…. OR TimeNum() > 125500;
For example - MACD crossover :
Buy = Cross( MACD(), Signal() );
Sell = Cross( Signal(), MACD() ) OR TimeNum() > 125500;
Best regards
Le 06/08/2010 05:45, Sidney Kaiser a écrit :
Hi Gang,
I'm evaluating a simple day trading concept and I need a qu
Hi Gang,
I'm evaluating a simple day trading concept and I need a quick and easy way to
exit the trade at 1255 hours. What code do I need to exit either short or long
near EOD.
TIA
SId
I'm running WIN 7 on a laptop with AB 5.30, 32 bit program.
The title bar, at the top, with Amibroker, symbol, security name etc is
transparent which makes it very difficult to read if the Windows desktop is
somewhat dark.
How do I make that title bar background opaque?
TIA
Sid
--- On Sun, 5/9/10, Sidney Kaiser wrote:
From: Sidney Kaiser
Subject: Re: [amibroker] Mixing daily and RT data values
To: amibroker@yahoogroups.com
Date: Sunday, May 9, 2010, 5:32 PM
I hate answering my own question... I think I found the answer in the last
tutorial on
I hate answering my own question... I think I found the answer in the last
tutorial on multiple time frames. Apparently the answer is:
TimeFrameGetPrice( "H", inDaily, -1 );
While running in RT.
Is that right?
TIA
Sid
--- On Sun, 5/9/10, Sidney Kaiser wrote:
From: Sid
I'm sure this question has been answered before but I've not been able to
locate it. This situation occurs all the time in real life trading so I'm sure
it has been solved before.
Using daily EOD data, some conditions are tested and lets say you want to buy 1
tick above yesterday's High (deri
I'm using a Netgear FVS 336G, firewall, router, switch with load
balancing/failover for two WAN inputs. Works like a champ to switch to my DSL
connection when the cable connection goes down. (twice last week) Price is
~$250 or so from B&H photo.
Sid
At 03:11 PM 5/8/2010, you wrote:
i have iss
For troubleshooting purposes go into QT and turn their spike off or set it to a
very big number. That way you can see the spikes on the QT chart and not have
AB running.
Sid
--- On Wed, 5/5/10, kurasake wrote:
From: kurasake
Subject: [amibroker] Re: Easy data refresh?
To: amibroker@yahoog
_TRACE("Sale On Date: "
+ DateTimeToStr( DateTimeConvert( 2, Dte[ i ] )));
}
SetPositionSize( ValueWhen(Buy,ScaleInSize), spsPercentOfEquity );
Filter = 1;
AddColumn(Buy, "Buy", 1.0);
AddColumn(Sell, "Sell", 1.0);
AddColumn(Close, "Close",
Mike, thanks for the link to that message. It looks like Carl V. and I are
working on the same system. . I did a search on ScaleIn but didn't come up
with much. Yahoo searching is such a crap shoot. There are a few things in
your code that I'll need to study to see what they are doing but
H, the csv file didn't make it...trying again on that part.
Sid
Trying to code up Larry Connors TPS entry conditions.
I finally have to figure out how to scale into a position. Reading though the
help files and old emails I thought I understood it, butapparently not.
I was thinking the first buy line would buy one lot and then the other buys
(current
Hi guys,
I have a strange one.
Run AA
Click on a line in the results, click for trade arrows, any type... nothing.
Click the + zoom button, presto, trade arrows appear on the chart.
Does anyone have an idea what is happening or even better, how to restore
normal operation?
TIA
Sid
I ran a couple of quick tests to check out this possibility. I used ILF and
MALTX from 1 Jan 2006 to date.
2 ma xover: the fund outperformed etf by a large amount but both grossly under
performed B&H.
Kirshenbaum Bands: the etf return was quite a bit greater than the fund and
both considerabl
I did do a new full install of AB 5.20. Then a lot of fog developed in the
cockpit here. I copied my old data and formula files over the new W7 AB files
then went to preferences data and changed the path to the new W7 location.
Eventually I discovered that the formula files did not trans
with the path change from Program Files to Program Files (x86) that is not
working for me.
Anyone have a procedure for this that works?
TIA
Sid
Sid
At 11:38 AM 2/24/2010, you wrote:
Sid,
Would that be found under Preferences > AFL...at the bottom. ?
Anthony
- Original Messag
Got a new W7 laptop, installed AB 5.20. Then I tried to copy my current
desktop over that AB on the laptop. Probably a dumb move...
AB couldn't find the data files because the data has a new address in the
Program Files (x86) area. I went to preferences and changed the address to the
new
What I have seen is that editing will not stick while you are connected to IB.
Once you exit or momentarily halt the connection the edits hold. There may be
a possibility they are replaced when you reconnect the same day but connecting
on the next day all is ok. Apparently IB is trying to cor
You can test all the stocks in a watch list on an individual basis using
thre"old" V4.0 backtester in AA.then copy and paste the "good" ones into a new
watchlist.
Sid
--- On Mon, 9/7/09, polomorabe wrote:
From: polomorabe
Subject: [amibroker] Is it possible to backtest this using AB?
To: a
I'm stuck with 600k DSL and run IB, TS and quotetracker realtime +occasional
mail and other web usage on a very clean computer setup. So it works for me ok.
Sid
--- On Sun, 4/5/09, murthysuresh wrote:
From: murthysuresh
Subject: [amibroker] any one used 1 MBPS dsl for trading activities
To: a
The one strange thing that occurs in the previouse code is the exit time. I
want to exit @ 1245 but with 15 min bars setting exittime to >=1244 results in
an exit at 1300 so I had to use the previous 15 min bar and set exittime to
1229...
Not sure I understand why that happens.
Sid
Thanks Ed, Rajiv, Barry:
Taking a little from each of you I think the final solution looks like this:
starttime = 063000;
endtime = 122900;
// Use for backtesting
tradetime = TimeNum() >= starttime AND TimeNum() <= endtime;
exittime = TimeNum() >= 122900;
// use for real time trading
//trad
if (typeof YAHOO == "undefined") {
var YAHOO = {};
}
YAHOO.Shortcuts = YAHOO.Shortcuts || {};
YAHOO.Shortcuts.hasSensitiveText = false;
YAHOO.Shortcuts.sensitivityType = [];
YAHOO.Shortcuts.doUlt = false;
YAHOO.Shortcuts.location = "us";
YAHOO.Shortcuts.document_id = 0;
YAHOO.Shortcuts.document_
I searched through mail trying to find how to get backfills for ETFs with IB
feed.
Error message is no permissions for ARCA-STK historical data.
I remember IB screwed this up a year ago or so but I can't recall what the
solution is.
What exact syntax do I need to use to get the backfill?
TI
Dennis, I see this problem a majority of the time. Previous posts that are
included are preceeded by lots of >>> symbols, line breaks are stuck into the
message at random spots and it soon becomes an unreadable mess.
It becomes total garbage at that point.
Bottom line: the formatting
IB would not update my handfull of intraday stocks and futures today.
I downloaded the "previous" version of the TWS API and things are now back to
normal. Build 885.2
IB has good comission rates but their programmers are a bunch of amateurs
when it comes to modifying their APIs.
Your backtest is running out of money because so many stocks are meeting your
criteria. Increase the funds to $100k or $1M.
Sid
tridean34 <[EMAIL PROTECTED]> wrote:
That's OK - I was hoping the answer would have been an obvious one. I
did a scan and that does fine, scanning all tickers no p
In Para 7 that should be:
Running the system in AA frequently throughout the day with an RT data feed
from IB the RT close (current tick) would rise above the long entry stop level
and I would be long at the ~stop price.
Sid
Many AB users have good histories of EOD data but limited real time data
histories for back testing. This can cause some problems such as overly
optimistic results when the trading logic uses entry and exit stops.
We all know, or should know, that if you are using the closing price th
Hi Guys,
I am doing some optimization on a system and ran into a small problem.
If I am optimizing with a minimum volume parameter I get many more trades
with a small volume required and fewer trades with greater volume required.
More trades yield a higher profit, but at the expense
by others requesting
that we *not* trim the past messages because it is easier to follow the history
that way. That is the approach I happen to like also, but either way
will never be able to please everyone I guess...
Steve
- Original Message -
From: Sidney Kaiser
To:
Louis P. and Steve D.
Hey, would you guys please trim off the excess trash on the bottom of your
posts.
Have you actually looked at what you are sending out?
Once you have established the context of your response please trim off the
clutter.
Thank You
Sid
I'll answer my own question. I was missing two things. First, I was using
"MarketID" in my filter to set different minimum prices for NASDAQ and NYSE
stocks. This data is normally available with QP3 but the data from IB has very
little system information so the filter failed.
The second prob
I have a system and exploration developed in EOD AmiBroker using QP3 data. It
runs just fine.
If I switch from QP3 EOD to IB data and run the code there is just a quick
flash of the screen and no results are generated.
OK I thought, it probably is too much to expect the code to run
Hi guys, roll your index futures to the March 08 contract tonight. One week
before options expiration, every three months.
Or another way is when the volume on the new front month (Mar) is ~equal to
the volume on the current contract (Dec).which is happening today.
Cheers
SId
You want to exit the trade on the last bar of data so you can see the results
of your buy and hold.
Sid
Walter Lepore <[EMAIL PROTECTED]> wrote:
Hi Members
Please bear with me. I am trying to write a simply Buy and Hold system
using only one stock (HPQ-Hewlitt Packard). I'm using End of Day
Mark, thanks for posting the link to Rudy's article (spelled correctly this
time ,LOL).
Rudy was a member of my FastTrack users group here in San Jose for many
years. It was fun to see him go through the process of thinking through the
subtle little details of refining MAM and getting his
v(CLOSE, (2 * MomPer) + 1, S) ) - 1)
Most Anchored Momentum
100 * ((CLOSE / Mov(CLOSE, (2 * MomPer) + 1, S) ) - 1)
- Original Message -
From: Sidney Kaiser
To: amibroker@yahoogroups.com
Sent: Monday, December 03, 2007 10:16 AM
Subject: Re: [amibroker] Does any have sugge
Take a look at MAM, most anchored momentum, by Rudy Stefenel. It is a
modification of RSI to reduce the effects of old data dropping out of the
calculation and affecting the current value. It is also better near tops and
bottoms as it is not range restricted.
You should be able to Google
For Tradestation, select your data chart, bring up the data in the Tradestation
data window, save by clicking on the icon. This is ASCII data.
In AB, setup the import wizard for the data fields and types you want, save
the field definitions so you only have to do this once. Import the dat
Think radians, not degrees. ( 2pi not 360 )
Sid
murthysuresh <[EMAIL PROTECTED]> wrote:
Hello
I need some help to understand the interpretation of slope. I am using
this formula to understand it visually but i am getting out of context.
Line = C; //MA(C,50);
x=30;
Slope = (line - Ref(Line
You could try using the IO add on program to do the optimization. It can
accept almost any imaginable formula to establish the criteria. ( see the
files section for IO)
Sid
Can anyone think of a way to optimise results for maximal cash-flow
each month rather than Gross Profit Made in a
Sometimes trading a leveraged product can result in a really interesting
dayâ¦like today, trading YM, the Dow E-mini futures contract.
I have a tiny futures account that I use to practice my trading skills.
Going into today I was long 1 YM contract on a swing trading idea.
Starting
I have a system where there tends to be whipsaws at transition points between
Long and Short. If there has been an uptrend and the system is long when a
change occurs where it should go short there are a few bars of confusion where
the system goes short/long/short/long and the finally short aga
Guys, it is really pretty simple to get this RT quote thing from IB working.
1. A chart needs to be opened to collect RT quotes.
2. How to do that. If you have only a few symbols it is easy to select the
first symbol in the drop down box in the toolbar and then just hold down the
down arrow k
You are still looking into the future with trough. Trough uses zig and zig is
looking into the future. As the incoming data changes the current trough
reading can come and go until the future bar closes. But by then you are
looking at a new future bar that fluctuates and the cycle continues.
Have you checked to see if using the futures mode or points only mode would
meet your requirements?
Sid
brentonfx <[EMAIL PROTECTED]> wrote:
Jerry
I have this line in my code, but that doesn't make it always trade
with that fixed amount, it merely sets the initial equity for the
test a
Graham, Sebastian, thanks for the ideas. While I was waiting for a reply I
continued to work on the idea some more.
Here is a more complete sample line that I came up with:
LT_buy = Close > Ref(HHV(High, per), -1) AND Close > Ref(LLV(Low, per),
-per);
Next I need to compare the r
Close > LLV(Low, 30) tells me if todays close is greater than the lowest low
in the last 30 days.
What I need is to test if the close remains greater than the previous 30 day
low.
I am not certain, but I take this to mean the close should not go below the
previous 30 day low
at any time
PositionScore = ... your score according to which ranking
takes place
SetOption("MaxOpenPositions", 100 ); // to have report for top
100 symbols
PositionSize = -0.1; // small enough so position sizing
RoundLotSize = 0; // do not do any round lot sizing
Buy=1; // buy on last bar
Sell = 0;
At 10:42 PM 8/26/2006, you wrote:
Am trying to develop a RotationalTrading System.
I do not understand the
SetOption
(
"WorstRankHeld"
,Rank);
command. It seems to impact the trading even if rank is larger than
MaxOpenPositions.
Example:
If I allow 5 open positions, why should a rank of
At 02:19 PM 8/19/2006, you wrote:
Hi friends,
Please help me... I'm a novice user and having a hard time coding
this Backtest using AFL.
I've been struggling with this, going through the help files,
searching this forum... this is probably not a complicated problem
for veteran users, I just
In TS with the desired data up in a chart open the data
window and save the data. From there you can import into AB as
ASCII data.
Sid
At 10:20 AM 7/17/2006, you wrote:
I am looking for a small piece
of Intraday 5-min data for Tradestation
2000i so I can calibrate a system in Amibroker(I hav
d, interesting that you and I are responding to two different questions on different systems and the common thread is simplify until you understand what is happening..always a good starting point for trying to use someone elses code. Siddingo <[EMAIL PROTECTED]> wrote: Suggestion: W
I looked at that system and found the results seemed too good to be
true. With a few of the back tested entries the buy price was set at the
previous days low. If only you could do that...lol.
What you can try is to comment out the section of code that calculates the
stop values and sets the
In TS with the desired data up in a chart open the data window and save the data. From there you can import into AB as ASCII data. Siddirk schreiber <[EMAIL PROTECTED]> wrote: no answers so far, so i will try my luck again: is there anyone on this list who knows how TradeStatio
3/4/2006, you wrote:
Unfortunately it's
not that simple ... Your using the LR End Points as
opposed to the points formed by the LR Line at each bar looking
backwards for n-bars which is what appears to be necessary to do the
remainder of the calculations.
--- In amibroker@yahoogroups.com, Sidney
Here is what I came up with years ago:
/*
Kirshenbaum Bands
V1.0
09/22/2002
by Sid Kaiser
*/
LRbars = Optimize("LRbars", 20, 8, 34, 1);//12
SErr = Optimize("SErr", 2.15, 0.8, 3.4, 0.05);//2.35
Buy = Cover = Cross(Close, (LinearReg(Close, LRbars) - SErr*StdErr(Close,
LRbars)));
Sell = Short = C
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