Hi,
I cannot get IB open price in the real time window neither using
rtdata functions in formulas, but is shown in TWS.
Why?
Thanks
Ly
s data plugin v1.7.0
is the
> latest.
>
> Just trying to help.
>
> Regards,
>
> Jerry Gress
> Stockton, Ca.
>
> -Original Message-
> From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED]
On Behalf
> Of loveyourenemynow
> Sent: Friday, May 16, 2008
Hello,
I use this code:
p1=ref(c,-1);p2=C;ret=(p2-p1)/p1;
AddToComposite(ret,"~MKT","C");
AddToComposite(1 ,"~MKT","V");
N=Foreign("~MKT","V");
SumMkt=Foreign("~MKT","C");
RetMkt=SumMkt/N;
When I run scan I use an appropriate reference symbol, and I keep the
same symbol as the active one.
Thi
Hi,
you can customize position size in the backtesting interface.
same for multiple entry etc, I think there is some sample code i the
help or on the amibroker website under custum backtester.
Regarding margin you have to set the general margin as the lowest
possible and then stock by stock or tra
tion sizing and found no way to change position
for each
> entry, only a general position sizing for each formula. Where
exactly can I
> find the information you are talking about?
>
> Thanks,
>
> Louis
>
> 2008/5/17 loveyourenemynow <[EMAIL PROTECTED]>:
>
> &g
> > How would you do this? I'm really not sure how to set an exit
> > number 2 for a buy2 and an exit number 3 for a buy 3 with each
> > signal do not interfering with each others.
> >
> > Do you have any idea?
> >
> > Thanks!
> >
> &g
Hello,
I have problems to use addtocomposite on timeframe bigger than 1 day?
The results are not alligned with the reference symbol used in AA.
Did anybody experience the same?
Thanks
Ly
I confirm the same problem.
AB shuts down at the end of long backfill.
By the way when I proposed to include the long backfill more than a
year ago (since IB allowed it that long ago) somebody was saying is
impossible .. but I find it very useful now as I did then
cheers
ly
--- In amibroker@yahoo
Hello,
I have been using the new IB plugin and when I backfill symbols with
180 days, after some usage the database gets somehow corrupted and
when I open it AB is not responding.
Also, I keep having the problem that IB closes when I backfill for 1 year.
Did anybody get similar problems?
I use A
It may have to do with the refreshing setting of the chart
Ly
--- In amibroker@yahoogroups.com, "alpod" <[EMAIL PROTECTED]> wrote:
>
> I'm using the latest IB plugin and it's showing the Trade Size just
> fine when trade reported from IB.
> I use Realtime Quote window and Time&Sales to see it.
>
plied ON-THE-FLY on AmiBroker side depening
> > on current View->Intraday selection
> > As filtering can be changed in a fraction of second, the underlying
> > database MUST keep ALL data.
> > So all real-time plugins ALWAYS download ALL data
> > (including night
capture almost all the data, though, by
> saving intermediate results (backfill happens first in chunks of 5
> and later 4 days every 5 minutes).
>
> Good luck,
> Don
>
> --- In amibroker@yahoogroups.com, "loveyourenemynow"
> wrote:
> >
> > Hi Don,
> >
Hi,
how can I programmatically set the parameters in AA equal to the ones
in the chart?
Thanks
Ly
Hello,
does anybody know a good source of fx data?IB is ok for backfilling up
to 180 days but then the current new plugin is not working for 1 year
back fill( AB simply closes as explained in previous posts by Don).
IQ feed had some data, but not 24 hours , and only few pairs.
Same for AMIQUOTE w
Hei Alex,
Did you find a good source onf intraday data?
Thanks Ly
--- In amibroker@yahoogroups.com, Grant Noble <[EMAIL PROTECTED]> wrote:
>
> check:
> http://www.premiumdata.net/
>
> dralexchambers wrote:
> > I have been desperately trying to find historical data on the
major
> > FOREX pairs
Hello,
in order to make sure I am backtesting on good data before trading I
would like to issue a request to backtest similar to the backtest al rt
windows for the IB plugin.
How can it be done?
If i select the box "wait for backfill" in AA window, it has no effect
for the IB plugin (it worked
Hi m,
180 days no problem
1 year AB dies ..
Can u check please?
Thanks
Ly
--- In amibroker@yahoogroups.com, "MillowenaJuno" <[EMAIL PROTECTED]>
wrote:
>
> last time I checked, it was 30 days.
>
> M
> - Original Message -
> From: "itmwh" <[EMAIL PROTECTED]>
> To:
> Sent: Wednesday, Ju
tsx website as a section regarding data, but is quite expensive ..
--- In amibroker@yahoogroups.com, "Louis Préfontaine" <[EMAIL PROTECTED]>
wrote:
>
> Hi,
>
> I am looking for intraday data for TSX and CDNX before 2007. Anyone
know
> where I could find that? I used to be with IQFeed but thei
namely sequential backfills one
at a time
> triggerable from plugin status ("backfill all rt quote symbols")
that ensures
> that only one backfill runs at a time.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> - Original Message -
> From: "
wrote:
>
> Hello,
>
> Use the latest plugin. There is no 1 year option anymore.
> http://www.amibroker.com/ib.html
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> - Original Message -
> From: "loveyourenemynow" <[EMAIL PROTECTED]>
> To:
there is a tutorial about forex on www.amibroker.com
read it carefully ...
--- In amibroker@yahoogroups.com, "Ýlhan Ketrez" <[EMAIL PROTECTED]> wrote:
>
> Try adding
>
> RoundLotSize = 1;MarginDeposit = 1000;TickSize = 0.0001;PointValue =
10;
>
> in your AFL.
>
>
>
> 2008/7/2, itmwh <[EMA
Hello,
I want to trade at close and hold position till next close, or exit a
with stop/loss/profit.
when positions are closed at the next close using an applystop nbar
type, i want the funds to be immediately available for the new
positions which will be opened at the same close.
Sometime it wo
Can't you just use buyprice=C*1.01;
--- In amibroker@yahoogroups.com, "Howard B" <[EMAIL PROTECTED]> wrote:
>
> Greetings all --
>
> I received a private email asking for more clarification about the code
> segment I posted. Since the technique may be of general interest, I've
> posted it to the
also this should work
buyprice=buy*buyprice*0.01+not(buy)*buyprice,
since you don't trade if buy is zero, the second part is useless, but
is equivalent to the iif statemet proposed.
I wonder if the above solution is slower tha IIF
regards
ly
--- In amibroker@yahoogroups.com, "Louis Préfontaine" <
Hello,
for some products such as Canadian and European stocks, open price is
not provided by IB.
What s the best way to get it in real time?
I tried lastvalue(foreign(symbol,"o",0)) in day compression but it
doesn t work properly, even using a perfect the reference symbol.
The problem is that not
Hope this helps, can't remember how I got it, apologies if copied,
maybe TJ
> helped on it??
>
> Regards,
>
> Jerry Gress
> Stockton, Ca.
>
>
> -Original Message-
> From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED]
On Behalf
> Of loveyourenemynow
>
> symlist = CategoryGetSymbols( categoryWatchlist, 2 );
> Filter = Status("lastbarinrange");
catnum=Param("Watch List Number", 0, 0, 256, 1);
> for( i = 0; ( sym = StrExtract( symlist, i ) ) != ""; i++ )
> {
> Corr = Correlation( C, Foreign( sym, "C" ), 252 );
if ( (corr>=0.75) ) CategoryAdd
I assume you want to use the last bar value of the correlation .. so I
have to correct the previous code ..(which is wrong anyway since coor
is a vector)
--- In amibroker@yahoogroups.com, "loveyourenemynow"
<[EMAIL PROTECTED]> wrote:
>
>
> >
> > symlist = Catego
making money will be always more difficult because professional
investor are using more and more sophisticated tools which are not
available to small investors
if anybody can really make 30% would be hired immediately by a fund
since as far as I know only reinassance techonologies and few others
w
the winner? Would you use total profit or percentage?
>
> Tom
> - Original Message -
> From: loveyourenemynow
> To: amibroker@yahoogroups.com
> Sent: Friday, August 08, 2008 6:09 AM
> Subject: [amibroker] AMICUP: Anyone actually making money?
>
>
&g
Hello,
I have a a question about daily compression.
Is there a way to control from AFL the way daily compression is
performed using timeframe ?
I mean can it be chosen according to the intraday options?
For example can I compress data using day, and day/night settings
obtaining two different resul
Hello,
i would like to test some system over different time scales.
Compressing data I can construct the arrays I need, but how can I then
change the periodicity setting from automatic analysis, as if they
were some of the parameters over which I optimize?
Also,how can I get daily/night compressio
nd then load it.
> use analysis.LoadSettings(ByVal pszFileName As String) As Boolean
>
>
> --- In amibroker@yahoogroups.com, "loveyourenemynow"
> wrote:
> >
> > Hello,
> >
> > i would like to test some system over different time scales.
> > Compress
Hello,
I need to save space in the interpretation window:how not to print
title and date in interpretation(they seem to be printed by default)?
Since the question is related, is there any way to format strings
similar to %10.2f for numbers, for printing well ordered tables?
Thanks
Ly
Hi,
you can use the R com server from AFL creating a static object.
With Excel I guess is similar
Ly
--- In amibroker@yahoogroups.com, "vlanschot" <[EMAIL PROTECTED]> wrote:
>
> Hi sonyfanaticsss,
>
> In terms of R I will have some interesting news to report over the
> next few weeks. If you h
Hi,
I want to now the price at given time, in a daily chart.
I tried this, but it only works if the chart is in hourly timeframe.
TimeFrameSet( inHourly );
p2=ValueWhen((TimeNum()==TimeP),O,0);
TimeFrameRestore();
How to make it work in daily?
In other words for each daily bar I want to add an
ame through the TimeFrameXXX group of functions.
>
> You can only pull in data from higher timeframes from what the
> current timeframe of your AFL chart script is set at.
>
>
>
>
> --- In amibroker@yahoogroups.com, "loveyourenemynow"
> wrote:
> >
&
Hello,
printf ("%s \n", "A string"); gives error
I am using the standard syntax for printf and strings but I get errors.
In particular I would like to format strings to create a table.
Thanks
Ly
Hello,
I was able to backfill until yesterday using an old IB plugin.
NOw I cannot bakcfill any symbol,usor european,even specifying the
currency.
I have upgraded to the new plugin.
I added the currency from the symbol information, but of USfuture I
should not need it correct?
After adding the c
using TWS charts works.
Any suggestions?
Thanks
LY
--- In amibroker@yahoogroups.com, "loveyourenemynow"
<[EMAIL PROTECTED]> wrote:
>
> Hello,
>
> I was able to backfill until yesterday using an old IB plugin.
> NOw I cannot bakcfill any symbol,usor european,even spec
It is very simple, just follow the trend ...
<[EMAIL PROTECTED]> wrote:
>
> Just send me your money and I'll trade it for you using my extremely
> profitable system..
>
> d
>
> On Thu, Nov 20, 2008 at 7:00 AM, techie1 <[EMAIL PROTECTED]> wrote:
>
> > Hi ,
> > Anybody would like to di
I also upgraded TWS, but I keep getting error 162.
Symbols are ok, since I can get real time data.
Please let me know ASAP if you know something
thanks
LY
--- In amibroker@yahoogroups.com, "loveyourenemynow"
<[EMAIL PROTECTED]> wrote:
>
> Hello again,
>
> I have
tml
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> - Original Message -
> From: "loveyourenemynow" <[EMAIL PROTECTED]>
> To:
> Sent: Monday, November 24, 2008 12:51 PM
> Subject: [amibroker] Re: Interactive Brokers plugin 1.8.2 - a
prob
tml
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> - Original Message -
> From: "loveyourenemynow" <[EMAIL PROTECTED]>
> To:
> Sent: Monday, November 24, 2008 12:51 PM
> Subject: [amibroker] Re: Interactive Brokers plugin 1.8.2 - a
prob
Would it be possible to add some time interval between 30 and 180 days
for the back fill? Or even better to have the option to choose the
time interval?
Some time data are corrupted, but the only option is to run a very
long backfill to recover even just a 2 months old segment of data, and
to loos
=MA(ps,n2);Plot(m2,"M2",colorBlue);
//temp=m1;m1=m2;m2=temp;
Buy=Cover=Cross(m1,m2);
Sell=Short=Cross(m2,m1);
--- In amibroker@yahoogroups.com, "techie1" <[EMAIL PROTECTED]> wrote:
>
>
> I requested the afl of one's favourite strategy.If trend fol
Hello,
is there a way to access the statistical information of the OOS
backtesting results?
Right know it accessible segment by segment,but where is the global
one,i.e. the one coming from all the OOS periods together?
Thank you
Gne
Do you know if AB hadles automatically margin violations due to losses
and rescale accordingly?
Gne
--- In amibroker@yahoogroups.com, "zozuzoza" <[EMAIL PROTECTED]> wrote:
>
> I have studied all the docs regarding custom backtester interface. I
> wrote the code but it does not do what I want. Cou
t over and over again: SUPPORT at amibroker.com is
> correct channel to receive technical support.
> > This group is NOT tech support.
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > - Original Message -
> > From: "lovey
Hello and happy 2009!!,
I would like to know if there is any plan to make IB fundamentals data
accessible through AB.
I think yahoo doesn't provide this data for international stocks, and
reuters data are more complete anyway.
Thanks
Ly
Hello,
I am implementing a system which can be short/long on the same symbol
from one bar to another, meaning that it can change from short to long
with a single trade.
Let's say I am long 100 shares on msft, and then want to:
a) to be short 50 on the next bar, i.e.sell 150
or
b)be still lon
u can use foreign to get different symbols quotes and correlate to
calculate correlation
if u really want to do a good job u needto run cointegration tests, so
u can find n-vectors not just pairs, but to do that u ll need
something like R
--- In amibroker@yahoogroups.com, "nunopires2001"
wrote:
s
> To: amibroker@yahoogroups.com
> Sent: Tuesday, January 13, 2009 3:58 AM
> Subject: [amibroker] Re: PairTrading on Amibroker
>
>
> What do you mean by "n-vectors"?
>
> --- In amibroker@yahoogroups.com, "loveyourenemynow"
> wrote:
> >
> >
to the one below
Thanks
Ly
--- In amibroker@yahoogroups.com, "loveyourenemynow"
wrote:
>
> Hello,
>
> I am implementing a system which can be short/long on the same symbol
> from one bar to another, meaning that it can change from short to long
> with a single trad
Hi,
why IB currency symbols don't show the % change in the real time window?
I can get it with the getrtdataforeign function, so I don't see why
the realtime window is not showing it.
I can show it correctly for other symbols.
I use the right symbols such as aud.usd-idealpro-cash and everything
el
Hello,
TWS is the Interactivebrokers trading station in the following.
I would like to know if somebody knows how to keep to separate
connections to 2 separate clients, in my case Quotetracker to the real
money account, and AB to the paper trading account.
I tried to use different local IP addre
t; >
> > "Up to two usernames may be created for the same person."
> >
> > Then for one computer > two accounts I assume change the TWS Host,
> Socket,
> > and Client ID to match.
> >
> > Hope this help.
> >
> > Jerry Gress
Hello,
I followed the instruction in the AB Knowledge base, but I it doesn't
seem to work if I trade pairs which don't contain the base currency.
For example if I set USD as base, aud.jpy is not backtesting correctly.
I set the currencies in the preferences,and in the symbol information
Also I d
or your first question:
>
> In Tools --> Preferences --> Currencies
>
> Set base currency to USD
>
> and for currency JPY, set dynamic rate (FX Symbol) to USDJPY
>
> Then
>
> In Symbol --> Information for aud.jpy
>
> Set currency to aud.
&g
Hi Carl,
that volume would not be very relevant since it is just IB volume, and
Forex is not a centralized exchange, so the only source of Info are
currency futures if they exist for the pair you want to
trade,otherwise you have combine different futures together.
For example for aud.jpy, u could
is no eur.nok on idealpro, but only
usd.nok.
So how to define it dynamically?(Fixed rate would be quite inaccurate
in these high volatility times...)
Thanks
Ly
--- In amibroker@yahoogroups.com, "loveyourenemynow"
wrote:
>
> Thanks,
>
> but I think aud.jpy currency is jp
Hi Y,
i am backtesting currencies portfolio strategies, other wise I
wouldn't worry.
Thanks
Ly
--- In amibroker@yahoogroups.com, "jtoth100" wrote:
>
> Hi,
>
> if you don't do portfolio backtest, fixed rates are fine.
>
> Y
>
> --- In amibroker@y
Hi Carl,
I actually think AB can char ask/bid/midpoint , at least according to
the plugin settings, butI think it seems to me it only backfills ask
even if I set midpoint.
Can you confirm?
There would be a way to save realtime data with put, and then load it
into a symbol,or keep separate databas
Hello,
according to the documentation for SetPositionSize( size, method ) ,
size cannot be greater than 1000 when express as a percetage of equity.
This means that account margins less than 10% are not fully used, and
position can never be greater than 10 times the equity.
Is there a way to get ar
Hello,
is it possible save tools->preferences for different profiles and load
them as need(similarly as in backtesting settings)?
What is the file in which preferences are saved (it there is one
single file ..)
Thanks
Ly
--- In amibroker@yahoogroups.com, "Tomasz Janeczko" wrote:
>
> Hello,
>
>
Hi,
I was thinking you could have a system using rotational trading which
trades pairs with highest absolute value of correlation
(score=abs(correlate(a,b)) and then calculate the coefficients of the
pair using the linear fitting function y=a x+ b which comes with AB.
One way to do it it would be
Hi Herman,
I actually had to deal with some related problems since I trade high
spread securities some time.
My philosophy is that if you want your backtesting results to be
realistic you should not buy/sell at the market, but buy at bid and
sell at ask (act like a market maker) if your backtestin
Hi there,
At least with IB, there is not roudlotsize, the only requirement is a
mimimum trade size which is about 30k usd.
After that u can trade any size, like 123322 , as long as it is
greater than the minimum 30k usd.
I backterst forex just using margin settings, and setpositionsize, so
\i c
Hello Patrick,
I would like to ask you if your plugin uses the R com server to
transfer data between R and AB.
I was doing that and wrote some simple functions to transfer vectors,
and I encountered the problems you mention in your documentation file,
but with some workaround it was working.
I wo
mmediately
> within R.
>
> Hope this answers your question, if not you'll need to be more
> specific I'm afraid.
>
> PS
>
> --- In amibroker@yahoogroups.com, "loveyourenemynow"
> wrote:
> >
> > Hello Patrick,
> >
> > I would like
Hello,
I am trying to call the TWX active object from AFL, and I am using
this kind of code:
twsIni="I15";
if (StaticVarGetText(twsIni)!="OK") {
tws3 = CreateStaticObject("TWS.TwsCtrl.1");
//tws2 = CreateStaticObject("TWS");
//tws = CreateStaticObject("C:\Jts\ActiveX\Tws.ocx");
tws3.connect("",7
grade, again this has not been decided yet*, but
> basically yes that is the idea.
>
> PS
>
> * If only because our intitial goal (i.e. access to R WITHIN AB) has
> been achieved, and this step would complicate matters in some
> aspects, like require the user to know how t
Dear Fellows,
I have tried to use the TWS activex X object from AFl(tws.ocx), in many ways
but so far without any success.
You can find an old post with a brief description of my attempts.
Did anybody else try the same?
Can it be called from AFL or not?
Thanks
Ly
Hello,
I get this message in the chart window,but no hint aboutwhat kind of error is
it.
What does it mean?
Thanks
Ly
restart AB.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> - Original Message -
> From: "loveyourenemynow"
> To:
> Sent: Wednesday, May 06, 2009 3:08 PM
> Subject: [amibroker] formula execution halted because of an error
>
>
> > Hello,
>
Hello,
is there a way to get the IB reuters fundamental data into AB symbol
information?
I would like to rank stocks by EPS and other parameters.
Thanks
Ly
Hello,
since survival bias and listing/delisting effects are very important on long
term backtesting I would like to know if there is any reliable source of free
data of the major world index components, with accurate listing/delisting dates.
Or alternatively what is good paid service.
Thanks
as I know.
>
> --- In amibroker@yahoogroups.com, "Mike" wrote:
> >
> > Assuming that you want US markets, have a look at Norgate Premium Data:
> >
> > http://www.premiumdata.net/products/premiumdata/ushistorical.php
> >
> > Mike
> >
> &g
I am having the same problem, I change the value of a variable when
the trgger is true but the variable is always unchanged outside the
trigger code. I checked with the debugger, and there the variable is
appears changed
here is the sample code
j[0]=0;
trig=ParamTrigger("trigger","this");
if (t
Hi,
I have realized the daily yahoo data for the s&p500 index are quite
different from the spx-cboe-ind provided by IB.
Which source can be trust?
Yahoo opening seems always very closed to the previous day close,
while IB data show a much bigger gap.
Thank
Ly
Hi,
I am trying to set different time shift for securities in the same
database but belonging to different time zones.(us, asia, europe)
To do it I set up different groups and change their intraday settings,
but then I get that the all database is shifted ( the shift in
database shift).
Why?
Als
Hi,
how can the position size be customized stock by stock?
Let's say I want the position be proportional to a given indicator or
other mathematical function at the time of entering the trade, not a
fixed parameter.
Can it be don without having to to customize the backtester?
Thanks and happy ne
Sorry for other post, ... I was not using the right sign for position
size param so it seemed it did not work with formulas.
I am testing a very simple system which trades at open and hold
position for 1 bar, using applystop bar (it enters and exit at open of
the next day)
Using setOption("Activa
Happy 2008 to everyone!!
Let's say I want to only trade stocks in the top 50% under 3 different
criteria ( volume , price and RSI for example) on any given day.
I other words I backtest at portfolio level a given strategy and I then
want to see cross-sectional selection effects under different ra
Is it possible to hard code when to trade?
I know this option is available from the trades setting of the
automatic analysis, but I would prefer to set it directly in the code
to avoid to set it properly for different systems.
Trading delays can be set by setoption, but I can't find a similar
opti
Is it possible to hard code when to trade?
I know this option is available from the trades setting of the
automatic analysis, but I would prefer to set it directly in the code
to avoid to set it properly for different systems.
Trading delays can be set by setoption, but I can't find a similar
opti
I get this line when I back test a system which generate more than
2 trades in about 6 years.
CYDSLong (n-bar)5/10/2001 0.115/10/2001 -1.#IND -1.#J%
-1.#J
-1.#J% 1.#INF 1.#J-1.#J 1 -1.#J 0.00% 0.00% 0/0
After it the backtester stops and statistics
Hallo,
Can IB market scannet statstics be accessed via AB API object?
Thank
Ly
Bonjour,
I am trying to speed up some code and I would like to create only on
static object of IB automated trading interface.
What object should I create through createstaticobject()?
Thanks
Ly
I have problems to import some (basic) fundamental data from yahoo,
but only for some symbols:
for example ADY, which as data on yahoo
http://finance.yahoo.com/q/ks?s=ADY it does have a valid float field ,
but Amiquote doesn't import it correctly (for example is gives 0 for
the float which is 7.5M
;
> EPS is 0.9, P/E 12.48.
>
> Ray
> --- In amibroker@yahoogroups.com, "loveyourenemynow"
> wrote:
> >
> > I have problems to import some (basic) fundamental data from yahoo,
> > but only for some symbols:
> > for example ADY, which as data on yahoo
I am trying to do the same.
Watchlists can be conveniently imported from file menu, (not sure if
symbols have to exist already, in my cse is not a problem)
Is there a way call this method from OLE?
In general where are detailed info about the OLE for database
organization:
for example how to creat
Whenever a string list like "adas,dsda,dsada" is declared in afl code
it gets printed in interpretation.
The same if for the return value of functions like getcategorysymols.
Is there a way to avoid this?
thanks
Ly
gt; wrote:
>
> Use the _N() function.
>
> x = param; will print in interpretation window.
>
> _N(x = param); will not. See help files
>
>
> - Original Message -
> From: "loveyourenemynow" <[EMAIL PROTECTED]>
> To:
> Sent: Monday, Janua
Hi,
I looked ofr a complete list of plugins and there seem to be one ofr
3rd party on the website, but not for the AB .For example there is a
very useful ODBC plugin ... but is difficult to know it exist.
Same is for the OLE model, I can't find a detailed description of ALL
the methods and objects
I am testing some rotational trading system, but I seem not to have
control on the trade price, or better, after many checks whis is what
seems to happen if position is entered at open it is clased at open no
matters how I set the exit price;
for example
short cover PRICE
open close My settings
t;[EMAIL PROTECTED]> wrote:
>
> User's Guide:
> http://www.amibroker.com/guide/objects.html
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> - Original Message -
> From: "loveyourenemynow" <[EMAIL PROTECTED]>
> To:
> Sent: Tuesday,
I am trying to optimize over diffeent types of systems and I need to
define function accordingly, but I get and error with this code
if (sys==1){
///cc->co entry at close exit at day after open
SetOption("ActivateStopsImmediately",True);
SetTradeDelays(0,0,0,0);
ShortPrice=C;
BuyPrice=C;
CoverPri
gt; function P1f() {
> ...
> }
> function OtherP1f() {
> ...
> }
>
> I don't understand your scope question. But you may find the
> documentation for local/global helpful:
>
> http://www.amibroker.com/guide/keyword/local.html
> http://www.amibroker.com/guide/
Hello,
I am using IQ data to get the data for some real time scan and I would
then like to trade automatically with IB.
I was thinking of opening two different instances of AB,one with IB
and the other with IQ data plugin and write orders to a file for
example but I wonder if there is more efficie
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