RE: [amibroker] Controlling Hight of Volume Bars (corrected)

Plot command has a special feature just for this. See following: PlotVOL = ParamToggle("plot Volume?","No|Yes",0); VolColor = (C>O OR (C==O AND (H-C)<=(C-L)))*ParamColor("VUpColor",colorBlueGrey)+ (C(C-L)))*ParamColor("VDnColor",colorPink); VolScale = Param("1/Vol.Height (TimeBar

[amibroker] Re: Custom Backtest

Given that the name of the method is EnterTrade, I would assume that the boolean is to toggle between the two types of entry (true for long, false for short). If you want to cancel a trade signal, just set the PosSize property to 0 or the Price to -1. e.g. for (i = 0; i < BarCount; i++) { f

[amibroker] Re: Coding Question

I think that you need to get rid of the LastValue call. Run the following exploration against symbol AA for the period 8/1/2007 - 8/31/2007 for an example; xx = Close > 36; Filter = xx; AddColumn(Ref(BarsSince(xx), -1) + 1, "Prev Bars Ago"); Mike --- In amibroker@yahoogroups.com, "Edward Pott

[amibroker] Re: Tried All Past Suggestions - Amiquote data not imported

The last time I saw this discussed it ended up being a version issue AQ/AB but it looks like that isn't the case with you. I ran the baseline test for you to give you a stable reference point: - I have AQ 2.0 unregistered (haven't entered my key to new install). - created new 'blank' database &

[amibroker] How can I de-activate trailing stop for one symbol in Custom backtester?

Hello, I set up a system using trailing stops but I would like the trailing stops not to work for a given symbol. The system uses low level custom backtester. I set this up this way: TrailStopAmount = IIf(Name()=="IBM",1000,StopPoint); ApplyStop( 2, 2, TrailStopAmountUp,False,True ); But this

[amibroker] Re: UnKnown error msg: "Out of present range"

Hi Herman I just checked my correspondance with AB support last time I faced this error. The message to Support was "I have undergone some more tests and discovered that the "Out of Present range" error come from the condition that if there is one and only one trade is generated in a backtest f

Re: [amibroker] Tried All Past Suggestions - Amiquote data not imported

Ken, I'm also using the unregistered version of AQ. I selected Edit->Mark All and Yahoo Fundamental Basic - and got FullNames for all tickers without any problems. Nothing got messed up. Greetings, Thomas > Answering my own question (and for possible benefit of new users). > > It seems there

Re: [amibroker] Controlling Hight of Volume Bars (corrected)

Joseph What a clever bit of code. Thanks for sharing  Best Regards Rick From: J. Biran <[EMAIL PROTECTED]> To: amibroker@yahoogroups.com Sent: Thursday, November 13, 2008 8:40:04 PM Subject: RE: [amibroker] Controlling Hight of Volume Bars (corrected) Plot co

[amibroker] How to find the "real" last day of IS and OOS equity?

Hello, I have the following possibly simple coding problem. Let's assume that I perform a Walk-Forward Optimization with the first in-sample period from 01/01/2000 to 31/12/2000 with a step of 3 months. When using Easy mode (EOD) and checking "Use today", the end day for the last IS and OOS pe

[amibroker] Re: Coding Question

Nice Q & A here - a bit of a brainteaser even ... For anyone interested, I've dissected and expanded this subject a little bit here . Thanks Ed and Mike! --- In amibroker@yahoogroups.com, "Mike" <[EMAIL PROTECTED]> wrote: > > I thin

RE: [amibroker] Re: Tried All Past Suggestions - Amiquote data not imported

What can I say? Thanks to all who commented. I am not sure why I had such difficulty, nor can I reconcile the statement that the Unregistered version is limited to 20 symbols. Probably the program was changed but the Help file was not updated. Nonetheless, I am running just like I want to be, I

RE: [amibroker] Controlling Hight of Volume Bars (corrected)

Thanks to all who commented on this basic question for me. Curious, now that I know the answer, is to go and search in Help for the instruction that tells you that you can control the height of the volume bars to 1/x the space of the pane. Maxvalue and Minvalue are clearly mentioned but the conne

[amibroker] Reduction of position size when volatility gets high

Hi, having a simple MA rule I want to reduce position size (from 100% to 50%) if volatility gets above its 120 day average (and back to 100% if volatility gets below its average). I have tried the following code but without success: Buy = Cross( Close , MA(Close,30)); Sell = Cross(MA(Close,30),

RE: [amibroker] Coding Question

Dear TJ I've got error like this __ Last Windows message: HWnd: 0x2a07c8 Msg: 0x0110 wParam:0x000507ac lParam: 0x Detailed exception information: Broker.exe caused a EXCEPTION_ACCESS_VIOLATION in module AmiXTP.dll at 001B:67850C52, Ordinal48

[amibroker] Re: How to block out certain date periods in Trading

Mike, Thank you for the help. I am going to try your sample and see if I can get it to work. Thanks again. DM --- In amibroker@yahoogroups.com, "Mike" <[EMAIL PROTECTED]> wrote: > > What about something like this (disallows buys during blackout, forces > sells during blackout): > > May = 5; >

Re: [amibroker] Balancing Long and Short positions in backtesting

If I use SetOption("SeparateLongShortRank", True ); Can I use it to have neutral trading ONLY at selected times? (NOT ROTATIONAL TRADING) Example: If I inhibit all short signals during an Uptrend, Allow both short and long signals in sideways markets and allow only short signals in down trend,

[amibroker] Re: Circular issue with duplicate buy signals

Thanks. I was able to model what I want using a For loop like you suggested. It was easier than I thought it would be ... I was hesitant to even try. The nice thing is that you can do all the array processing you can before the loop, and then use the arrays in the loop. This kept the loop simpl

[amibroker] Re: Balancing Long and Short positions in backtesting

You cannot change the value of the SeparateLongShortRank on each bar, but you can do this: Short = Short && !uptrend; Buy = Buy && !downtrend; The number of allowed positions is controlled by these options: SetOption("MaxOpenPositions", 15); SetOption("MaxOpenLong", 11); SetOption("MaxOpenShort",

Re: [amibroker] Re: UnKnown error msg: "Out of present range"

Hi. I had this problem fixed just yesterday. The problem was triggered by the following line: PositionSize = (pct_equity * -1) * (BuyPrice / Stop); (As you can see, I use fixed percent risk model.) Notice that depending on the value of the Stop variable, the formula above can generate larg

Re: [amibroker] Re: Balancing Long and Short positions in backtesting

great!!! thanks Ara - Original Message - From: "Steve Davis" <[EMAIL PROTECTED]> To: Sent: Friday, November 14, 2008 10:06 AM Subject: [amibroker] Re: Balancing Long and Short positions in backtesting > You cannot change the value of the SeparateLongShortRank on each bar, > but you can

[amibroker] run to cursor

i use daily and intraday charts. when i select a bar with cursor using a daily chart, i would sometimes like to see the bars around the cursor in the intraday chart. i then have to use the scrollbar searching and eyeballing where the selected cursor is. is there a function or process for me t

[amibroker] How do I restore "IS and OOS Equity"?

I mistakenly deleted "IS and OOS Equity" from the "Equity" category in the "Charts" menu. Does anyone have any idea how to restore this back into the menu along with "individual" and "portfolio". thanks in advance, Chuck

[amibroker] Adding custom metrics

Dear friends, Regarding the addition of custom metrics to the backtest report, to simplify my question please find below a script from the AB documentation. Simply, I want to add, for example, CCI value, RSI value and various entry bar conditions instead of Initial risk or R multiple below. In ot

Re: [amibroker] Adding custom metrics

Entry for "CCI" should be just "CCI" - not "trade.CCI" - Original Message - From: Ilhan Ketrez To: amibroker@yahoogroups.com Sent: Friday, November 14, 2008 12:00 PM Subject: [amibroker] Adding custom metrics Dear friends, Regarding the addition of custom metrics to th

[amibroker] DTN IQ feed and volume

Does anyone else have a problem with the IQ feed not including volume for INDU.X? I'm having to do a force backfill to keep it updated but immediately after the backfill it stops showing on my chart until the next backfill. d

Re: [amibroker] Re: AB 5.2 Manual

Hello, Available now. http://www.amibroker.com/download.html Hit F5 (refresh) in your browser. Best regards, Tomasz Janeczko amibroker.com - Original Message - From: "tipequity" <[EMAIL PROTECTED]> To: Sent: Wednesday, November 12, 2008 4:17 AM Subject: [amibroker] Re: AB 5.2 Manual

[amibroker] Re: How do I restore "IS and OOS Equity"?

Copy and paste from the release notes, creating a new .afl file in the directory where you want the file (e.g. c:\program files\amibroker\formulas\equity). http://www.amibroker.com/kb/2008/02/12/getting-started-with-automatic- walk-forward-optimization/ Mike --- In amibroker@yahoogroups.com, "

[amibroker] Re: run to cursor

i actually noticed it after i posted the message. however i find a odd behaviour. for eg. i have a daily chart where my cursor is 8/10/2008 i now change tab to my 15 minute chart where if i scroll i will find that the cursor is active at the first bar on 8/10/2008 however in zoom functions BI

[amibroker] Re: AB 5.2 Manual

Thank You. --- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > Hello, > > Available now. > http://www.amibroker.com/download.html > Hit F5 (refresh) in your browser. > > Best regards, > Tomasz Janeczko > amibroker.com > - Original Message - > From: "tipe

[amibroker] Amiquote data not imported

In 'Charts' on the the left side panel, right click on any chart out of the 'Basic Charts', and left click 'Insert'. See if you get a new chart with your data. Best wishes, Vinay Gakkhar On Fri, 14 Nov 2008 01:12:27 +0530, Ken Close <[EMAIL PROTECTED]> wrote: > I searched and found several

[amibroker] Stocks and Commodities Trader's Tips November

I was looking for the November Trader's Tips in the members area of the AB website. It is only updated through September. Is it no longer being updated or has it moved to another location? November's code is in the TASC magazine, but it's a lot to type in. Thanks! George

[amibroker] Re: run to cursor

i am not using the entire code but only pieces of it. my point is that the afl function does not do what it states. not sure why selectedValue (barindex()) does not return the barindex at the selected cursor. i will try to contact ab support > BI = BarIndex(); > SBI = SelectedValue( BI );

Re: [amibroker] Stocks and Commodities Trader's Tips November

Available now from members site. Press F5 (refresh) if your browser does not update page automatically. Best regards, Tomasz Janeczko amibroker.com - Original Message - From: "georgeafe" <[EMAIL PROTECTED]> To: Sent: Saturday, November 15, 2008 12:23 AM Subject: [amibroker] Stocks and C

Re: [amibroker] Stocks and Commodities Trader's Tips November

Go to traders.com and look for "traders tips." -CS - Original Message - From: georgeafe To: amibroker@yahoogroups.com Sent: Friday, November 14, 2008 3:23 PM Subject: [amibroker] Stocks and Commodities Trader's Tips November I was looking for the November Trader's Tips in the member

[amibroker] Another AQ Question

As I load symbols into AQ and fetch data, a bunch of symbols are reported as errors, obviously symbols which have changed names or are no longer listed. My question is whether there is a convenient way to purge the database of the out of date symbols, by somehow reading the window of results for

[amibroker] Re: Stocks and Commodities Trader's Tips November

It's there now! Thanks for the quick response. George --- In amibroker@yahoogroups.com, "georgeafe" <[EMAIL PROTECTED]> wrote: > > I was looking for the November Trader's Tips in the members area of > the AB website. It is only updated through September. Is it no > longer being updated or has

[amibroker] Misc Basic (but no so Basic) Questions

Little tidbits that I can't find info about: The keywords {{NAME}} , {{INTERVAL}}, {{DATE}} can be used in a Title statement, with StrFormat. It seems that {{FULLNAME}} is not a recognized keyword, or is it? Could it be if it is not? The keyword {{VALUES}} seems to print the various Param set

Re: [amibroker] Misc Basic (but no so Basic) Questions

Fullname length - I've noticed that AQ / Yahoo shortens the name. Use that script I wrote to fill in longer names. d On Fri, Nov 14, 2008 at 8:30 PM, Ken Close <[EMAIL PROTECTED]> wrote: > Little tidbits that I can't find info about: > > The keywords {{NAME}} , {{INTERVAL}}, {{DATE}} can be use

[amibroker] Re: Another AQ Question

a) For an existing database that includes symbosl with no data: - Tools >> Database Purify - Select reference >> All Symbols >> select All Symbols/N == 1, Report Missing Quotes - Deselect other report options - Default threshold is OK - Analyse - Click on colu

[amibroker] Re: run to cursor

something is incorrect either on myunderstanding of selectedvalue or it does not behave correctly. basically if the cursor is not within the visible range, it seems to return the last barindex of the visible bars. i have a work around here which only works on a intraday chart. basically you ca

RE: [amibroker] Re: Another AQ Question

Brian: Thanks for the detailed tips...good stuff. You said: >>I meant to warn you that it is not good practise to append new data to an existing, AQ created, database for backtesting (susceptible to corruption) it's OK for temporary working databases (scanning for current signals etc) ... for

[amibroker] Re: Another AQ Question

> Can you expand on your comment and share alternatives or options to > "maintain quality" with an AQ updated db. Opinions on data quality and whether Yahoo is value for money are personal I am not a White Knight for Yahoo ... it just happens to suit my temperament and objectives i.e. to get

[amibroker] Re: Another AQ Question

> - during the live database period if any charts plunge overnight > double check to see if they have just gone ex or had a split etc. Hang on! That's not right. For 'live' trading use Yahoo raw data (you just change the format file AQD in AmiQuote folder .. ref the AQ manual if you haven't d