Thanks "GP", but I think your latest contribution muddies the waters
a bit. My understanding of the original question is that varx would
always be boolean - ie 1 or 0 (True or False)whereas your example
treats it as an integer variable.
The issue revolves around the real question - ie is the que
Thanks for your input on this chaps. Certainly cleared some fog in my
head. All sorted now.
--- In amibroker@yahoogroups.com, "gp_sydney" <[EMAIL PROTECTED]> wrote:
>
> Brian,
>
> As you say, it depends on what the original intention was. There are
> two ways to interpret a statement like:
>
>
Yes it is a "feature" of many sources (eSignal, IQFeed included) that they
adjust end-of-day data only
without touching intraday historical. That results in situation when
historical daily charts don't match historical intraday.
That is exactly the case for EEM. Intraday data are NOT adjusted
whi
In answer to your question Brian, I ended up using a loop.
Seeing the power of AFL, I often find myself resisting the use of
loops, but then wrestling with the neccessary code to achieve my goals
without using a loop.
This seems to be a problem I hit quite consistently... which is a
general uncerta
Generally speaking, if your variable requires a previous value of that
variable to determine current value then you need to use a loop
Other areas that can require looping is items such as trail stops,
where a subsequent Buy true condition can reset the trail price levels
to that newer bar
Of cou
Graham,
I am endlessly surprised when people say they could not found
the description when it sits under F1 key.
Type AMA in the AFL editor and press F1 key.
==
You don't need to search at all. Just press F1.
So AMA *IS* described to the level of every single bit i
I stand corrected. Last time I looked at AMA that wasn't there. Yes it
was a long time ago.
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
2008/9/19 Tomasz Janeczko <[EMAIL PROTECTED]>:
> Graham,
>
> I am endlessly surprised when people say they could not found
> the descri
For anyone interested, I've expanded a bit on the this topic (Finding
Price on Date, given Date as a String) here:
http://codefortraders.com/phpBB3/viewtopic.php?f=38&t=211
Getting the feed but can't get a 1 day backfill. Anyone else having this
problem?
James
Hello,
This email message is a notification to let you know that
a file has been uploaded to the Files area of the amibroker
group.
File: /100ticks.pdf
Uploaded by : cvanhaesendonck <[EMAIL PROTECTED]>
Description : Different tick count AB vs TS
You can access this file at the
You are using Interactive Brokers, don't you?
Did you read http://www.amibroker.com/ib.html
Specifically THIS:
IB TWS streaming data are NOT* tick-by-tick, but rather 0.2-0.3 second
snapshots,
read this for details:
http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?file=/2/
Hello,
I switched to AB few days ago for several reasons, but mostly due to
the slowness of my old tradestation 2000.
I am happy I did and can only see benefits using AB (5.10).
So now, during the passage time between TS towards AB (you know...re-
writing all studies in AFL, it takes some time...
Hi,
When I use the ellipse or oval markers on the chart and print an area to the
right and pass the markers, amibroker compresses the area I displayed on the
right side of the page and leaves empty spaces with the oval markers on the
left by themselves, is this a bug?
When I remove the oval marker
Tomasz,
Thank you for responding to my file upload; please see my post just
after: yes I had read that IB streamin gdata are not tick-by-tick but
rather 0.2-0.3 seconds. But I thought this was only true when you do
a backfill, not when you had the quotes normally streaming.
If however it is tr
I have tried various constructions to achieve the following, but the code
gets complex and has no good way of detecting end of string.
I would like to take a series of strings, H1, H2, H3, and create lists of
the elements, as such
H1="SPY,500,06/04/2008";
H2="DIA,100,09/02/2008"
Hello,
http://www.amibroker.com/ib.html
IB TWS streaming data are NOT* tick-by-tick, but rather 0.2-0.3 second
snapshots,
read this for details:
http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?file=/2/37364.html
You would need to use eSignal OR IQFeed which are tick-by-t
Would the following (untested) code do the job?
global SymList = "";
global ShrList = "";
global DatList = "";
procedure addPosition(posString) {
local sym = StrExtract(posString, 0);
local shr = StrExtract(posString, 1);
local dat = StrExtract(posString, 2);
if (StrLen(SymList) > 0) {
Ken,
This is quite easy by using the StrExtract( list, item) function. I
am doing some similar things in the AFL I am writing for the AFL
Glossary project.
Typing this off the top of my head to give you the basic idea:
For( i=1; i < totalSymbolCount; i++ )
{
list = VarGetText( "
Hello,
Backfill ok this morning before markets open. See message on 9/12 from Barry
ref this!
Jerry Gress
Stockton, Ca.
_
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of James
Sent: Friday, September 19, 2008 7:52 AM
To: amibroker@yahoogroups.com
Subject
Ken,
I should point out that this only works for a single pass of AFL.
Since you are likely wanting the variables of your trades to be more
persistent, they would likely be in disk files or at least in static
variables. So the code given below would at least be changed to
StaticVarGetTe
Hello,
On AB 5.09 (rt) vol charts using lots of ellipses, rectangles, arrows and
text tool, scrolling back through rt and after market close = no problems
here.
What version are you using? Perhaps video card? Try on other puter!
Interesting problem. Hope this helps.
Jerry Gress
Sto
Hi Tony,
Thanks for the tips. Basically, I'd need a loop and use it on each and
every bar of the array to determine the LR, right?
That will slow down my computer a lot, don't you think?
Thanks,
Louis
2008/9/16 Tony Grimes <[EMAIL PROTECTED]>
> SelectedValue takes an array ( of numbers) an
Hi All,
First Sorry if my explanation not clear,
I'm not sure if this function there or not,
For system studying I selected my entry point in the daily chart and
I would like to see what is going in in the 4 hours frame, I have to
scroll by mouse in the 4 hours time frame till I got my sele
Hi,
Using the latest beta version 5.17.1 professional.
1. draw oval maker over area, say 2 screen size ago.
2. move to current screen
3. print preview shows current screen compressed to the right
Problem is not scrolling, it is when you want to print the right most screen
- the print preview shows
Ah yes, and the price bars show in print preview on right side and indicator
lines show across entire page.
Well I've had that problem a very long time, anybody else?
To print just use a screen capture program.
Jerry Gress
Stockton, Ca.
Ps. Did not know the problem was connected t
thanks, will this problem be fixed and if yes when?
On Fri, Sep 19, 2008 at 12:18 PM, Jerry Gress <
[EMAIL PROTECTED]> wrote:
>Ah yes, and the price bars show in print preview on right side and
> indicator lines show across entire page.
>
>
>
> Well I've had that problem a very long time, an
Is no one watching the TED spread?
--- In amibroker@yahoogroups.com, "Tim" <[EMAIL PROTECTED]> wrote:
>
> Hello,
> Is anyone charting the TED spread? How do I create this spread as it
> isn't offered as a single symbol with DTN? Thank you for any and all
help.
>
> Kindest regards,
>
> Tim
>
Does your "simple trading Practice" use any market indicators?
If so, are the market indicators a function of any numeric parameters,
like smoothing period for example?
If so, have you ever wondered if maybe there better values for the
parameters?
If so, did you try backtesting different values
Hi Louis,
A loop will work, but how slow - it depends (Speed of your computer, number
of bars loaded, how many loops your using etc...). Without seeing what your
actually looking for (The end result), I think you could do it with one
loop, with only one pass through the loop. The speed should be O
Mike:
Your code concept worked perfectly, with some minor changes.
Included below in case anyone wants to play with this further.
Many thanks. This opened up my code project, which I will share with the
list once it is fine tuned.
Ken
global SymList ;//= "";
global ShrList ;//= "";
global DatList
Hi Tony,
Thank you a lot for your response. I'm still very weak with loops. Last
time experimented with one, I had to reboot my computer! :) So do you know
how such a loop could work? And if I run, let's say 2 minutes bar for one
year, wouldn't that be really really long to deal with? I have
Dennis:
I feel I have a lot to learn from dynamic variables here (asked once
before), but right now I can not make this concept work.
Code below is my modifcation of your concept and it does not crash but only
prints the commas between the strings.
List becomes H1 on the first pass through the lo
Hi Ken,
The problem is that you defined H1 as a regular variable and the code
is looking for a static variable named H1. Therefore, the static
variables are empty. For your test here, just use VarGetText(...
Or make your variables into static variables:
StaticVarSetText("H1", "SPY,500,06/04/
here is a peice of code that will do it. i am not sure if there is a
better way of triggering a windows executable than alertif. if so let
me know.
trigger=ParamTrigger( "Want to send email", "SEnd IM");
if(trigger){
_TRACE("sending alerts");
AlertIf(True, "exec c:\\youpath\\sendIM.rb"," sending
Louis,
If your looking for the slope & difference between HHV of 20 bars & the
current close, all you should need is this:
Pds=20;
LastHighBar = HHVBars(High, Pds);
LastHighVal = HHV(High, Pds);
Slope = IIf(LastHighBar,(Close - LastHighVal) / LastHighBar,0);
CloseDiff = Close - Ref(Close, -Last
Hi,
I'm trying to get some code to run as fast as possible. As such I've
been studying the 'Display Chart Timing' option under preferences>misc.
I've noticed some behaviour that I can't explain. I hope others may be
able to.
Firstly I notice that when my chart requires 10,000+ bars I start to
no
Dennis: Yep. Worked. Added an if to get around "," at beginning of
assembled lists, and it works fine.
Many thanks,
Ken
-Original Message-
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of Dennis Brown
Sent: Friday, September 19, 2008 5:29 PM
To: amibroker@yahoogr
Please read this:
http://www.amibroker.com/kb/2008/07/03/quickafl/
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: "sidhartha70" <[EMAIL PROTECTED]>
To:
Sent: Saturday, September 20, 2008 12:50 AM
Subject: [amibroker] Confusing Behaviour...!!!
> Hi,
>
> I'm try
Thanks TJ. I do know about Quick AFL and I have read that document
throughly before.
But I can't see how it applies in this case with these specific
examples. And I definately can't see the difference between one being
inside a function or not.
Can you explain?
TIA
--- In amibroker@yahoogroups.
You would also need to add the comma handling, as was done in the
sample that I gave.
If you wanted to combine the two approaches, you could just have the
loop call the addPosition procedure, else move the addPosition
procedure logic into your loop.
VarSetText("H1", "SPY,500,06/04/2008");
...
BarCount is DYNAMIC, it may change with every execution.
You should not think about it as a constant.
It can change with zoom factor, tooltip display (uses less),
interpretation, selected bar, etc, etc.
Also first execution after applying indicator always uses
all bars, only subsequent runs use le
It is not economically feasible for us to support more data sources,
specifically closed-source ones,
as it means only time/costs spent on development/maintenance/support
but revenue goes not to us, but to data vendor.
Data vendors however can take our freely available PUBLIC open API (without
still trying to get it into my head. thanks for your points.
--- In amibroker@yahoogroups.com, Keith McCombs <[EMAIL PROTECTED]> wrote:
>
> Does your "simple trading Practice" use any market indicators?
> If so, are the market indicators a function of any numeric
parameters,
> like smoothing per
Tj thanks.
But I just want to get this 100% clear so I don't have to come back to
this again.
On exactly the same chart... same settings, same zoom etc... One line
of code requires 5,000 previous bars within a function structure, and
outside of a function structure it requires 500. Why? It makes
Hello Tomasz, could you please teach me how to coding Stochastic J% of
Indicator in AB? This is a commonly used formula.Is it possible to offer
and download?
Please see below the indicator formula:
{N:9; M1:3; M2:3}
RSV:=(CLOSE-LLV(LOW,N))/(HHV(HIGH,N)-LLV(LOW,N))*100;
K:SMA(RSV,M1,1);
D:S
As written here:
http://www.amibroker.com/kb/2008/07/03/quickafl/
and illustrated here:
http://www.amibroker.com/gifs/barindex_small.gif
BarCount is in direct relation with bar requirements.
BarCount is actually number of bars visible PLUS calculated requirements.
> They require 5,000 bars each.
The simple answer .
An intelligent optimizer regardless of which one will greatly reduce
optimization time as unlike an exhaustive search, run time is typically not
related to the number of variable value combinations.
As a simple example visualize a system made up of two indicators i.e. a
Yes but it appears to have fixed itself.
--- On Sat, 20/9/08, James <[EMAIL PROTECTED]> wrote:
From: James <[EMAIL PROTECTED]>
Subject: [amibroker] no IB bacfill today
To: amibroker@yahoogroups.com
Received: Saturday, 20 September, 2008, 12:52 AM
Getting the feed but can't get a 1 day bac
This is just a guess. If you can compare the results with the program
it came from try this:
N=9; M1=3; M2=3;
RSV =(CLOSE-LLV(LOW,N))/(HHV(HIGH,N)-LLV(LOW,N))*100;
K = MA(RSV,M1);
D = MA(K,M2);
J = 3*K-2*D;
plot(J, "Stoch J", colorred);
Barry
--- In amibroker@yahoogroups.com, "cstdc5588" <[EMA
Trying to use feedback from portfolio equity to control position size.
Portfolio level equity obtaines its value after backtest is complete. I tried
to use add to composite to accumulate portfolio equity, but it gets reset with
each new ewquity ... so value is same as individual equity.
How wou
Hi,
I need the gradient of the slope, and for each bar. This is where it is
difficult...
Thanks,
Louis
2008/9/19 Tony Grimes <[EMAIL PROTECTED]>
> Louis,
>
> If your looking for the slope & difference between HHV of 20 bars & the
> current close, all you should need is this:
>
> Pds=20;
>
>
Hi Barry,
It's work! Thanks a lot.
Frank
--- In amibroker@yahoogroups.com, "Barry Scarborough" <[EMAIL PROTECTED]>
wrote:
>
> This is just a guess. If you can compare the results with the
program
> it came from try this:
>
> N=9; M1=3; M2=3;
>
> RSV =(CLOSE-LLV(LOW,N))/(HHV(HIGH,N)-LLV(LOW,
from personal experience, having run many many walkforward tests,
most systems can be optimized (curve-fit) to appear to give good
results using in sample data. But ... results using out of sample
data are usually poor. So, you use IO to do walkforward testing and
determine if your trading syst
What do you mean be gradient of the slope?
On Fri, Sep 19, 2008 at 9:36 PM, Louis P. <[EMAIL PROTECTED]> wrote:
> Hi,
>
> I need the gradient of the slope, and for each bar. This is where it is
> difficult...
>
> Thanks,
>
> Louis
>
> 2008/9/19 Tony Grimes <[EMAIL PROTECTED]>
>
>> Louis,
>>
Thanks Mike for pointing out that += works with strings also.
Oh, yea, the comma at the beginning.
I would get around that by doing the following:
for( i=1; i < totalSymbolCount; i++ )
{
list = StaticVarGetText( "H" + NumToStr(i, 1.0, 0));
if(i==1){comma = "";} else{comma = ","
For another way of saying about the same thing, see Fred's comment at
7:41pm, 9/19/08, subject: "Re: Confusing Behaviour...!!!". I guess Fred
was in a hurry and accidentally posted to the wrong subject.
Thankfully, his grammar and spelling are much better than mine.
-- Keith
murthysuresh wro
I hope everyone got my emails that wanted the Ergodic's. Good luck
with them. I don't feel quite so bad about the help I have received
now that I have been able to help as well. Thank you.
Warmest regards,
Tim
You could also take the comma calculations outside of the loop which
could save some cycles. i.e. just append an extra comma to the end of
the list and strip it off after the loop is done:
COMMA = ",";
for( i=1; i < totalSymbolCount; i++ )
{
list = StaticVarGetText( "H" + NumToStr(i, 1.0, 0)
I'm forever having trouble with settings in AA, because I don't want the
same settings for all my AFL formulas. Some of the settings can be
overridden by "SetOption()". For example "|SetOption("MinShares", 1);"
in AFL code will override "Min. shares:" in AA Settings. However, as
far as I kno
RoundLotSize = 5; // Just as shown here not a setOption function
- Original Message -
From: Keith McCombs
To: amibroker@yahoogroups.com
Sent: Friday, September 19, 2008 10:14 PM
Subject: [amibroker] Settings frustration
I'm forever having trouble with settings in AA,
Dear Member,
Pls Help to me how can i draw in avarage trader price ( ATP ) in in my realtime
chart in 3 min or 1 min or 5 min Chart..pls help or send any sample of afl
also..
Thank U
Manikandan.MS
Unlimited freedom, unlimited storage. Get it now, on
http://help.yahoo.com/l/in/yahoo/mai
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