Re: [amibroker] Re: OT: Given unlimited budget, what's the IDEAL hardware configuration

Nice link, thank you Best regards phlsti a écrit : > > go to www.tradingcomputer s.com for the hottest trading hardware setups > (I just own one, don't have any financial interest in them) >

Re: [amibroker] Re: Question about Scaling In and out

You use SetPositionSize to define the amount to be traded for each signal type. See example in the help files of AB for this function You will need to use the custom backtest to limit the trades to the 50% of equity invested. -- Cheers Graham Kav AFL Writing Service http://www.aflwriting.com

[amibroker] Re: Question about Scaling In and out

--- In amibroker@yahoogroups.com, "slipthruthecracks" <[EMAIL PROTECTED]> wrote: > > I am trying to test a system that works like this: > > each buy signal: enter long 5% of account. > each sell signal: sell half of the value of the long position. > > continue this until a maximum of 50% of the a

[amibroker] CSI data in Amibroker

I'm using Amibroker 4.6 and just got CSI data subscription. While trying to export data from CSI to ab it seems to take hours to import the AmiBrokerExport.csv file. Monitoring the program shows memory and cpu usage of Broker.exe varies but it never finishes. I remeber years ago there was a

[amibroker] Re: Event driven afl with IBController?

There is a note in the documentation at http://www.amibroker.com/at/ It says: "Frankly auto-trading interface is NOT indented to be used in indicators. It is intended to be used in AA window." It looks like other developers are ignoring this advice, and maybe I will

Re: [amibroker] Re: Event driven afl with IBController?

Why not code your system in an indicator since it will already do the things you wish? d On Fri, Oct 17, 2008 at 6:05 PM, Steve Davis <[EMAIL PROTECTED]> wrote: > Thank you Tomasz for the reply. > > 1. Does RequestTimedRefresh work in AA or only in Indicator windows? > > 2. As a suggestion, it w

[amibroker] Make AB Available on Flash Drives

See links below: This one is the suggestion I just filed on AB's wish list: http://www.amibroker.com/feedback/view_bug.php?bug_id=1581 And this is the link to the website describing what is possible using a U3 enabled flash drive. Imagine taking AB with you anywhere you go. Just plug it in to any

[amibroker] Re: Stochastics help needed

Kevin & Judith, Thanks so much for your quick response. The setting are what Bob Cummings uses for his 4-MACD trading platform. They are primarily for day trading. When the 3 cross ging up is BUY opposite for sell. They will need to be changed for EOD. Thanks again for your help. Dick H. -

[amibroker] Re: Stochastics help needed

Kevin & Judith, Thanks so much for your quick response. The setting are what Bob Cummings uses for his 4-MACD trading platform. They are primarily for day trading. When the 3 cross ging up is BUY opposite for sell. They will need to be changed for EOD. Thanks again for your help. Dick H. -

[amibroker] Re: Stochastics help needed

SORRY, wrong attribution...*YOU* (Judith) didn't request those parameters ;) I have no idea about the perceived value of those particular periods versus any others or if that was even what Dick was asking for. Most likely he is trying to match a combination of signal plots to an indicator in TC

Re: [amibroker] Re: Stochastics help needed

I'm not the one that asked the question so I specified nothing.  But I understand why you did it that way -- the person who asked the question specified the 17,3,3.  That at least clears up the question.   Now I don't understand why Dick chose those settings.   Judith - Original Message

[amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so!

> I would assume that the Amibroker real-time front-end charting with > an eSignal data backend is very solid too. It's just that I only > use Amibroker for research purposes. I am using eSignal data, but not extensively - I don't sit in it all the time but recently when I did follow the open

[amibroker] Re: Stochastics help needed

The N-periods, KSmooth period and DSmooth period were specified by you: // DarkYellow – Stochastic – Period 7 :SK 3: SD 1 – Simple STOCH1 = MA( StochD( 7 , 3 , 1 ) , 1 ); Plot( STOCH1 , "Stoch#1", colorDarkYellow, styleLine ); // Green – Stochastic – Period 5 :SK 3: SD 1 - Expotential STOCH2 =

Re: [amibroker] Re: Stochastics help needed

I am confused -- why do you have the blue stochastic line code SK3 and SD3 when the other two are SK3 and SD1?  Wht advantage do you feel there is to setting the third line different in this respect?   Judith - Original Message From: Kevin <[EMAIL PROTECTED]> To: amibroker@yahoogroups.co

Re: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so!

I've had no trouble with IB at all... In which version of the platform has this new problem (the repeating ID problem) occurred? - Original Message - From: "scourt2000" <[EMAIL PROTECTED]> To: Sent: Friday, October 17, 2008 6:17 PM Subject: [amibroker] Re: IB plugin 1.8.0 released - Th

[amibroker] Question about Scaling In and out

I am trying to test a system that works like this: each buy signal: enter long 5% of account. each sell signal: sell half of the value of the long position. continue this until a maximum of 50% of the account equity is invested. It might look like this: Buy #1 - enter long 5% of account: Buy #2

[amibroker] Re: Running AFL from OLE

why dont you call the commentary object from ole. here is an example application.Commentary.LoadFormula("c:\\temp\\setStaticVariables.afl") application.Commentary.Apply(); #load static variables into ab application.Commentary.close()

[amibroker] Re: Stochastics help needed

/* DarkYellow – Stochastic – Period 7 :SK 3: SD 1 – Simple Green – Stochastic – Period 5 :SK 3: SD 1 - Expotential Blue – Stochastic – Period 17 :SK 3: SD 3 - Expotential */ STOCH1 = MA( StochD( 7 , 3 , 1 ) , 1 ); STOCH2 = EMA( StochD( 5 , 3 , 1 ) , 1 ); STOCH3 = EMA( StochD( 17 , 3 , 3 ) , 1 );

[amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so!

Ed, I am using eSignal 8.0 rc2 charting / datafeed with IB as my broker. It has been rock solid throughout all of this volatility. Version 10.x of eSignal charting is still a mess. There's data lags galore there. Someone did their best and brightest to mess that version cycle up but goo

[amibroker] Re: ATR of Foreign Synbol

Thanks for that Gordon I obviously did not use the correct search criteria. Thanks again Graham --- In amibroker@yahoogroups.com, "Gordon Sutherland" <[EMAIL PROTECTED]> wrote: > > Graham, > > Check-out the SetForeign() function in the Help files. This should enable > you to get the ATR for

[amibroker] Re: Event driven afl with IBController?

Thank you Tomasz for the reply. 1. Does RequestTimedRefresh work in AA or only in Indicator windows? 2. As a suggestion, it would be nice in a future version if AB could execute the afl upon receiving a response from TWS. So the afl could do something like this: if (Status("ActionEx") == actionO

Re: [amibroker] Event driven afl with IBController?

Hello, You can poll the status of any order you have submitted differentiating them via OrderId that you get once you call PlaceOrder. You can ensure that your formula is executed in constant intervals as often as every second using RequestTimedRefresh. Best regards, Tomasz Janeczko amibroker

[amibroker] Event driven afl with IBController?

I'm just getting started with the IBController. I am planning to run my afl in the AA, not in an indicator. So the first question is what event(s) will cause my code to execute? How will my code be notified of asynchronous responses to my requests? For example: How will my code know when IB respo

[amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so!

I concur with Dennis. IQ Feed has been rock solid. --- In amibroker@yahoogroups.com, "Ed Fast" <[EMAIL PROTECTED]> wrote: > > Dennis, > > > > Thanks for the information. Are you doing both options on futures as well > as futures on the TOS platform? > > > > Ed > > > > _ > >

Re: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so!

Hello, In this situation there is little I can help with, since all I can do are workarounds. I am thinking on providing more manual control over IB backfill process so in case of problems there is better info and ability to re-trigger requests that failed or are waiting without response. This

Re: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so!

IQFeed is a financial data service company not a broker. So I use IQfeed together with IB using the data of IQFeed and send the orders to the exchange via IB. Well actually I am still using IB data for the autotrading but it can also be done using IQFeed. Only problem is that if you use Name() t

[amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so!

IQ are just a data provider. Not a broker. --- In amibroker@yahoogroups.com, James <[EMAIL PROTECTED]> wrote: > > Are you still clearing through IB or are you clearing with IQFeed? > > > > > > From: Edward Pottasch <[EMAIL PROTECTED]> > To: amibroker@yahoogroup

RE: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so!

For what it is worth, I do not know of any platform that is performing reliably. The Trade Station people are screaming about lock ups, The Ninja people the same. I think that the incredible volatility is just overwhelming the systems everywhere. If anyone has had a solid reliable rock steady pl

[amibroker] Re: AFL Puzzle

>From AmiBroker help file: Tomasz Janeczko tj --at-- amibroker.com 2004-07-23 07:07:29 When QuickAFL is ON, the BarIndex() may not be equal with array item index. Actual array item corresponding to bar index can be found this way: bi = BarIndex(); arrayitem = SelectedValue( bi ) - bi[ 0 ]; "Cl

Re: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so!

Are you still clearing through IB or are you clearing with IQFeed? From: Edward Pottasch <[EMAIL PROTECTED]> To: amibroker@yahoogroups.com Sent: Friday, October 17, 2008 1:34:41 PM Subject: Re: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't t

Re: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so!

FWIW: I just went to the elitetrader message board www.elitetrader.com  to see if anyone was complaining. The board is pretty active and IB monitors it or has in the past. This is the first thing I saw: Interactive Brokers   treat customers like they're ex-boyfriends. unreliable platform.  

Re: [amibroker] finam forex tickers format

EURUSD is correct. Finam however has LIMITS on what you can download at once, so LIMIT your from/to range, so number of bars downloaded does not exceed 2000. Best regards, Tomasz Janeczko amibroker.com - Original Message - From: "Paolo Cavatore" <[EMAIL PROTECTED]> To: Sent: Friday, Oct

Re: [amibroker] AA- Position Value Different from Report

PositionValue is value of ENTRY (the amount of cash you need to put to open a trade). Best regards, Tomasz Janeczko amibroker.com - Original Message - From: "electricwally77" <[EMAIL PROTECTED]> To: Sent: Friday, October 17, 2008 8:48 PM Subject: [amibroker] AA- Position Value Different

[amibroker] AA- Position Value Different from Report

In Automatic Analysis my backtest results show a POSITION VALUE of 444,006.18 verses the "Report" ENDING VALUE of 482,518.42. Why the difference? Thank you for your time.

Re: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so!

You need to understand how it works: 1. You display the chart 2. AmiBroker ASKS IB to deliver historical data. It sends "IB please send me data from to ..." 3. It displays "Backfilling" and WAITS for the RESPONSE from IB 4. Until response arrives, it will constantly display "Backfilling"...

Re: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so!

Barry, You *must* use RT quote window backfill method because of the reasons I outlined previously. IB is NOT able to backfill more than ONE symbol at a time and it takes time. Your formula, goes thru symbols orders of magnitude faster than IB is able to respond, therefore it won't work that way.

Re: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so!

hi I use IQFeed. Is less expensive compared to eSignal but the quotes are very comparable to the quotes on your TWS. You can just use it for trading except that some of the symbols are different. Stocks are basicly the same but futures you will have to hardcode the IQFeed name into your AFL fo

[amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so!

Yes, I have the same problem with backfilling. --- In amibroker@yahoogroups.com, James <[EMAIL PROTECTED]> wrote: > > I am currently trying to backfill 1 day of data for 6CZ8-GLOBEX- FUT. It has been running for over two hours and the Plugin Status window says: > Connected OK > Backfilling (#18)

RE: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so!

Hi Same for me with ESZ8-GLOBEX-FUT. Hopeless!! Can anyone comment on using another live data supplier e.g. eSignal and still use Amibroker to trade a Interactive Brokers account? Is this possible? Peter From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of James Sent:

Re: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so!

I am currently trying to backfill 1 day of data for 6CZ8-GLOBEX-FUT. It has been running for over two hours and the Plugin Status window says: Connected OK Backfilling (#18) 6CZ8-GLOBEX-FUT (1/1) No throttling messages to my knowledge. It is streaming fine from the moment I clicked on the symbol

[amibroker] LineArray for RealTime

Someone has posted an Afl in the Amibroker library that uses the linearry function for real time charting. It will do exactly what I want but it doesn't draw the lines. Pasted below is the code, does anyone have a suggestion?

RE: [amibroker] Corrupted Layout

Hi, When I have these problems it was: 1. Corrupt data base, try another data base or start over. 2. Always check last thing did or added. 3. Recently had chart hanging up after installing the Synergy program to control three computers from one key board. Correction was reinstalling the driver

[amibroker] Corrupted Layout

Hi All, It seems a simple syntax error in some code I have is causing AB to hang... the most annoying part of this problem is that I now have what is effectively a corrupted layout which hangs AB everytime I start it up. To try and solve the problem I have tried deleting all .awl files from databa

[amibroker] finam forex tickers format

Does anyone know the correct ticker format for downloading forex tickers from finam with amiquote? For instance I've tried both EURUSD and EUR/USD but neither work. regards, p

[amibroker] IB plugin 1.8.0 release works fine

Working fine on my end - if this can help I switched off automatic backfill and therefore I backfill only when I chart the symbol - no problem anymore. I also don't chart in tick anymore but use 1-minute as the default streaming speed. Thanks for this plugin upgrade! Carl

[amibroker] Re: Function Performance Pattern

I try it but it doesn't work --- In amibroker@yahoogroups.com, "Kevin" <[EMAIL PROTECTED]> wrote: > > Missing brackets for the array references, maybe? > > TitlePP[0]+TitlePP[1]+TitlePP[2] > > --- In amibroker@yahoogroups.com, "monriri2" > wrote: > > > > With the follow function I try to test

[amibroker] Re: Slow IB backfills

Same here ... Probably for the past 3-4 weeks. I am not pulling their data in through AmiBroker but into QuoteTracker so I isn't an AmiBroker issue. Support at QT confirmed other complaints of slow IB backfills. My trading style isn't really affected by this but I'm thinking of getting a dedica

[amibroker] Stochastics help needed

Help would most appreciate in converting the below TC 2005 Stochastic formula into an Amibroker AFL including the PLOT part. My most profound thanks for any help given. Thanks Dick H. DarkYellow – Stochastic – Period 7 :SK 3: SD 1 – Simple Green – Stochastic – Period 5 :SK 3: SD 1 - Expot

Re: [amibroker] Re: OT: Given unlimited budget, what's the IDEAL hardware configuration

I'm not using the mac pro - but then I don't have the need you seem to have. BUT if I did that's they way I'd go (given the unlimited budget). I'd also stick with 32 bit AB for reasons stated above. d On Fri, Oct 17, 2008 at 8:18 AM, phlsti <[EMAIL PROTECTED]> wrote: > go to www.tradingcomputer

[amibroker] Re: OT: Given unlimited budget, what's the IDEAL hardware configuration

go to www.tradingcomputers.com for the hottest trading hardware setups (I just own one, don't have any financial interest in them) --- In amibroker@yahoogroups.com, "Mike" <[EMAIL PROTECTED]> wrote: > > Hi, > > Given an unlimited budget (helps to identify what is possible, even if > not practica

[amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so!

Thanks Tomasz, It looks like I picked the worst possible time to upgrade to 1.8.o as TWS was having data errors at the time. All seems to be working this morning but I am getting 162 errors when I try to back fill 1 days data with backfill current. I try it with VZ or XOM and I get the error.

Re: [amibroker] Re: Basic line plot referencing earlier Bar - not working

Works fine for me too. Regards ChrisB a écrit : > > Hi Oz > > Works OK for me . I have changed LookBack to 6 day to match your meaning. > See attached for ROC oil today 17 Oct > > | _SECTION_BEGIN ( "Ozzy's line" ); > Lastbarr = LastValue ( Cum ( 1 ) ); //counts the number of bars. > startr = Par

[amibroker] Re: OT: Given unlimited budget, what's the IDEAL hardware configuration

As I understand it MCO & IO are only useful for multicore optimization. For me that's no use... I'm more interested in multicore operation outside of optimization. i.e. heavy charting requirements, high resolution data throughput for day trading etc..etc... I am actually using an octo core Mac Pr

RE: [amibroker] ATR of Foreign Synbol

Graham, Check-out the SetForeign() function in the Help files. This should enable you to get the ATR for your foreign symbol. Cheers, Gordon Sutherland -Original Message- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of Graham Johnson Sent: Friday, 17 October 2008

[amibroker] AFL Puzzle

The following simple code works only ones, when I double click on the indicator (called TEST). The plot is perfect. bi = BarIndex(); dt_array = DateTime(); Trade_dt=dt_array[SelectedValue(bi)]; Trade_dt_text = DateTimeToStr(Trade_dt); Trade_flag = IIf(dt_array == Trade_dt,1,0); Plot(Trade_flag,"F

Re: [amibroker] Re: IB plugin 1.8.0 released - This is a fix? I don't think so!

Hello, The fix was required because recent TWS started to REJECT backfill requests with same requestID but different start/end times. Pre-1.8.0 versions used same requestID for ONE symbol in order to backfill more than 5 days for one symbol. But new TWS simply rejects it with error code. So new (

[amibroker] ATR of Foreign Synbol

I'm used to using Foreign but I've searched for how to get the ATR of a foreign symbol and haven't had any luck. Any guidance, please? Graham

[amibroker] Re: OT: Given unlimited budget, what's the IDEAL hardware configuration

Are either of you guys using MCO or IO to leverage the multi cores? Or, is the power of a single CPU and mucho RAM all you needed? Dingo, are you running 32bit or 64bit windows? Likewise, to both of you, 32bit or 64bit AmiBroker? Thanks. Mike --- In amibroker@yahoogroups.com, dingo <[EMAIL PR

[amibroker] Re: IB backfill for ETFs

Thank you very much for your help. Now it works. Just one suggestion. Try not to use AMEX, because the data is very spotty. Data from other exchanges is in much better shape. AF