Hi
I am new to amibroker and AFL code. i require a scan where zig zag high and
lows are found, would this work or would it keep returning the same finds day
after day as they make higher highs or lower lows, is it possible to scan for
say a zig zag retracement where the price has made a higher h
Keith,
I placed an order to buy those CDs. Do you have any problem to read data from
them into amribroker? Is the quality of data good?
Thanks.
Charles
--- In amibroker@yahoogroups.com, Keith McCombs wrote:
>
> Mike, gariki, and James --
> I have stock data from PItrading.com. 1100 stocks, m
Hi- I'm trying to implement the following objective function:
= median monthly return / avg of 5 worst monthly returns
but I am completely stumped on how to calculate these two items in a loop.
Here's my code...anyone have ideas on how to calculate MoMed and AvgFive
below? Appreciate any he
To be truly honest, I just figured I would try pressing the 'easy' button and
post here to see if anyone had coded this already (and was willing to share).
The concept is to take the S$P100 index and use troughbars(), peakbars(), and
zig() to create reference points on the index.
Then use those
Hi Kevin --
There are several difference between ETNs and ETFs.
ETNs make up less than 1% of the ETF/ETN products. A few of them have
reasonable volume, but most do not. There can be tracking error (and
arbitrage opportunity for major players) with ETNs. ETNs are not equities,
or baskets of eq
Mike,
Thank you for the code, and thank you for the code last week on limiting buys
to once a week/month. I was out of pocket this weekend, and just got a chance
to try that out today.
Cheers.
--- In amibroker@yahoogroups.com, "Mike" wrote:
>
> Use the Filter button in the AA window to exclu
TJ,
I've boiled this down to a few questions if I could pick your (or anyone
else's) brain briefly...
1. Is there a way of having two instances of AB running with different
preferences in terms of which windows are visible or not and the position of
those windows etc...?
2. Is there a way to
Use the Filter button in the AA window to exclude indexes, else just include
code to exclude them. To limit the shorts to a watchlist, without affecting the
longs, use InWatchListName:
LongSignal = ...;
Buy = LongSignal AND NOT IsIndex();
ShortSignal = ...;
Short = ShortSignal AND NOT IsIndex()
I posted this question because I was hoping that there was an quick
alternative to using the cbt. I'll use the cbt then... let's see if I can code
this successfully.
Thanks for the help,
Pedro
--- In amibroker@yahoogroups.com, "paultsho" wrote:
>
> You can estimate the sequence of even
Dear All,
Is it possible to set Amibroker to show only the Close on its Bar Charts (i.e.
I do not want to see the open)?
Thankyou
Rowdy
You can estimate the sequence of events using the simplest of tests O > C if O
> C then the chances that OHLC (in that order) are extremely high. something
over 90% and vise versa. You can do the test yourself to find out.
with amibroker you can also change of sequence of handling signals.
You ju
I have a Long/Short backtest and I would like to Exclude Indexes for both Long
and Short trades and only Include ETF's (a watchlist) for Short trades.
Thank you in advance.
Hard to tell based on limited info provided. Could do something simple to
check. Take a trade for a mutual fund and for you selected ETF. Write down
the buy price, sell price and performance for a few trades. Check the prices
to make sure correct, in you case closing prices. Check the perfo
Hi,
As per the documentation http://www.amibroker.com/guide/a_custombacktest.html
bo.addCustomMetric("Bliss (frequency)", -(icagr/Max_dd*100), null, null, 4);
Mike
--- In amibroker@yahoogroups.com, "Markus Witzler" wrote:
>
> Hello,
>
> this returns awkward output
>
>
> - Original
Oups me again
How 2 open AB in my script ?
2 quit it is ;
oAB.Quit();
How 2 incorporate that function in my script 2 automatically open a
DataBase ( and then import files ) ?
Function LoadDatabase(ByVal Path As String) As Boolean
*
How about ETN's, shouldn't ETN's not have this issue?. of course they
have other issues, like whether the underlying Bank stays in business
Kevin
In a message dated 2/23/2010 7:33:54 A.M. Central Standard Time,
woodshedder_blogs...@yahoo.com writes:
Graphman, interesting observat
Hi ueebit
ThanX 4 your help
2 import from an other directory we have 2 declare the path B4 the file
ThanX 2 Thomasz 2 show me the good direction
http://www.amibroker.com/newsletter/02-2001.html
It could help others if I post the final script with all documented
It's amazing how quick it impor
Hi Howard,
thanks for yor answer which I agree with 100%.
The system I'm testing, scales at fixed price intervals.
For example: Entry at $15, scale in at $16, $17, $18 and exit at $19. In one
bar price opens at $17.5 and closes at $20. In order to open at 17.5 and close
at 20 I'm ass
Amibroker support is saying curve fitting is probably involved and to use
walk-forward analysis. I told them that I will do that, but that when I
optimize a strategy for a particular mutual fund, it also works on other
similar mutual funds, so that's probably not the problem. It just doesn't w
"Or make up a small program that fails to work correctly to illustrate
your problem."
This is the best suggestion, because:
1. This is a great debugging technique. Merely isolating the problem,
many times leads to its solution.
2. If not 1 above, others will have an easier time helping you,
Hi Pedro --
For any single bar, you know the values of four data points -- Open, High,
Low, and Close. You know the time of two data points -- Open and Close.
There is no way to determine the sequence in which any prices other than
Open and Close occur.
You can, within one bar do any of these th
Hi Pat --
I regularly use AddToComposite with data from Norgate Premium Data without
any difficulty. I suspect the problem is with the way ATC is being used,
not with the data. Post the entire code so we can look at it. (Or make up
a small program that fails to work correctly to illustrate your
Hi SpaceBass --
I would like to read your paper. Let us know how to get a copy.
Thanks,
Howard
On Mon, Feb 22, 2010 at 9:39 PM, spacebass5000 wrote:
>
>
> Awesome, lots to ponder. Thanks a lot for the input everyone!
>
> I'm actually writing a paper that looks at various Quant Trading models
Hello,
this returns awkward output
- Original Message -
From: ta
To: amibroker@yahoogroups.com
Sent: Sunday, February 21, 2010 10:18 PM
Subject: RE: [amibroker] Displaying 4 digits for custom metric
Do something as follows:
Bliss = -(icagr/Max_dd*100) ;
b
Check this:
http://www.amibroker.com/kb/2007/10/11/low-level-gfx-example-yearlymonthly-profit-chart/
--- In amibroker@yahoogroups.com, "s2trader" wrote:
>
> I have been using Tradestation 2000i for many years where one of the pieces
> of information in the system test report is the annual prof
Hello,
in the system I'm coding I have several scale in signals and it's working the
way I expect, except at some bars which have both a scale in signal and the
sell signal (profit target).
I ran the backtest in the detailed log mode and from my understanding AB first
closes the position (based
Graphman, interesting observation. It is also a phenomenon that I have noticed.
I have reached the same conclusion as you, that this is because of intraday
trading, but my conclusion is that intraday trading allows the edge to be
traded out of the ETF. Also, even with a strategy based on the ETF
Check out BatMan - let's you batch up different systems/explorations and then
creates an output file.
--- In amibroker@yahoogroups.com, "nunopires2001" wrote:
>
> Good morning,
>
> I have a system coded in AFL, to extract everyday a list of candidate stocks
> (between 1-20).
> I am tired of do
Good morning,
I have a system coded in AFL, to extract everyday a list of candidate stocks
(between 1-20).
I am tired of doing it manually.
Anyone can point me some directions on how can i program a script to
automatically run the afl code and save the result on a file?
Thanks
Look for TwsDde.xls
DDE for Excel API Sample Spreadsheet Updates
The DDE for Excel API sample spreadsheet (TwsDde.xls) has been updated
with the following user interface improvements:
http://www.interactivebrokers.com/en/p.php?f=connAltern&p=i&ib_entity=llc
Le 22/02/2010 16:37, Antonio J
<*>[Attachment(s) from reinsley included below]
A simple XL example
Le 22/02/2010 16:37, Antonio Jordao Jr a écrit :
>
>
> Hi all,
>
> I am trying to import data from a dde server to get real time quotes from a
> local feeder.
>
> The command line to import in an Excel cell is :
>
> =TWSVR|CMA!
Hi,
I did that a long time ago with IB.
You could try to validate with IB demo account.
The syntax is
=mylogin|tik!id0?last
=mylogin|tik!id0?lastsize
Mylogin could be edemo, as far as I remember.
NB : IB gives a full XL Workbook with macros to send orders to TWS, that
can show you the VBA c
Thank you. This works.
From: droskill
To: amibroker@yahoogroups.com
Sent: Mon, February 22, 2010 6:58:30 AM
Subject: [amibroker] Re: How to overlay a line on price?
Open the Formula editor and the code should go something like this (it will
vary depending
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