Hello,
I have a strategy that buys a basket of positions when conditions are met.
Currently, the strategy will exit based on stopTypeProfit and stopTypeLoss.
What I would like to test is the viability to apply stopTypeProfit /
stopTypeLoss on the gain / loss of the basket.
The two ways I've po
Mike,
Thank you so much for the information.
All,
I'm having challenges with two points:
1. One file vs. Multiple Files = I'm not able to figure out how to use
Buy[Index] where Index is calculated. As you see below, I am processing the
file and every row in the file for each bar / column in the
Would anyone have ideas / suggestions on using ODBCa on Windows 7 64bit with
AmiBroker 32bit?
I'm receiving the following in DebugView:
[1424] The specified DSN contains an architecture mismatch between the Driver
and Application
Microsoft.com indicates this is due to conflicts between 32 and 6
Oops, I forgot the big question: Is there a way to read one file and load the
contents of the file into the array for each ticker in the file?
Bill
--- In amibroker@yahoogroups.com, "longt3rm" wrote:
>
> Hello,
>
> I'm slowly grasping AFL; really slowly. ;-)
>
Hello,
I'm slowly grasping AFL; really slowly. ;-)
The code below looks for a text file for the date of the current bar, if it
finds the ticker, it goes long.
Would anyone have comments / suggestions on improvements? Specifically, I am
wondering if traversing the bars is necessary or if there
This question relates to NASDAQ and NYSE, equity only.
98% of my trading is end of day but in 2% of the cases, I will enter / exit
trades in the final 10 minutes of the trading day (3:50-3:59pm ET)
The "final 10 minutes" strategy needs the following daily data:
1) Close > MA(Close, x)
2) RSI(x)
> cheers!
>
> Ramon
>
>
>
> --- In amibroker@yahoogroups.com, "longt3rm" wrote:
> >
> > Ramon,
> >
> > Thank you for the information.
> >
> > I can see how this code would work for this application.
> >
> > On
switch (myTicker) {
> case "AAA": iff(datenum()> startDate and datenum() Case "BBB": etc . . . .
> }
> }
>
> Buy = EntryConditions and datecheck(name());
>
> Make sure you select the watchlist with all the tickers in it when you run AA.
>
> Hope this h
Hello,
I have a backtest model I would like to develop where the basket of stocks used
will change on a daily basis.
For example:
On October 5 2009, the backtest would use tickers:
AAA
BBB
CCC
On October 6 2009, the backtest would use tickers:
DDD
EEE
FFF
I am looking for ideas on how to appro
Not sure if this helps, it is for scaling in by month:
Example 2: dollar−cost averaging
(simplified formula because AB treats first sigScaleIn as buy anyway)
FixedDollarAmount = 500;
MonthBegin = Month() != Ref( Month(), −1 );
FirstPurchase = Cum( MonthBegin ) == 1;
Buy = IIf( MonthBegin, sigScaleI
d" wrote:
> > > > >
> > > > > Bill and Mike,
> > > > >
> > > > > Thanks for sharing your coding skills. Coincidently I was looking at
> > > > > the same system.
> > > > > If this is TPS then, it is one do
ve you coded MDU system? How did you solve the AFL definition for "4 out
> > of last 5 bars making lower low and lower high"?
> > Do I need a loop for this?
> >
> > Kind Regards
> > Richard
> >
> >
> > --- In amibroker@yahoogroups.com, "lon
ecessary to program in AFL with such (perceived)
> ease?
> Have you coded MDU system? How did you solve the AFL definition for "4 out of
> last 5 bars making lower low and lower high"?
> Do I need a loop for this?
>
> Kind Regards
> Richard
>
>
> --- I
--
--- In amibroker@yahoogroups.com, "droskill" wrote:
>
> Bill - can you post the total code? I'd love to have an example of this as I
> have been trying to do the same thing.
>
> --- In amibroker@yahoogroups.com, "longt3rm" wrote:
>
1's leaving only those bars
> where the condition was first met. Thus, ValueWhen gives the Close of the
> most recent bar meeting that condition.
>
> Mike
>
> --- In amibroker@yahoogroups.com, "longt3rm" wrote:
> >
> > Mike,
> >
> >
me code to a related question here:
> http://finance.groups.yahoo.com/group/amibroker/message/146956
>
> Short answers:
> 1. Use Flip function to capture current position "state".
> 2. Use state captured above AND'ed with next criteria.
>
> See if that helps.
>
Hello,
Goal Description:
1) Initial $500 position opened when RSI(2) < 25
2) Add $1000 to position when entry price for #1 is less than current close.
(regardless of value for RSI(2))
3) Add $1500 to position when entry price for #2 is less than current close.
(regardless of value for RSI(2))
4
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