found a mistake already. This shoudl work I think.
Ed
myBuyVar = Nz(StaticVarGet("buyVar");
mySellVar = Nz(StaticVarGet("sellVar");
myShortVar = Nz(StaticVarGet("shortVar");
myCoverVar = Nz(StaticVarGet("coverVar");
if (myBuyVar == 0 AND (LastValue(Buy) AND !LastValue(Cover) AND
!LastValue(Shor
gariki,
I use similar code as posted below. I have it interwaven in autotrade code so
extracted it from there. Did not test if it works. You can replace your Alertif
lines with this code.
regards, Ed
myBuyVar = Nz(StaticVarGet("buyVar");
mySellVar = Nz(StaticVarGet("sellVar");
myShortVar = Nz(
I have already experimented with styleOwnScale and styleLeftAxisScale but it
did not solve my problem so I have posted my problem here
--- In amibroker@yahoogroups.com, "Mike" wrote:
>
> Read the documentation for Plot and use one of styleOwnScale or
> styleLeftAxisScale for one of the Plots s
MT4 has histogram not points ,trigger line and alert which is not available in
this code.combination of histogram and momentum gives indication of
breakout,which is missing in AFL code.Pl. go through MT4 code and make suitable
additions.
thanks
--- In amibroker@yahoogroups.com, "booker_1324"
Thanks all for the replies.. it would save me a lot of time if i can
figure this out..
TJ: i will defnitely send a mail to support; i have actually sent it
once (Ticket number: 72641) and from the response i got i thought that
the way i am using it i cannot do any better."Actually - AlertIf is
most
Can't figure out what I'm doing wrong. Using daily EOD data, I'm trying to run
Exploration reports on Monthly data.
First I compress the Close to Monthly
mc = TimeFrameCompress( C, inMonthly , compressLast);
During the current month, the latest value for "mc" represents a mid-month
value. T
Hello,
You have mistake in your code/thinking. Ranking/sorting occurs in FIRST phase
of backtest.
Assigning different scores after ranking/sorting is done (in second phase /
cbt) does not change the ordering,
that's why in case b) you have alphabetical ordering.
If you want to change the ord
Hi,
this is covered in Howard Bandy's book "Quantitative Trading Systems". I would
highly recommend it.
Ray
--- In amibroker@yahoogroups.com, "mikk12345" wrote:
>
> Hi how would i go about calculated the z score of a trading system. I would
> like to find the confidnce level so i can positio
Another question regarding taking signals / the signal score:
As an exercise, I've coded two 100% identical position sizing algorithms, a) in
normal AFL (SetPositionSize) and b) with mid-level CBT.
After fixing all the obvious bugs in my CBT code, I've noticed that the results
still differ.
A
Hi Howard,
When deciding on position size vs. Max. Sys % Drawdown is it advisable to use
the minimum (minimum negative value) or the mean of Max. Sys % Drawdown? Does
use of the control chart methodology you outline in the ATAA presentation
alleviate the risk of a minimum Max. Sys % Drawdown s
If you want your position scores to all be positive, you can square the values.
Mike
--- In amibroker@yahoogroups.com, "bistrader" wrote:
>
> Herman and TJ and others. Thanks. Was not thinking of the 7 digit / 32 bit.
> Caught me off guard. I am wondering if one needs to in any way take thi
When they send me their list I keep asking them if they have my
precisiontrader 5.02
I'm waiting to see if anyone ever says yes.
http://www.fxtrading-software.com/index.htm
Regards
Ron
Lower risk when combined with better know how equals higher profits.
Hi,
This entry in the Library may be of use:
http://www.amibroker.com/members/library/detail.php?id=1255
Joe
--- In amibroker@yahoogroups.com, "mikk12345" wrote:
>
> Hi how would i go about calculated the z score of a trading system. I would
> like to find the confidnce level so i can positio
Hello,
You can either
a) turn ON "Allow position shrinking" - that will allow to open highest ranked
position albeit with adjusted size to fit available funds
b) use custom backtest to detect such circumstance and assign -1 to price.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-20 1
FWIW, I ran into some issues with AlertIf long ago and just coded around them.
My primary use was in Explorations, so I just coded my own lookback since the
build-in lookback parameter seemed problematic in my testing. I encourage you
to pursue sending the info to support, because I think that
Sorry TJ. Another report just sent with my e-mail attached.
Steps...
Run AB64.
Choose "Open Database"
Select the DB I use most often from my program file(x86)\Amibroker\
directory
AB64 crashes for what it's worth the IQ client boots up as AB64 is crashing.
--- In amibroker@yahoogroups.
Hello,
First of all you should fill "from" e-mail address in the bug report window
otherwise I don't know
who is the person sending the report and I can not answer. Second thing, it is
important to
describe steps you did before problem occurs. I can not see your screen, so you
need to describ
Hi how would i go about calculated the z score of a trading system. I would
like to find the confidnce level so i can position size.
Thanks
Mikey
Hi, Im just wondering if you can calculate expectancy from the indicator using
equity(). I know you can custom backtest but i would like to see this from the
indicator.
Best Regards,
Mikey.
Mh - that sounds like an additional probem - haven't thought of this. I would
be interested in a clean solution for this case as well.
--- In amibroker@yahoogroups.com, Tavan Taban wrote:
>
> Hello,
>
> Thank you Tomasz, for your clear and wise comments.
>
> By the way, I remember more about
Hello,
Thank you Tomasz, for your clear and wise comments.
By the way, I remember more about the problem I experienced earlier. A
fictive description of the problem is as follows.
Initial equity: 1 (default)
Position Size: 5%
Highest ranked stock's price: 600
Assume 40 more signals.
Result:
Ah ok. While my attempt to explain this one post ago has been quite
imaginative, I guess yours must be the correct one... ;-)
Thanks!
--- In amibroker@yahoogroups.com, Tomasz Janeczko wrote:
>
> Hello,
>
> "While I have no idea what exactly does happen when I set sig.Price to -1 and
> why t
Hello,
"While I have no idea what exactly does happen when I set sig.Price to -1 and
why this works "
It works because I coded it so. The internal code uses -1 as special marker to
skip a signal.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-20 17:36, rise_t575 wrote:
>
>
>
>
> Tom
Ah - wait - I have an idea...
While I have no idea how negative numbers are stored in binary form in AFL (and
C for that matter - only been coding assembly almost 2 decades ago), my guess
is that when you view them as a positive number, you get highest possible 32
bit number.
Thus by setting
Hello,
Simply common sense is good. If your score values are in the range of hundreds,
add one thousand to make them all positive.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-20 17:35, bistrader wrote:
> Herman and TJ and others. Thanks. Was not thinking of the 7 digit / 32 bit.
Hello,
AlertIf does NOT require clicking to activate. You have got something wrong
with your formula.
Send the formula to support if you need help.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-20 16:26, gariki wrote:
> Hello All,
>
> i am currently trading 4 systems on 5min time per
Herman and TJ and others. Thanks. Was not thinking of the 7 digit / 32 bit.
Caught me off guard. I am wondering if one needs to in any way take this into
account when selecting a value to add to positionscore when one wants all
values to be positive??
Tomasz,
While I have no idea what exactly does happen when I set sig.Price to -1 and
why this works, I can happily report that it *does* work - so thanks for the
help!
--- In amibroker@yahoogroups.com, Tomasz Janeczko wrote:
>
> Hello,
>
> It is simple. By default AmiBroker opens posit
Three months ago I was introduced to the book "DeMarks Indicators" by Jason
Perl. In particular I was interested in TD Sequential and searched the
internet for source code that I could copy, adapt and translate into afl. This
was not very successful and the best code I could find already ex
Ummm. That didn't work. AB 64 bit crashed.
Crash reports sent.
--- In amibroker@yahoogroups.com, Tomasz Janeczko wrote:
>
> Hello,
>
> You don't need to transfer them. You can open them directly.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
> On 2010-07-20 14:54, Rob wrote:
> > TJ,
Hello All,
i am currently trading 4 systems on 5min time period and am just getting
sick/tired of watching the screen for signals. I have alertif's coded into the
systems but because of the problems with that function (it wont activate unless
the last bar is clicked etc) it doesnt work.
Ideall
Hello,
The very first version of native 64-bit IQFeed plugin has been released:
http://www.amibroker.com/devlog/2010/07/20/native-64-bit-iqfeed-plugin/
It can be used with existing 5.30.1 x64 (64-bit edition)
http://www.amibroker.com/x64/
ATTENTION: this plugin is solely for AmiBroker 64-bit
Is this the one you are thinking of?
/*
Bollinger bands squeeze.
By Vladimir Gaitanoff, 2005. supportvglibcom
This is a volatility indicator.
It can be used to determine the periods of extremes of low volatility
which usually followed by big moves.
Indica
Hello,
You don't need to transfer them. You can open them directly.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-20 14:54, Rob wrote:
> TJ,
>
> This is a question that's going to be asked a lot I would guess, so it may be
> worth posting something that people can use as a reference.
TJ,
This is a question that's going to be asked a lot I would guess, so it may be
worth posting something that people can use as a reference...
The question is, how do I transfer my current 32 bit DB's, watchlists, layouts,
preferences and general setup to the new 64 bit version...?
Many Thank
Hello,
5.30.3 is a maintenance update only for 64-bit version, includes only fixes, and some improvements in the setup (detection and auto-download of runtime), no new
features as compared to 5.30.1 with exception of GICS property added to Stock object in the OLE interface and 64-bit native IQF
Hello,
64-bit native IQFeed plugin is ready and will be released today together with
updated version of AmiBroker 5.30.3 for Win64.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-20 14:14, Herman wrote:
Reading a recent comment by TJ I think I must have missed a big development, I
Herman,
as far as I know, IQ Feed 64 bit plug in is not ready yet...
Hello,
1. It is your call. 64-bit version is able to use more than 4GB of memory and
is slightly faster. But only supports IB and IQFeed real time plugins.
2. Yes, both versions (32-bit and 64-bit) use same data files and you can use
same database.
Best regards,
Tomasz Janeczko
amibroker.com
Hello,
It is simple. By default AmiBroker opens positions in RANKED order (more
preferred trades first).
If at some point of going through the ranking it finds the trade that it can
not open (for example
due to insufficient funds) it will NOT open LOWER ranked trades because it is
undesirable
Hello Mr. Janeczko,
Though now all my machines are Win7_64, I am continuing with Ami_Pro_32. Does
the benefit you described below warrant that I should migrate toward Ami_Pro_64
?
Further, will the AmiBroker Native database being updated via ASCII import be
compatible across Ami_32 and Ami_64
Thanks a lot - I will try your solution.
Do you have an idea *why* this is happening?
--- In amibroker@yahoogroups.com, Tavan Taban wrote:
>
> I remember experiencing the same problem earlier. As far as I remember, it
> is something like, if it cancels one, cancels also the rest which are not
>
Hello,
There is* no problem* with adding 1000 to positionscore.
You are adding the same value to *all* positionscore numbers and by doing so
you will NOT change the ordering (ranking) even if 8th significant digit is
subject to standard IEEE 32-bit rounding,
because larger number will still be
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