Try using alert or barssince function with backtestrawmulti. I have used this
method often, for example barssince(Cross(H, ref(hhv(H,3),-1)) < xdays often
combined with a another entry condition.
The backtestrawmulti then allows mutiple positions to be taken on same ticker.
Cheers, Dave
---
Hi Tomasz, I woke this morning in aussie land to find yet another beta. The
rate of improvements at near zero cost is truly extraordinary. As a fairly
simple eod trader I don't think I will ever be able to use all the features.
Thanks for the efforts!
Cheers, Dave
-
I noticed this too with the version that allowed a database call from the
shortcut command, I think that 5.15? When putting that command in the shortcut
startup with startup window starts in the top left hand corner & the program is
minimised, sometimes hard to maximise again.
Hi, does anyone know if it possible to create a closed-trade equity
curve. We current have a day by day / bar by bar equity value which is
indispensable as it shows the intraday drawdown during the trade, but
also was trying to figure out how to show the closed trade only curve.
Is this currently
] Closed Trade Equity Curve
David --
Check out the Custom Backtester. You can keep closed-trades separate
from open ones with it.
-- Keith
David Smith wrote:
Hi, does anyone know if it possible to create a closed-trade equity
curve. We current have a day by day / bar by bar equity value which is
Hi Natasha..
I use a similar approach for multiple triggers on 1 system.
I give each trigger a unique name eg
LT1 =
LT2 =
LT3 = zzz
Buy = LT OR LT2 or LT3;
Then when exploring, I create another variable 'systemID' & do a check
for which system triggered. The systems are in order
Hi Randy,
You seem to want a stop entry order for tomorrow after you get a
trigger, set at today's high. Try this.
Trigger = code;
Buy = ref(Trigger,-1) and H >= ref(H,-1);
BuyPrice = max(Open, ref(H,-1));
I use this with trade delay's all set to zero.
Cheers, David
Unfortunately you do have to program the exit price yourself for all 3
stops. The n-bar exit price is over ridden by your calculated exit
(sell) price just as AB support has advised. It only works
automatically if you are exiting on the open or close as defined in the
AA settings.
It's a bit an
As per Graham's note, rounding to 1 cent is something like
Floor(Price*100)/100.
Rounding to 0.5 cent is Floor(Price*200)/200
Rounding to 0.1 cent is floor(Price*1000)/1000.
Try a few of these in excel to see how it works & get the rounding you
want. Round, ceil & floor all do similar func
I see Graham responded too, you should not get exactly $10K position size
unless the price is an even number that divides into 10K eg $2.00. Check that
you have set minimum share size to 1, if set to 0 it will allow part shares
which isn't possible for CFD/share trading you are doing.
As an
Hi, are you doing end of day trading with a stop entry intraday? If so, it is
just
Buy = H >= ref(H,-1) + tick; // tick is whatever minimum you specify
BuyPrice = max(open, ref(H,-1)+tick); // account for gaps unless doing a stop
limit order
Dave
- Original Message -
From: roc_
Thanks Khaleel I will give that a go...
- Original Message -
From: khaleel_sk
To: amibroker@yahoogroups.com
Sent: Wednesday, February 06, 2008 12:50 AM
Subject: [amibroker] Re: Detecting last bar in delisted stocks
Try this
ThisIsLastBar = BarIndex() == LastValue( BarInd
HI Steve,
I know the system you are doing, again you need to think thru the delays &
entry price properly. If you are only wanting to get in at open just the last
line needs a tidy up.
Buy = ref(Buysig,-1) and Open < ref(Close - 1*ATR(5),-1);
BuyPrice = open;
Cheers, Dave
PS - email me on [
The condition to enter the trade is still missing, you need the following to
enter on stop...
(Trade delays set to zero)
Trigger = cond1 etc... // Trigger conditions day before entry
StopEntry = High; // Stop Entry Price
Buy = ref(Trigger,-1) and H >= ref(StopEntry,-1); // Enter on stop today
Title: Message
Just starting using
AB & have own data via bohdi. Read the tutoriol to importing
& successfully brought over ASX stocks. However I still have US &
futures to go. Anyone have a simpler method to bring it all over or is the
manual method it for now?
Also, any tools for
s
Your ref command, similar to metastock should be minus not plus. That is
looking into the future.
Cheers, Dave
-Original Message-
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of paulradge
Sent: Sunday, 7 January 2007 10:34 PM
To: amibroker@yahoogroups.com
Subjec
Hmm.. I understand your approach I think, but it still looks to me like the
ranking using ref-1 only used a previous value for rank & will only be
applied to successfully entered trades only. In terms of reseverd equity, I
have a broker (I am trading CFD's by the way) who will take any number of
l
rInd < VarGet
("PeerInd"+i),1,0);
}
PercRank=Rank/i;
return Rank;
}
PS
--- In [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com,
"David Smith" <[EMAIL PROTECTED]>
wrote:
>
> Hmm.. I understand your approach I think, but it still looks
Thanks Paul,
so I can reference a dynamic stop delta then according to trade long or
short? Is it something like this:
LongFixedStop = 1.75*atr(10);
ShortFixedStop = 1.25*atr(10);
StopDelta = IIF(Buy, LongFixedStop, ShortFixedStop);
ApplyStop(stopTypeLoss, stopModePoint, StopDelta, True);
t to me. Or use iif(short,.. To be a little safer. Just make sure
its non volatile
_
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf
Of David Smith
Sent: Sunday, 15 April 2007 10:24 PM
To: [EMAIL PROTECTED]
Subject: RE: [amibroker] Using applystop for testing long &am
I have just tried the function Plot(BuyPrice, "Buy", colorGreen, styleLine),
& called exrem before this to filter extra buy/sell signals, but just seem
to get a line from every entry signal. What I was trying to do was show for
actual trades, the buy sell price with the arrow for an actual trade t
I use premium data for ASX & US & all works. Check the online instructions
or contact Richard Dale on the support line.
Cheers, Dave
-Original Message-
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of Italiazzi
Sent: Tuesday, 24 April 2007 9:29 PM
To: amibroker@yah
],1.2),b,SellPrice[b],colorRed);
}
Sunday, April 22, 2007, 12:20:51 PM, you wrote:
> --- In [EMAIL PROTECTED] <mailto:amibroker@yahoogroups.com> ps.com,
"David Smith" <[EMAIL PROTECTED]>
> wrote:
>> I have just tried the function Plot(BuyPri
, 28 April 2007 5:11 PM
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] Re: Showing buy sell prices with arrows?
Herman did you try the 'Long' version also ? Is this just a part of a bigger
piece of AFL code or what ?
Regards, Ton.
- Original Message -----
From: D
Have you overriden the margin settings in your code & set to 100, or perhaps
set PositionSize in code to a fixed value. This would cause this to occur.
-Original Message-
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of bernardedmond01
Sent: Monday, 30 April 2007 9
at I have a starting equity of
say, $10,000, with purchasing power of $100,000 (account margin of
10) but I only want to risk $1,000 per trade?
Bernard
--- In [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com,
"David Smith" <[EMAIL PROTECTED]>
wrote:
>
> H
Hi Bill...
I already have an indicator for my trigger, as defined in my system code
eg
LongTrigger = condition1 + Condition2 etc.
But how do I call the LongTrigger to a new plot with a new window? It is
possible? At the moment my call to plot (ie Plot(LongTrigger, "Long
Trigger".etc) com
o
amibroker.com
- Original Message -
From: David Smith <mailto:[EMAIL PROTECTED]>
To: [EMAIL PROTECTED] <mailto:amibroker@yahoogroups.com> ps.com
Sent: Tuesday, May 01, 2007 1:09 PM
Subject: RE: [amibroker] Re: Account Margin
Hi Bernard,
try the following. As I understand
similar to futures, forex and other leveraged
instruments.
Therefore personally I would use futures mode and
MarginDeposit = -10
(negative deposit represents percentage).
But you are of course free to use account margin if you like it better.
Best regards,
Tomasz Janeczko
amibroker.com
- Original M
; //sets value of x
2nd pane:
x = staticvarget("x"); //gets value of x
plot(x, "x", ...
Bill
----- Original Message -
From: David Smith <mailto:[EMAIL PROTECTED]>
To: [EMAIL PROTECTED] <mailto:amibroker@yahoogroups.com> ps.com
Sent: Tuesday, May 01, 2007 7:1
uot;Capital" is your money
and PositionSize is the combination of $9,000 CFD borrowings and
$1,000 your money?
Bernard
PS - Sorry for getting you in trouble with the "mahdi".
--- In [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com,
"David Smith"
How about
// as a trigger
// 3 lower closes
HHV(C - ref(C,-1),3) < 0
OR
barssince(C >= ref(C,-1) > 2
// as an indicator try this
barsdown = barssince(C >= ref(C,-1));
// then reference this in code for a trigger for exactly 3 days down
barsdown = 3
I see code by others as well, always a
Thanks Graham. Using the help on the fuction, I was thinking of something
like this:
function CreateFavouritefromWatchList( listnum )
{
// retrive comma-separated list of symbols in watch list
list = CategoryGetSymbols( categoryWatchlist, listnum );
Average = 0; // just in case there are no watch
run scan on the watchlist
buy =1;
CategoryAddSymbol("",categoryFavorite,0);
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 12/05/07, David Smith <[EMAIL PROTECTED]> wrote:
Thanks G
Tomasz, thanks for fixing the watchlist issue.
Regards, David
-Original Message-
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of Tomasz Janeczko
Sent: Saturday, 19 May 2007 1:31 AM
To: amibroker@yahoogroups.com
Subject: [amibroker] AmiBroker 4.95.0 BETA released fea
vidual shares? Or to put another way, I
> have an excel sheet of stocks with margins for CFD trading. Is there
> are way to reference the this file to set individual margins for
> stocks in backtesting & calculating position sizing in explorations?
>
> Regards, David
>
>
>
>
David Smith
55 OLIVIA PLACE
PULLENVALE, 4069
Ph: 3374 4819
Mob: 0411 120 952
an what
> I've
> > > stipulated?
> > > TIA,
> > > Bernard
> > >
> > >
> > >
> > > Please note that this group is for discussion between users only.
> > >
> > > To get support from AmiBroker please send an e-mail directly to
> > > SUPPORT {at} amibroker.com
> > >
> > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > > http://www.amibroker.com/devlog/
> > >
> > > For other support material please check also:
> > > http://www.amibroker.com/support.html
> > >
> > > Yahoo! Groups Links
> > >
> > >
> > >
> >
David Smith
55 OLIVIA PLACE
PULLENVALE, 4069
Ph: 3374 4819
Mob: 0411 120 952
ahoogroups.com> ps.com,
Graham wrote:
> >
> > How about the settings for position size on bar volume limitation
> (AA settings)
> >
> > --
> > Cheers
> > Graham
> > AB-Write >< Professional AFL Writing Service
> > Yes, I write AFL code to
Torbjoern (& others), it sounds like a few of us have looked into that
method. Due to the copyright, perhaps we could discuss the afl coding on
the SST forum which is for members only? I have tried coding as well, but
there is still a lot of discretion in deciding on stocks lists etc. I would
li
, having still to read up on how this
> > is coded in AFL.
> >
> > Ton, you have to wait a bit for the results...
> >
> > T.O.
> >
> > --- In amibroker@yahoogroups.com , "David
> > Smith" <[EMAIL PROTECTED]>
> >
> > wro
Paul, I was just going thru my trading books & there is a bit more to the
countback line. It looks like the 3rd last significant high, ignoring
inside days. I think this will need a bit more code. I found something on
another forum, but it seems to give CBL exits only, not entries.
-Origi
Paul, I just discovered as well there is a dll for the CBL in the 3rd party
area. Cheers, Dave
-Original Message-
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of Paul Ho
Sent: Tuesday, 29 May 2007 9:23 PM
To: amibroker@yahoogroups.com
Subject: RE: [amibroker] Coun
Bernard..
2 suggestions, first you could calculate it on the fly by using position size,
(any you would need to keep track of the days in position) & add to the final
exit commission cost.
Secondly, a rough method is to run your system & using the average days in
trade & average trade size cal
Mike, I just checked the equity curve charts as you were saying and I think
the equity curve is always the same but it changes depending on the
available dates for each stock code. If there isn't the same amount of data
the chart will zoom in hence it looks different.
Dave
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