[amibroker] Re: Backtesting & number of contracts

2010-04-26 Thread Pmxgs
Hello, use spspercentofequity insted of spsshares. It will do what you want. example: Setpositionsize(2/(riskinPips*Pointvalue)*MarginDeposit,spspercentofequity); --- In amibroker@yahoogroups.com, "dralexchambers" wrote: > > Hi, > > I am writing some backtesting code and have got a bit st

[amibroker] Re: Taking 2 Trades in 1 Bar

2010-04-23 Thread Pmxgs
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

[amibroker] Re: Taking 2 Trades in 1 Bar

2010-04-23 Thread Pmxgs
tRegularRawMulti mode and there are two trades at the same bar. hope this helps --- In amibroker@yahoogroups.com, "ang_60" wrote: > > > > > > --- In amibroker@yahoogroups.com, "Pmxgs" wrote: > > > > Hello, > >

[amibroker] Re: How to use AUX1 and AUX2?

2010-04-23 Thread Pmxgs
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

[amibroker] Re: Taking 2 Trades in 1 Bar

2010-04-08 Thread Pmxgs
Hello, I also had the same issue and I found that if you choose SetBacktestMode( backtestRegularRawMulti ) AB allows you to do what you want, without using Custom backtester. By doing this, as the previous user said "you can never be sure of the order of the trades", but if you are willing to a

[amibroker] Re: Scale in and exit signal on the same bar

2010-02-23 Thread Pmxgs
elp file or the knowledge base. > > --- In amibroker@yahoogroups.com, "Pmxgs" wrote: > > > > Hi Howard, > > > >thanks for yor answer which I agree with 100%. > > > >The system I'm testing, scales at fixed price intervals. > &g

[amibroker] Re: Scale in and exit signal on the same bar

2010-02-23 Thread Pmxgs
before the > close. > > It sounds like you need bars with finer resolution, then take the actions > you can be sure of without ambiguity in each bar. > > Thanks, > Howard > > On Tue, Feb 23, 2010 at 6:55 AM, Pmxgs wrote: > > > > > > > Hello, >

[amibroker] Re: System Testing results - Profits per year

2010-02-23 Thread Pmxgs
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

[amibroker] Scale in and exit signal on the same bar

2010-02-23 Thread Pmxgs
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

[amibroker] Re: Help! How to move buy/sell arrows from indicator plot to price plot

2010-02-22 Thread Pmxgs
Hi, try copying the formula below to a new afl file and then drag this into the price pane. You should keep the formula you posted to plot the indicator in the pane below price. SetBarsRequired( 200, 0 ); function InvFisherTfm( array ) { e2y = exp( 2 * array ); return ( e2y - 1 )/( e2y + 1

[amibroker] Scale in and exit signal at the same bar

2010-02-22 Thread Pmxgs
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 on

[amibroker] Scale in and exit signal at the same bar

2010-02-22 Thread Pmxgs
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 (base

[amibroker] Re: Pass data from 1st pahse of backtest to 2nd phase

2010-02-17 Thread Pmxgs
per-symbol data, be sure to name your statics > that way. Then, in the CBT, you can determine the symbol being processed via > trade.symbol or signal.symbol, re-construct the correct static name, and > access the saved static data. > > > --- In amibroker@yahoogroups.com,

[amibroker] Pass data from 1st pahse of backtest to 2nd phase

2010-02-16 Thread Pmxgs
Hi, I need to pass some data from the first phase of the baktest to the 2nd phase. I think that both addtocomposit and static variables can do this, but I'm not sure. What is the best way do do it? thanks

[amibroker] Re: CBT Question

2010-02-16 Thread Pmxgs
> amibroker.com > > On 2010-02-15 23:06, Pmxgs wrote: > > Ok. > > > > After loking at that example, I have one question? > > Can I use the exittrade method and use bo.ProcessTradeSignals() at the > > same time? I thought that in the low level we could not

[amibroker] Re: CBT Question

2010-02-15 Thread Pmxgs
ou are after. > > > see > http://www.amibroker.com/kb/2006/03/06/re-balancing-open-positions/ > > for example how to do that (you would need to use ExitTrade instead of > ScaleTrade) > > Best regards, > Tomasz Janeczko > amibroker.com > > On 2010-02-15 21:57, P

[amibroker] Re: CBT Question

2010-02-15 Thread Pmxgs
ls. > EXIT signals just EXIT (close entire) position. > > Best regards, > Tomasz Janeczko > amibroker.com > > On 2010-02-15 17:41, Pmxgs wrote: > > Hi, > > > > I followed this suggestion which was to write sell=1 in the first phase > > of the backtes

[amibroker] Re: CBT Question

2010-02-15 Thread Pmxgs
ls. > EXIT signals just EXIT (close entire) position. > > Best regards, > Tomasz Janeczko > amibroker.com > > On 2010-02-15 17:41, Pmxgs wrote: > > Hi, > > > > I followed this suggestion which was to write sell=1 in the first phase > > of the backtes

[amibroker] Re: CBT Question

2010-02-15 Thread Pmxgs
or loop over signals at this bar bo.ProcessTradeSignals(i); // Process trades at bar (always required) } // End of for loop over bars bo.PostProcess(); // Do post-processing (always required) }; thanks --- In amibroker@yahoogroups.com, "Pmxgs" wrote: > > > Good idea. I had

[amibroker] Re: CBT Question

2010-02-15 Thread Pmxgs
ys required) } // End of for loop over bars bo.PostProcess(); // Do post-processing (always required) }; thanks --- In amibroker@yahoogroups.com, "Pmxgs" wrote: > > > Good idea. I hadn't hink of it that way. > Let's see if I can code it correctly. > > than

[amibroker] Re: CBT Question

2010-02-15 Thread Pmxgs
o.PostProcess(); // Do post-processing (always required) }; thanks --- In amibroker@yahoogroups.com, "Pmxgs" wrote: > > > Good idea. I hadn't hink of it that way. > Let's see if I can code it correctly. > > thanks > > --- In amibroker@ya

[amibroker] Re: What are static variables used for?

2010-01-30 Thread Pmxgs
> Markus > > > > - Original Message - > From: Steve Dugas > To: amibroker@yahoogroups.com > Sent: Saturday, January 30, 2010 4:00 PM > Subject: Re: [amibroker] What are static variables used for? > > > > Hi -I think the big thing

[amibroker] What are static variables used for?

2010-01-30 Thread Pmxgs
Hello, can someone please explain me what ate static variables used for? In the help section it says that a static varable keeps its value in memory until the end of the program. What's the difference between this and assigning a value to a normal variable (which also doesn't change unle

[amibroker] Re: CBT Question

2010-01-29 Thread Pmxgs
w level CBT, if so desired. > > Mike > > --- In amibroker@yahoogroups.com, "Pmxgs" wrote: > > > > Hi, > > > >I'm trying to create a system where all my entry rules can be defined > > without cbt, but the exit rule (which is to close all posi

[amibroker] CBT Question

2010-01-28 Thread Pmxgs
Hi, I'm trying to create a system where all my entry rules can be defined without cbt, but the exit rule (which is to close all positions if the loss of all open positions is greater than 5% of equity). Since I have to use exit trade method of cbt, do I need do use the lowest level describ

[amibroker] Re: Equity(1) modifies sell price ignoring ceil

2009-06-08 Thread pmxgs
Hello Tomasz, regarding this subject of buyprice array I am getting strange results in the baktester. I define my buyprice variable and plot it on the chart so that I can check if it is being calculated correctly, and apparently it is, but when I run the backtester the trades are executed at d

[amibroker] Re: ~~~EQUITY and SetPositionSize

2009-05-24 Thread pmxgs
If you're trying to use positionsize based on the equity value, check this message 108746. hope it helps --- In amibroker@yahoogroups.com, "spi_maker" wrote: > > I am trying to calculate a position size based on the current level of equity > built up, but I not doing this properly. > > I set

[amibroker] Trigger entry orders as price moves in our favor

2009-05-01 Thread pmxgs
Hi all, I'm testing a system which increases the number of positions as price moves in our favor, for example at $0.1 price intervals. entry at $25.00 2nd position at $25.10 3rd position at $25.20 4th position at $25.30 .. . . Example: fiblevel=. // this is the trigger line buy=c

[amibroker] Average and Standard Deviation for all data

2009-04-10 Thread pmxgs
Hi, I would like to calculate the average and standard deviation for all the data available in an array. For example: calc1=C-ma(C,30); I would like now to calculate an average and std. dev. of calc1 which gets updated as new bars appears. This average and std. dev. include all the

[amibroker] Pivot calculation for Monday in Forex

2009-02-01 Thread pmxgs
Hi, I'm using the following formula to calculate pivot points. Since I'm using it on forex, the market data starts on sunday evenning, and since the pivot points are calculated based on previous day data, the pivots for monday are not calculated correctly, since sunday data is only a couple of h

[amibroker] Seasonal Index Indicator

2008-09-28 Thread pmxgs
Hi, I'm reading an article about seasonal influences on prices and I'm trying to see if I can build a seasonal indicator which examines past prices and displays a curve with the seasonal tendencies. I think Larry Williams also uses a similar indicator. The article I'm reading just shows the c

[amibroker] Re: Forum or Mailing List - please vote

2008-08-29 Thread pmxgs
Hi, for those that have the receive mail option enabled here int he yahoo groups, whcih option do you have? Do you receive every individual message, or just the summary each day? thanks --- In amibroker@yahoogroups.com, "Steve Dugas" <[EMAIL PROTECTED]> wrote: > > I think Paul makes a very g

[amibroker] Re: Forum or Mailing List - please vote

2008-08-29 Thread pmxgs
omehow, AmiQuote questions land here > despite the fact that in theory they should be sent to dedicated amiquote list http://www.egroups.com/messages/amiquote > "Human factor" is what counts. > > Best regards, > Tomasz Janeczko > amibroker.com > - Origin

[amibroker] Re: Forum or Mailing List - please vote

2008-08-29 Thread pmxgs
I've already voted. My preference goes to forum style, due to the simple fact that we have the ability to organize Posts into categories, which is not possible here in yahoo. That for me, is the main disadvantage with yahoo groups. --- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PR

[amibroker] COT data

2008-08-29 Thread pmxgs
Hi, 1.I'm thinking in displayng COT data below the price commodity chart (similar to an indicator pane). Does anyone have a similar setup on Amibroker? What software do you use to get this data, and how do you import it to AB (since this is weekly data)? Do you use plotforeign() function so

[amibroker] Calculate MA on array which doesn't have consecutive numbers?

2008-07-25 Thread pmxgs
Hi, I'm trying to calculate a moving average over a number of values which are based on a certain condition. For example (if close > 20 period MA, return range of bar, otherwise don't get the value): array=IIF(C>MA(C,20),(H-L),0); What I would now like is to have a 20 period moving average o

[amibroker] Re: Help with AFL, calculating two different ATR

2008-07-24 Thread pmxgs
--- In amibroker@yahoogroups.com, "Ara Kaloustian" <[EMAIL PROTECTED]> wrote: > > Value = iif(Timenum() > - Original Message - > From: "pmxgs" <[EMAIL PROTECTED]> > To: > Sent: Thursday, July 24, 2008 9:50 AM > Subject: [amibroker] Help

[amibroker] Help with AFL, calculating two different ATR

2008-07-24 Thread pmxgs
Hi, I'm trying to build two indicators which calculate the 30 period MA of the (1)ATR of the first 3 hours of the trading day and then the (2)ATR of the rest of the hours of the trading day. I'm using hourly bars. Can I do this without loops? I was thinking in using something like (assuming ma

[amibroker] ATR calculation for different periods?

2008-07-24 Thread pmxgs
Hi, I'm trying to build two indicators which calculate the 30 period MA of the (1)ATR of the first 2 hours of the trading day and the (2)ATR of the rest of the day. I would like to have a 30 period moving average of the atr od the first two hours of the trading day, and then a 30 period movin

[amibroker] Applystop Questions

2008-05-06 Thread pmxgs
Hi, can someone please help me with the following questions? ApplyStop( type, mode, amount, exitatstop, volatile = False, ReEntryDelay = 0 ) 1)I need a different amount for long and short trades. For example: Applystop(stopTypeTrailing,stopModePoint,IIF(buy,atr (14),2*atr(20),1). Can I do this?

[amibroker] Re: ApplyStop

2008-05-05 Thread pmxgs
Hi, can someone please help me with the following questions? 1)ApplyStop( type, mode, amount, exitatstop, volatile = False, ReEntryDelay = 0 ) I have the same question as in the previous post, but related with the amount field. I need a different amount for long and short trades, I assume I can

[amibroker] Re: ApplyStop

2008-05-05 Thread pmxgs
Hi, can someone please help me with the following questions? 1)ApplyStop( type, mode, amount, exitatstop, volatile = False, ReEntryDelay = 0 ) I have the same question as in the previous post, but related with the amount field. I need a different amount for long and short trades, I assum

[amibroker] Re: Time to save US Stocks database....

2008-04-25 Thread pmxgs
.TXT file it can not > "spread" more via .TXT (or other data) files. > > There is one very easy thing to remember that will eliminate 99.99% of viruses: > a) buy hardware router with built-in firewall > b) don't visit "xxx" / warez / crack web sites > >

[amibroker] Re: Time to save US Stocks database....

2008-04-25 Thread pmxgs
nada, Europe, UK & USA - > www.premiumdata.net <http://www.premiumdata.net/> > > > > From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf > Of pmxgs > Sent: Wednesday, 23 April 2008 4:40 PM > To: amibroker@yahoogroups.com > Subject: [amibroker] Re: Time to save US Stocks database > > > > OK, I'll do that. > > Thanks for all the answers. >

[amibroker] Question about futures mode afl

2008-04-25 Thread pmxgs
Hi all, I was testing a system for a specific Forex symbol, so I used setoption("futuresmode",true) and I also specified the symbol's definitions (ticksize,margindeposit,etc) in the afl itself, but I wasn't getting the expected results. I was sepecifying the symbol's definitions before calling se

[amibroker] Re: Time to save US Stocks database....

2008-04-23 Thread pmxgs
OK, I'll do that. Thanks for all the answers. --- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > Please defragment your hard drive. > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message -

[amibroker] Time to save US Stocks database....

2008-04-22 Thread pmxgs
Hi, I installed the USstocks database file included in the Amibroker.com support tab (NEW! HOWTO: Setup complete US stocks database using Yahoo free quotes). I removed the folder which has OTC stocks, which leaves around 4600 symbols. The quotes updating with Amiquote works well, but when I cl

[amibroker] Re: AB Features

2008-04-22 Thread pmxgs
Great! thanks --- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > Yes. In Q2/Q3 2008 > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message - > From: "pmxgs" <[EMAIL PROTECTED]> &

[amibroker] Re: AB Features

2008-04-22 Thread pmxgs
Hello, since this subject is about AB features, could you please tell me if it is planned to include another optimization method besides "brute force", for those cases where there are many optimization variables? thanks --- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PROTECTED]>

[amibroker] Re: Trading a system - explorations vs. backtesting

2008-04-16 Thread pmxgs
Could you please explain how this works. For example, you get a signal today but enter trades tomorrow at the open and your position size depends on the entry level. Since we don't know tomorrow's open, is this feature useful in this case? thanks --- In amibroker@yahoogroups.com, "Tomasz Janec

[amibroker] Position size as % of equity in futures mode

2008-04-16 Thread pmxgs
Hi, I'm having trouble defining position size in futures mode. What I want to do is to risk a certain % of current equity on each trade, based on the stop loss $$ value. For example in EURUSD, I want to risk 3% of my equity (suppose it is 25000 in the current bar) and my stop loss is 25 pips awa

[amibroker] Positionsize=-1000; and above

2008-04-12 Thread pmxgs
Hi, I was testing a system in forex, with positionsize=-3/stoploss*buyprice; so that I could risk 3% of my equity on each trade. Sometimes the stoploss is just a few pips, so the position size gets larger than my equity size, but since my account margin is set to 1, I should be able to trade at ma

[amibroker] Re: Delayed buy/sell signals in Realtime.

2008-03-13 Thread pmxgs
Hi Dan, I agree with you. "Run every x minutes" might be misleading. Anyway regarding the main subject, as long as the scan doesn't take 5 minutes to run (which is perfectly possible, since AB runs fast), it would be nice to write code (maybe using some script languae) to make the scan run every

[amibroker] Re: Modified Trailing stop

2008-03-13 Thread pmxgs
e Sell[ i ] = 0; } thanks --- In amibroker@yahoogroups.com, "Howard B" <[EMAIL PROTECTED]> wrote: > > Hi pm -- > > You will need to write afl code that includes a loop that looks at the data > each bar. Do you know how to do that, or would like an example?

[amibroker] Modified Trailing stop

2008-03-13 Thread pmxgs
Hi all, I would like to implement a "modified trailing stop", that just trails one time, for example I define the trailing stop to trail by 1%. Then, as soon as the price goes up by 1% the stop is raised to the entrypoint level (which is the usual way a trailing stop works), but from this mom

[amibroker] Re: Problem with Finam Forex

2008-03-04 Thread pmxgs
Sent: Friday, February 29, 2008 3:15 AM > > Subject: Re: [amibroker] Re: Problem with Finam Forex > > > > > > Finam changed servers. The update to AmiQuote will be available > tommorrow. > > > > Best regards, > > Tomasz Janeczko > >

[amibroker] Paint body of candle

2008-03-03 Thread pmxgs
Hi, I would like to "paint" the body of a candle if a certain criteria is met. By painting I mean, having a line inside of the body of the candle in a way that I can see the original color of the candle and at the same time I can also see the line painted inside of the candle. Should I use the

[amibroker] Re: once again, this AFL fights you every step of the way. Sorry, this is a badl

2007-05-28 Thread pmxgs
Hello, I would like to add a few lines on this. I'm not an experienced programmer but I have to say that I picked up AFL very quickly. Being an array processing language is very easy for someone that uses Excel, for example. The user guide with all the tutorials makes the learning task easier

[amibroker] Re: AFL code wizard - preview presentation

2007-05-19 Thread pmxgs
as I said two weeks ago, I don't give exact dates anymore. > > Best regards, > Tomasz Janeczko > amibroker.com > - Original Message - > From: "pmxgs" <[EMAIL PROTECTED]> > To: > Sent: Saturday, May 19, 2007 9:25 PM > Subject: [amibroker] Re

[amibroker] Re: AFL code wizard - preview presentation

2007-05-19 Thread pmxgs
Hello, following the previous message, regarding the development of AB, is Monte Carlo Analysis in sight? I really feel is an important feature in systems evaluation. thanks --- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > Hello, > > Don't worry - over many

[amibroker] Re: AFL code wizard - preview presentation

2007-05-19 Thread pmxgs
Hello, following the previous message, regarding the development of AB, is Monte Carlo Analysis in sight? I really feel is an important feature is systems evaluation. thanks --- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > Hello, > > Don't worry - over many

[amibroker] Re: sorry, but the variable (array) structure and general nastiness of AFL makes

2007-04-29 Thread pmxgs
all securities at bar-by-bar basis it requires additional code wrestling > that slows down to the crawl. > > Best regards, > Tomasz Janeczko > amibroker.com > - Original Message - > From: "pmxgs" <[EMAIL PROTECTED]> > To: > Sent: Tuesday, Ap

[amibroker] Calculate the number of open positions

2007-04-25 Thread pmxgs
Hello, my position size is dependent of the number of open positions. Can someone help how to calculate the number of open positions? thanks

[amibroker] Re: sorry, but the variable (array) structure and general nastiness of AFL makes

2007-04-24 Thread pmxgs
ting those with a little explanation of each? > > d > > > -Original Message- > > From: amibroker@yahoogroups.com > > [mailto:[EMAIL PROTECTED] On Behalf Of pmxgs > > Sent: Tuesday, April 24, 2007 12:46 PM > > To: amibroker@yahoogroups.com > > Subject:

[amibroker] Re: sorry, but the variable (array) structure and general nastiness of AFL makes

2007-04-24 Thread pmxgs
In my opinion afl and it's array processing language are really good and intuitive. For me, that I'm not a programmer, the only thing that afl is lacking is more built-in position management functions. If you compare Amibroker and Wealth-Lab, the two programs that i know best, Wealth-Lab has

[amibroker] Re: Current Open Position: Long or Short?

2007-04-24 Thread pmxgs
What I wanted to ask, was: - Supose that I'm in portfolio backtesting mode and I get 10 buy signals in ten symbols but according to my positionsize rules only one signal is taken as a trade. In this case, does the equity() function discards the signals of those nine symbols that are not entere

[amibroker] Re: Current Open Position: Long or Short?

2007-04-24 Thread pmxgs
Thansks for your prompt answer. With your answer it came up another question. Since the equity function is only valid for single symbol and not portfolio, does your suggestion work if I'm in Portfolio backtesting mode? thanks again

[amibroker] Current Open Position: Long or Short?

2007-04-23 Thread pmxgs
Hello, how can I know if the current open position is long or short? I've tried to code this but I'm not getting correct results. Any help is appreciated. thanks

[amibroker] How to run Batch.js (from the users guide)?

2007-04-20 Thread pmxgs
Hi, I'm just getting started with amibroker, and after reading the users guide the following questions came up: How can I run the vbscript which is included in the users guide (Example 2: Batch backtesting - BatchTest.js - which performs backtest in every symbol of a list) What program do I need

[amibroker] Sigscalein/out doubt

2007-04-20 Thread pmxgs
Hi, I'm just getting started with amibroker, and after reading the users guide the following doubt came up: - What does sigscalein represent? Is it a number? Since we have to assign it to the buy/sell variable, what values are passed to the buy/sell variables. One of the examples provided in the

[amibroker] Newbie doubts

2007-04-18 Thread pmxgs
Hi, I'm just getting started with amibroker, and after reading the users guide the following questions came up: - What does sigscalein represent? Is it a number? Since we have to assign it to the buy/sell variable, what values are passed to the buy/sell variables. For example one of the exa

amibroker@yahoogroups.com

2007-04-13 Thread pmxgs
Hi, I want to write a system that has to evaluate last position's p&l in order to take (or not) the next signal as a trade. This system is just single security backjtest, it isn't a portfolio backtest. For example, backtest generates a buy signal but since the last position p&l was below -5%,

[amibroker] Re: Evaluate Last Position

2007-04-11 Thread pmxgs
as for 3 above > > -- > Cheers > Graham > AB-Write >< Professional AFL Writing Service > Yes, I write AFL code to your requirements > http://www.aflwriting.com > > > On 11/04/07, pmxgs <[EMAIL PROTECTED]> wrote: > > Hi, > > > > can someone

[amibroker] Evaluate Last Position

2007-04-10 Thread pmxgs
Hi, can someone give an hint on how to access the P&L of previously closed positions? For example, I have a buy signal but I will only trade that signal if the last position ended with a profit > 3%. This might be easy, but I'm just starting to learn AFL. thanks

[amibroker] Re: Equity used to calculate position size

2007-04-05 Thread pmxgs
> > > > Best regards, > Tomasz Janeczko > amibroker.com > - Original Message - > From: "pmxgs" <[EMAIL PROTECTED]> > To: > Sent: Thursday, April 05, 2007 6:57 PM > Subject: [amibroker] Equity used to calculate position size > > &g

[amibroker] Equity used to calculate position size

2007-04-05 Thread pmxgs
Hi, I'm using this code to calculate position size: E=Equity(); risk=0.1*E; PositionSize=(0.1*E)/(Close-trstoplevel); But I'm not getting the values that I expect. The (close-trstoplevel) is working fine, I've ploted this to confirm it. But when I plot E it doesn't match the Equity value , so the

[amibroker] Re: Help with code

2007-04-05 Thread pmxgs
> >> > >> TLevel[i] = > >> PREV[i]; > >> > >>else > >> > >> TLevel[i] = C[i]; > >> > >> }

[amibroker] Re: Help with code

2007-04-03 Thread pmxgs
e itself (it's like a circular reference in excel). thanks --- In amibroker@yahoogroups.com, "Ara Kaloustian" <[EMAIL PROTECTED]> wrote: > > this should work fine > > - Original Message - > From: "pmxgs" <[EMAIL PROTECTED]> > To: >

[amibroker] Help with code

2007-04-03 Thread pmxgs
Hi, I'm having trouble with this code (which was taken from other software): PREV is a reserved word that refers to the value of the variable being calculated 1 period before. In this example it would be TLevel[i-1] TLevel:= If(C=PREV,PREV,if(prev>ref(C,-1),min(C,deltav),max(prev,C;

[amibroker] Re: Only one trade in backtest

2007-04-03 Thread pmxgs
I found the problem. It had to do with the stops, which never got hit so the sell was never executed, which in turn avoided that other trades were taken. thanks anyway for the help on the timeframe issue. regards --- In amibroker@yahoogroups.com, "pmxgs" <[EMAIL PROTECTED]&

[amibroker] Re: Only one trade in backtest

2007-04-01 Thread pmxgs
essional AFL Writing Service > Yes, I write AFL code to your requirements > http://www.aflwriting.com > > > On 28/03/07, pmxgs <[EMAIL PROTECTED]> wrote: > > Hi, > > > > this code only generates one trade and it should generate more trades. > > I&#

[amibroker] Only one trade in backtest

2007-03-27 Thread pmxgs
Hi, this code only generates one trade and it should generate more trades. I've added the plot functions to confirm if the signals were being correctly generated, and through the chart i can see that the three conditions are true several times, but only one trade is generated. In the backtesting

[amibroker] Re: Trade Signals in different time frames

2007-03-24 Thread pmxgs
your requirements > http://www.aflwriting.com > > > > On 24/03/07, pmxgs <[EMAIL PROTECTED]> wrote: > > Hi, > > > > I'm having trouble getting this trade signals to work, I hope you can > > help me. > > My data is in 15 min bars. The first two co

[amibroker] Trade Signals in different time frames

2007-03-23 Thread pmxgs
Hi, I'm having trouble getting this trade signals to work, I hope you can help me. My data is in 15 min bars. The first two conditions are checked in hourly bars and the third is checked in 15 min bars. AFL code is like these (I added the plots tto see if the conditions were correctly checked):

[amibroker] PortfolioEquity doesn't display

2007-03-21 Thread pmxgs
Hi, after backtesting a system over all the symbols I Press the Portfolio equity button (in the Automatic Analysis menu), but the pane that is created displays the message error - no formula. Can someone tell me what I'm doing wrong? thanks

[amibroker] Re: Intelligent Optimizer Help

2007-03-19 Thread pmxgs
KISS rule > when > > possible. > > > > ATB > > Michael. > > > > > > > > Fred wrote: > > > > > > ... 50 pages of doc that doesn't explain much ? ... hmmm ... > > > > > > I think you&

[amibroker] Intelligent Optimizer Help

2007-03-18 Thread pmxgs
Hi, I'm starting to test IO by F. Tonnetti, but I would like to have a help file to see how things work. The docs provided with IO don't explain much. For example, i can't see those charts shown on the .doc files, and I can't find out why. Are there any "help files" about IO, besides those include

[amibroker] Re: Intelligent Optimizer Help

2007-03-18 Thread pmxgs
Ok. I'll check that. tks --- In amibroker@yahoogroups.com, Grant Noble <[EMAIL PROTECTED]> wrote: > > This is the best introduction I've found: > http://www.omniphase.com/protected/optimization/ > > pmxgs wrote: > > Hi, > > > > I'm s

[amibroker] Intelligent Optimizer Help

2007-03-17 Thread pmxgs
Hi, I'm starting to test IO by F. Tonnetti, but I would like to have a help file to see how things work. The docs provided with IO don't explain much. For example, i can't see those charts shown on the .doc files, and I can't find out why. Are there any "help files" about IO, besides those incl

[amibroker] Re: Strategy without Sell signal

2007-03-16 Thread pmxgs
Ok. thanks --- In amibroker@yahoogroups.com, "M. N. Busigin" <[EMAIL PROTECTED]> wrote: > > pmxgs wrote: > > I want to test a strategy in which I've defined my buy rules, but my > > sell rules are only stops that are hit(profit target or stop loss), ie.

[amibroker] Strategy without Sell signal

2007-03-16 Thread pmxgs
I want to test a strategy in which I've defined my buy rules, but my sell rules are only stops that are hit(profit target or stop loss), ie. I will exit my long position if my profit target or stop loss level is hit. When i want to backtest AB says that i have to define my selling rules. Since i

[amibroker] Backtesting Trades in charts

2007-02-24 Thread pmxgs
I'm new to amibroker so can someone tell me if after a backtest is performed, how can i see the arrows signaling the entries and exits as well as the position size? Thanks

[amibroker] Re: Backtesting Calculation not Real Time 'state' information.

2007-02-24 Thread pmxgs
with high at 51 and > low at 45. > How does amibroker know which one was hit first. The high or the low?" > As pmxgs already know the close, this is not real time trading. As in > Tradestation, you need > intraday bars (one bar is not enough) all it involved is a few lines of af

[amibroker] Re: Backtesting Calculation not Real Time 'state' information.

2007-02-24 Thread pmxgs
order at $46. This bar opened and closed at $48 with high at 51 and > low at 45. > How does amibroker know which one was hit first. The high or the low?" > As pmxgs already know the close, this is not real time trading. As in > Tradestation, you need > intraday bars (one bar

[amibroker] Back testing Calculation

2007-02-24 Thread pmxgs
Hi, if I'm testing a strategy based on daily bars, and if my take profit order and stop loss order are hit on the same day, how does amibroker treat this situation? If i have intra day data available, is it possible to work on daily bars and indicators, but run the backtest on the intraday data?

[amibroker] Backtesting Calculation

2007-02-19 Thread pmxgs
Hi, I'm searching for a back testing software and I'm positively impressed with amibroker. But there's one thing that i would like to know. When amibroker back tests some strategy can we select if inside bar data is evaluated? For example , imagine that my trading system evaluates daily bar