Looks like you have double negatives, resulting in a value greater than 1 (i.e.
1 - (-0.0359) = 1 + 0.0359 = 1.0359)
You are then multiplying that by the Open, thereby guaranteeing that the Low
will be less than the resulting product. In the most optimistic case the Open
will be the Low and you
D2=-0.0359;
Filter=v>10;
Buy=Filter AND L<(Open*(1-D2);
BuyPrice=Open*(1-D2);
Sell=SellPrice;
SellPrice=C;
No matter what the open is, this code will always generate a price lower than
the open. The buy rule should guarantee that a buy will not be recorded if the
low is not lower than the Bu
Interesting. This one came back to me, so it must only happen when I reply to
a post.
On Jan 21, 2010, at 9:14 PM, Dennis Brown wrote:
> Hello,
>
> I receive posts through the email option. I am getting them all except in
> one special case. A few of weeks ago a curious thing started happen
Hello,
I receive posts through the email option. I am getting them all except in one
special case. A few of weeks ago a curious thing started happening to my
posts. When I reply to a post it no longer copies me on my own post. I see
the post in the Yahoo Groups interface, and if someone re
if you mean email alerts from alertif; one of these could be what you are
looking for:
http://finance.groups.yahoo.com/group/amibroker/message/145922
http://finance.groups.yahoo.com/group/amibroker/message/145782
-gariki
--- In amibroker@yahoogroups.com, "Ara Kaloustian" wrote:
>
> A few wee
> But you can do system design based on the underlying, then use an options
> price calculator, such as Black-Scholes, to estimate the price of an option
> of your choice at the time of the transaction.
If you're a serious Options Trader (or wannabe), open an account with
ThinkorSwim and use th
Hello All
I'm trying to get some future quotes into AB from IB. I understand all that
3-space-between-symbol-and-1-space-between-the-months thing...But what I don't
know is the monthly symbol. For example, the US$ March 2010 traded on the
Nymex. Anyone who knows please shed some light on it.
I like to nest them like this. Ron D
mx=Max(rw,Max(Rm28Spm,Max(Rm28Fvg,Max(Rm28Svg,Max(yft25tg,
Max(yt25tg,Max(yt25tg,Max(y2t25tg,Max(y1t50tg,Max(yf6w50g,yf7w50g));
mn=Min(rw,Min(Rm28Spm,Min(Rm28Fvg,Min(Rm28Svg,Min(yft25tg,
Min(yt25tg,Min(yt25tg,Min(y2t25tg,Min(y1t50tg,Min(yf6w50g,yf7w5
Hello,
Simplest, but repeated code:
x = Max( arr1, arr2 );
x = Max( x, arr3 );
continued to
x = Max( x, arr15 );
x now holds maximum of arr1... arr15
The same but this time using loop:
x = Max( arr1, arr2 );
for( n = 3; n <= 15; n++ ) x = Max( x, VarGet("arr"+n) );
Best regards,
Toma
Thanks for the clarification.
Though, what I was trying to say was that it would be a shame to run a 64 bit
OS, finally allowing access to a full 4GB of virtual memory per 32 bit
application, only to have those memory hungry applications still have to fight
each other, through page swapping, in
Ok Sorry.
Yes. I have a series of arrays... about 15 of them simply stored in variable
names.
I effectively want to do an array operation across all 15 to leave me with one
array which will represent the maximum values across the 15 arrays.
--- In amibroker@yahoogroups.com, Tomasz Janeczko wro
Hi Barry,
First basic trouble shooting 101.
1. What was the last thing you did before this started? Be honest!!!
2. Have you done basic maintenance?
a. Delete browser cookies, I hear java is sensitive here.
b. Defrag, and delete extra files.
3. Do you have access to another computer to test/t
Hello,
This is quite common misconception about memory.
In virtual memory OSes the amount of RAM is NOT equal to the amount of
virtual memory available to the process.
Virtual memory available to 32-bit processes running under 64-bit
Windows is equal to 4GB
*REGARDLESS* of amount of RAM install
Thanks, Barry
--- In amibroker@yahoogroups.com, "Mike" wrote:
>
> There is little to no difference between running a 32 bit app on a 64 bit OS
> vs. 32 bit OS (i.e. no performance hit).
>
> Where you can see a difference, favorably, is if the 32 bit application is
> memory intensive. I believe
That'll simplify things a million fold! Thanks!
--- In amibroker@yahoogroups.com, "ta" wrote:
>
> The watchlists are simple text files (with tls extension) that could easily
> be imported into excel.
>
>
>
> From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf
> Of ku
There is little to no difference between running a 32 bit app on a 64 bit OS
vs. 32 bit OS (i.e. no performance hit).
Where you can see a difference, favorably, is if the 32 bit application is
memory intensive. I believe that a 64 bit OS will allow the 32 bit application
to run using up to a fu
Hello,
This can happen if you have two or more instances attempting to write to
same file at the same time.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-01-21 21:10, ta wrote:
Thanks for your reply. Do you still have tech supports reply? If so
would you please post it here? TIA
Hello,
That is of course **NOT** true when it comes to array variables.
Array-aware MAX
x = MAX( array1, array2 );
is orders of magnitude faster than equivalent
for( i = 0; i < BarCount; i++ )
if( array1[ i ] > array2[ i ] ) x[ i ] = array1[ i ];
else x[ i ] = array2[ i ];
The original pos
The watchlists are simple text files (with tls extension) that could easily
be imported into excel.
From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf
Of kurasake
Sent: Thursday, January 21, 2010 11:59 AM
To: amibroker@yahoogroups.com
Subject: [amibroker] Watch List vi
Thanks for your reply. Do you still have tech supports reply? If so would
you please post it here? TIA
From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf
Of vlanschot
Sent: Thursday, January 21, 2010 12:12 AM
To: amibroker@yahoogroups.com
Subject: [amibroker] Re: Occas
Hi.
I was wondering if there was a way to access and manipulate (eg: getcount,
getname, add, remove, gettickerlist etc) the AB watch lists via OLE and
MS-Excel's VBA. The AB object model only references "watchlistbits" as a
property of "stock" and a thread in this forum from Nov 2009 "seems" t
I'm not sure about this but you might also be able to write the chartid to a
static var, then retrieve it from another afl and get values from that chart.
This might only work for study's (lines and stuff). I've never tried it or
read the docs to see if it can be done, just a suggestion, or id
For a loop, it is much faster to use an if ( var1 > var2 ) { max1 = var1; }
The max operator is much slower from my tests.
I don't know about configuring it for an array operator.
BR,
Dennis
On Jan 21, 2010, at 12:50 PM, Rob wrote:
> I should have added... I'm trying to find the max value of a
Thanks Reinisley & Alan
--- In amibroker@yahoogroups.com, reinsley wrote:
>
>
> Prasan,
>
> Many moving average, some are smooth ma
>
> BR
>
>
> // Moving average collection
>
> per=Param("Period", 20, 5, 50, 1);
> L1=LastValue(Cum(1));
> C1=IIf(Cum(1)>L1-2*per AND
> Cum(1)<=L1-per,110,I
I should have added... I'm trying to find the max value of a large list of
variables...
--- In amibroker@yahoogroups.com, "Rob" wrote:
>
> Is there an easy way in AFL to find the maximum value of a large list...?
>
> Is it a case of a for...next loop or nested Max() statements...?
>
> Many Tha
Is there an easy way in AFL to find the maximum value of a large list...?
Is it a case of a for...next loop or nested Max() statements...?
Many Thanks
A few weeks ago someone had a problem where his emails were being sent multiple
times.
Now I have the same problem, but I don't recall and can not find the solution.
Someone please refresh my memory
Thanks
Ara
I tried this with Ami 4.90 and it does the same thing. I backed up to the
previous TWS 900.6 and it does the same thing. Something must have gotten
corrupted in my system. I haven't a clue how to debug that. Could there be
something wrong with the ib.dll? When I downloaded beta 5.29.2 did tha
Greetings all --
Historical data for options is both difficult to obtain and generally not
useful. Only the most active options trade regularly enough to give
accurate and useful OHLCV data on their own. And options expire, which
means that the active contract has a useful history of about one m
Hi Nugget --
Try this:
//BuyAtANewHigh.afl
//
//Buy if today's high is at least 1% higher than yesterday's high
TargetPrice = 1.01 * Ref( H, -1 );
Buy = H > TargetPrice;
BuyPrice = TargetPrice;
Sell = BarsSince( Buy ) >= 2;
///
Thanks,
Howard
On Thu, Jan 14,
I have an Intel core 2 duo processor and would like to know if things run
faster with the 64 bit OS over the 32 bit. Most of my programs are 32 bit and
I had heard that running them on a 64 bit system makes them slower. Is that
true? If I am going to upgrade to windows 7 I might as well use t
nd 3 at 10:32, then the composite indicator will show a timestamp for
>> that bar of 10:32 (the latest time)).
>>
>> Any ideas why this is happening, and why it just started in the last day or
>> so?
>>
>> I'm using AB 5.26, but this new bad behavior is the
I upgraded to the latest beta. I loaded the newest java but that is the same
version I was using. The error first started this morning with the nov build
of TWS. I upgraded to 901.8 this morning and that did not help. As soon as ami
starts to back fill it closes. I am using the ib.dll and the
Hi Steven --
The answer is in the combinatorics.
If I ask for the best combination of, say, 5 stocks from among 20 choices,
we are asking "what is the best choice of 20, taken 5 at a time?" The
number of possibilities that must be evaluated is
n! / (r! * (n-r)!)
where n is 20, r is 5, and ! is
Hello Keith
Partitioning data into smaller periods consiste of 2 steps
1. exporting data from ... to a certain period. There are some afl lying
around that would do the exporting to an ascii file. all you need is an extra
if statement to export data only if it is within your desired data range a
I will upgrade to that version and retry it and let you know how that works.
However-
While waiting for a reply I tried using the newest TWS and Java with Ami 5.20
on my back up system, which uses Vista not XP. Ami did not close or give an
exception as it did on my main system. But it did not
Hello,
5.29.2 is obsolete BETA version.
If you are using BETA versions you should always use the latest,
which is 5.29.6
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-01-21 13:25, Barry wrote:
> This morning I started IB first then Ami as usual. When TWS started
> I had an error that sai
This morning I started IB first then Ami as usual. When TWS started
I had an error that said the settings were downloaded from the server. When I
closed the error window TWS came up and looked fine.
As soon as Ami started it started downloading the intraday data from IB for the
displayed ticker
Thank you very much for the hint Mike.
Maybe you have got an idea or a hint how this could be done with the custom
backtester?
--- In amibroker@yahoogroups.com, "Mike" wrote:
>
> If you don't find a simpler way, this could certainly be implemented using
> low level custom backtester API.
>
> h
.4.0.3 client - no change
>
> Here are a couple of images to explain:
>
> Shows problem composite indicator -- time of bar shows as 10:33
> http://img.skitch.com/20100121-1q2sefe3634jh8g3rbq17uqdcs.jpg
>
> And a dump of one day's data for the co
Yes, this has recently also become a problem for me. Support informed me that
there could be various causes (i.e. corrupt [broker] file, inability to
write/update to file). One of the suggested solutions: to install AB on a
different (than C) drive. Because I can't do this in my particular set-u
Prasan,
Many moving average, some are smooth ma
BR
// Moving average collection
per=Param("Period", 20, 5, 50, 1);
L1=LastValue(Cum(1));
C1=IIf(Cum(1)>L1-2*per AND
Cum(1)<=L1-per,110,IIf(Cum(1)<=L1-2*PER,100,105));
Plot(C1,"TEST",1,8);
m10 = ParamToggle("AMA Kaufman", "Hide|Show");
C10 = Pa
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