RE: [amibroker] Trimming yahoo data bars from abnormally long to reasonable size-How can we ?

Dear Joris   Many thanks for the solution.   Your afl is possibly ok. I know and certain that you take utmost care to present the precise and accurately working version of afl.   The error comes because I am using Amibroker 5.00 version. I checked that. I will try to get 5.25. Somehow I feel it ti

RE: [amibroker] Trimming yahoo data bars from abnormally long to reasonable size-How can we ?

You shouldn't have any syntax errors. The procedure I follow makes that unlikely: Before sending an afl out to the group, I first send it in an email to myself, copy and paste the afl from this email back into a new afl and display and test it again. Only then do I send the original to the group. T

RE: [amibroker] Trimming yahoo data bars from abnormally long to reasonable size-How can we ?

Decided instead of looking for existing solutions on my HDs to add an spike suppression auto adjustment. This allows toggling between auto and manual spike suppression. The default is set for manual, but can of course be changed to auto. There are several ways to use those two modes. Personall

[amibroker] Re: Downloading all AFL Library files

--- In amibroker@yahoogroups.com, "Marty J" wrote: > > > > --- In amibroker@yahoogroups.com, Henrik Rasmussen wrote: > > > > I have an add-on in my Firefox browser called "Download Them ALL!! > > > > You go to a page, select this thing and it will start downloading > > everything. Saves me a

RE: [amibroker] Trimming yahoo data bars from abnormally long to reasonable size-How can we ?

Dear Joris, I humbly salute your helping spirit.   Many thanks for your prompt response and giving a solution.   Statistics is a very reasonable and justified way. Your solution looks very reasonable and convincing.   I am getting a syntax error just before (H) in the line below of your code. Hmax

RE: [amibroker] Trimming yahoo data bars from abnormally long to reasonable size-How can we ?

The simplest solution is to adjust manually using the simple code below. I prefer manually because I want to see which data are adjusted and which data are real. I have generated some dynamically adjusting alternatives. About 5 years ago when IqFeed data were somewhat noisy I tested and submitted

Re: [amibroker] Re: Trader Tax

well it is my understanding that they want to enforce this trading tax globally. I quote: "Pelosi and other lawmakers have said the bill would have to apply internationally to ensure that financial activity does not move overseas." - Original Message - From: "Mubashar Virk" To: Sen

Re: [amibroker] How to prevent NBBO order rejections?

Try, this website, Ron D Shenker's Manipulation of the National Best Bid or Offer (NBBO) http://www.sec.gov/litigation/admin/33-8029.htm

[amibroker] How to prevent NBBO order rejections?

When testing I often get IB error messages: Error 202, Order Canceled - reason: limit price too far outside of NBBO. I would like to prevent these order rejections. Would anyone know what the NBBO limits are, or how to calculate them, so that I can prevent the orders from being placed? Many th

Re: [amibroker] Position sizing question

I use Ref (atr(), -1) On 12/5/2009 9:04 PM, droskill wrote: > I've got a system that uses the following for sizing: > > Size = -2 * BuyPrice/1.5 * ATR(7); > > Now this works great for backtesting - takes the buy price (the open in this > case) and puts an ATR-based sizing to it that uses a max o

[amibroker] Re: Rotational trade - how do I get the top 10% of stocks?

Figured this out: function CountWatchList( listnum ) { // retrive comma-separated list of symbols in watch list list = CategoryGetSymbols( categoryWatchlist, listnum ); Count = 0; // just in case there are no watch list members for( i = 0; ( sym = StrExtract( list, i ) ) != "";

[amibroker] Position sizing question

I've got a system that uses the following for sizing: Size = -2 * BuyPrice/1.5 * ATR(7); Now this works great for backtesting - takes the buy price (the open in this case) and puts an ATR-based sizing to it that uses a max of 2% risk. But the issue I run into is that when it comes time to trade

[amibroker] Trendlines witth TD-Points

Here is the base code, that i would like to change: PercH = Param("Percent H", 3, 0.25 , 10, 0.25); PercL = Param("Percent L", 3, 0.25 , 10, 0.25); UP = Peak(H,PercH,1) + Peak(H,PercH,1)-Peak(H,PercH,2)) / (PeakBars(H,PercH,2)-PeakBars(H,PercH,1))) * PeakBars(H,PercH,1))); DOWN = Trough(L,P

[amibroker] Re: Rotational trade - how do I get the top 10% of stocks?

psuedo code would be: ListQty = number of stocks in WL (not sure of easiest way to do this) SetOption("MaxOpenPositions",ListQty/10); --- In amibroker@yahoogroups.com, "droskill" wrote: > > Question for the group - I know how to buy up to a specific number of > positions, but how can I make th

Re: [amibroker] Trimming yahoo data bars from abnormally long to reasonable size-How can we ?

Thanks Prashant. The problem is No idea about how to go about it. Anyways I remember sme afl was already there long back.I will try to dig it and the trimming will be taken care by trim afl as I see it. regards rvlv. --- On Sat, 12/5/09, Prashanth wrote: From: Prashanth Subject: Re: [amibroke

Re: [amibroker] Trimming yahoo data bars from abnormally long to reasonable size-How can we ?

Since its a data problem, you will need to manually look and modify the concerned bar (in lowest time frame that you have data in). Hence, if you are having 1 Minute Data, a single minute will be the cause which you have to see and delete / modify. Cheers Prashanth - Original Message ---

Re: [amibroker] Trimming yahoo data bars from abnormally long to reasonable size-How can we ? [1 Attachment]

please take a look at png in attachment to see odd sized bars in action. thanks rvlv --- On Sat, 12/5/09, rvlv wrote: From: rvlv Subject: [amibroker] Trimming yahoo data bars from abnormally long to reasonable size-How can we ? To: amibroker@yahoogroups.com Date: Saturday, December 5, 2009, 9

Re: [amibroker] Re: Trader Tax

You're wrong, this isn't just the US. First of all the tax is being pushed by the UK and is supported throughout much of the G20. Second I don't care how you spin it, even if the tax only was in the US, it would have an effect on *any* entity that needed exposure to US exchanges. I agree it woul

[amibroker] Trimming yahoo data bars from abnormally long to reasonable size-How can we ?

Hi afl experts and experienced coding specialists, Please few minutes to address this problem that most Amibroker uses face. summary people use Amiquote and download stockdata on intraday,daily timeframes into a separate database. Then they like to apply certain pattern recognition afl on this

[amibroker] Re: Rotational trade - how do I get the top 10% of stocks?

I have similar issues and can find no easy way to do this or to in general control maxopenpositions without getting heavy into CBT. I am thinking of controling with JavaScript which I am now learning. Here is my thought: (1) Run an exploration on an afl that counts the number of stocks availab

[amibroker] Re: Downloading all AFL Library files

WinGrep can search a collection of AFL files. The mailing list also has code gems within discussion threads. Thunderbird 3 can download the mailing list for offline search, using NNTP to gmane. On 12/5/2009 9:53 AM, Herman wrote: > > > fwiw, I used to use HTTrack >

[amibroker] Re: Trader Tax

I hardly think Amibroker will be irrelevant just because the US descides to put tax on trades. It will be a blow for US traders for sure. But the world isnt as US centric as it used to be. Besides, I cant see why Nasdaq or NYSE cant set up futures trading in Singapore or Hong Kong. Nikki has bee

Re: [amibroker] Re: Trader Tax

It's good that Geithner is saying this, I just don't put a lot of stock in his level of power in this administration. His job is hanging by a thread and he could be replaced within a year. But I suppose he's currently the one indication of the president's position, which anyone paying attention

Re: [amibroker] Re: Trader Tax

My original post on this matter was marked by me as off topic but frankly it isn't. As was said AmiBroker will be an irrelevent piece of software as the economics of scale will eliminate the viability of 99.999% of strategies for non exempt entities, which means nearly everyone on this list.

Re: [amibroker] Re: Trader Tax

Bad news for ANYONE who trades on US *exhanges*, the tax will be imposesd at the transaction level regardless of what country you're a citizen of. And guess what, this tax has a broad support on many western European countries too. -Original Message- From: Mubashar Virk Date: Sat, 05

[amibroker] Rotational trade - how do I get the top 10% of stocks?

Question for the group - I know how to buy up to a specific number of positions, but how can I make the rotational trade the top 10% of positions without regard to a specific number of stocks? Any help greatly appreciated, Damian

Re: [amibroker] Re: Downloading all AFL Library files

Marty, It's a nightmare to organise all the afl files. Bad idea to download all the stuff into your computer, IMHO. It's beyond the words to know what such afl does, what is loaded into AB, where it is, what is in progress, what is solid code, what is a test. I use Word to search strings insi

Re: [amibroker] Re: AB and TRM Sigma channels

Amen!!! Best Regards Rick Osborn From: Rakesh Sahgal To: amibroker@yahoogroups.com Sent: Sat, December 5, 2009 12:49:46 AM Subject: Re: [amibroker] Re: AB and TRM Sigma channels They(Sigma Bands) are akin to a peep into the future, irrespective of the c

Re: [amibroker] Re: SUPER PIVOT POINTS [1 Attachment]

<*>[Attachment(s) from reinsley included below] Hi Woozi, No errors with this version. My first plot was in 5' timeframe. Only three S&R were displayed and a zero line on price. I change TU to 15' and all the things appeared, stars and all the lines, the zero line disapeard. I came back to

[amibroker] staticvar query

I am trying to set a variable LongTrade to 1 for the first buy signal and stay zero till the next sell signal. I cannot use exrem, as my sell signal is dependant on querying the indicators when the first buy signal occurred. StaticVarSet("LongTrade",IIf(Buy AND Nz(StaticVarGet("LongTrade"))==0,

RE: [amibroker] Re: Trader Tax

It does, while it may affect many traders. Any tax will change the market in the short run. If we were talking about milk price control in the US at the dairy level, currently subject to antitrust, I would understand your comment. The foundations of this country, based on free enterprise for all,

RE: [amibroker] Re: Trader Tax

Does it mean US traders can not put US market specific comments on this list? It is restriction of freedom of speech! JP -Original Message- From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf Of Mubashar Virk Sent: 12/05/2009 7:27 AM To: amibroker@yahoogroups.

Re: [amibroker] Re: Trader Tax

Sorry, I did not know all AB users were in the US or traded the US markets. Edward Pottasch wrote: > well if they introduce a 0.25% transaction tax then you will not need any > software package to track or backtest the markets because you will not be > able to make any money. > > On the ES mini

[amibroker] SUPER PIVOT POINTS

Dear David K & Wooziwog, Sorry, it is not 'gtet', it is 'gtext', at the following place: _SECTION_BEGIN("GFX Text+Label, GFX Y, Std X"); //== dec=0; ha=0; procedure gtx(val,color,string,xpos) { GfxSetTextColor(color); gtext=GfxDrawText(NumToStr(val,dec)+"-"+ Best regards, Vi

[amibroker] RelStrength from the date

Hello, I'm looking for help. How to write in AFL to caltulate RelStrength FROM date TO date: from 01.01.2009 to 31.10.2009 Lot o AFL's use fvb = Status("firstvisiblebar"); or barvisible = Status("barvisible"); FVB = barvisible AND NOT Ref( barvisible, -1 ); DateSpan = EndValue(BarIndex()) -

Re: [amibroker] Re: Trader Tax

well if they introduce a 0.25% transaction tax then you will not need any software package to track or backtest the markets because you will not be able to make any money. On the ES mini you will need to make at least 5.5 points profit before you will start making money. On a 20$ stock the fir

Re: [amibroker] Re: Trader Tax

By the way how does this issue relate to AB? wooziwog wrote: > > Ed, > I don't want to seem like an alarmist but the US income tax was > considered benign (1% of income) when it was implemented, the Social > Security contribution was also benign, (don't have exact figures but > it was something

[amibroker] Re: Is there a faster way of writing this AFL?

sometimes I use this but I never check if it's really useful I mean: if I put inside the {} only plot or plotshape or title calls like if ( Status( "action" ) == 1 ) { _N( Title = StrFormat( "{{NAME}} - " + FullName() + " -{{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) Vol

[amibroker] Re: Help Needed with mtRandomA() Fuction

Hi, Unfortunately, your two requirements are somewhat contradictory. By requiring an 'exact' number of trades over a given period, the trades are no longer 'random'. Likewise with the holding periods. What you are asking for is a way to randomly *distribute* a fixed number of trades, as opposed to

Re: [amibroker] Re: Trader Tax

bloomberg mentions that Geithner says: Firms are "going to move in a heartbeat to get around any tax like that." http://www.bloomberg.com/apps/news?pid=20601087&sid=a45uxLtxi3N8&pos=3 I just wonder how trading firms would get around this tax. Anyway it seems Geithner is still opposed to the tra

Re: [amibroker] Count number of up bar and down bar?

up = roc(c,1)>0; down = roc(c,1)<0; up = cum(up); down = cum(down); ratio = up/down; addcolumn(ratio, "up/down"); On 12/5/2009 5:53 AM, h15...@yahoo.com wrote: > Dear all > > I want to addcolumn in my exploration code which shows number of up/ down > price change counts in days > > Could anyon