[amibroker] how to avoid old tickers in exploration-last-bar-only

Hi I use exploration in stocks, using the choice 'last bar only'. But because I use last bar, the exploration shows me old tickers that have its last bar months, or years ago.. How could I avoid that kind of tickers to appear? Thank

[amibroker] Re: problem with intraday interactive brokers data

api yahoo group. > > ideas: stock was not trading > >data in the time frame you use is not available at ib's data > > server for the requested time. > > etc. > > > > try in other timeframes, try it a few days later. > > > &g

[amibroker] problem with intraday interactive brokers data

Hi I'm trying to obtain intraday stocks data, using the interactive brokers connection, but it seems not to work: I don't receive the number of bars that I have set, but less; and the last few bars seem ok, but the rest of the previous bars are days ago.. So in the chart there is a big gap bet

[amibroker] Re: How to force Backtester to Calculate Position Size on Open Price?

Try in settings- trades, set in long trades buyprice in open.. --- In amibroker@yahoogroups.com, "ozzyapeman" wrote: > > Hello, even though I have set Buyprice = Open; I noticed that the > backtester report is displaying position sizes based on the Close of > the bar. On some trades this makes a

[amibroker] profitable but problematic entries and exits

Hi I've got a good estrategy in entries and exits in a portfolio mode, but I cannot code without errors The system is easy: I buy a stock one day, and have no stops within the buy day. >From the 2nd day and beyond, I sell in open price if it has any profit. If not, I activate my stop loss and my

[amibroker] Re: How to avoid MaxOpenPosition using custom backtest procedure

... any answer will be appreciated.. greetings --- In amibroker@yahoogroups.com, "gonzagags" wrote: > > Hello > I have a system that buy shares in portfolio mode, 3 shares > maxpositions, in EOD signals > But if the stoploss sell a share within a day, the system in backtes

[amibroker] How to avoid MaxOpenPosition using custom backtest procedure

Hello I have a system that buy shares in portfolio mode, 3 shares maxpositions, in EOD signals But if the stoploss sell a share within a day, the system in backtest show that would have bought another share in open time, which is not possible cause it don't know that one share is going to be sol

[amibroker] Re: heikin ashi oscillator

UpTriangle,shapeNone),colorWhite,0,L,IIf(Cover AND Buy,-30,-15)); > PlotShapes(IIf(Cover,shapeHollowCircle,shapeNone),colorWhite,0,CoverPrice,0); > > > - Original Message - > From: gonzagags > To: amibroker@yahoogroups.com > Sent: Wednesday, December 0

[amibroker] Re: heikin ashi oscillator

Ups! To get away the down arrows, I need another line I have forgotten: short=ExRem(short,cover); cover=ExRem(cover,short); So I only have the other doubt.. (:-|) This oscillator seems to be pretty good.. --- In amibroker@yahoogroups.com, "gonzagags" <[EMAIL PROTECTED]> wrot

[amibroker] heikin ashi oscillator

Hi Has anybody read the December Stock commodities article about the heikin ashi oscillator? There is the code for Amibroker, but.. I want to test it buying and selling, and shorting and covering The orders should be?: //-- Haco=Flip(upw,dnw); Buy=Haco; Sell=NOT Haco; S

[amibroker] Re: turning in-sample analysis into out-of-sample

No sorry, it works fine.. Thanks --- In amibroker@yahoogroups.com, "gonzagags" <[EMAIL PROTECTED]> wrote: > > Ah, marvellous! it goes now very fast, but... aargh! > Something goes wrong. My yearly CAR results have changed absolutely! > > The results now are

[amibroker] Re: turning in-sample analysis into out-of-sample

Ah, marvellous! it goes now very fast, but... aargh! Something goes wrong. My yearly CAR results have changed absolutely! The results now are not similar to the walk forward results.. There's a mistake somewhere.. I'll try to check out..

[amibroker] turning in-sample analysis into out-of-sample

Hi I go on with my purpose: to obtain accurate results from the walk forward analysis. I think I've got it: this is the code that inserts the optimal values of two variables into a standard analisys in-sample: for( i = 0; i < BarCount; i++ ) { n=DateNum (); switch (n[i])

[amibroker] Using optimal variables ?

Hello I use very much the walk forward optimization, and I think that only out-of-sample data are useful data to know how your system behaves. So, I want to add to my system's code, both the two variables I optimize, changing their value as the date change. e.g, from 1-1-1999 to 3-31-1999, stoploss

[amibroker] Re: Walk forward doubt

Ok, I was talking abour another problem. What does mean in the chart the lines Buy&Hold IS and Buy&HoldOOS? For I have the same amount of dollars in OOS equity and Buy&Hold equity.. And the usual behaviour for just Buy and hold is to be less than a good system.. there's something I misunderstand..

[amibroker] Re: Walk forward doubt

Thanks Thomas. Very good collection of parameters. I see my system falls from CAR 64 in sample, to CAR 30 out-of-sample. But I think something must be wrong: The result of the buy and hold is exactly the same that the OS result. Do you have this problem? And, I had already seen the gfx code in th

[amibroker] Re: Walk forward doubt

Ah, fantastic. Very good code. Just a doubt: Do I use the code with the ~~~ISEQUITY, after running a WalkForward, or with the ~~~ISEQUITY or with the ~~~BESTEQUITY?? Although I think all of them are right.. ?¿ Thanks --- In amibroker@yahoogroups.com, Thomas Ludwig <[EMAIL PROTECTED]> wrote: > >

[amibroker] Walk forward doubt

Hello It's very interesting the walk forward optimization. I use it with a 2 months In-sample period, and 1 month Out of sampple period, this is, 12 steps every year to see if my systems are good. But i have a doubt: After processing several years of the optimization, I have a chart with the out of

[amibroker] how to program in real-time in IB?

Hello I'm really confused about how to program buying rules in the real-time. I want to do someting not very difficult, I hope. I use Interactive brokers with the IB plugin, and the connection works fine in AmiBroker. I just want to do a system that check every minute if any of 5 shares (that I h

[amibroker] Historic series Nasdaq100?

Hello I've downloaded from Yahoo the 20-years Nasdaq shares in order to backtest in Amibroker, but I have now a big doubt. Are the tickers I have downloaded, ALL the tickers of the 20 years?? because I think that if sometimes some tickers fall from Nasdaq, and other ones go into Nasdaq, the histo

[amibroker] trading rule checking another index?

Hello Is it possible to code a rule that buy or sell any ticker, but checking Nasdaq100 index, for example? An example could be if cross close with ma(c,30), but checking the nasdaq index, I buy Apple.. Thanx

[amibroker] another simple doubt

Hi How could I say in AFL " sell in the first day that I have profits at the open"? and, the same but instead "the first day", after "two days or more" thanks very much in advance greetings

[amibroker] Re: simple doubt

an never be true since you are looking for today's high to be lower > than the lowest high of last 6 bars. The lowest high value includes today's > high, so it will not work > > > > - Original Message - > From: "gonzagags" <[EMAIL PROTECTED]

[amibroker] simple doubt

Hello I just cannot understand many things I've tried this very simple code: //--- cond1=H < LLV( High, 6 ); cond=Cond1; Buy=Ref(Cond, -1); BuyPrice=Max (Ref(H,-1),O); //--- and there's no buy! I try the analysis window, and

[amibroker] begginer's problems

Hello I have just begun to study Amibroker, it seems fantastic. But it's a pity there's no book on earth to learn AFL from the basics. Does anybody know easy examples or any document with which I can learn the begginer skills?: How to buy in a buy price, how to sell stop or limit, how to plotshapes