--- In amibroker@yahoogroups.com, "murthysuresh" wrote:
>
> i seem to get compile errors and obviously am doing something wrong.
If you want to continue the approach you started then you will have to
use the System.Reflection namespace to use late binding. For example:
Type brokerT
This is just an untested idea but, one could use IIF statement
UP = IIf(C > O, (C-O), 0); //store UP value in UP variable array (if
Upday then UPvalue = Close-Open, if not an UPday then = 0
U = EMA(UP, period); //smooth UP array
Can you post a link to this article so, I can uderstand the idea a
Hi Carl,
Is this article available on the net? Do you have a URL you can post?
Regards
Richard
--- In amibroker@yahoogroups.com, "Carl Vanhaesendonck"
wrote:
>
> Hi Dick,
>
>
>
> To me those 2 formulas are slightly different. As a metter of fact
> (coïncidence!) there is also an excellent
Howard, I appreciate the help, but am getting a syntax error, maybe someone
with eSignal can assist?
Thanks, Larry
_
From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf
Of Howard B
Sent: Tuesday, January 13, 2009 2:26 PM
To: amibroker@yahoogroups.com
Subj
Hello All,
Researchers at the University of Cambridge (that's in England) found when
the ring finger is longer than the index finger, traders make 11 times more
than their counter parts. Article below, might have to past.
http://www.comcast.net/articles/news-science/200
This did not help. But thanks for responding. I am already using zero
trade delays.
Back to the drawing board.
Pete :-)
\--- In amibroker@yahoogroups.com, "onelkm" wrote:
>
> This is what was posted a while back regarding scaling out; hope
> it helps
> Larry
>
> Re: [amibroker] Re: Scaling
i seem to get compile errors and obviously am doing something wrong.
Type brokerType;
object brokerObject;
brokerType = Type.GetTypeFromProgID("Broker.Application");
brokerObject = Activator.CreateInstance(brokerType);
object commentary=brokerObject.Commentar
Hello, I'm looking for a way to display only the last 2 days for
example (15 mins chart) in a chart... is there a way to accomplish it?
I have multiple small charts and every time I restart AB they display
the number of bars to load (from preferences) -- I'm trying to work
around that behaviour.
Hi Lary --
The McClellan Oscillator is based on the number of advancing issues minus
the number of declining issues. Subtract a slower exponential moving
average of that from a faster moving average of that.
Looking at this web site:
http://forum.esignalcentral.com/showthread.php?s=91481c8fcaafc
www.r-project.org/
i think somebody has also developed a AB R plugin
n-vector means it is not only a pair, but a system of n securities
which are co-integrated
--- In amibroker@yahoogroups.com, "Huanyan" wrote:
>
> And what is "R", is it some other software ?
>
> When backtesting pairs trading
Hi Werner - In my experience using plugins like TC and QP, any changes along
those lines, if AB even allows you to make them, are likely to be
overwritten the next time the plugin reads the 3rd-party DB, which you must
do from time to time if you want to get new issues, etc. One thought, if you
Where in AmiBroker software does it display the next day's Buy or Sell
targets? I take it that the script that I'm using just uses EOD data
to compute a Buy or Sell signal for the next trading session when
backtesting. I see the variables "BuyPrice" and "SellPrice" but like
to report it for the
This thread was getting long :) Try this -
// Lookback interval - example covers > 1 week
window = 8;
// Test with true condition = first of week
Condition = IIf( DayOfWeek() < Ref( DayOfWeek( ), -1 ), 1, 0 );
bi = BarIndex( );
//-- THIS DOES THE WORK -
I asked this Q on the board a few weeks ago, and the consensus was "no".
But you can export the report using OLE and run an exploration showing
only the columns you want:
http://finance.groups.yahoo.com/group/amibroker/message/132540
--- In amibroker@yahoogroups.com, "huanyanlu" wrote:
>
> Hi
This is what was posted a while back regarding scaling out; hope
it helps
Larry
Re: [amibroker] Re: Scaling out example code does NOT work
Re: Scaling out example code does NOT work
Hi Howard,
Thanks for the reply. I have recently learned from Tomasz that trade
delays must
be all set to
ZE
Thanks Ed. I'll take a look at this idea.
--- In amibroker@yahoogroups.com, "Edward Pottasch"
wrote:
>
> hi,
>
> you could shift the array.
>
> for instance jj1 is an array with 1 and 0
>
> then:
>
> // calculate bars since last occurunce of 1
> kk1 = BarsSince(jj1);
> // shift jj by that a
hi,
you could shift the array.
for instance jj1 is an array with 1 and 0
then:
// calculate bars since last occurunce of 1
kk1 = BarsSince(jj1);
// shift jj by that amount and so remove the last occurrence of 1, save result
in jj2
jj2 = Ref(jj1,-LastValue(kk1)-1);
// now shift jj2 back by
hi,
you could shift the array.
for instance jj1 is an array with 1 and 0
then:
// calculate bars since last occurunce of 1
kk1 = BarsSince(jj1);
// shift jj by that amount and so remove the last occurrence of 1, save result
in jj2
jj2 = Ref(jj1,-LastValue(kk1)-1);
// now shift jj2 back
I am trying to get McClellan Osc to work with eSignal data
The following formula does not seem to work, any advice would be appreciate.
/*
McClellan Oscillator
*/
Graph0 = EMA( AdvIssues("$advq",(C))-DecIssues("$declq",(C)), 19 ) - EMA(
AdvIssues("$advq",(C))-DecIssues("$declq",(C)
Well lets just look at a pretend array... I think that puts it in its
simplest context
Effectively what I'm trying to do is replicate EXACTLY the
functionality of BarsSince() but instead of starting from the most
current array element and moving backwards, I want to start a
specified number of
Real-time quotes available here
http://billing.finance.yahoo.com/realtime_quotes/signup?.src=quote&.refer=quote
Don't have time now to think about it and it would be easier if you posted the
code instead of working with a moving target. However, off the top of my head
you might be able to avoid looping by using brute force. For example, if the
range is 5 bars then you could test the 5th bar back with ii
SelectedValue() works Bill... Thanks.
However, the problem I'm having is that I'm using this in AFL code and
I want it to complete the historical array if you like, not just off a
SelectedValue() but with each value of Sum(x,range) as ir changes...
which it's looking like is not possible.
Horribl
OK. Yes, need selectedvalue.
- Original Message -
From: wavemechanic
To: amibroker@yahoogroups.com
Sent: Tuesday, January 13, 2009 7:42 AM
Subject: Re: [amibroker] Re: Finding the last true value in an array...
Have you tried it or are just "not sure"? Works for me and ca
Nope, I've tried it Bill...
I get an Error 5, Argument #3 has incorrect type on the ValuneWhen()
line...
--- In amibroker@yahoogroups.com, "wavemechanic" wrote:
>
> Have you tried it or are just "not sure"? Works for me and can move
to any bar and get the "selectedvalue". If in doubt use
sel
Thanks Steve, Putting that code into every indicator that uses
volume is going to be a drag but I guess that's the only choice. Is
there a way to permanently embedd the corrected volume for that day
into Amibroker's database so that it overrides the data that it mis-
reads in Telechart?
--- I
Have you tried it or are just "not sure"? Works for me and can move to any bar
and get the "selectedvalue". If in doubt use selectedvalue(sum()).
- Original Message -
From: sidhartha70
To: amibroker@yahoogroups.com
Sent: Tuesday, January 13, 2009 6:01 AM
Subject: [amibroker]
Actually Bill, not sure this works... since the 3rd argument in
ValueWhen() is required to be a number and not an array.
Could use LastValue() to turn it into a number, but of course this
only returns the value from the right hand edge of the chart... so it
wouldn't work historically... which is wh
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