SPY = Foreign("SPY","C");
Qs = Foreign("","C");
Ratio = Qs / SPY;
Plot(Ratio,)
- Original Message -
From: "samu_trading" <[EMAIL PROTECTED]>
To:
Sent: Tuesday, July 01, 2008 10:02 PM
Subject: [amibroker] How to plot /SPY ratio - AFL
> All,
>
> I'm afraid I'm a hopeless
Hello Perumal,
Go to Preferences > Charting > 'New Look' Charts and check the box.
Cheers,
Gordon
-Original Message-
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of umrperumal
Sent: Wednesday, 2 July 2008 5:28 p.m.
To: amibroker@yahoogroups.com
Subject: [amibroker] H
> FYI: This is being tracked as suggestion #636 which currently has
> Tomasz's last post of:
>
> "The only issue is not from AB side but from plugins side.
> There are many already exisiting plugins that use 32 bit integer.
> Changing it now means breaking compatibility. Providing compatibility
Hi friends,
I have upgraded AB from version 4.9 to 5.10, by using upgrade
version.
While I have all the new features, the divider line between the panes
continue to be a thick bump like line, unlike the slim line in new
installations.May be one can change it by removing the old forma
All,
I'm afraid I'm a hopeless cas with AFL. How can I create a simple
indicator which plots the ratio of to SPY (simple division). The
challenge for me is how to tell AB that I want the ratio of these two
symbols only.
Thanks, Sammi
Louis, you now assume your slippage to be 1%, which is a guess
anyways. It differs per situation what your system considers to be
the Buy/Sell Price and what you actually pay or get at the market.
These are still two different things. I wouln't know how to calculate
the real slippage, all you c
turn off the option of PriceBoundChecking in the Analyser settings of in the AFL
SetOption( "PriceBoundChecking", 0 );
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
2008/7/2 Louis Préfontaine <[EMAIL PROTECTED]>:
> Hi,
>
> But is it possible to set the backtester to consid
Go to C > Program Files > AmiBroker > Formats
Assuming you are using Yahoo, open the file "yahoo.format" in notepad, add
it as a new line at the end.
Steve
- Original Message -
From: "cadvantag" <[EMAIL PROTECTED]>
To:
Sent: Tuesday, July 01, 2008 10:41 PM
Subject: [amibroker] Re: Vol
TJ,
Where would I add $VOLFACTOR 0.01? I am using version 5.10.2
I am using the US-stock database from
http://www.icc-az.com/icc-az/default.html?http%3A//www.icc-az.com/icc%252Daz/
I can't configure the database-since it is local
Thanks,
Brian
--- In amibroker@yahoogroups.com, "Tomasz
Hi,
But is it *possible* to set the backtester to consider that the buyprice was
let's say 1% higher than the Close on the bar the trade was made?
That's what I tried to do. If it's complicated, I can live with this (well,
I can at least try, since I believe I am still a beginner in understandin
Thank you Graham,
I will check this Thursday (double-shift tomorrow for me...) or Friday and
will get back to you if it worked well.
I really feel like I am walking in the desert because everyone seems to
focus on very liquid markets while I do the opposite. It's more
complicated, but... well...
Then you need to set out exactly what you need to do and write the afl to match
It is all logical steps
I do it by writing down all the restrictions and possibilities and
what I need at the end and how I think is best way to achieve this
. in detail. There are no short cuts and can be very
Hi Graham,
I am so sorry I was unable to be more precise about what I am trying to do.
Actually what you said is pretty interesting but it is not exactly what I am
trying to do.
I want to set buyprice as a % of the actual bar trade (the bar after the
signal bar). E.g. If the signal was at 2:10
Again as I have stated in other emails, we need full details of what
you are trying to achieve. I answered just what you stated, how to
find the values before and after a certain bar.
If all you want is to enter when making a new HHV(V,25) then this is simply done
Buy = V > ref( HHV(V,25), -1);
You already have the prices defined, not sure what you are wanting. We
need more description.
I am making an educated guess that you want the price to be %
different to the value of Close on the signal bar, ie previous bar to
actual trade
buyprice = ref(c,-1)*1.01;
Now if the next bar after the s
Hi Adrian,
Thanks for your suggestion. But still... How can I do this? I mean: I
want to be precise. With the kind of markets I am in and what I am trying
to do, precision is very important...I need to be able to set a
particular % adjustment for particular situations...
Louis
2008/7/1 t
Hi, if you would really like to try to compensate for slippage,
adding this to your commissions as part of your transaction costs is
perhaps an idea.
Adrian
> Hi Graham,
>
> How can I put more information so that my buy price is 1% higher
than C and
> sell price 1% lower than C?
>
> Thanks,
Another small question... Sorry for not including it in the last message.
In the formula that you suggested, the problematic bar is found because it
is the HHV of the last 25 bars. However, because it is the HHV doesn't mean
it is bad. I wanted to define the problematic bar as a bar that would
Hi,
I tried
Bar0 = HHV (V,25);
instead of
Bar0 = ValueWhen( HHVBars(H,25)==0, V);
and it seems to work. However, it's kind of complicated. Do you know any
formula to avoid such big and non-relevant exchange of shares?
Thank you,
Louis
2008/7/1 Louis Préfontaine <[EMAIL PROTECTED]>:
> Hi
The secret of infinite wealth.. That would be nice. Please put me on the
list of people interested in getting that for free.
;-)
Louis
2008/7/1 Donald F Lindberg <[EMAIL PROTECTED]>:
>There is no single formula that will make you rich. There is no "holy
> Grail" A trader must discover h
Hi Graham,
What I am trying to do is to spot "fake" volume; that is, when there is a
big exchange with a volume that is not relevant.
Here is what I tried (with your code):
Bar10 = ValueWhen( HHVBars(H,25)==0, Ref(V,-1) );
Bar01 = ValueWhen( HHVBars(H,25)==0, Ref(V,1) );
Bar0 = ValueWhen( HHVBar
Hi Graham,
How can I put more information so that my buy price is 1% higher than C and
sell price 1% lower than C?
Thanks,
Louis
2008/7/1 Graham <[EMAIL PROTECTED]>:
> Without more information on what you are trying to achieve
> The price will be for the bar of actual entry C*1.01 or C*0.99
That looks like it would be quite a job. None of my business of course but now
that you got my curiousity upwhy would you want to write it as a loop?
Thanks!
Steve
- Original Message -
From: iceboundbug
To: amibroker@yahoogroups.com
Sent: Tuesday, July 01, 2008 8:45 PM
Thanks,
I'll try that.
Joseph Biran
-Original Message-
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] On Behalf Of Mike
Sent: Tuesday, July 01, 2008 2:47 PM
To: amibroker@yahoogroups.com
Subject: [amibroker] Re: How to write to a file
Hello all,
Could someone help me to write the following two afl statements using
two separate loops please.
Thanks in advance.
x = Sum( MA(C-O,3) ,3) - Ref( Sum( MA(C-O,3) ,3) ,
-1)>0 ;
y =MA(C-O, 5)> (-1)*MA(C-O, 7) ;
There is no single formula that will make you rich. There is no "holy
Grail" A trader must discover his own system and style. AB can implement
any system you discover, but you have to do your homework. You don't get
the answer on a silver platter. You have to work to get paid.
_
From:
Panos,
I think you will need to use a loop because you are looking at details of
individual bars ...
You can use the swing points as starting and ending of the loop so it should
not be too time consuming.
- Original Message -
From: <[EMAIL PROTECTED]>
To:
Sent: Tuesday, July 01, 200
Thanks Graham for your quick reply. Your solution of using if ...
else if, is what I had used. I was hoping that there would be way of
passing the params from the list to the plot statement. The
indicators are all arrays.
--- In amibroker@yahoogroups.com, Graham <[EMAIL PROTECTED]> wrote:
>
> T
You could try this to get volume on bars before and after the hhv bar
Bar10 = valuewhen( hhvbars(h,25)==0, ref(v,-1) );
Bar01 = valuewhen( hhvbars(h,25)==0, ref(v,1) );
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
2008/7/2 sidhartha70 <[EMAIL PROTECTED]>:
> Use somethin
The list just returns text, you need to add definition of what the
text represents
Assuming the list is the same as indicator variables
Indicator = ParamList("Indicators",
"Close|OverSoldIndicator|OverBoughtIndicator" );
if( Indicator == "OverSoldIndicator" ) PlotIndicator = OverSoldIndicator;
el
I'd like a way to visualize multiple charts (Dow 30) for example,
instead of switching one by one or creating a layout for them... is it
possible?
Thanks.
Without more information on what you are trying to achieve
The price will be for the bar of actual entry C*1.01 or C*0.99
Also the prices may be outside than the bar range in which case the
closer of high or low is used if you have the PriceBoundChecking on
--
Cheers
Graham Kav
AFL Writing Servi
Best method to find market days is to use an index as this would have
data for every traded day
To find market holidays you just find any week day not covered in the index.
Or just create a dummy symbol that contains some sort of data every week day
--
Cheers
Graham Kav
AFL Writing Service
http:/
Use something like,
BarsSince(HHV(V,25));
--- In amibroker@yahoogroups.com, "Louis Préfontaine" <[EMAIL PROTECTED]>
wrote:
>
> Hi again,
>
> Another question is puzzling me. Tried to find the answer in the
manual,
> but didn't found' it. Luckily, this one should be easy for most
experienced
>
Do you see the following code produces error? It point to ParamStyle
and says Argument#1 has incorrect type. TIA
PlotIndicator = ParamList
("Indicators", "Close|OverSoldIndicator|OverBoughtIndicator" );
Plot( PlotIndicator, _DEFAULT_NAME(), ParamColor( "Color",
colorCycle ), ParamStyle("Style
hi Ara
have a look please in the link below to understand what I mean
a help foto was missing but i just add it on this link
http://good-times.webshots.com/photo/2093063700103516331zMsaBf]
> If your swing points are defined, you do not need a loop.
>
> Try this:
> BarsSincePoint_A = BarsSince(S
Hi again,
Another question is puzzling me. Tried to find the answer in the manual,
but didn't found' it. Luckily, this one should be easy for most experienced
users.
I want to get the HHV of volume of a bar HHV (V,25) but then be able to
reference the bar before that or after that. Is it p
If your swing points are defined, you do not need a loop.
Try this:
BarsSincePoint_A = BarsSince(SwingPoint_A);
etc
- Original Message -
From: <[EMAIL PROTECTED]>
To:
Sent: Tuesday, July 01, 2008 3:42 PM
Subject: [amibroker] a loop need to count bars
> Hello .. Headache with High and
Thanks Barry,
That's what I have been looking for!
Louis
2008/7/1 Barry Scarborough <[EMAIL PROTECTED]>:
> Try this:
>
> TimeFrameSet(inDaily); // set daily time frame
> tHHV = HHV(C, 25);
> TimeFrameRestore(); // expand to current chart time
> eHHV = TimeFrameExpand(tHHV , inDaily); // get t
on my previews email
http://finance.groups.yahoo.com/group/amibroker/message/126118
a help foto was missing but i just add it on this link
http://good-times.webshots.com/photo/2093063700103516331zMsaBf]
Please note that this group is for discussion between
Hello .. Headache with High and Low Swing Point Triangles
I need a help for a loop
Every time that we have a Swing Point I would like to draw a line to the left
until the line to find a price bar.
Then we have to count how many lower low we have on the left side of the
triangle and how many hig
Then why are you using AB ?
_
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of Mr. 21015
Sent: Sunday, June 29, 2008 12:00 PM
To: amibroker@yahoogroups.com
Subject: [amibroker] NEW USER - simple question...
what, if any, formula in the AB library is anyone
FYI: This is being tracked as suggestion #636 which currently has
Tomasz's last post of:
"The only issue is not from AB side but from plugins side.
There are many already exisiting plugins that use 32 bit integer.
Changing it now means breaking compatibility. Providing compatibility
by means of
Not asking for much are you...?? You want someone to tell you the 'one
magic' indicator that they are using to consistently make money...?
--- In amibroker@yahoogroups.com, "Mr. 21015" <[EMAIL PROTECTED]> wrote:
>
> what, if any, formula in the AB library is anyone using to consistently
> make mo
Dan,
I don't know how to help with your problem.
I am not even sure they are related.
I was in the middle of trading today, so I could not investigate
everything this time.
BR,
Dennis
On Jul 1, 2008, at 4:38 PM, monitorit wrote:
> Hi Dennis
> My problem re delayed quotes remain - it probably
hi guys,
i've been a member of this e-group for quite sometime now and i have
not been so active in the message threads... my name is charles, i am a
trader from the philippines and i am trading both the US and our local
stock market. some of my trader friends call me TSAK, so i guess you
can
--- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote:
>
> Hello,
>
> Add
> $VOLFACTOR 0.01
> and re-import your data.
>
> That will keep volume in hundreds of shares and you won't get overflow.
tj,
any plans to fix this problem by using a bigger structure to overcome
th
Same thing, but I have the refresh button enabled on my view tool bar
that I use.
~Dennis
On Jul 1, 2008, at 5:16 PM, J. Biran wrote:
>
> When you say "refresh chart button" you mean View | Refresh
> F5?
>
> Joseph Biran
>
> -Original Message---
I'm trying to write Amibroker COM wrapper in .net, and i stuck in
implementation of Quotations.Retrieve method.
I'm trying to use SafeArrays, as Tomasz said, but com exception fired.
Here is Quotations.Retrieve snippet:
int Retrieve(int Count,
[MarshalAs(UnmanagedType.SafeArray, Saf
what, if any, formula in the AB library is anyone using to consistently
make money. *Please* don't tell me it's a combination of things; I
could do the same thing without using AB. thanks in advance!
using vb
I fiqure it out
Dim AB = CreateObject("Broker.Application")
Dim ac as object
ac = AB.stocks(a.ToString()).Quotations
a4 = ac(s2).close
a=stock
s2= date
now i need barnumber
Nick
--- In amibroker@yahoogroups.com, "dingo" <[EMAIL PROTECTED]> wrote:
>
> Are
I haven't tested this out, but, the same principle should apply. If
you are only running the script once a day, with each day's new data
each time, then you can try something along the lines of:
filename = "d:\\newfold\\myfile" + LastValue(Year()) + LastValue(Month
()) + LastValue(Day()) + ".txt
No, I meant
fh = fopen( "d:\\newfold\\msdata.txt", "a");
where msdata is a string that is dynamically constructed in
the afl and takes input from Date()
This should prevent overwriting old files.
Joseph Biran
-Original Message-
From: amibroke
You can use any valid filename that you want.
Assuming that you will be looping through bars, you can just use the
Day(), Month(), Year() functions, then construct your file name using
the indexed value on a bar by bar basis.
See this library example for reference:
http://www.amibroker.com/lib
When you say "refresh chart button" you mean View | Refresh
F5?
Joseph Biran
-Original Message-
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] On Behalf Of Dennis Brown
Sent: Tuesday, July 01, 2008 10:00 AM
To: amibroker@yahoogroups.
Is there a simple way in afl to read / write to a file which
name includes the date?
i.e. myfile20080701.txt
Joseph Biran
Hi Dennis
My problem re delayed quotes remain - it probably is related to the
plugin. When I select shutdown and then reconnect by Rclicking the
connection status button, the prices immediately come up to the
second, but gradually fall behind again. Notice, it remains green
(till on select sh
Hello,
The archive search reveals many posts about the same subject,
including last one from May 28, 2008:
http://finance.groups.yahoo.com/group/amibroker/message/124603
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: "Stan Graham" <[EMAIL PROTECTED]>
To:
Sent: T
Thank you Sidhurtha70 for your help, I appreciate it very much.
Kindest regards,
Tim
Need help! Any one any idea how to replace the PREV function when
transposing a Metastock formula to AmiBroker? Would appreciate any
help, thank ypou.
StanG
Are you using scripting or ??
d
> -Original Message-
> From: amibroker@yahoogroups.com
> [mailto:[EMAIL PROTECTED] On Behalf Of nickhere
> Sent: Tuesday, July 01, 2008 12:56 PM
> To: amibroker@yahoogroups.com
> Subject: [amibroker] using ole ticker date
>
> I have the ticker and i hav
Hi All,
I'm doing some pattern recognition using the Zig-Zag indicator...
Unfortunately, I'm getting distortions in the zig-zag over session
breaks (for obvious reasons since the market gaps). Is there an
obvious way to 're-apply' the indicator each day afresh...??
Thanks
Thanks Barry... I think i've got somewhere near the bottom of it. I'm
not sure it's my code so much as what I'm doing to make AmiBroker
excute the code and thus create the file.
I get different results if I simply drag the code onto a chart vs
running it through a backtest (over all quotations)...
Thanks for the great response.
With so many options available, I like the idea of have a "best"
solution with some logical or at least empirical reasoning.
I am doing some walkforward testing now with UPI, to see how it works.
So far, Car/Mdd and Pessimistic Car/Mdd seem to have good results
Tomasz,
I can add a little more information to this problem now.
This morning about 11:45 ET my chart stopped again.
I was trading ES and the market was fairly fast.
I have a Bar%Done graph that advances every second.
It takes the start time of the last bar and compares it to Now.
It stopped adva
I have the ticker and i have date
what the best way to pull the close
price in ole
nick
What kind of weird results? Send me the formula at
[EMAIL PROTECTED], tell me what you are trying to do, unless it
is obvious and I will debug it for you.
Barry
--- In amibroker@yahoogroups.com, "sidhartha70" <[EMAIL PROTECTED]>
wrote:
>
> Hi,
>
> I'm writing to a .csv file within the usual
Try this:
TimeFrameSet(inDaily); // set daily time frame
tHHV = HHV(C, 25);
TimeFrameRestore(); // expand to current chart time
eHHV= TimeFrameExpand(tHHV , inDaily); // get the high
The if you want to check the value plot it on a 1 minute chart using
plot(eHHV, "\nDay HHV(25)", colorblack,
Hi,
No, basically if I want to get the HHV of the last, let's say 25 days, I
guess it would be less consuming to be able to use daily bar rather than
thousands of 1-minute bars. That's what I am trying to do. However, I was
only able to get the value for the day before...
Louis
2008/6/30 Denni
Hi,
I have been trying to set a formula for slippage:
SetTradeDelays( 1, 1, 1, 1 );
BuyPrice = C*1.01;
SellPrice = C*0.99;
It doesn't work at all. I tried to write C*50 just for fun, but it didn't
change the buyprice at all. What can possibly be wrong?
Thanks,
Louis
Hi,
I'm writing to a .csv file within the usual looping structure of,
for (i=0;i
gt; r.com/devlog/
>
> For other support material please check also:
> http://www.amibroke <http://www.amibroker.com/support.html>
r.com/support.html
> Yahoo! Groups Links
>
>
>
__ Information from ESET Smart Security, version of virus signature
database 3231 (20080701) __
The message was checked by ESET Smart Security.
http://www.eset.com
Perhaps your system runs out of funds, in which case the backtester won't show
more trades. Always a
good idea to generate an exploration of your signals to compare against the
backtester results.
Can't think of anything else off hand (I don't trade stocks). GRANT
foxblade2000invest wrote:
>
Sorry if I offended you (sleep deprivation you know..). Let me know how it goes
for you. Happy to
help out more. Regards, GRANT
İlhan Ketrez wrote:
> Dear Grant,
>
> Thank you for making me feel like a child :)
>
> And thank you for your detailed e-mail. It seems useful but I don't have
> e
Hello all,
I need to pad all the holidays in a year, except sat and sun, with
previous close.
I think we need to write an Export Data AFL which writes the required
quotes into a file. Then we need to import them, as we can't modify
quotes database using an AFL. But the real problem is with findi
This is coming in 5.14. See Feedback Center
http://www.amibroker.com/feedback/view_bug.php?bug_id=1120
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: "bvpraveenmails" <[EMAIL PROTECTED]>
To:
Sent: Tuesday, July 01, 2008 11:12 AM
Subject: [amibroker] Re: Plotting Q
Hello,
Frankly speaking, today for a few hours,
I was checking CPU usage with version 5.13 (5.10 should be the same)
side by side the same charts linked and not linked
with ProcessExplorer
http://technet.microsoft.com/en-us/sysinternals/bb896653.aspx
and did not find ANY difference in performanc
I too was looking for plotting yearly charts, and I found them in our
AFL Library:
Yearly, monthly and weekly charts AFLs:
http://www.amibroker.com/library/formula.php?id=1031
http://www.amibroker.com/library/formula.php?id=249
http://www.amibroker.com/library/formula.php?id=248
Hope it helps
bump, sorry
--- In amibroker@yahoogroups.com, "foxblade2000invest" <[EMAIL PROTECTED]>
wrote:
>
> Hello,
>
> When I portfolio backtest a trading system (in fact any system) and
> have "trade list" selected in the report settings, I get a very
limit
> list of stocks in the list. I have set th
What you are doing is called equity curve trading. If you search
under that title on this board, you will find a number of discussions
on this topic. You can also try various definition
of drawdown. Dr is generally defined as Highest(Eq) - Eq, now if make
Dr = HHV(eq, lookback) - eq, you have a
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