L PROTECTED]>
> To:
> Sent: Tuesday, April 29, 2008 4:29 PM
> Subject: RE: [amibroker] Re: Position sizing multiple futures
>
>
> >I don't do thesis work - sorry.
> >
> > d
> >
> >> -Original Message-
> >> From: amibrok
t; <[EMAIL PROTECTED]> wrote:
>
> Working on a Master's and you can't solve this? Do you want us to
type for
> you too?
>
> d
>
> > -Original Message-
> > From: amibroker@yahoogroups.com
> > [mailto:[EMAIL PROTECTED] On Behalf Of
For my Master Thesis I need to calculate the mean returns of different
signals on 27 different futures.
The margins vary from $1.080 till $22.500. Now I like that if the
$1.080 symbol gets a buy signal that $22.500/1.080 = 20 (rounded below)
contracts are bought. I really don't get this done.
T
timize("max.
profit stop level",55,55,55,5),True,True,1 );
SetTradeDelays(1,1,1,1);
Profit = System1IsLong AND Profitsystem1 OR (System1IsFlat AND
ProfitSystem2) ;
Loss = StopSystem2 OR (System1IsFlat AND StopSystem2) ;
PositionSize = 100 * 1;
--- In amibroker@yahoogroups.co
> Plot(10,"10",colorYellow,styleLine|styleLeftAxisScale);
>
>
> Plot(AIsFlat,"AIsFlat",colorGreen,styleLine|styleLeftAxisScale);
>
>
>
>
> On 5/5/07, Fred <[EMAIL PROTECTED]> wrote:
> >
> > For starters try explaining it so
plaining it so that someone outside of yourself
> understands what it is are trying to accomplish without having to
ask
> additional questions ...
>
> --- In amibroker@yahoogroups.com, "optiekoersen"
> wrote:
> >
> > Okay, thanks for this advice. Seems an im
ry Howard Bandy's Book, Quantitative Trading Systems. He
covers this as well as many other subjects. And it includes AFL
examples as well.
> Dave
>
> - Original Message -
> From: optiekoersen
> To: amibroker@yahoogroups.com
> Sent: Saturday, May 05, 2007 6:30 A
I have two systems. A trendfollowing one and a trendreversal system.
I use them seperately. Normally I use the trendfollowing system untill
I get a signal from my trendreversal one. Now I would like to put them
together in 1 code. The problem is that after getting a buy from my
trendreversal sys
uld probably solve your problem.
>
> Best regards
>
> --- In amibroker@yahoogroups.com, "optiekoersen"
> wrote:
> >
> > Hi,
> >
> > Here a basic question but could not get it solved.
> > I have installed Amibroker on a new computer. Of course
Hi,
Here a basic question but could not get it solved.
I have installed Amibroker on a new computer. Of course I would like to
use my old database. I have overwritten the database, but now Amibroker
could not make a chart anymore.
Probably easy to fix, but could not find the answer...
d in trade details you have open to the AFL
>
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://www.aflwriting.com
>
>
> On 15/04/07, optiekoersen <[EMAIL PROTECTED]&g
Nobody an idea how I could tackle this problem?
--- In [EMAIL PROTECTED], "optiekoersen" <[EMAIL PROTECTED]>
wrote:
>
> Hello,
>
> Is it possible to program something like applystop, but then for all
> intradaytrades together? I am running an intraday systee
Hello,
Is it possible to program something like applystop, but then for all
intradaytrades together? I am running an intraday systeem and I like to
know if its better to stop trading if I reach an certain loss.
Second if above is possible could this also be applied to the MaxSysDD
for the day?
Hello everybody,
Cause programming is not my strongest point I hope someone can help
me out with my problem. I have developed a 5-minute system. I have a
static stoploss and stopprofit. But at this point I am testing it
with realtime data I see often that a profit of for example 10 points
on t
the setup and select "Real Time" option.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> - Original Message -
> From: "optiekoersen" <[EMAIL PROTECTED]>
> To:
> Sent: Saturday, March 17, 2007 12:34 AM
> Subject: [amibroker] eSignal
Hello,
Probably a very dumb question but where can I find the eSignal plugin?
I have subscribed a few hours ago by eSignal to test their product for
30 days. But without the plugin I can't get things connected.
Hello,
I am wondering if its possible to skip a trading day in AFL code.
My Dow Jones intraday data of 11 Feb. 2005 is incomplete. I am missing
some hours in the middle of that day. This results in my system in a
big loss. When I can skip this day in my formula, it doesn't hurt my
indicators fo
;
> TimeFrameSet(inDaily);
>
> bGapUp = GapUp();
>
> bGapDown = GapDown();
>
> TimeFrameRestore();
>
>
>
> bGapUp = TimeFrameExpand(bGapUp,inDaily);
>
> bGapDown = TimeFrameExpand(bGapDown,inDaily);
>
>
>
> Buy = Sum(buysig,pds21) &g
Down,inDaily);
>
>
>
> Buy = Sum(buysig,pds21) > Sum(Sellsig,pds21) AND InSession AND NOT
EOD AND
>
> NOT bGapUp OR bGapDown;
>
>
>
> I don't have the time right now to test and verify the above code,
but
> hopefully it will help.
>
&g
Hmm, maybe I am doing something wrong. I will give a part of the
code. Should have provided that earlier...
BTStartTime1 = ParamTime("Backtesting SOD","09:00:01");
BTEndTime1 = ParamTime("Backtesting EOD","17:20:00");
EOD = TimeNum() >= BTEndTime1;
SOD = TimeNum() >= BTStartTime1;
SOD = SOD != R
that a formula can be
written.
>
> d
>
> > -Original Message-
> > From: amibroker@yahoogroups.com
> > [mailto:[EMAIL PROTECTED] On Behalf Of optiekoersen
> > Sent: Tuesday, March 06, 2007 3:29 PM
> > To: amibroker@yahoogroups.com
> > Subject: [ami
> BarTime = TimeNum();
>
> bSession = BarTime >= SessionStart AND BarTime <= SessionEnd;
>
>
>
> Buy = AND bSession;
>
> Sell = AND bSession;
>
>
>
>
>
> Regards,
>
>
>
> David
>
>
>
> _
Hello,
Is there anyone who can help me with the following problem. I have a 5
minuts trading system, but when the day starts with a Gapup or Gapdown,
this messes up my indicators. So I am wondering if it is possible to
program something so that I don't get any signals for 1 or 2 hours
after a
ant to do. If you explain
in more detail I can show how to do it,
>
> rgds, Ed
>
>
> - Original Message -
> From: optiekoersen
> To: amibroker@yahoogroups.com
> Sent: Monday, October 02, 2006 12:04 PM
> Subject: [amibroker] Re: Different time frames problem
&g
y,-1);
>
> SetChartOptions(0, chartShowDates);
> GraphXSpace = 5;
> Plot(C,"C",1,64);
> Plot(MaMonth,"MaMonth",colorGreen,1);
> Plot(MaMonth2,"MaMonth2",colorBlue,1);
> Plot(MaDay,"MaDay",colorWhite,1);
>
> PlotShapes(IIf(
Hello,
I hope that anybody can help me to fix the next problem.
I like to get a buy signal if the Monthly Close crosses the Monthly
MA_25 and the Daily close (at the end of the month) also has to be
higher than the Daily MA-25.
It also has to be that Monthly MA-10 is lower than the Monthly MA-2
imit, "Buyprice+%",colorYellow,styleLine|styleNoRescale );
> Plot( Trail, "Long Trail", IIf(allowtrail,colorRed,colorBlue),
> styleLine|styleNoRescale );
>
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your re
Hello,
Does anybody know how I have to implement a trailingstop which starts
at a certain profit level? Say when de price is 10% above my
buyingprice the trailingstop needs to start working.
I really don't know how to fix this, so I will be very thankful for
every command that will help me furthe
Anyone an idea how I have to solve this topic?
--- In amibroker@yahoogroups.com, "optiekoersen" <[EMAIL PROTECTED]>
wrote:
>
> Hello,
>
> I have got a little problem with setting the buyprice.
> I will get a buy signal if:
> Buy = Sum(buysig,2) > Sum(S
Hello,
I have got a little problem with setting the buyprice.
I will get a buy signal if:
Buy = Sum(buysig,2) > Sum(Sellsig,2);
It will buy on the next days openprice.
Now I like to change this, so that there will be only a buytransaction
if the price is openprice * 0.99 or something. If pric
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