In principle, count me in. But I am curious what Tomasz thinks of all
this. He has remained uncharacteristically quiet (unless I missed
some mails). TJ, any thoughts?
PS
--- In amibroker@yahoogroups.com, "dloyer123" <[EMAIL PROTECTED]> wrote:
>
> I am currently getting 133 portfolio backtests p
Hi,
I am backtesting in 1 min timeframe with 2 yrs of data. When I use
the function Timeframeset and Timeframerestore. It only gives me a
month worth of backtest. The lower the timeframe i set it to, the
more back the backtesting does.
Has anyone experieced this? Can someone plesae help me?
Hi,
Try something along the lines of the following:
Buy = ...
Sell = (Ref(Buy, -10) AND Close < Ref(BuyPrice, -10) * 1.02) OR ...
Mike
--- In amibroker@yahoogroups.com, faked <[EMAIL PROTECTED]> wrote:
>
> Hello all,
>
> how can I code the following condition in afl:
> I want to exit if after
Hi,
Same answer as
http://finance.groups.yahoo.com/group/amibroker/message/128003
Assuming that the answer is correct of course ;)
Mike
--- In amibroker@yahoogroups.com, "Pete" <[EMAIL PROTECTED]> wrote:
>
> I'm trying to add a condition to my sell rule without creating a
> future leak. I have
What Nvidia card are you using by the way...? I assume these
techniques only qork on Nvidia cards...?
I'd be interested. But I'm also interested to hear some feedback from
TJ... who, as one poster mentioned, has been uncharacteristically quiet.
--- In amibroker@yahoogroups.com, "dloyer123" <[EMAI
we can have separate ranking:
absolute
percentage
sharpe ratio
percentage per trade
and different categoris like stokcs, futures, currencies
--- In amibroker@yahoogroups.com, <[EMAIL PROTECTED]> wrote:
>
> I'm in. I think that it would be interesting. How would you
determine the winner? Would yo
Hello,
I am quiet simply because
a) I am working (not too much time left for discussion)
b) after 64 bit fiasco (in terms of number of installed 64-bit OS)
I am not very keen to jump on bleeding edge again.
There are 3 competing and not compatible GPU computing
schemes, one from NVidia one from
Can someone help on this question:
I need to calculate Alpha and Beta for two sets of symbols for equity, one
having daily data, and another set having monthly data.
1. I am using these formulas for Alpha and Beta, yet the units for Alpha do
not match those I can find on various web sites.
F
TJ or others,
Question about Time & Sales info... is this info stored anywhere...?
If not, is there a way of me accessing this info and storing it myself...?
Many Thanks
No it is not stored unless your base time interval is TICK.
Then it is just saved in the database.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: "sidhartha70" <[EMAIL PROTECTED]>
To:
Sent: Monday, August 11, 2008 4:46 PM
Subject: [amibroker] Time & Sales informat
Is there a way of me storing it...? accessing it...?
--- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote:
>
> No it is not stored unless your base time interval is TICK.
> Then it is just saved in the database.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> -
I explained already.
Switch your database so it uses "base time interval" == TICK.
Then it is stored automatically for you and
you can access it directly via O, H, L, C, V arrays in AFL.
There is no other way to store tick data.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Messa
Ilhan,
think you are on to something important in the way Amibroker handles
forex trading today. However, after having done some tests on my own,
I think the code below should be modified to use the currency being
traded (first symbol) versus USD instead of "base" (second symbol) in
a currenc
Is there a way to keep trades open at the end of the out of sample
walkforward step, rather than "mark to market" at the end of the step?
The problem is that closing trades at the end of each step does not
model trades that last longer than the walkforward step size.
I reduced the walkforward s
All true, and I can add a few more:
* This is largly about keeping the cores fed with data and threads
that are ready to execute. There is no cache. This means careful
managment of CPU, GPU, register and shared memory spaces. Doing this
in a general case is a "interesting" problem, meaning h
I believe that the advised approach is to alter your arrays to be
state arrays rather than signal arrays.
e.g. Buy = Flip(Buy, Sell);
Your position will still be closed in the previous OOS, but it will
immediately be reopened in the current OOS if the condition still
applies.
Mike
--- In ami
I believe that the advised approach is to alter your arrays to be
state arrays rather than signal arrays.
e.g. Buy = Flip(Buy, Sell);
Your position will still be closed in the previous OOS, but it will
immediately be reopened in the current OOS if the condition still
applies.
Mike
--- In ami
Hi,
Anyone got an idea what an acceptable 'total redraw time (all charts)'
is...?
My AmiBroker seems grindingly slow at the moment... and my 'total
redraw time (all charts)' is on average 0.65 sec.
Does that sound reasonable or slow...?
Thanks
It is not bad, but this timing does not include Interpretations,
commentaries or AA running in the background (if any).
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: "sidhartha70" <[EMAIL PROTECTED]>
To:
Sent: Monday, August 11, 2008 11:11 PM
Subject: [amibroker]
Hmmm. But the open price the next day will not be the same as the
close price. So, we loose the overnight value change
--- In amibroker@yahoogroups.com, "Mike" <[EMAIL PROTECTED]> wrote:
>
> I believe that the advised approach is to alter your arrays to be
> state arrays rather than signal
Don't know if this applies to your situation, but I've noticed that if
I have a symbol with many absent bars (ie, holes in the 1 min db), and
my charts are displaying 2-5-15 min bars, that symbol will be very
slow to scroll charts or even scroll back in the quote editor. I've
had 1 symbol with
DL
I am following at the top level and understand what you are doing OK
(you make me wish I had learnt programming/IT).
I like your CPU.
Allowing niche trading is what AB is all about?
I'll put my money on MS/"general purpose computing on GPU" - I don't
think the masses are in love with MS b
If the market proves insuficient to warrant the effort required to
package and sell your work, or if you'd just rather spend your time
on other things, another alternative might be to publish what you've
got, "as is" with the agreement that you offer no support beyond what
is in the code itself
NVIDIA is still going to be around into the future?
(My last four computers have been Dell, because I regard them as
middle of the road, value for money if they are using GeForce?)
So given that Tomasz isn't going to go bleeding edge/niche this
solution could remain ahead of the pack for q
Grant,
That's quite a chunk of code! Thanks. I was just about to post some
Forex backtesting questions exactly on this subject and lo and behold...
It will take me some time to decipher your code, but a few basic
questions in the interim:
(a)
You use SetOption("AccountMargin", 100) but then set
TJ is right. The number of AmiBroker users that are hard core enough
to need this AND willing to pay for it is proably much too small to
justify the time involved for a comercial project.
It is not really needed for EOD data. For that, a decent laptop is
fast enough. I suspect that covers th
Um, you should probably have replied with my original post inline cos' I don't
know which code
you're referring too exactly. But guessing, I'd say:
(a) you're confusing account margin with margin deposit. Some stock brokers
offer account margin but
most fx brokers don't (that I've seen..). 100
It is generally the case, for AB, that the user base is relatively
small, and there are competitors for that $pool, plus, Tomasz can,
and is entitled to, include his version of a competing feature at any
time in the future and in the manner of his choosing so the rug
can slip out from under
I agree with your overall assesment. Though, as an EOD trader of
thousands of symbols, I can state with certainty that such a tool
would still find a happy home outside of real time applications.
I'll be interested to see which, if any, way you choose to go with it.
Mike
--- In amibroker@yaho
Hi
I have spent alot of time scrolling through this forum and still cannot
find clarification. I need to create a continuous contract for the SPI
ASX 200. My data is from e signal. Could somebody please give a clear
explanation of how to do this or point me in the right direction.
Thanks
Dean
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