[amibroker] Re: Trying to plot historical volatility with AFL

Thanks, I think your formula is correct, except you should be multiplying by 260, not 365, since 260 reflects actual trading days. See here: http://www2.barchart.com/support/learning.asp?what=hisvol&code=BSTK When I change your formula to 260, the results look very close to what is found on IVo

[amibroker] Any way to change the text in a tab?

I have all my charts maximized within the AmiBroker window. The tabs show up at the top, and they have the symbol as the text in the tab. This is really bad, since I can have ten different charts with the same symbol, with totally different content in each chart, and no way to know which is whic

[amibroker] Any way to have crosshairs show whenever I move cursor around screen?

Presently I would like to see the price updated in real time as I move the mouse around the screen, like with cross hairs. I have tooltips but they take forever to popup. Something like this exists in AB?

[amibroker] Is it possible to backtest with 2 symbols as part of the same trade?

Essentially I want to hold two stocks at the same time, entering and exiting them at the same moment. It seems like the back tester runs the buy/sell conditions on each symbol at a time, is there no way to combine two symbols into one script? I suppose I could write two scripts for both symbols,

[amibroker] Does AmiBroker have any support for pairs trading?

Couldn't find anything in the docs.

[amibroker] Re: Does AmiBroker have any support for pairs trading?

gt; > Here's a link found in an archive: > > http://www.mail-archive.com/amibroker@yahoogroups.com/msg35169.html > > Mike > > --- In amibroker@yahoogroups.com, "potatosoupz" wrote: > > > > Couldn't find anything in the docs. > > >

[amibroker] Why is AB constantly taking up between 20-40% of my CPU?

Even over the weekend when no data was coming in, it just sucks the CPU up. I have dual core Opteron machine, with 4GB of RAM and am running Windows 7. I'm finding AB to be very slow, even right clicking on a chart there is a 1 second delay for the menu to appear. What is the reason for this? Is

[amibroker] Why does the formula editor try to capitalize all my variables?

I don't think AmiBroker should be telling me how to capitalize my own variables in my AFL scripts. This is incredibly annoying. Is there a setting to turn this off?

[amibroker] How can you test to see if an array crossed a scalar value?

I have an array that I'm testing at each iteration in a backtest. I'd like to test the latest (newest) value in the array to see if it has crossed below or above a scalar number (say the number 50.0). Is there a good way of doing this built in? It seems the Cross() function tests an array agains

[amibroker] I set max stop loss at 6% but backtester is showing max trade draw down at 15%

In the settings for backtester, I've set the max stop loss at 5%, but when I run the backtest it shows a max trade draw down of 16%. I must not be understanding this setting?

[amibroker] What's a good k ratio, and thoughts on when k ratio clashes with MDD and Sharpe?

I don't see any good definitions for the metrics below. I am familiar of course with Sharpe, and Ulcer Index. I'm finding it a bit hard to reconcile the differences. How would you reconcile a backtest that has a max draw down % that is smaller than it's profit %, a low ulcer index, a high Sharpe

[amibroker] Net Profit % is not giving the value I expect

It seems I guess that Net profit % is returning the % of profit of your total assets, not of your assets at risk. Meaning if I have a $100 account, and invest $10 and make $30 in profit, then it gives me a Net Profit % of 30%, since $30 is 30% of $100. I'm looking to know what the profit % was

[amibroker] Why is SetPositionSize() changing the number of trades that are made?

This one is stumping me. For a given strategy, it seems that when I change the call from: SetPositionSize(5, spsShares); to SetPositionSize(10, spsShares); The number of trades that are opened changes, and thus the winning % changes. Why on earth would changing the number of contracts/shares

[amibroker] Is there a way to backtest on a minutely basis but still reference hourly data?

I would like to check the signal on every minute bar, but my signals are based on indicators that are setup with hourly bars.

[amibroker] Possible to run a MACD on a foreign symbol?

I have a chart with a Price series and a Price (foreign) series. I also have MACD within the primary symbol's pane, but when I place a MACD within the foreign symbol's pane, it's identical to the primary symbol on the chart. Is there a way to show a MACD (foreign) for the foreign symbol?

[amibroker] Is there a faster way of writing this AFL?

Plot(Foreign("", "Close")/Foreign(XYZ", "Close"), "/ZYX Ratio", colorGreen); I have a few of these and they seem to be slowing down the whole app. Is that possible?