[amibroker] Re: Help with barssince

2009-03-20 Thread Barry Scarborough
I will have to digest what you are saying. I don't understand flip yet. While I was waiting for an answer to my post I tried something else. It keeps track of the states but will not back test and the shape arrows are not displayed correctly. If I am in long state the sell and short arrows are s

Re: [amibroker] customization of backtesting results

2009-03-20 Thread wavemechanic
http://www.amibroker.com/guide/h_portfolio.html. - Original Message - From: Radek Simcik To: amibroker@yahoogroups.com Sent: March 19, 2009 10:04 PM Subject: [amibroker] customization of backtesting results hi all, could anybody give me a hint how I can add - position

Re: [amibroker] trailing stop & profit

2009-03-20 Thread wavemechanic
http://www.amibroker.com/guide/h_backtest.html - Original Message - From: Radek Simcik To: amibroker@yahoogroups.com Sent: March 19, 2009 9:58 PM Subject: [amibroker] trailing stop & profit Hi, could anybody explain to me how trailing stop works? I have below setting

[amibroker] Re: trailing stop & profit

2009-03-20 Thread progster01
Hi. Below are a few comments (which may already be clear to the reader). As pointed out: >we cannot say for 100% what happened inside the bar. This is often the crux of the matter when it comes to "incredible" results sometime observed from an incorrectly constructed backtest. General guid

Re: [amibroker] Re: Say() mumbling

2009-03-20 Thread reinsley
Thank you Barry. It works fine. I suppose I ran twice the same formula with different time unit and the same static var. Yesterday I started first with the help example. Another point, I did not write ExRem. One year later my first AFL attempt, ExRem keeps its mystery... Buy = ExRem( Buy, Se

[amibroker] Re: is dtn iq closing data correct

2009-03-20 Thread murthysuresh
trying to fix bad data with dtn is tough becoz, the backfill will wipe out the fixes we did. however the issue is got to do with the intraday settings. mine is set to 1600 which means it will pick up the after hours bar. i have changed it to 15:55 and it seems to work. dunno if i miss any data a

[amibroker] BarsSince Question

2009-03-20 Thread steve_almond
I was trying to calculate the number of bars since the HHV of price over the past 6 months (126 trading days). This seems to work: A1= HHVBars(C,126); This doesn't seem to work: A2=BarsSince(HHV(C,126)); It always returns zero. Why doesn't the second expression work? Thanks, Steve

[amibroker] Is there much of a community for AmiBroker add-ons?

2009-03-20 Thread Conrad Joach
Are there many commercial addons as one would find with EasyLanguage/Tradestation, and if so are people using them? I am not looking for particular recommendations, just wondering what kind of community there is for AmiBroker. Before I invest a lot of time using it and building my trading syste

[amibroker] Re: BarsSince Question

2009-03-20 Thread Barry Scarborough
Because you are asking the wrong question. Plot this and it will help you see why. A1= HHVBars(C,50); // returns # bars bs = HHV(C,50); // returns a value A2=BarsSince(bs == C); // barssince C == high of C printf("A1=" + NumToStr(A1, 1) + ", A2=" + NumToStr(A2, 1)); Plot(bs, "HHV", colorRed); Plo

[amibroker] Re: Is there much of a community for AmiBroker add-ons?

2009-03-20 Thread Mike
Hi, There are a few add-ons as found here: http://www.amibroker.com/links.html More commonly, small contributions are donated to the public library area here: http://www.amibroker.com/library/ Postings by the software author periodically appear here: http://www.amibroker.com/kb/ A self help sit

[amibroker] US stock

2009-03-20 Thread max_pare
Just downloaded "Stocks.zip 1.5mb" from "http://www.icc-az.com/"; go to "link" "Amibroker". I opened the database, and in markets I have NMS, NGM, UNK which seems to be NasdaqGS, NasdaqGM and NasdaqCM. Can someone tell be the difference between those 3 ? Thank you Does anyone found that database

[amibroker] Re: Help with barssince

2009-03-20 Thread Mike
Yeah, Flip is a tricky one to understand. But, the end result is that you have an array alternating between all 1's and all 0's e.g. AmLong = Flip(Buy, Sell); might give the following: 1100010111 indicating that you were long 10 days, then flat for 3, then long for 5, th

[amibroker] Re: EPPV Indicator?

2009-03-20 Thread Evelyn Broom
Hello, I am also interested in this indicator. I found a video at www.stockcharts.cc. This website has a lot of information (tutorials) on it regarding David Elliott's indicators so I had to search for it. There are two videos on how to set up the code in Trade Station and believe it can be

[amibroker] Re: Previous bars

2009-03-20 Thread lucianomt
I inserted this line into the afl code, but unfortunately it did not work. The backtest is still buying shares on the 10th bar... --- In amibroker@yahoogroups.com, "murthysuresh" wrote: > > BarIndex() >20 > --- In amibroker@yahoogroups.com, "lucianomt" lucianomt@ wrote: > > > > I�m running a s

[amibroker] Re: customization of backtesting results

2009-03-20 Thread Mike
1. Have a look at custom metrics. http://www.amibroker.com/guide/a_custommetrics.html 2. You can refer to any defined variable from within your custom backtest code. Those variables can be defined in any .afl file and #include into the current .afl http://www.amibroker.com/guide/afl/afl_view.php

[amibroker] symbol format for IB

2009-03-20 Thread murthysuresh
what is the symbol format for IB for Nasdaq and S/p futures i am trying ES JUN 09-ECBOT-FUT and NQ JUN 09-ECBOT-FUT and getting no data.

[amibroker] exploration

2009-03-20 Thread zeek ing
Hello all, I am new to amibroker and am trying to run some explorations on a system I have built. I have read the tutorial on exploratins but still a bit confused. ANy one have any sample exploration code that I could look at or sore reading material on it. please let me know ze

[amibroker] Is anyone using AmiBroker for Forex?

2009-03-20 Thread Conrad Joach
I am evaluating AmiBroker, and noticed that it is properly showing EURUSD with 5 digits after the decimal on the price axis. However the real time quite window only shows two decimals. Is there a way to format the quote window to show 4 or 5 decimals? Also I don't see a section in the Symbols p

[amibroker] Re: Is there much of a community for AmiBroker add-ons?

2009-03-20 Thread Evelyn Broom
Hi, In addition to the resources listed by Mike, I have found a lot of help on an Amibroker forum that I ran across several months ago. It is www.amibrokerfan.com. There are a couple of others, but I found amibrokerfan has the most to offer by way of trading systems and indicators that have b

[amibroker] Re: trailing stop & profit

2009-03-20 Thread Radek Simcik
ok, Thank you, I think I understood now but one question is still unanswered: What would happen if both happened during the day and my trailing stop is %4. -the price went up more than %4 and -low more than 4%. It seems to me that I am going to experience gain every time although we cannot say f

[amibroker] Re: Is anyone using AmiBroker for Forex?

2009-03-20 Thread Barry Scarborough
I am using EURUSD. The get the correct number of decimal places go to Tools > Preferences > Miscellaneous and change the RT quote decimal places to 5. It is on the upper right side of the pop up window. In Ami there is no symbol category for forex, yet. You can crate one using Symbols > Categor

[amibroker] Re: Help with barssince

2009-03-20 Thread Barry Scarborough
Currently I design systems with basic AFL, modify it to allow it to drive auto trading and then design it again for analysis using BarReplay. I am trying to design one system that can be used in all three environments. In the auto trading program I use states to keep track of what is going on a

Re: [amibroker] exploration

2009-03-20 Thread Radek Simcik
Hi Zeek, try this one http://amibroker.com/guide/h_exploration.html or tell us what you've done so far describing what you want to achieve... Good luck, Radek On Fri, Mar 20, 2009 at 3:17 AM, zeek ing wrote: > Hello all, > > I am new to amibroker and am trying to run some explorations on a sy

[amibroker] Re: symbol format for IB

2009-03-20 Thread Barry Scarborough
Use ES is ESM9-GLOBEX-FUT and NQM9-GLOBEX-FUT. Barry --- In amibroker@yahoogroups.com, "murthysuresh" wrote: > > what is the symbol format for IB for Nasdaq and S/p futures > i am trying ES JUN 09-ECBOT-FUT and NQ JUN 09-ECBOT-FUT and getting no > data. >

[amibroker] Is it possible to refer to more than one instrument on a single chart?

2009-03-20 Thread Conrad Joach
I have a need to plot two instruments on the same chart, or at least have a formula that refers to the pricing time series of two instruments on the same chart. This should be possible but I see no obvious way of doing this. Thx for any guidance.

Re: [amibroker] Re: Is there much of a community for AmiBroker add-ons?

2009-03-20 Thread Thomas Ludwig
... and another resource are progster's contributions on http://codefortraders.com/phpBB3/viewforum.php?f=60 On Friday 20 March 2009 19:29:24 Evelyn Broom wrote: > Hi, > > In addition to the resources listed by Mike, I have found a lot of help on > an Amibroker forum that I ran across several mon

[amibroker] Is it possible to show horizontal histograms coming out of the pricing axis?

2009-03-20 Thread Conrad Joach
In other words something like in this example? Sorry for the irony in this chart, none intended it was the first I could find. http://www.thestreet.com/content/image/45376.include

[amibroker] One thing I think AmiBroker would be improved from is anti-aliased chart lines

2009-03-20 Thread Conrad Joach
Just a suggestion, I know the creator sometimes lurks here and I can offer feedback directly, but I think one reason some people are not at first positive about AmiBroker is that the charting drawings are not aliased, meaning you see a very jaggie set of plotted lines. This can be hard on the ey

[amibroker] Is there no built in array for the bid/ask/size and full depth of book?

2009-03-20 Thread Conrad Joach
I am looking all over the place to see how I can grab the bid/ask/size fields for every qoute that comes across the wire? Naturally that is just top of the book, and one would also want to see the entire Level II structure of what's in the full depth. How do you retrieve these values from within

Re: [amibroker] Is it possible to refer to more than one instrument on a single chart?

2009-03-20 Thread Tomasz Janeczko
Yes. See entire video section: http://www.amibroker.com/video/ Best regards, Tomasz Janeczko amibroker.com - Original Message - From: "Conrad Joach" To: Sent: Saturday, March 21, 2009 12:25 AM Subject: [amibroker] Is it possible to refer to more than one instrument on a single chart?

Re: [amibroker] Is anyone using AmiBroker for Forex?

2009-03-20 Thread Tomasz Janeczko
http://www.amibroker.com/kb/2006/08/09/amibroker-for-forex/ Best regards, Tomasz Janeczko amibroker.com - Original Message - From: "Conrad Joach" To: Sent: Friday, March 20, 2009 1:54 AM Subject: [amibroker] Is anyone using AmiBroker for Forex? >I am evaluating AmiBroker, and noticed

Re: [amibroker] Is it possible to show horizontal histograms coming out of the pricing axis?

2009-03-20 Thread Tomasz Janeczko
That is Volume At Price chart. Available directly from AB (See Charts -> Basic Charts -> Volume at price) Best regards, Tomasz Janeczko amibroker.com - Original Message - From: "Conrad Joach" To: Sent: Saturday, March 21, 2009 12:54 AM Subject: [amibroker] Is it possible to show horizo

Re: [amibroker] One thing I think AmiBroker would be improved from is anti-aliased chart lines

2009-03-20 Thread Tomasz Janeczko
Hello, That is a matter of taste. I know people that hate ClearType (anti-aliased fonts) and love it. I know people that like sharp charts (as they are know in AB) and ones that like smoothed (i.e. anti-aliased). I guess that if you make a poll you will get 50%/50% result. Frankly I was thinkin

[amibroker] Re: One thing I think AmiBroker would be improved from is anti-aliased chart lines

2009-03-20 Thread Conrad Joach
Well put, it's definitely a matter of taste. I think you have made a spectacular platform, so no offense intended to your tastes. To get a look at very high quality aliasing without sacrificing performance (at least not 10x) take a look at this wonderful library, AGG (anti-grain geometry). It i

Re: [amibroker] Re: One thing I think AmiBroker would be improved from is anti-aliased chart lines

2009-03-20 Thread Tomasz Janeczko
Thanks. In fact I looked at antigrain library a couple of months ago :-) but it's current (2.5) licensing changed to GPL and as such does not allow use in non-GPLed apps. Also Microsoft seems to be leaving gdiplus in favor of Avalon (new XAML graphics) that is supposed to get hardware acceleratio

[amibroker] Re: One thing I think AmiBroker would be improved from is anti-aliased chart lines

2009-03-20 Thread Conrad Joach
Well I'm sure you'll make a measured decision that is best for the future of the product. I would make one other point. Although Avalon is HW accelerated, I believe Microsoft has admitted that it was not intended to be used as a low level drawing or rendering API. Since you have low level APIs e

[amibroker] Re: Is it possible to refer to more than one instrument on a single chart?

2009-03-20 Thread Conrad Joach
I saw that video. The issue is that I have two symbols with almost the exact same price, so they overlap. There are two things I'd like to do, but not sure how to do them. 1) Plot the "foreign" symbol on the bottom half of the chart window, as if it were plotted like an indicator. 2) Change th