Hello all,
I'm testing some data that has weekends included (forex) and want to exit on
Friday's close. I'm using "dayofweek()==5 but this isn't working on data where
weekends are included.
Is there any way around this?
Thanks in advance,
Rich
--- In amibroker@yahoogroups.com, malcolm Crouch wrote:
>
> Put a count in Place
>
>
>
> If count>1 Then
>
> dont trade
>
> Else
>
> Trade
> Count ++
>
>
> On Mon, Jun 8, 2009 at 9:59 AM, foxblade2000invest wrote:
>
> >
&g
Can anyone help?
I have a system that trades a portfolio of stocks from the weeks open. I would
like to limit it so that once a trade has been hit within each week, no other
trades can be placed until the next week for each stock being traded(as part of
the rules, positions are closed out on Fr
on long and short positions...
Can anyone offer any advice.
I used applystop for stops on profit targets and loss.
I can't see a switch to define if the applystop function is applied to long and
short positions seperately. I would like to use different values for long and
short - is this p
7;x' days after buy).
> http://www.amibroker.com/guide/afl/afl_view.php?id=50
>
> Mike
>
>
> --- In amibroker@yahoogroups.com, "MAVIRK" wrote:
> >
> > b = ref(stochk(3,2),-1) < 50; //and stochk(3,2) > 50;
> >
> >
> > From:
thanks fella but surely that's the same thing?
Cheers,
Rich
--- In amibroker@yahoogroups.com, "MAVIRK" wrote:
>
> b = ref(stochk(3,2),-1) < 50; //and stochk(3,2) > 50;
>
>
> From: foxblade2000invest
> Sent: Friday, February 27, 2009 5:21 PM
>
Could anyone help.
I'm playing with the following idea. The system should buy if the cci
is above zero, the stochk has risen since yesterday and was below 50
yesterday, and the close should be above the open.
My code is as follows;
a=CCI(40)>0;
b=50>Ref(StochK(3,2),-1);
d=StochK(3,2)>Ref(Sto
ueSignificantDay,-1));
>
>
> regards, ed
>
>
>
> - Original Message -
> From: foxblade2000invest
> To: amibroker@yahoogroups.com
> Sent: Tuesday, February 24, 2009 10:28 AM
> Subject: [amibroker] coding a rule for break of the high of tyhe
last up day.
Can anyone help me with this..
I want to add a rule to a trading system where the high of today is
higher
than the close of the last "significant day". A significant day is
just a
day when the close is greater than the open, but that may have been
any time
in the last several days.
Any sug
t; e.g.
> Buy = False;
> for (i = -1; i > -6; i--) {
> Buy = Buy OR AlmostEqual(High, Ref(High, i));
> }
>
> Mike
>
> --- In amibroker@yahoogroups.com, "foxblade2000invest"
> wrote:
> >
> > Hello,
> >
> > I have a simple "s
bump, sorry
--- In amibroker@yahoogroups.com, "kmunnecke" <[EMAIL PROTECTED]> wrote:
>
> i need SPY for amibroker and RT daten from IB.
>
> but amibroker says SPY not find.
> at TWS no problem.
>
> what wrong?
>
> sorry for my bad english
> Klaus
>
Klaus, you need to put IB into"sybol mode" and then enter
Hello,
I have a simple "system" as follows;
buy= h==hhv(h,5);
sell=barssince(buy)=1
Basically buys on the high of the last 5 days. I would like to ammend
it to buy on the high of either 5,4,3,2 or 1 days (don't worry about
the logic, it's the principle I'm interested in.)
Is this achieved by
can anyone help?
I want to place a stop fixed on the low of the previous bar in which I
enter.
How do I achieve this? - clearly ref(l,-1) will index along as each
trade progresses. How do I fix it at entry?
Thanks in advance,
Rich
bump, sorry
--- In amibroker@yahoogroups.com, "foxblade2000invest" <[EMAIL PROTECTED]>
wrote:
>
> Hello,
>
> I create a watchlist of stcoks based on an EOD scan, but then want to
> scan that watchlist intraday looking for a fall of 2ATR's (based on
> EOD d
it possible to follow?
Currently I use IB to feed Amibroker - but I'm limited to 100 stocks so
Im considering "paying for it":-) It's got me thinking - each day
I'm looking at literally hundreds of candidates from the night before.
How many stocks can Amibroker handle? It it limited by pc
Hello,
Can anyone advise on the size, in MB, of daily EOD data downloads for,
say 10,000 stocks?
I'm trying to work out how much I'll have to pay for mobile broadband.
Cheers,
Rich
Thanks Ed.
--- In amibroker@yahoogroups.com, "Edward Pottasch" <[EMAIL PROTECTED]>
wrote:
>
> hi,
>
> yes you can. See:
>
> http://www.amibroker.com/ib.html
>
> and
>
> http://www.amibroker.com/at/
>
> rgds, Ed
>
>
>
>
Hello,
I'm about to start running intraday charts from Amibroker using IB
feed. I've watched the tutoril on how to do this and it all seems
straight foward. I can see that you can ope a real time quote windo in
Amibroker but my question is;
can I place orders in the real time quote window and
Could someone help?
I'd like a line (well) to be drawn automatically on my chart - the
line would be at the last close price, minus 1,2 and 3 ATR(20)'s?.
Ideally the line would go from left to right across all the scren,
whatever the timescale being viewd?
Could anyone suggest some code or poi
Hello,
Apologies as I've asked a similar question before;
It is suggested that if a system is more robust (less curve fitted),
its' performance shouldn't be affected too much by the addition of
noise.
I have coded Howard's "monte-carlo" code into the code of a trading
system and optimised the
Cheers Dave, I'll try that.
--- In amibroker@yahoogroups.com, "David Fitch" <[EMAIL PROTECTED]>
wrote:
>
> Rich
> Use, SetOption("HodMinBars", 20);
> Dave
>
> - Original Message -
> From: foxblade2000invest
> To: amibroker@
Hello,
I'm puzzled and need advice, please?
when using rotational trading, I'd assume my exposure would be 100%?
I've set the numberheld to the worstrank, hence my position sizing
should allow 100% of funds to be allocated at all times - but I'm
getting between 40% and 60%.
Can anyone help?
Hello,
I'm tinkering with a system that uses rotational trading
(enablerotationaltrading). I'd like to hold each candidate for set
periods (eg 20 bars), not just rebalance when the worst rank score is
exceeded.
I've altered settradedelays with no effect. Can it be done in some
other way?
Man
bump, sorry
--- In amibroker@yahoogroups.com, "foxblade2000invest" <[EMAIL PROTECTED]>
wrote:
>
> Hello,
>
> When I portfolio backtest a trading system (in fact any system) and
> have "trade list" selected in the report settings, I get a very
limit
Hello,
When I portfolio backtest a trading system (in fact any system) and
have "trade list" selected in the report settings, I get a very limit
list of stocks in the list. I have set the maximum open positions
to "1000" so as not to limit this.
This only occurs if I backtest against a large p
; > To do so, click on Parameters button into AA.
> > If your params are not the good set, click pick to reload your formula
> > and check again.
> >
> > Hope it helps
> >
> > Regards
> >
> > --- In amibroker@yahoogroups.com, "foxblade2000invest&quo
t Noble <[EMAIL PROTECTED]> wrote:
>
> Um.. try using exRemSpan instead of exRem and drop the loop code.
Just an idea. G
>
> foxblade2000invest wrote:
> > I'm trying to optimise with the folowing code. When I look at the
> > results, the winning and losing
I'm trying to optimise with the folowing code. When I look at the
results, the winning and losing average bars (which should be fixed)
does not correspond at all with the "length" parameter, which should
govern it?
The code is as follows;
PB=Optimize("PB",0.99,0.97,0.998,0.002);
Length=Optimize("
I'm wondering about methods for determining when a system no longer
works. I've read people suggesting you should ride a system until it
stops working, then jump onto another system that's currently working
- and focus less on long term historical performance (I'm not
advocating this).
What metho
oops - no code attached!;
PB=Optimize("PB",0.995,0.99,0.999,0.001);
Length=Optimize("Length",6,3,15,1);
Cond1=Ref(C,-1)Ref(C,-1);
Buy=Cond1 AND Cond2;
Sell=BarsSince(Buy)==length;
length=BarsSince(Buy);
Short=O;
Cover=O;
--- In amibroker@yahoogroups.com, "fo
.code?
This system is supposed to buy the first bounce after a dip (an up day
after a down day of a certain size) then sell after so many bars.
At first glance it runs ok - but the exposure % is falling when the
trade length increases during an optiminsation. This doens't make
sense - is the
Keith,
I view in grouped topics and this isn't an issue to me - but I take
your point and will in future thus post accrodigly.
Thanks for the heads up.
Rich
Rich--- In amibroker@yahoogroups.com, Keith McCombs <[EMAIL PROTECTED]> wrote:
>
> Rich --
> You may have noticed that those who responded
--- In amibroker@yahoogroups.com, "Howard B" <[EMAIL PROTECTED]> wrote:
>
> Hi Rich --
>
> Do I understand correctly --- the RAR remains about the same for
many runs,
> each of which had some random noise added to the input price data?
>
> If so, that is generally a good sign -- your system is re
Hello,
After a few issues (thanks for the help those who contributes) I've
managed to perform monte carlo analysis on a system I'm testing.
If I sort the reults by weight of noise added, the net profit % drops
almost linear - but the RAR remains almost constant.
The noise is reducing the expos
Chaps,
Thanks to all who've replied - and yes this will be the issue.
I'm testing against what should be the S&P500 constituents - how do I
check for symbols with less than the required number of quotes within
a watchlist?
Apologies that a schoolboy error to some is like rocket science to me
I've not directed this directly to Howard who I don't want to hassle
(but feel free to help out Howard..:-)
I'm running Monte Carlo analysis as suggested on pg 303 of the book.
I've input my own system - other than that I'm sure it's as
described in the book.
When I press optimize, the pro
Howard,
Thanks, I seem to be getting somewhere now.
As requested above, I believe you are writing a book about programming
Amibroker? If so, when is it due out. I'm sure there'll be a huge
demand.
Thanks again,
Rich
Howard,
If you read this - first can I say thanks for the book (QTS) which
I'm glued to and really enjoying.
I'm an inexperienced AB user so pardon any silliness.
I'm trying to optimise / backtest your rotational trading model
(listed at fig 17.1 but actually 15.1) and in doing so, I get the
thanks to all for taking the time to post informative replies.
Cheers,
Rich (in name only:-)
Hello all,
I'm a new user of Amibroker, so basically clueless. I want to download
historical pricesfor all US stocks but don't even know how to build
the ticker list within AB.
Can anyone help? Thanks in advance,
Rich
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