Hallo,
I'm brandnew to Amibroker and AFL (and the last time I've been coding was in my
childhood) and trying my first steps here.
Could someone give me at least a pointer how I could code the following
scenario:
A graph that counts the number of times a condition is met in a trailing "time
wi
Is it possible to define different intraday settings (e. g. trading hours) for
say, stocks and futures with IB, within one single database?
Thanks in advance!
tml
>
> Regards, dubi
>
>
> --- In amibroker@yahoogroups.com, "rise_t575" wrote:
> >
> > Is it possible to define different intraday settings (e. g. trading hours)
> > for say, stocks and futures with IB, within one single database?
> >
> > Thanks in advance!
> >
>
Hello,
I have two pretty easy questions the solution of which I haven't figured out so
far:
1.) Is there an automatic way to arrange chart windows in grid style (like 3x3)?
2.) Is there a snap-to-window feature in order to freely arrange multiple
windows more easily (i. e. prevent overlapping
rt chart
chart chart chart chart chart
chart chart chart chart chart
--- In amibroker@yahoogroups.com, "Rob" wrote:
>
> Window > Tile horizontal or Tile Vertical...?
>
> Floating windows automatically snap.
>
> --- In amibroker@yahoogroups.com, "rise_t575" wr
o it yourself I guess...
>
> --- In amibroker@yahoogroups.com, "rise_t575" wrote:
> >
> >
> >
> > Rob,
> >
> > Thank you - floating windows do snap indeed (had missed this somehow).
> >
> > But Tile Horizontal or Tile Vertical on
Greetings,
As a quick add-on to that question:
How can I access the "Up to 20 quarters of eps and revenue numbers" which are
obviously in the Quotes Plus database? Is this possible at all with the current
AB version?
Thanks in advance!
Happy Easter to all of you!
Is there a way (that I missed) to get AB to automatically focus the chart to
the signal bars (i. e. the bars where the trades take place) when I click on
one of the ticker symbols in the "Results" frame? It's a bit tiresome to always
scroll through the chart to find
Hello,
I guess I have a small problem with understanding the ApplyStop function.
If I want to use the stop defined by the ApplyStop function as my only stop (e.
g. stopTypeNBar for exiting after n days), the backtester still wants some
condition for the "Sell" array (sell = ...), although I don
a value in there, the backtester won't work.
>
> Chris
>
> - Original Message -
> From: rise_t575
> To: amibroker@yahoogroups.com
> Sent: Thursday, April 15, 2010 1:19 PM
> Subject: [amibroker] Sell & ApplyStop
>
>
>
> Hello,
>
10);
> ApplyStop(stopTypeNBar,stopModeBars,nbs);
>
> These settings, they work too. I've run some backtests today and they all
> get out at 141 bars (day after the 140 default setting above).
>
> So, this is the proper way.
>
> I hope that helps.
>
> Chr
Hi all,
I am looking for a way to...
1) Generate entry signals ON DAY ONE OF THE BACKTESTING PERIOD ONLY for stocks
that fulfill one (or various) criteria on that day.
2) Hold all of these positions until the end of the backtesting period (or
alternatively, for a specific number of bars).
3)
Thanks again, Mike - this is of great help as I wasn't even aware of the STATUS
function. Just perfect. Thanks!
--- In amibroker@yahoogroups.com, "Mike" wrote:
>
> Buy = Status("firstbarinrange");
> Sell = Status("lastbarinrange"); // vs. BarsSince(Buy) >= ...;
>
> http://www.amibroker.com/guid
Hi again,
Sorry for the strange title, but I unfortunately I don't know of a better way
to express this...
I've just run a backtest of a time range pre-2000 with QP data and did not get
one single trade (worked perfectly with post-2000 data).
I've isolated the problem, but I don't know of a wa
ire the alert once, so if
> going that route you would probably want to use a static variable to track
> whether or not the alert was fired.
>
> Mike
>
> --- In amibroker@yahoogroups.com, "rise_t575" wrote:
> >
> > Hi again,
> >
> > Sorry for t
t; EPSRank itself and seen that there were no values.
> >
> > Hopefully that'll at least be enough to point you in a direction.
> >
> > Mike
> >
> > --- In amibroker@yahoogroups.com, "rise_t575" wrote:
> >
> >> Thanks a lot Mike,
&
broker.com/guide/afl/afl_view.php?_trace
>
> If you are using CBT and "detailed result" you can also use
> RawTextOutput method
> from backtester interface.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
> On 2010-05-19 00:21, rise_t575 wrote:
> >
While I am a fairly new AB user, may I take this opportunity to suggest a more
modularized form of afl code organization (or even of AB itself - but that's
off topic), which stresses (and gives a general framework for) the different
essential elements of a trading system; i. e. indicators, ent
Using Win7 64 bit with IB.
I (and others) have recently had some nasty problems when running IB TWS with
64 bit Java, though (as usual, IB support is denying the existence of any
problem).
https://www.interactivebrokers.com/smf/index.php?topic=84200.0
Running IB TWS with 32 bit Java ru
Hallo all,
Is there a way to use various optimization functions in the backtest code and
switch them e. g. via the ParamList function?
I've been trying to do this using some conditional code for the optimization
functions, but it seems that the backtester is using every optimization
function i
Hey Herman,
Thank you for your reply.
I've already done that as an additonal feature (and it works), but I cannot
change the variable being optimized itself (optimize for exit after x bars,
optimize for RS Rank entry filter, etc) that way.
The way I do it right now is writing various alte
user wants to
change the optimized variable.
--- In amibroker@yahoogroups.com, "rise_t575" wrote:
> Hey Herman,
>
> Thank you for your reply.
>
> I've already done that as an additonal feature (and it works), but I cannot
> change the variable being optimized itself (o
t;Vary Trading Mode -- ",
> > "No|Yes", 0 );
> >
> > if (Vary_TradingMode){
> > TradingMode = Optimize( "TradingMode", TradingMode_Param, 1, 3, 1) ;
> > }
> > else{
> > TradingMode = TradingMode_Default_Value ;
> > }
> >
>
Hi all,
Before I try to re-invent the wheel:
What is the most efficient way of installing / configuring AB for daily (and
possibly parallel) use for backtesting etc (Quotes Plus, daily data) and actual
trading (Interactive Brokers, intraday data)?
Two separate installations?
Thanks very much i
Dennis,
I'm doing this with the Quotes Plus database which has a build-in EPS rank,
which you can access by using the following AFL code:
EPSRank = GetExtraData( "EPSRank" );
I am still wondering if and how I can access the other fundamental data
provided by the Quotes Plus database, though.
I usually use the (Bid-Ask) Midpoint when charting futures with IB's TWS charts
as during times with low trading activity, the bid/ask moves around but there
are not many actual trades. Thus, I consider the chart of the Midpoint a more
accurate representation of price most of the time.
As I hav
gt; enough to share these with the group some years ago.
>
>
>
> wrzec
>
>
>
>
>
>
>
> From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf
> Of rise_t575
> Sent: Wednesday, June 09, 2010 5:09 PM
> To: amib
Looks like an interesting new data feed (stocks, futures, forex - EOD & RT) -
although I don't know how they are related to NinjaTrader:
http://www.kinetick.com/
No - this is no ad or spam... ;-) I've just noticed them while playing around
with NinjaTrader 7.
Hello,
I'm *slightly* frustrated here, as I am trying to implement correct Percent
Volatility Position Sizing into AB (let alone Percent Risk Position Sizing
which should be even harder to code if implimented correctly & in a
non-specific, general way).
The formula for the example of Volatilit
I'm pretty sure that TradingBlox Builder can do this. You code each system
completely separately, and - as an overlay - in its GUI it has a convenient
slider with which you can set the percent allocation for each system. On the
risk management side, it has risk managment variables per system a
http://www.alienware.com/ ...?
--- In amibroker@yahoogroups.com, "gmorlosky" wrote:
>
> I'm using alien technology (top secret Area 51 stuff) :-)
>
> --- In amibroker@yahoogroups.com, Keith McCombs wrote:
> >
> > Where on earth did you get the "50 times faster" from?
> >
> > On 6/27/2010 08:
Thank you Mike.
My knowledge of the custom backtester is still pretty limited (my first
try), although I have been readining everything I could get my hands on.
Now the ticker symbols the _TRACE window is giving me are completely
different (exclusive) than the ticker symbols that come up in the
b
o it.. Would be a very big improvement..
>
>
>
> --- In amibroker@yahoogroups.com, "rise_t575" wrote:
> >
> >
> >
> > I'm pretty sure that TradingBlox Builder can do this. You code each system
> > completely separately, and - as an ov
Oops - here's the URL:
http://www.automated-trading-system.com/
--- In amibroker@yahoogroups.com, "rise_t575" wrote:
>
>
>
> Here is a blog from a system trader sharing his experience who started out
> with Traders Studio (because it was less expensive than Trad
See below - I've realized this after a minute...
--- In amibroker@yahoogroups.com, Keith McCombs wrote:
>
> rise --
> I think you forgot to add a link to the blog.
>
> On 6/29/2010 13:48, rise_t575 wrote:
> >
> >
> >
> > Here is a blog from a syst
ity, etc. all will play a role in allowing some signals to be
> traded while filtering out others.
>
> Mike
>
> --- In amibroker@yahoogroups.com, "rise_t575" wrote:
> >
> > Thank you Mike.
> >
> > My knowledge of the custom backtester is still pr
For my better understanding of OOP:
When I copy an object property...
e. g.
CurrentEquity = bo.Equity;
... if the bo.Equity property changes afterwards, does the variable
CurrentEquity change with it, or does it contain the old value?
Thanks in advance!
ig.Symbol );
> _TRACE( NumToStr( dates[bar], formatDatetime ) + " " +
> sig.symbol + " " + NumToStr( Test[bar] ) + " " + " " + NumToStr( bar )
> );
> // units = CurrentEquity * ( systemMMVolatilityPercent / 100 ) /
> Test[bar];
Oh - forget my last question; I've just noticed it in the code.
--- In amibroker@yahoogroups.com, "rise_t575" wrote:
>
> Thanks Mike.
>
> I'm using Quotes Plus as a database and had some problems recently (crashes
> of AB when using too many GetExtraData
( NumToStr( dates[bar], formatDatetime ) + " " +
> sig.symbol + " " + NumToStr( Test[bar] ) + " " + " " + NumToStr( bar )
> );
> // units = CurrentEquity * ( systemMMVolatilityPercent / 100 ) /
> Test[bar];
> // sig.PosSize = sig.Price * units;
>
Thanks very much!
--- In amibroker@yahoogroups.com, "Mike" wrote:
>
> No. Order doesn't make a difference.
>
> Function declarations must come first, before they can be used. Backtesting
> code does not suffer the same restriction.
>
> Mike
>
> --
Hello,
How does the ApplyStop function work internally - is there some array where the
stop price values for each bar are stored (... and can I access them via the
CBT)?
Thanks in advance!
Just curious,
What are you trying to achieve here? Standard Percent Volatility PS?
Why do you multiply risk (how do you define risk) with 1%?
--- In amibroker@yahoogroups.com, "pcmoxon" wrote:
>
> Hi,
>
> I am trying to write some AFL so I can backtest various trading systems for
> forex.
>
lation to determine the lots size to
> trade. 'Risk' is a user input variable representing a percentage.
>
> Pete
>
> --- In amibroker@yahoogroups.com, "rise_t575" wrote:
> >
> >
> >
> > Just curious,
> >
> > What a
The Percent Volatility Money Manager is online now at AB's AFL Libary:
http://www.amibroker.com/members/library/detail.php?id=1306
--- In amibroker@yahoogroups.com, "rise_t575" wrote:
>
>
>
>
>
>
> I've coded exactly what I think that you want
Bump.
--- In amibroker@yahoogroups.com, "rise_t575" wrote:
>
> Hello,
>
> How does the ApplyStop function work internally - is there some array where
> the stop price values for each bar are stored (... and can I access them via
> the CBT)?
>
> Thanks in advance!
>
Made a small change to the code; now the URL has changed:
http://www.amibroker.com/members/library/detail.php?id=1307
--- In amibroker@yahoogroups.com, "rise_t575" wrote:
>
>
>
> The Percent Volatility Money Manager is online now at AB's AFL Libary:
>
>
Mike,
Just out of interest (as I've already solved this using CBT):
Is it possible to code the following exact position sizing formula without
using CBT? I think not, as one needs the updated current equity during the
backtest (as with all PS models):
psUnits = int( currEquity * ( pctVolaR
etPositionSize. AmiBroker will do the calculation for
> how many shares that translates to, using the minimum shares size in the AA
> Settings when rounding.
>
> SetPositionSize(( pctVolaRisk / 100 ) / ( ATR(period) * pointVal ),
> spsPercentOfEquity);
>
> Mike
>
> ---
0; /* IMPORTANT: Set it also in the Settings: Initial Equity */
Risk = 0.01*Capital;
PositionSize = (Risk/TrailStopAmount)*BuyPrice;
ApplyStop( 2, 2, TrailStopAmount, 1 );"
--- In amibroker@yahoogroups.com, "rise_t575" wrote:
>
>
>
> Mike, Tomasz, anyone:
>
>
d b) the actual entry bar (as for the correct way
of doing this, the ATR value used for the ps calculation should be the actual
ATR value of that specific entry bar).
In order to change this, I guess you'd end up using CBT as well.
--- In amibroker@yahoogroups.com, "rise_t575"
> is the ATR on a bar by bar basis, NOT a static value. Also, the position size
> is calculated symbol by symbol, NOT once for all.
>
> Run the test using the proper fraction (i.e. including the price multiplier)
> and you should get what you are wanting.
>
> Mike
>
>
My way of understanding this is that internally, the AB engine runs CBT code
after the rest of the script code has been run, *regardless* of where it is
placed within the script.
--- In amibroker@yahoogroups.com, "chuck_win" wrote:
>
> "The custom backtest code is run *after* the rest of the
Price};
>
> You can then say:
> f) TotalPos = currEquity * P
>
> Which is expressed in AFL as
> g) SetPositionSize(P, spsPercentOfEquity);
>
> I haven't run any testing, so check it for yourself. Check also if AmiBroker
> still behaves if P >= 1.
>
> Mike
You might want to try Mozilla Thunderbird.
Been using it for years, and it's running fine on Win7.
--- In amibroker@yahoogroups.com, "Ara Kaloustian" wrote:
>
> I just switched to WIN 7 and using Mail Live for email program (with gmail
> address).
>
> The contacts features seem to be very pri
Does anyone know *why* this option in the settings for Long/Short/Long & Short
has been implemented?
I mean, if there's a "Buy" variable in the code, the system includes going
long, if there's a "Short" variable in the code, the system includes going
short. Quite simple.
Why does one need a s
cting things.
>
> 2. Try adding SetBarsRequired( sbrAll, sbrAll ); to the top of your code and
> see if that makes a difference.
>
> 3. See the user guide for adding custom metrics on a trade by trade basis:
>
> http://www.amibroker.com/guide/a_custommetrics.html
>
> Mik
Mike,
I've used your ps formula & switched to "Detailed Log" in the BT settings.
I've chosen a trade somewhere in the middle of the backtest, so that current
equity is not identical to the initial equity.
I'm getting the following info:
Trade Date: 2004-07-27
Enter Long, T, Price: 25.34, S
ition sizing (AA Settings option or SetOption).
>
> Second, the multiple equity values may be due to beginning and ending equity
> for the bar.
>
> Check to see if the position size makes sense using the final equity of the
> previous bar in the calculation, in which case tha
Hello,
The following are the (debug) outputs of a tested position sizing algorithm.
I've attached a) part of the code , b) the output of the _TRACE() function from
within the CBT code (the TRACE function had been placed within the most inner
"if{}" code block), and c) the output of the AA Resul
Hello,
A short definition within each page of the AFL Function Reference/AB manual
what type of parameter (scalar/array) is expected/allowed for the corresponding
function would be a better place for this old known fact. That's where most
people look at in such cases.
--- In amibroker@yahoog
> discoverable.
>
> Mike
>
> --- In amibroker@yahoogroups.com, "rise_t575" wrote:
> >
> >
> >
> > Hello,
> >
> > A short definition within each page of the AFL Function Reference/AB manual
> > what type of parameter (scalar/arr
,
> Tomasz Janeczko
> amibroker.com
>
> On 2010-07-15 16:25, rise_t575 wrote:
> >
> > Hello,
> >
> > A short definition within each page of the AFL Function Reference/AB manual
> > what type of parameter (scalar/array) is expected/allowed for the
> >
ts and the debugging logs are exactly identical when
UsePrevBarEquityForPosSizing is True and when it is False.
Is this some bug or isn't that setting being used when using CBT for position
sizing?
Thanks in advance!
--- In amibroker@yahoogroups.com, "rise_t575" wrote:
>
> He
ds,
> Tomasz Janeczko
> amibroker.com
>
> On 2010-07-15 18:37, rise_t575 wrote:
> >
> > Tomasz,
> >
> > Thanks for your reply.
> >
> > When I say "most", I obviously haven't counted them - it' just that to me
> > (ok - thi
ar or current bar equity, depending on setting,
> and it will affect the size
> of position open (if you are using spsPercentOfEquity or otherwise depend on
> available equity)
>
> Recommended reading:
> http://www.amibroker.org/userkb/2008/03/16/amibroker-custom-backtester-inte
Btw - could you (or someone else) tell me where these equity values within the
AA Results list (Detailed Log) are derived from that are stated after e. g.
"ENTER LONG,..." lines?
Thanks.
--- In amibroker@yahoogroups.com, "rise_t575" wrote:
>
>
>
> Tomasz,
equity, depending on setting,
> and it will affect the size
> of position open (if you are using spsPercentOfEquity or otherwise depend on
> available equity)
>
> Recommended reading:
> http://www.amibroker.org/userkb/2008/03/16/amibroker-custom-backtester-interface-2/
>
>
broker@yahoogroups.com, Tomasz Janeczko wrote:
>
> Hello,
>
> Sorry, the method name is actually UpdateStats()
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
> On 2010-07-16 14:06, rise_t575 wrote:
> >
> > Probably I'm blind, but I cannot find a
e system that has 100% winning trades, because it is
> using future leak in
> position sizing.
> That is the reason AmiBroker DOES NOT use close equity of current bar for
> position sizing.
> It either uses previous bar close equity or equity value at the open.
>
> Best regards,
&g
14, 2010 2:13 AM
> Subject: Re: [amibroker] Re: OT: Windows 7 - Mail Live Contacts
>
>
>
>
> all these things are possible in Windows Live Mail.
>
> address book you have to go to bottom left corner and chose "contacts" (I
> believe because I ha
ker DOES NOT use close equity of current bar for
> position sizing.
> It either uses previous bar close equity or equity value at the open.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
> On 2010-07-16 15:29, rise_t575 wrote:
> >
> > I see - thanks.
>
ly processes signals but also does what
> UpdateStats() is doing therefore
> you should not mix both since exposure will be counted twice.
>
> Using low-level mode avoids that.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
> On 2010-07-16 18:56, rise_t575 w
d at the end of
> > this article:
> > http://www.amibroker.org/userkb/2008/03/16/amibroker-custom-backtester-interface-2/
> >
> > ProcessTradeSignals not only processes signals but also does what
> > UpdateStats() is doing therefore
> > you should not mix both since exposure will b
Tomasz,
I think it could be a great feature to allow user-defined tabs within the AA's
"Parameters" window - similar to the tabs within AA's "Settings" window.
This would give users the possibility for creating complex, categorized & well
designed parameter menus as a second dimension to the "_
Hello,
I've noticed using mid-level CBT that when I set the position size to zero for
the signal in question (the reason for setting it to zero is slightly
complicated & not that important here - some data needed for a subsequent
calculation is {empty}), the trade is marked as "rejected" in AA'
Bump.
--- In amibroker@yahoogroups.com, "rise_t575" wrote:
>
> Tomasz,
>
> I think it could be a great feature to allow user-defined tabs within the
> AA's "Parameters" window - similar to the tabs within AA's "Settings" window.
>
&g
Bump.
--- In amibroker@yahoogroups.com, "rise_t575" wrote:
>
> Hello,
>
> I've noticed using mid-level CBT that when I set the position size to zero
> for the signal in question (the reason for setting it to zero is slightly
> complicated & not that im
other
> docking windows. Since docking windows can be docked as tabs that would
> create nested "tabs inside tabs" that would
> be unreadable/too convoluted.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
> On 2010-07-19 14:14, rise_t575 wrote:
> >
>
// end if exit
>
>
> 2010/7/17 rise_t575
>
> >
> >
> > Hello,
> >
> > I've noticed using mid-level CBT that when I set the position size to zero
> > for the signal in question (the reason for setting it to zero is slightly
> > complic
ize to zero if you want to reject single trade
> BUT continue to handle lower-ranked signals.
>
> If you want to SKIP one signal, without affecting others, you should set
> Price property of that signal to -1 (minus one).
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
setting price = -1, price then is an extremely high number and the
trade is rejected as funds are always insufficient (except for the case that my
name is Scrooge McDuck...).
Correct?
--- In amibroker@yahoogroups.com, "rise_t575" wrote:
>
>
>
>
>
>
> Tomasz,
to -1 and
> why this works "
>
> It works because I coded it so. The internal code uses -1 as special marker
> to skip a signal.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
> On 2010-07-20 17:36, rise_t575 wrote:
> >
> >
> >
> &
pen when I set sig.Price to -1
> > and why this works "
> >
> > It works because I coded it so. The internal code uses -1 as special marker
> > to skip a signal.
> >
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> >
>
:gro...@...>>
> >
> > Hello,
> >
> >
> >
> > "While I have no idea what exactly does happen when I set sig.Price to
> > -1 and why this works "
> >
> > It works because I coded it so. The internal code uses -1 as specia
Hi Tomasz,
May I ask here to get access to http://amibroker.com/feedback/ ?
My login / password doesn't work at that section of the site, and I've been
mailing AB support various times over the last couple of months. Still cannot
log in.
Thanks in advance!
I confirm.
--- In amibroker@yahoogroups.com, "Ton Sieverding" wrote:
>
> Correct. I have the same problem and it's the first time I see this ...
> Tomasz something wrong or new settings ?
>
> Regards, Ton.
>
> - Original Message -
> From: cas soni
> To: AB
> Sent: Wednesday,
Everything seems ok now - thanks.
--- In amibroker@yahoogroups.com, Tomasz Janeczko wrote:
>
> Hello,
>
> I am sorry about this. Please redownload.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
> On 2010-07-21 20:51, rise_t575 wrote:
> >
; Tomasz Janeczko
> amibroker.com
>
> On 2010-07-20 23:10, rise_t575 wrote:
> >
> > Another question regarding taking signals / the signal score:
> >
> > As an exercise, I've coded two 100% identical position sizing algorithms,
> > a) in normal AFL (Set
Bump.
--- In amibroker@yahoogroups.com, "rise_t575" wrote:
>
>
>
> Tomasz,
>
> Let me say this another way:
>
> I haven't ranked the stocks at all in both codes (yet).
>
> But still, using SetPositionSize results in entry signals in Z to A order
qual (or missing)
> then it will use alphabetical order
>
> When position score is missing and pos sizes are equal and symbol is also
> equal (i.e. there are both long and short signals on same symbol at same time)
> it will prefer long entry.
>
> Best regards,
> Toma
Thanks.
--- In amibroker@yahoogroups.com, Tomasz Janeczko wrote:
>
> Hello,
>
> I agree and I have added this to internal to-do.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
> On 2010-07-27 16:42, rise_t575 wrote:
> >
> > Hello,
> >
Hello,
What would be the correct code for this?
Is this one 100% correct:
Sell = L < Ref(L, - BarsSince(Buy));
Or do I have to use the the EXREM() function somewhere within the formula (I
don't have any experience with this one)?
Thanks in advance!
roker@yahoogroups.com, "Edward Pottasch" wrote:
> >
> > hi,
> >
> > yes that is correct.
> >
> > same result would be:
> >
> > Sell = L < Valuewhen(Buy,L);
> >
> > when you make a plot of valuewhen(Buy,L) and Ref(L,-Barssi
; wrote:
>
> I believe that your understanding of stopTypeLoss is correct.
> stopTypeTrailing will move up over time to hang from from new highest highs.
> So no, stopTypeTrailing is not tied to the entry bar values.
>
> Mike
>
> --- In amibroker@yahoogroups.com, "rise
> good reason to experiment with the ApplyStop approach. Though, ApplyStop can
> be difficult to understand at times.
>
> Mike
>
> --- In amibroker@yahoogroups.com, "rise_t575" wrote:
> >
> >
> >
> > Thanks a lot Mike.
> >
> > Btw - th
Just wondering if it is possible to use optional parameters in the function()
function (no pun intended...), e. g.
function Test ( a, b, c, optionalD, optionalE );
Would the function call
Test( 1, 2, 3 );
generally work in this case?
I've tried it, but something doesn't seem to work correctly
Thanks. Just created a new, very simple AFL script for testing and it creates a
"Missing Arguments" error.
--- In amibroker@yahoogroups.com, "Edward Pottasch" wrote:
>
> yes. You probably made a syntax error. There are examples in the manual,
>
> regards,
substituted in a function
> for missing arguments, then I would pass a null for each parameter to be
> defaulted. That way, at the beginning of your function, you could write
> something like:
> if( isNull( optionalD ) ) { optionalD = defaultValueD; }
>
> BR,
> Dennis
>
> defaulted. That way, at the beginning of your function, you could write
> something like:
> if( isNull( optionalD ) ) { optionalD = defaultValueD; }
>
> BR,
> Dennis
>
> On Aug 17, 2010, at 4:41 PM, rise_t575 wrote:
>
> >
> >
> > Than
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