file > database setting > configure
- Original Message -
From: cadvantag
To: amibroker@yahoogroups.com
Sent: Monday, June 30, 2008 12:10 AM
Subject: [amibroker] Re: Volume not matching
where is that located? I can't seem to find that...
--- In amibroker@yahoogroups.com,
where is that located? I can't seem to find that...
--- In amibroker@yahoogroups.com, "wavemechanic" <[EMAIL PROTECTED]>
wrote:
>
> Is the Divide Volume By option in the database configuration set
for 100?
>
> Bill
> - Original Message -
> From: cadvantag
> To: amibroker@yahoog
Is the Divide Volume By option in the database configuration set for 100?
Bill
- Original Message -
From: cadvantag
To: amibroker@yahoogroups.com
Sent: Sunday, June 29, 2008 10:55 PM
Subject: [amibroker] Volume not matching
I am running version 5.10.2
here are some exam
Hi - You don't say who your data provider is, but is it possible that your
format file was overwritten when you updated? I think I remember that TJ
modified this so that default now is to divide actual volume by 100. You
could open your format file in Notepad to see if that is what is
happening
Dennis
Thanks very much. Will try to implement it the way you are suggesting.
Best Regards
Rakesh
On Mon, Jun 30, 2008 at 2:05 AM, Dennis Brown <[EMAIL PROTECTED]> wrote:
> Hello Rakesh,
> If I understand what you want correctly, then you can set hte GraphXSpace =
> 25;
> This will leave room
I am running version 5.10.2
here are some examples of stocks with fridays volume figures that my
charts shows
MSFT- 713,137
SBUX-165,772
WFMI-36,076
GE- 912,855
SNDK-120,456
Any clue why my volume data seems to be off??
The problem seems to have occured when I updated...
Thanks for any ideas
or maybe this if you would like to have SAR on the signal line instead:
r1=5;r2=8;r3=9;
//ml = MACD(r1, r2);
sl = Signal(r1,r2,r3);
//Plot( ml , StrFormat(_SECTION_NAME()+"(%g,%g)", r1, r2), colorRed,
ParamStyle("MACD style") );
Plot( sl , "Signal" + _PARAM_VALUES(), ParamColor("Signal color",
Maybe you could try this:
r1=5;r2=8;r3=9;
ml = MACD(r1, r2);
//sl = Signal(r1,r2,r3);
Plot( ml , StrFormat(_SECTION_NAME()+"(%g,%g)", r1, r2), colorRed,
ParamStyle("MACD style") );
//Plot( sl , "Signal" + _PARAM_VALUES(), ParamColor("Signal color",
colorBlue ), ParamStyle("Signal style") );
O=
I did not test those systems but I did look at putting the SAR on MACD.
AB SAR uses prices, if you want SAR of MACD you have to write your own
AFL code.
Bill
--- In amibroker@yahoogroups.com, "Debdulal Bhattacharyya"
<[EMAIL PROTECTED]> wrote:
>
> Thanx Bill for sharing those systems. the second
Hello Rakesh,
If I understand what you want correctly, then you can set hte
GraphXSpace = 25;
This will leave room top and bottom equally for the price chart.
Then manually adjust the price up however much you want to make all
the room for the indicator at the bottom of the chart.
Then scale
Hi
I'm interested in any comments regarding the use of % system drawdown
as a filter. By this I mean, only buy when % System drawdown is less
than, say -5%.
I have applied this to 2 trend following systems (Linear Regression
and MA)and in both cases, although CAR was slightly reduced, most
o
Hi All
I wish to insert an indicator in the pane that contains the price data in a
chart such that let us say for instance 3/4ths of the pane (vertically ) is
allocated to the price data and the residual 1/4th of the screen space is
allocated to the indicator.
[] I am aware of the styleleftaxisca
Dear friends,
Before registering the mailgroup, I was quite frustated regarding the
customer support for Amibroker. Now I observe that Tomasz is very busy with
the new technological developements of the software and replies the related
questions mostly. I appreciate his great effort and magical s
Bill,
Yes, my eyes fooled me on the .png. I thought the bar two to the
right was lower making it the pivot bar.
I did try it on longer timeframes also and did not get anything I
could see using at this point.
However, you did not ask me if I thought the method would work, just
about drawi
Thanx Bill for sharing those systems. the second one is ok but
regarding the first one I am facing a problem on plotting SAR(0.1,0.11)
on Macd(5,8,9)in amibroker.After plotting, the SAR points comes in st.
line and MACD is also thrashed to st.line.
Please help.Did you plot it successfully on amib
A few simple steps ? . Try doing this manually with monthly WF over a ten
year period .
As far as invention is concerned . I never claimed to invent any of these
things either . I simply made a few of them practical to use under the AB
umbrella . but as is typical in this forum no good deed goe
> Yes you are right. Windows is black box. It truly is. And several
>people were so worried that they developed Linux :-)
If I was a developer I guess I wouldn't be so in love with MSFT then.
brian_z
--- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PROTECTED]>
wrote:
>
> Yes you are
> I'm not sure what you mean by whether or not it might be a smart
>thing to do
I just meant that I am not absolutely sure about my bright ideas
since I don't have enough computing knowledge to be certain that I am
not making ridiculous statements.
Thanks for your answers - appreciated.
bria
Hi guys,
How to write the following in AFL:
Alert(Stoch(5,3)>80,10)
AND
Mov(C,10,S) > Mov(C,200,S)
AND
(RSI(25)+Stoch(25,3)+Mo(25)+CCI(25) )>400
In fact I am troubled only by Alert. I do not think it is Alertif or is
it. Please help.
Thanks in advance.
Ohhh it certainly wasn't my idea to use sessions . It was Paul's offhand
comment about already doing it that brought light to the subject for me .
If I had been aware enough to realize this could have been done I would have
done it years ago .
In regards to having multithreading within indi
Hi Dennis,
>First of all the right hand (starting) example you posted did not look
to be drawn from the correct lower right hand point. <
Your assuming there is a correct set of pivots to use, that is not the
case. Every triad of pivots is correct ( i.e., 2 pivot lows with the
intervening high an
You're not sorry - you enjoyed it ;-)
Exactly as I imagined it - a perfect example of a single AB task that
lends itself perfectly to, what I would call, a distributed approach.
I think that is about as simple as AB MCP could get since such
symmetry (repetition) of code would be rare, outside
Nope . Didn't do anything like that .
What I did was simply as you state . where a sequence of code lends itself
to being chopped up, shoved through the processor and put back together
again on the other side .
Even this description is not entirely accurate . What really happens is that
vir
Some of these capabilities exist already in IO . Additional ones will be
available on the next version.
_
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of progster01
Sent: Sunday, June 29, 2008 8:49 AM
To: amibroker@yahoogroups.com
Subject: [amibroker] How About W
Ohhh . You mean it's a black box ?
_
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of Tomasz Janeczko
Sent: Sunday, June 29, 2008 8:00 AM
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] Re: Built in Function:Divergence
This function is not for public us
To follow Progster and Laliberte, an intraday ( at any schedule hour)
reoptimization able to reinsert the best set of params into the
formula could place the trading system on a plateau to have a profit day.
I dream of such an optimizer.
As we optimize any trading system (most of the classics),
I too was doing walk forward testing back in 1998 (and some of
colleagues in finance a few years before that)... most of this stuff
was done in an 'institutional' context long before it hit the retail
market... So the pattern normally is academic>institutional>retail I
would guess...
--- In amibr
I have just started trying Amibroker with my TD Ameritrade account with
QuoteTracker data. Everything looks great except one thing that I am
not sure if it is possible.
I have a list of symbols that I monitor for intraday trading.
I would like to download/refresh all intraday data (1 minute) for
And I was doing sequential optimization-test cycles over moving historical
window way before that. Back in 1998 I did not know
that the name is "walk-forward". I did not know that this is big thing. It was
nothing special. So what?
FYI: Despite your beliefs, the walk-forward was not introduced
As a companion to optimization plug-ins, I think it would be lovely if
a plug-in interface to AB's walk-forward evaluation could someday be
made available.
One key point of expansion (IMO) would be not having IS and OOS
periods limited to same-sized time slices, but instead allow the
periods to be
--- In amibroker@yahoogroups.com, "brian_z111" <[EMAIL PROTECTED]> wrote:
>
> Re: what can traders do with multicore processing (MCP)?.
>
One fantasy would be to have the platform able to optimize and
chart/trade at the same time in such a way that the continually
updating results of the optimiza
This function is not for public use. Sorry.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: "jacklweinberg" <[EMAIL PROTECTED]>
To:
Sent: Sunday, June 29, 2008 6:51 AM
Subject: [amibroker] Re: Built in Function:Divergence
> Can someone please help me.
> What is t
I really should have said Fred through his IO, has made WF functionality
available in AB way before the official WF functionality was implemented.
_
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of Paul Ho
Sent: Sunday, 29 June 2008 8:25 PM
To: amibroker@yahoogrou
Fair enough if you put it that way. All I know is that I've been doing walk
forward testing way before Howard published his book, not because of any
brillance on my part, but because Fred has his IO capable of doing those
things. Pardo, Kennedy or Trading receipes didnt make those things a reality
From: "Phsst" <[EMAIL PROTECTED]>
> But the AB customer community deserve a great deal of praise for
> innovative ideas that TJ ultimately adapted to AB.
>[...]
> but it is
> important to acknowledge the contributions of the entire AB community
> in the evolution of AB.
>
I always said that cust
Hello,
While we are at giving credits, if you deny giving Howard a credit for
influencing AmiBroker for mere fact that he did not "invent"
Walk-Forward, for sake of correctness you would probably need to mention
original authors of ideas, not only the followers.
The Walk-forward testing of sys
Sorry, I used the term 'symmetric processing' incorrectly (I now see
that it has a formal definition whereas I used it informally).
What I meant was that I don't think software applications for MCP are
limited only to single tasks where a sequence of code lends itself to
being chopped up, shove
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