE UPDATE

2008-06-03 Thread Ronald Davis
This origional post was an inquiry asking when Jim Swindle would place a LATER than >JAN/4/2008 UPDATED LIST OF US STOCK SYMBOLS on his UPDATE website. Jim was paid to create this updating UPDATING software, so he is not at liberty to simply give it away to Amibroker users. Yes, I would love t

Re: [amibroker] Backtest for Specific Stocks

2008-06-03 Thread Steve Almond
Thankyou. That seems to answer the question perfectly. I'm sorry I couldn't find the answer. Steve - Original Message - From: [EMAIL PROTECTED] To: amibroker@yahoogroups.com Sent: Tuesday, June 03, 2008 8:09 PM Subject: Re: [amibroker] Backtest for Specific Stocks see th

Re: [amibroker] Backtest for Specific Stocks

2008-06-03 Thread Louis Préfontaine
Hi, Maybe you can try with designing variables. E.g. aaa = foreign ("aaa","c"); bbb = foreign ("bbb","c"); cond 1 = aaa> ma (aaa,200); cond2 = bbb> ma (bbb,150); Buy = cond1 or cond2; etc. I hope it helps, Louis 2008/6/3 steve_almond <[EMAIL PROTECTED]>: > I have a universe of just 5 sto

Re: [amibroker] JimSwindle> US STOCKS DATABASE UPDATE

2008-06-03 Thread cstrader
Perhaps we should try to help Jim out a bit. What features would we want to see in such a stocks database? Thanks - Original Message - From: Ronald Davis To: amibroker@yahoogroups.com Sent: Tuesday, June 03, 2008 9:21 AM Subject: [amibroker] JimSwindle> US STOCKS DATABASE

Re: [amibroker] Re: Please help with start of week code.

2008-06-03 Thread alta hob
Hi Mike many thanks. The 50 points means for example on GBPUSD it would be 50 pips. So would this be correct? BuyPrice = MondayOpen + .0050; The time of the "open" is important because I want my open to be when the big money comes into the market. The London open time is why I specified Mond

Re: [amibroker] Trivia.

2008-06-03 Thread Tomasz Janeczko (groups)
Hello, AmiBroker runs 100% fine on Vista CLEAN install. The message "Failure security options" is NOT a message comming from AmiBroker. Simple GOOLING for "Failure: security options" reveals that the problem is NOT releated to AmiBroker, but rather to your hardware config: http://www.errorforum

[amibroker] Is it possible to backtest this in Amibroker?

2008-06-03 Thread tradinghumble
I have simple system that generate some signals and I believe I can code it in AB, but then I'd like to choose only the top 3 stocks with the largest % increase in a certain group of stocks (which had the signal) something like 1st Step: Select stocks from a list (example: SP500) that have hav

[amibroker] Backtest for Specific Stocks

2008-06-03 Thread steve_almond
I have a universe of just 5 stocks (AAA, BBB, CCC, DDD, EEE). I want to do a portfolio backtest where each stock will be bought and sold when it satisfies its own specific indicator. For example: Buy AAA when AAA closes above the 200 day MA. Sell AAA when it closes below the 200 day MA. Buy BB

[amibroker] Trivia.

2008-06-03 Thread John J
Hello, I am recently experiencing one issue. Unless I run the shortcut for amibroker using "Run as Administrator" option, the program goes into memory bloating mode till it occupies 95% of the physical memory and finally issues a popup 'Failure : Security Options". My OS is windows vista bus

Re: [amibroker] Adding data to field in existing symbol database.

2008-06-03 Thread Joe Landry
Ken - if you choose to go with file ops (fopen) Daniel Ervi presented a program he named Composite Manager in Houston 2007. The program builds and manages composite indicators by using lists of ETFs and lists of securities in each ETF. Daniels work was considerable help as I worked with sect

SV: [amibroker] Convert AFL to drawing tool.

2008-06-03 Thread Jan Malmberg
Hello, I’ve simply created a simple time cycle which starts from date I choose. The problem is simply that I would like to able to specify different start dates for each symbol and have them stick. As it is now, I have to change the start date manually when I view a new ticker. Best regards / JM

Re: [amibroker] Convert AFL to drawing tool.

2008-06-03 Thread wavemechanic
What did you have in mind beyond using the plotting, etc. AFL functions? - Original Message - From: Jan Malmberg To: amibroker@yahoogroups.com Sent: Tuesday, June 03, 2008 10:15 AM Subject: [amibroker] Convert AFL to drawing tool. Hello Tomasz and others, I assume d

[amibroker] Convert AFL to drawing tool.

2008-06-03 Thread Jan Malmberg
Hello Tomasz and others, I assume drawing tools are hardcoded, but is there anyway in which an AFL can be converted to a drawing tool? Best regards / JM

[amibroker] Re: Broker Queue

2008-06-03 Thread sidhartha70
I have no idea what you mean by a 'broker queue'...? Perhaps if you explained that you might get some more responses. Happy to help if I can. --- In amibroker@yahoogroups.com, "petenglish" <[EMAIL PROTECTED]> wrote: > > --- In amibroker@yahoogroups.com, "petenglish" wrote: > > > > Anyone know or

[amibroker] JimSwindle> US STOCKS DATABASE UPDATE

2008-06-03 Thread Ronald Davis
Has anyone heard from Jim regarding when a later update will be available? This link to Jim Swindle's US STOCKS DATABASE site shows that it was last udated on Jan 4, 2008. I also recall that Jim was planning to create a method so that each of us could run a LATEST TICKER symbol update an any t

[amibroker] Re: Referencing the backtested portfolio equity in the buy formula

2008-06-03 Thread zozuzoza
Thanks, Mike. The "Allow position size shrinking" trick basically does what I need. Although, I don't understand the 2nd part about the custom backtester code. Is there any documentation about the advanced backtest code? There is one issue I cannot solve. I would like to have in the Buy condit

[amibroker] Re: Broker Queue

2008-06-03 Thread petenglish
--- In amibroker@yahoogroups.com, "petenglish" <[EMAIL PROTECTED]> wrote: > > Anyone know or is this a dumb question? If it is dumb can you explain why? > > please please please > > --- In amibroker@yahoogroups.com, "petenglish" wrote: > > > > Hi guys, is there a way to display broker queues in

[amibroker] Primate Software EOD data?

2008-06-03 Thread sszretter
Is anyone using Primate Software EOD data? If so, what do you think, and does it work well/integrate well?

[amibroker] Tightening the trailing stop

2008-06-03 Thread tayamaan
Hello all! What I am trying to accomplish is tightening my trailing stop, say after a 10% profit is reached. Problem is once I have reached the 10% profit followed by a down day, this sample code will switch back to the original value, which is not what I intend to do. Buy = Cross(C,EMA(C,50));

[amibroker] Elwave.afl & Wolfwave.afl

2008-06-03 Thread mdkmehta
hi, pl. share Elwave and wolfwave afl thx

[amibroker] Re: Tomasz... a suggestion.

2008-06-03 Thread sidhartha70
Hi Jerry, Yes I'd love you to expand on exactly what/and how you do...?? I also have a 'tick' database... how do you align the (x) min charts with the vol/tick charts...?? Or is it just a case of getting approximately similar graphs between the (x) min and tick/vol graphs...? Many Thanks --- In

RE: [amibroker] Can not access AB Feed Back Center

2008-06-03 Thread Richard Dale
Have you disabled cookies on your browser? If so, enable them. From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of [EMAIL PROTECTED] Sent: Tuesday, 3 June 2008 3:37 PM To: amibroker@yahoogroups.com Subject: [amibroker] Can not access AB Feed Back Center http://www.ami

[amibroker] Re: Please help with start of week code.

2008-06-03 Thread Mike
Hi, Would something like the following be enough? MondayOpen = ValueWhen(DayOfWeek() == 1, Open); BuyPrice = MondayOpen * 1.5; Buy = Cross(High, BuyPrice); ... I'm not clear on what you mean by "50 points". I have assumed that you meant a 50% move. You can adjust the following to reflect whate

[amibroker] Can not access AB Feed Back Center

2008-06-03 Thread apforex
http://www.amibroker.com/feedback/login.php redirects back to http://www.amibroker.com/feedback/index.php Continue >>