Hello,
You don't need any extra coding for that.
Use EXPLORATION, run it on the range "last 1 day" and all 8000 tickers.
Use SetSortColumns to perform sorting (or click on column) and get top 500 from
the list.
It is blazing fast, don't require any special coding.
If you are using mixed EOD/intraday mode then both (EOD and 1-minute) are
retrieved at the same time.
Tick-by-tick (i.e. single trade by trade) data is other story. These are *huge*
data sets.
Single day can be as much as 10 MB of data and more than 20 ticks per day
is not rare.
They don't
Hello,
No, it does NOT take 3-4 seconds to load each ticker. Loading (i.e. switching
between symbols) is INSTANT.
It takes 3-4 to BACKFILL. That's huge difference.
Are you aware that you are on 256kbps connection. That means that your fully
saturated connection is able
to deliver about 25KB o
The problem still persists after upgarding the IB DLL to V1.7.0
anyone can help??
--- In amibroker@yahoogroups.com, "spaceant888" <[EMAIL PROTECTED]>
wrote:
>
> I thought I have upgraded to V1.7.0 by placing the DLL onto the
> folder of AmiBroker
>
> Well, I have just downloaded V1.7
The symbol name can not be modified by Symbol > Information. As far
as I know there is no easy way to do this. I have done this before
but it takes so long I just decided I liked lower case.
This is one way to do it.
1. Save your symbol list using AmiQuote > Tools > Get tickers from
AB. Save t
Here is my script for stepping through each symbol in the list of all
symbols. It could be modified in several different ways, and I would like
to hear your suggestions. (email directly if you like).
By the way, posting afl code to this yahoo group is difficult. I think it
would work OK using Ou
Your backtest is running out of money because so many stocks are meeting your
criteria. Increase the funds to $100k or $1M.
Sid
tridean34 <[EMAIL PROTECTED]> wrote:
That's OK - I was hoping the answer would have been an obvious one. I
did a scan and that does fine, scanning all tickers no p
That's OK - I was hoping the answer would have been an obvious one. I
did a scan and that does fine, scanning all tickers no probs.
I changed the Max# number of postions to 1000 and stil did nothing.
I'll have to go thorugh the help files again...
--- In amibroker@yahoogroups.com, "Mike" <[EMA
Maybe your system runs out of funds in which case AA will not show more
signals. Try using an
exploration to check signals and equity. G
tridean34 wrote:
> Hi Guys,
> I recently bought the standard version and I noticed when I backtest I
> a getting a low of results from tickers starting with '
Sounds like you have a very loose strategy with a fixed maximum
number of positions allowed (see Settings), and that you are not
using a PositionScore value to alter the default prioritization
(which is either alphabetical or perhaps order of appearance in the
watchlist, I don't recall).
That
Tim,
I also use volume bar that required tick data. This depend also on
how far the RT provider
have historical tick data. For example I used esignal and some symbol
have only 2 days back,
and some 1 week worth of tick data. As long as you keep updating your
AB local database at least every 2 d
Hi Guys,
I recently bought the standard version and I noticed when I backtest I
a getting a low of results from tickers starting with 'A', and then
jsut a trickle of some others.
For example, there are around 160 results for tickers starting with A,
and the other 40 go only up to G, and then n
This is one way to do it,
Barry
_SECTION_BEGIN("Foreign RSI");
Filename = StrLeft(_DEFAULT_NAME(),StrLen(_DEFAULT_NAME())-2);
_N(Title = filename + StrFormat(" - {{DATE}} {{VALUES}} "));
// you can use a list like this or import them from a watch list
fName = paramlist("Symbols", "IBM,BA,DD,DD
Louis
You have actually been given enough information, perhaps not directly
to the question
Run the ranking afl and save the results into composite symbols
In your backtest code add condition to entry signals that the foreign
composite value is <500
Yes it is best to do as 2 parts because the ran
Try using Symbol-Information
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
2008/7/15 Louis Préfontaine <[EMAIL PROTECTED]>:
> Hi,
>
> For the first question I don't know (but would like to know) the answer, but
> for the second I simply renamed the folder and it seemed to w
At risk of muddying what appears to be a confused thread...
I believe that the point that he is trying to make is that he wants
to run a backtest to *validate* his strategy, not as an integral
*part* of his strategy.
His proposed process is:
- Select 500 symbols before market open (i.e. new set
Hi,
Easy question here: how to write the RSI of a foreign ticker?
Thanks,
Louis
That may be a solution. How would you do that?
Louis
2008/7/14 <[EMAIL PROTECTED]>:
> Why do you need it to run it in BackTest ? Are you trying to run this
> using todays data every few minutes during the day ?
>
> Even if that's the case TWO AFL's to the job will be the easiest solution
> ti
Why do you need it to run it in BackTest ? Are you trying to run this using
todays data every few minutes during the day ?
Even if that's the case TWO AFL's to the job will be the easiest solution tied
together with a script ...
AFL 1 - calclates the values using EXPLORE
AFL 2 - Uses the Watchl
I think you don't understand. As I said like 10 times, this is the easiest
part. I need to find a code that will implement this in a backtest. It is
*easy* to create a watchlist every night and use that watchlist the next day
in intraday. What is more difficult is to have a code that will
autom
Thank you Tomasz. When you use the exploration backtest with the wait
for backfill on, is the historical data that is gathered Daily or
Intraday? I use tick volume to display volume charts and it is the
historical tick data that I wish to save. Thank you.
Tim
--- In amibroker@yahoogroups.com,
Since you stated I described it accurately I don't think I need to scroll up ...
So as I said ... Create a watchlist with the top 500 ... I assume this process
only needs to be run once per day i.e. at end of day yesterday or beginning of
day today ... But in any case even if you run it every n
Yes, this is exactly what I need. A code that will get the 500 tradables
each day and add this as a condition for the intraday trading of the day
after that. Just scroll up; all the details are there.
2008/7/14 <[EMAIL PROTECTED]>:
> Scuse me ? ... I thought what you wanted was a list of th
Scuse me ? ... I thought what you wanted was a list of the 500 tradables that
were closest to their 52 Week High as of today ... What did I miss ?
- Original Message -
From: Louis Préfontaine
Date: Monday, July 14, 2008 5:17 pm
Subject: Re: [amibroker] Re: Paul Ho: Memory Challenges with
This is what we are trying to do, precisely...
2008/7/14 <[EMAIL PROTECTED]>:
> So write an AFL to create a WatchList with the top 500 and use that as
> input to whatever else you are doing
>
> - Original Message -
> From: Louis Préfontaine
> Date: Monday, July 14, 2008 4:56 pm
> Subjec
So write an AFL to create a WatchList with the top 500 and use that as input to
whatever else you are doing
- Original Message -
From: Louis Préfontaine
Date: Monday, July 14, 2008 4:56 pm
Subject: Re: [amibroker] Re: Paul Ho: Memory Challenges with Great Ranking Tool
To: amibroker@yahoo
This is not possible. I have to backtest each daily bar considering the top
500 has been chosen.
2008/7/14 <[EMAIL PROTECTED]>:
> So create a watchlist with the top 500
>
> - Original Message -
> From: Louis Préfontaine
> Date: Monday, July 14, 2008 4:56 pm
> Subject: Re: [amibroker]
So create a watchlist with the top 500
- Original Message -
From: Louis Préfontaine
Date: Monday, July 14, 2008 4:56 pm
Subject: Re: [amibroker] Re: Paul Ho: Memory Challenges with Great Ranking Tool
To: amibroker@yahoogroups.com
> Hi,
>
> The problem I see using PositionScore is that P
Hi,
I have my 1-minute database setted with all my tickers and everything, but
damn it it is so slow! It takes like 3-4 seconds to load each ticker... Is
there a way to make it run faster, considering I don't need all the data
when exploring?
Thanks,
Louis
Hi,
The problem I see using PositionScore is that PositionScore considers the
number of signals in real-time to determine how many to consider when there
are too many, but this is not possible for me because the goal is to limit
the number of tickers from which to take the signals because with rea
Hi,
For the first question I don't know (but would like to know) the answer, but
for the second I simply renamed the folder and it seemed to work for me.
Louis
2008/7/14 droskill <[EMAIL PROTECTED]>:
> Ok - I'll admit these are stupid issues that I'd love to fix but I'm
> sensitive to screw
Ok - I'll admit these are stupid issues that I'd love to fix but I'm
sensitive to screwing up my AB data. I'm wondering if anyone has any
idea how to fix these:
1. Symbols in lower case: When I first started putting together my
quotes, I put some in lower case (my datasource is TC2005) - I want t
Steve:
That is a pointed question. I have read that ETFs are actually "not right"
just now, although I have not looked in detail, since I am doing some other
things. But the essence of the change was to "enlarge" the total data by
turning a single dat file into several or more. Where ETFs are in
Hi Louis,
> Do I have to be a member of amibroker-dll to get the OSAKA
Yes.
> you believe it would do exactly what I need
Yes but not exactly 500 on ever day due to data holes.
Cheers Glenn
--- In amibroker@yahoogroups.com, "Louis Préfontaine" wrote:
>
> Hi,
>
> Glenn: Do I have to be a mem
Right, thanks for the correction.
I just did a quick cut and paste of something that I already had
using a simple Close. I forgot to replace all of the references to
Close with references to the MA. Staying up too late at night again :(
Mike
--- In amibroker@yahoogroups.com, Grant Noble <[EMAI
How can we get the code for the Metatrader4 platform?
Thanks!
M
- Original Message -
From: "ikarus53" <[EMAIL PROTECTED]>
To:
Sent: Saturday, July 12, 2008 6:52 AM
Subject: [amibroker] HANS 123 BREAKOUT SYSTEM
This is a good trading system. I know it´s coded for Metatrader, Visual
Tra
OK thanks Ken - Just out of curiousity, which/how DB's would I need to
subscribe to in order to get all ETF's?
Steve
- Original Message -
From: "Ken Close" <[EMAIL PROTECTED]>
To:
Sent: Monday, July 14, 2008 3:35 PM
Subject: RE: [amibroker] Re: Plug in issue now after FastTrack major d
Steve:
I am very certain that you need two subscriptions for two computers. They
allow some brief flexibility if you are going on vacation, say, and need to
update a laptop for a couple of weeks and then return to use of your
desktop. It requires a phone call I believe. Otherwise, they are firm a
Hello,
It was discussed dozen of times and all. The fact that you have given symbol
in RT quote list does not mean you have historical data. RT quote displays
only current quotes (no history).
If you want to have history saved in local database you need to
a) setup IQFeed as shown in the video:
h
Hi Ken - I have been looking at the free trial of FastTrack. I would
probably use it only for the data. I see their license agreement limits use
to one computer, but says they may choose not to enforce it. I would want to
download data to 2 computers. Are they currently allowing this? If not,
w
They told me the same thing. Try to contact their support and tell them
exactly what is the problem and be sure you installed everything fine with
AB.
Louis
2008/7/14 Tim <[EMAIL PROTECTED]>:
> Here is DTN's response:
>
> Hello Tim, with saving data onto your computer it is actually up to AB
Here is DTN's response:
Hello Tim, with saving data onto your computer it is actually up to AB
or any other 3rd party software to do so not IQFeed. With IQFeed we
provide the raw data from our quote servers and the historical data
which is saved on our end then when you request the data, it will s
Is there some reason that PositionScore doesn't work ? i.e. assuming daily data
then something to the effect of ...
PositionScore = C / HHV(C, 252);
The number of tradables can be limited in other ways ...
- Original Message -
From: Louis Préfontaine
Date: Monday, July 14, 2008 2:48 p
Completely fixed
Figured out it was an issue on the FT side
Had to do the updates more than once and also re-start the computer a few
times
That is what I get for doing the update right as it was available
MarkK
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Beh
Hi,
Glenn: Do I have to be a member of amibroker-dll to get the OSAKA_105
plugin? It sure seems like a nice feature... So, you believe it would do
exactly what I need, I mean: it will select the 500 stocks by ranking based
on my conditions for EOD day 1 then apply my system for day 2, then do it
Everything has gone just perfect for me. All conversions made Saturday
afternoon. No problems at all with Amibroker reading the new data.
Ken
-Original Message-
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of _sdavis
Sent: Monday, July 14, 2008 1:12 PM
To: amibro
Hi Louis,
I just sent DTN a message regarding this issue. Thank you for your
suggestion.
Tim
--- In amibroker@yahoogroups.com, "Louis Préfontaine" <[EMAIL PROTECTED]>
wrote:
>
> Hi Tim,
>
> I had the same problem. This is why I subscribed to QCollector (
> http://www.mechtrading.com/qcolle
Hi Tim,
I had the same problem. This is why I subscribed to QCollector (
http://www.mechtrading.com/qcollector/esignal/index.htm ) to download my
quotes from DTN.
I contacted DTN support to tell them about this problem. I suggest you do
the same (the more people tell them, more quickly they wi
Mark, are you still having trouble with the FT database? After seeing
your post on July 12th, I decided to postpone the FT database update.
Anyone else using FastTrack?
--- In amibroker@yahoogroups.com, "MarkK" <[EMAIL PROTECTED]> wrote:
>
> I am wondering if anyone else out there is having the
How do I save Intraday data for my stocks? I use DTN data and for some
reason it looks like AB is not saving the historical Intraday data.
Most likely I am doing something incorrectly. I appreciate any and all
help.
Kindest regards,
Tim
I want use Advanced get wýth intraday data..
Aget EOD data format is DATE-O-L-C-V
When ý export to txt database
data is
DATE-TÝME-O-L-H-C-V
date is not imported..but must be choronolocical and mm/dd/yy format..
begin date not imported,
First date can be 12/12/1905 but must be choronolocical ..
Knowledge Base:
http://www.amibroker.com/kb/2007/03/24/how-to-plot-a-trailing-stop-in-the-price-chart/
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: "Flávio Veloso" <[EMAIL PROTECTED]>
To:
Sent: Monday, July 14, 2008 3:17 PM
Subject: [amibroker] Re: Dynamic trai
Hi Dimitris,
It's great seeing you post again and having you here. It's been a
long time. As you know I always enjoyed your posts with your codes
even though I could never understand half of what you coded.LOL.
Hope you have been well and things are going good for you. Please take
care and onc
Hi all.
Anybody cared to test this???
Is anyone trailing stops manually on the broker
matchingApplyStop(stopModeTrailing...) behavior?
If so, how are you doing it? I.e. how do you know the exact value to set
your stops at?
Flávio Veloso escreveu:
> Hi all.
>
> I'm trying to plot the trailing
Louis:
I read through the string of messages and wanted to add or ask. . .
Explorations are used for "SELECTING", picking the top x number of symbols.
BACKTESTING is used to display results, usually profit or a related measure.
Are you saying that you want to BACKTEST 8000 symbols and "sele
// ta Mike
bars = Param("SMAbars", 10, 2, 100, 1 );
sma = MA(C, bars );
Plot( sma, "SMA ("+bars+")" , IIf(sma > Ref(sma, -1), colorGreen, IIf(sma <
Ref(sma, -1),
colorDarkRed, Null)), styleThick );
Mike wrote:
> Plot(MA(C, 5), "Test", IIf(C > Ref(C, -1), colorGreen, IIf(C < Ref(C, -
> 1), colorD
Thank you Joseph, this sound very interesting and I might try it on a spare PC
in spare time :-)
I am spending too much time tinkering with computers...
best regards,
herman
From: J. Biran <[EMAIL PROTECTED]>
To:
Date: Monday, July 14, 2008, 2:49:33 AM
Subject: [amibroker] OT: VM for Vista64
Thank you Tomasz,
Good to know that!
herman
From: Tomasz Janeczko <[EMAIL PROTECTED]>
To:
Date: Monday, July 14, 2008, 2:29:46 AM
Subject: [amibroker] OT: VM for Vista64
Herman,
Just few things to consider:
1. Windows and programs under Virtual Machines run slower than "normal"
2. Graphic ca
Plot(MA(C, 5), "Test", IIf(C > Ref(C, -1), colorGreen, IIf(C < Ref(C, -
1), colorDarkRed, colorDefault)));
Mike
--- In amibroker@yahoogroups.com, "ct1942" <[EMAIL PROTECTED]> wrote:
>
> I'm not adept at writing IFF formulas. I'm wanting a colored MA that
> is green if its going up and red if it's
I thought I have upgraded to V1.7.0 by placing the DLL onto the
folder of AmiBroker
Well, I have just downloaded V1.7.1 and place it onto the folder
AmiBroker \ Plugins \ , I still experience the same problem. Error
message:
"TICKER NAME, 322, Error processing request-'tb' : cause - Dupli
You must use latest version of IB plugin (1.7.1).
The error you are getting is typical to using old version of IB plugin
with newest TWS. Either downgrade TWS or upgrade plugin.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: "spaceant888" <[EMAIL PROTECTED]>
To:
S
61 matches
Mail list logo
