I am trying to create either a scan or exploration (not sure which works
better) for the following criteria:
Calculate the lowest close for a stock in last 260 days. If a stock has less
than 260 days data calculate lowest close for those many days.
Calculate percent change from lowest close and
Thanks - Will do. Hopefully, there's an answer out there. Selling all at once
cuts down on my expected returns.
--- In amibroker@yahoogroups.com, "Mike" wrote:
>
> Play around a little and see what happens. The sell all behavior might have
> been just when having used sigScaleIn, or it might
Hi Ara --
According to information from Norgate Premium Data, they will will have GICS
data real soon now. Richard Dale, who often posts here, is their contact.
Thanks,
Howard
On Fri, Apr 23, 2010 at 12:54 AM, Paolo wrote:
>
>
>
> http://www.amibroker.org/userkb/2008/03/25/ascii-import-stand
Play around a little and see what happens. The sell all behavior might have
been just when having used sigScaleIn, or it might apply for all conditions. I
haven't checked.
If it is the case, then sigScaleOut would likely be easier than custom
backtesting. Keep your fingers crossed, and someone
Thanks as always - Although the solutions offered are a bit over my my limited
programming abilities. I'll tinker around with that and see if I can use it
for a fix. Otherwise, I may have to come up with a workaround or change the
actual symbols being used.
Thanks again though - You're a walk
Ha ha,
I was waiting for that one.
Unfortunately, it's not that easy. I seem to recall that AmiBroker will
consider the multiple entries as a single positions, as far as Sell is
concerned, and will thus exit your entire position upon any Sell signal.
However, if my suspicion proves to be corre
As I said previously, the buys are all working correctly, but all the sells are
triggered simultaneously on the same day, which can't be right. I must be
missing something, but I'm close
Strategy1_Buy = Buy = Cross(StochFinal,Trigger) AND (EMA( Close,EMAShort ) >
EMA( Close,EMALong ));
St
Benjamin --
Previously, you mentioned other programming languages. IMHO, trying to
learn from them either before or during your efforts with AB, will just
add to possible confusion and slow you down.
Just concentrate on AB. That will work best.
-- Keith
On 4/23/2010 08:12, Benjamin wrote:
You are the man! You've been incredibly helpful. I got most of what you are
saying to do, added/changed the code and started getting 1, 2 & 3 positions at
a time! Awesome!
Due to the fact that I can see the buy signals are being triggered on different
days (perfect) and I see all the Sell si
Hi,
You're problem is that you are doing exactly what I said not to do. You
must alter your code to produce an intermediate result for each case,
then OR the results togeather.
if ( n == "S&PEmrgMkts" ) { ... Strategy1_Buy = ...}
if ( n == "S&PEmrgMkts" ) { ... Strategy2_Buy = ...}
if ( n == "S
I used Amibroker years ago and loved the program. However I have been out of
touch with it.
I trade call and put credit spreads, Iron Condors, Butterflies etc in equity
and indexes. I would like to know:
Are complete option chains available for backtesting?
Do these option chains include the
Here's is most of the code in question...
SetBacktestMode( backtestRegularRawMulti );
SetOption("MaxOpenPositions", 3 ); // This sets maximum number of open positions
//PosQty = 3; // You can define here how many open positions you want
//SetOption("MaxOpenPositions", PosQty );
//PositionSize =
TJ --
Excellent!!! I got it now.
Thank you for your explanation and your patience with me.
-- Keith
On 4/23/2010 14:23, Tomasz Janeczko wrote:
Hello,
"One might assume, for speed sake, that no temporary array would be
created for H/2 or Ref(H, -1). "
No. It does not matter what calculatio
Without a code sample, it's hard to understand what you are saying. But, bottom
line is that you must have a single Buy statement which includes all the logic
of all the formulas.
e.g.
Strategy1_Buy = ...
Strategy2_Buy = ...
Buy = Strategy1_Buy OR Strategy2_Buy; // Correct
You cannot have mult
Hello,
"One might assume, for speed sake, that no temporary array would be
created for H/2 or Ref(H, -1). "
No. It does not matter what calculation you do, the evaluation of ANY
expression involves
allocating memory for the result (i.e. it can be called "temporary
variable" although it is o
TJ --
Thank you for Explicitly saying, "There is NO difference what is on the
left side . It does not matter if expression includes same variable as
on right side. The entire (right-side) expression is FIRST EVALUATED
COMPLETELY (all bars at once) and AFTER that resulting ARRAY is assigned."
Correction:
"entire (left-side) expression"
should read
"entire (right-side) expression".
On 2010-04-23 19:05, Tomasz Janeczko wrote:
Hello,
There is NO difference what is on the left side . It does not matter
if expression includes same variable as on right side.
The entire (left-side) expres
Hello,
There is NO difference what is on the left side . It does not matter if
expression includes same variable as on right side.
The entire (left-side) expression is FIRST EVALUATED COMPLETELY (all
bars at once) and AFTER that resulting ARRAY is assigned.
If you read
http://www.amibroker.co
Mike --
Yes, temporary arrays are discussed on the link you referred to.
However, the link does not explicitly discuss the situation where the
the same array is on both left and right side of an equation, as in Buy
= Ref(Buy, -1). It does implicitly discuss it with the AMA(Close,
Factor) exam
This is a Linear Reg fit using the equations from "Standard Math Tables"
published by CRC. The Y axis uses the array 'Prc', the X axis uses the array
'X'. You can put any values you want into those two arrays.
To get it to work you need to 'Insert' it into a Chart Window
then click on the
Thanks all for joining the new Yahoo Amibroker Group "Amibroker-VSA". As of
this Morning we have had over 130 join our group. Your interest and
participation will be most appreciated.
To find us go to:http://finance.groups.yahoo.com/group/amibroker-vsa/
Dick Hoierman
I downloaded 5.30 and still can't get it to work. What I do see is mutiple
positions for one symbol IF there is only one signal formula for a symbol. I
have three separate formulas for one symbol, which doesn't seem to work with
BacktestRegularRawMulti. I scanned through the detailed log and
Thanks for your help. I've been trying to come up with an "OR" additional
signal for re-entry.
Steve.
--- In amibroker@yahoogroups.com, "Mike" wrote:
>
> You would have to include the reentrant logic in your Buy. If already in a
> position, the backtester will ignore the redundant Buys. If th
Paolo,
Sorry about that ... correct address is:
http://finance.groups.yahoo.com/group/amibroker-vsa/
Dick
--- In amibroker@yahoogroups.com, "Paolo" wrote:
>
> I get the message:
>
> Group Not Found
> There is no group called amibrokervsa
>
> --- In amibroker@yahoogroups.com, Keith McCombs wro
Pleeease help... :)
2010/4/20 Ilhan Ketrez
>
> [Attachment(s) <#1281c1bc62b75af9_TopText> from Ilhan Ketrez included
> below]
>
> Hello
>
> Ruin Stop is activated in irrelevant trades as far as I see. It happens in
> *some* negative price values of a continuous contract.
>
> Trade list & AFL co
Guys,
Thanks so much for the info! Looks like I have some work ahead of me. Sorry so
late with a reply.
Benjamin
--- In amibroker@yahoogroups.com, "Paolo" wrote:
>
> Hi Benjamin,
>
> AB has a never ending learning curve :-)
>
> Having said that I agree with Herman that't plenty of support
Hello,
A must read for everyone wanting to write AFL formulas:
http://www.amibroker.com/guide/h_understandafl.html
Read slowly and analyse the example tables that are included in that
article,
it will help you understand.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-04-23 06:56, Keith
Hello,
bi = BarIndex();
bi1 = ValueWhen( DateNum() = ..date1.. , bi );
bi2 = ValueWhen( DateNum() = ..date2.. , bi );
numbars = LastValue( bi2 - bi1 );
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-04-23 12:09, inquisitive2007 wrote:
(1)does any body tell me how to count no. of ba
Hello,
See my previous response - you can't write composite to the very same
symbol.
With regards to temporary variables - you should definitely use STATIC
variables instead for that purpose.
They are much faster than composites.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-04-23 11
Hello,
These fields are mainly for READING from AFL.
If you want to write to them you need new composite ticker
(AddToComposite() function).
With regards to writing to "current" ticker - my previous response was
not entirely correct
- composites won't add to themselves, otherwise the composi
Hello,
usually what I do is to create indicators using timeframe functions and then
run the backtest using the finest resolution I have, which does the same thing
as what you are referring to (Inside-Bar Back-testing).
For example in a breakout system I create the highest highest based on hour
Hello Angelo,
sorry I missed your reply to my post.
My system is a bit different from what you're trying to do, basiccally what I
wanted was to scale into positions.
The system I used with "backtestRegularRawMulti" had entry conditions at fixed
price intervals(same as sigscalein) the only dif
Thanks Ara.
--- In amibroker@yahoogroups.com, "Ara Kaloustian" wrote:
>
> Try Norm_SP500 = SP500 / LastValue(Ref(SP,-13));
>
> This should give you the value of 13 bars from the end of the array as the
> divisor
>
> - Original Message -
> From: "polomorabe"
> To:
> Sent: Wednesday,
(1)does any body tell me how to count no. of bars between 2 dates in commentary?
(2)I mean, if a function be made accepting 2 arguments as date and which should
calculate bars between them.
regards
PS:plz dont tell me the way by selecting a range in the chart using
selectedvalue,firstvalue,
Hello,
I know that these fileds should store data imported through ascii files, butis
it possible to store values to these fields during a the first phase of the
backtest backtest and access them in the second phase.
for example:
Aux1=ATR(14);
thanks
I get the message:
Group Not Found
There is no group called amibrokervsa
--- In amibroker@yahoogroups.com, Keith McCombs wrote:
>
> So, Dick, wouldn't have been real easy to have just gone ahead and
> supplied a link to the group?
> http://finance.groups.yahoo.com/group/amibrokervsa/
>
> Notic
Hi Benjamin,
AB has a never ending learning curve :-)
Having said that I agree with Herman that't plenty of support materials you can
find all over the place...the point is that when you are learning you may get
confused by all this material. I wuld then recommend what TJ always says...look
at
This is something I've been willing to check for ages but never had the time to
do. Very curious to know what comes out since I have your same needs.
Paolo
--- In amibroker@yahoogroups.com, "tf28373" wrote:
>
> Hi
>
> As I plan to trade different currency pairs live, I have been trying to
> p
Hello everybody,
a long time ago I posted something about a requested upgrade of AB including
something other competitors have already included for ages which is usually
called "Use Look-Inside-Bar Back-testing" which automatically check the
chronological order of prices using the lowest granul
Hi,
I have some data like this..
Date, Time, Price
06/01/2009,095501,4509
06/01/2009,095504,4511
06/01/2009,095513,4507
AmiBroker takes 4511 as the Open price instead of 4509
Any one have any idea why it is so..? or any configuration should be changed..?
Thanks.
http://www.amibroker.org/userkb/2008/03/25/ascii-import-standard-and-poors-global-1200/
Let me know if it helps,
Paolo
--- In amibroker@yahoogroups.com, "Ara Kaloustian" wrote:
>
> Does anyone know where I can find a list of stocks with their GICS codes so I
> can import them into AB?
>
> Tha
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