Using IB at least,
You can get data for any particular option strike just like you can for stock,
so in this respect you can use AB for options just like you would for stock.
In regards to your q's:
For example, how can construct an AFL to
1 - Open/write "covered" option position against the st
ore
comfortable with VB.
--- In amibroker@yahoogroups.com, "JozsefT" wrote:
>
> Hi All,
>
> Janhausd, what is a better solution to you may be a bad solution to others!
>
> As my SDK (http://sites.google.com/site/dotnetsdkforab/) was mentioned in a
> little bit ne
Ronald, all 3 of these links point to the same project :) I haven't done any
work with an afl plug-in using Koistya's SDK, but it should work :)
--- In amibroker@yahoogroups.com, Ronald Davis wrote:
>
> I want to acquire a plug in for a custom indicator named SmoothTimeFrames.
>
> I have attac
There's a couple inter-op workarounds that allow you to work in C#, which you
can find through searching in the threads of this forum, one of which was
commercialized as .NET SDK for AmiBroker but recently I found a MUCH better
solution than all the ones before, authored by Koistya here:
http://
Are you providing contractor services or requesting such services? Depending on
the rate, I may be in need of such C++ services :)
--- In amibroker@yahoogroups.com, "Vacation1999" wrote:
>
> Hi:
>
> Is this group an appropriate group to post an ad for a C++ contractor for
> amibroker plugins?
Hiya,
Any update on this endeavor?
--- In amibroker@yahoogroups.com, "netsdkforab" wrote:
>
> Hi Group,
>
> I have been working on a component that allows people with some developer
> vein to write AmiBroker plugins in any .Net language.
>
> Its advantages are:
> - it makes much easier to cr
You can use DebugView to view your debugging output, and also you can choose to
output the file to the Amibroker plugins directory. That way you can choose the
Amibroker executable as the program to run, and it will run, load your dll, and
you can breakpoint and step through it step by step. Wha
Amen!
Thanks TJ!
--- In amibroker@yahoogroups.com, "Paul Ho" wrote:
>
> Thanks Tomasz for your responsiveness in fullfilling our requests to have 1
> sec or below tick data together with floating point volume. This exceeds my
> own expectation.
> Could you share with us the performance of 64 bi
Heya Brian,
Kudos for the ideas, I will focus on just a few since I don't believe it
physically possible to respond to what you mentioned as a whole, my wrists
would kill me, some comments inline.
Not sure if you've read this whitepaper, but I thought to toss it out here
since it incorporates
You've hit the nail on the head for me, Paul! This is exactly what I'm talking
about. No matter if the rest of the program is single-threaded, multi-threaded,
and how it utilizes GDI, etc., the simple underlying fact is that current
resolution is capped at 5s. There are NUMEROUS backtesting feat
I have previously corresponded with Ami support regarding this, and I seem to
remember some internal data limit in several of the windows that only show
5-seconds as the minimum, although the actual processing will be done as many
times per 5 seconds as you have ticks, assuming you are using tic
Try using TimeNum() instead of Minute, ie you can compare to TimeNum() = 10
[10:00:00am]
--- In amibroker@yahoogroups.com, "nickeykhk" wrote:
>
> I want to test out a day trading strategy based on time e.g.
>
> enter long at 10:00AM, and then sell at 11:00AM
>
> Is it possible to do this i
directory. (Because it's
> regasm'ed already)
>
> Rdgs
> SW
>
>
>
>
> From: janhausd
> To: amibroker@yahoogroups.com
> Sent: Monday, May 4, 2009 11:43:21 PM
> Subject: [amibroker] Re: Amibroker Plugin C# template? Anyone?
>
>
>
>
>
Nice, thanks :)
--- In amibroker@yahoogroups.com, "bruce1r" wrote:
>
> Happened to be doing something related this morning and recalled a common
> issue. Suggest that you check the following menu -
>
> Project / ClassLibrary3 Properties / ClassLibrary3 / Build
>
> Make sure that "Register fo
Heya Steve,
Thanks for providing this example, and I'd be very interested in working with
C# through Amibroker! I've given this a go and it compiles but doesn't work as
a plugin as-is. Did you have to implement the getplugininfo() functions for
this to work?
--- In amibroker@yahoogroups.com, S
; amibroker.com
> - Original Message -
> From: "janhausd"
> To:
> Sent: Friday, May 01, 2009 1:07 AM
> Subject: [amibroker] Re: What Can't Amibroker Do?
>
>
> >I like Amibroker a great deal primarily for its charting and backtesting
> >
I like Amibroker a great deal primarily for its charting and backtesting
capabilities, but having worked with it for awhile there are certainly some
inherent limitations.
Amibroker definitely cannot do the following:
* Depth: No Market Depth support, only limited support for best bid/ask, which
right?
>
> --- In amibroker@yahoogroups.com, "janhausd" wrote:
> >
> > If you look at the ADK documentation for writing your own plug-in, you will
> > see that there are time interval variables you can call/set, so one single
> > plugin can serve up data o
I'll offer that up as a
> suggestion.
>
>
> --- In amibroker@yahoogroups.com, "janhausd" wrote:
> >
> > Conrad,
> >
> > Tools->Preferences->Intraday, then try the Start or End of time intervals.
> > One of these should do it.
> >
>
Conrad,
Tools->Preferences->Intraday, then try the Start or End of time intervals. One
of these should do it.
--- In amibroker@yahoogroups.com, "Conrad Joach" wrote:
>
> I am trying to understand how AmiBroker reports the time in bars. As one
> example, I am noticing that on a 15 minute chart
Hi Brian,
Thanks for the responses, here are some more thoughts too.
> Personally I don't find the quirky aspects of AB so annoying as the fact that
> often I don't know about them in advance it is the hours I spend finding
> out that something doesn't work as expected and then have to wor
Brian,
R and MatLab are both widely used for array processing (and time-series), and
each has a read function which allows the specification of a delimiter
character.
Read.delim in R:
http://pbil.univ-lyon1.fr/library/base/html/read.table.html
textread command in Matlab:
http://www.mathworks.c
Conrad,
It should be clear by now that AFL works as designed, and while the design may
be debatable in comparison to many other languages, once speed, trading usage
and charting are taken into account, the idiosyncrasies and limitations of the
language are something many people have chosen to
Yahoo search isn't working for me, so I'd like to ask if anybody has
their quote database connected with with multiple exchanges (and
multiple timeshifts thus may be required for different exchanges)?
I have tried dividing the symbols into groups, by exchange, then then
going to Symbol-Categories-
Answering my own question, doh! I overlooked ScaleTrade.
1 EnterTrade, any number of scaletrades, and 1 ExitTrade completes a
single position.
--- In amibroker@yahoogroups.com, "janhausd" wrote:
>
> I've been looking into setting up the custom backtester so I can
> imp
I've been looking into setting up the custom backtester so I can
import lists of (historical) trades and use Amibroker to calculate the
statistics. I've got most of the basics figured out, except I don't
know how to specify a position size in ExitTrade()! [Is this even
possible? Or should I use a d
Sorry to hijack the thread, just wanted to ask, is there some place to
vote on what enhancements we would like to see?
--- In amibroker@yahoogroups.com, "tipequity" wrote:
>
> TJ, I know that you don't like to announce your development plans.
> However, it seems to me that every major release ha
Hi Angelo,
I have followed Tomasz's instructions and created a code sample based
on it, and I get results pretty much just like your picture. So now I
know of two ways to do this:
1. Create a composite and backtest on it. Pro's include exact numbers
for your entry and exit basis, and all statisti
emExitSignal;
>
>SetPositionSize( 500, spsShares );
> }
>
> if( Name() == "SymbolB" )
> {
> Short = YourSystemEntrySignal;
> Cover = YourSystemExitSignal;
>
>SetPositionSize( 40, spsShares );
> }
>
> Note that you are entering LONG trade
t prices outside H-L range which
> is huge mistake).
>
> Pairs trading should always respect normal prices
> and you should use Foreign only for calculations
> and NEVER for setting actual trade price entry.
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
ot;ang_60" wrote:
>
> --- In amibroker@yahoogroups.com, "janhausd" wrote:
> >
> > Hi Angelo,
> >
> > I have in fact just recently contacted Herman regarding this subject,
> > since running that code on my data resulted in mismatching
> &g
It appears that using the registry tweaks will allow setting the
database size to some arbitrary large number, like 5 billion, but will
this database size impact backtesting speed and RAM requirements? For
example, if I store a month's worth of tick data and only backtest on
a single day, will Amib
Hi Angelo,
I have in fact just recently contacted Herman regarding this subject,
since running that code on my data resulted in mismatching
correlations, where Correl(A,B) was not equal to Correl(B,A) due to
the Foreign() function and data holes between A and B. The result is
actually somewhat sim
As subject, just wanted to know if it's possible to convert the ADK
code into a .NET language like C# or VB .NET (since it compiles to a
dll regardless)? Having used AFL for some time, I have nevertheless
found it to be a bit cumbersome in use, and I have some custom
functions for which there is no
see HOLD() function in help
>
> - Original Message -
> From: "janhausd" <[EMAIL PROTECTED]>
> To:
> Sent: Sunday, April 06, 2008 11:56 AM
> Subject: [amibroker] Generalized question - combining signals from
multiple
> indicators
>
>
> &g
Hi,
I had a general question regarding how to combine signals from
multiple indicators. For example, (assuming 1-min timeframe), if I
have a signal from a moving average, and also one from macd (slightly
lagging) 2 minutes later, what is the best way to I combine these 2 to
set off a buy/sell trig
truggled with the same issue can someone help - is there
> a solution?
> Larry
>
> --- In amibroker@yahoogroups.com, "janhausd" wrote:
> >
> > Hi,
> >
> > I did some searching in the posts, and it looks like many people
> have
> > asked fo
Bump, still haven't found the answer yet. Any ideas?
Hehe this is exactly what I'm looking for too in my previous post :)
Hope we find a solution!
--- In amibroker@yahoogroups.com, "Graham Johnson" <[EMAIL PROTECTED]> wrote:
>
> I'm sure that a solution for this has been on the forum, but - after
> much searching..
>
> Code is for a Long syste
Hi,
I did some searching in the posts, and it looks like many people have
asked for methods to remove the extraneous signals from HighestSince
or LowestSince so that the function can return the very first signal
and not the ones which appear afterwards.
I've tried copying the code from these two
I had a quick q regarding how this function works, and my searching on
this forum hasn't yielded an answer, so I apologize if I'm asking
something obvious.
I have a working AFL, with equity(1,0) in the right places so that
everything works, along with custom stop code, which also works. My
questio
Hi, sorry to bump a very old thread, but I encountered this very issue
today again, so I was wondering if anybody has any insight.
Previously I saw a post where it listed the correct order as
1. BUY, SELL, SHORT, COVER statements
2. Equity(1) statement
3. Position size statements
4. Profit/Loss ca
I figured something out, the placement of Equity(1,0) matters a lot to
the output of the backtest. I'm a bit tired to go over and retest
everything I did tonight, so I'll take a break and search tomorrow.
Thanks for the help!
--- In amibroker@yahoogroups.com, "janhausd" <[
3), ma(c, 3))
> exrem( ...
> exrem( ...
> equity( ...
> filter = ...
> addcolumn( ...
>
> Bill
>
> - Original Message -
> From: "janhausd" <[EMAIL PROTECTED]>
> To:
> Sent: Monday, January 07, 2008 6:48 PM
&g
column(sell, "sell") producing 0 and 4 output).
>
> Bill
>
> - Original Message -
> From: "janhausd" <[EMAIL PROTECTED]>
> To:
> Sent: Monday, January 07, 2008 4:09 PM
> Subject: [amibroker] Re: How to show Stops (ApplyStops) in Explore?
&g
I did some more searching in the newsgroups and perhaps I might need
to write my own stops, although I would really like to just use the
built-in ones.
To clarify my original question, there are some stops that I can see
via a backtest (i.e. Long(trail), indicating a long position entered,
and ex
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