/Get one would need to introduce
completely different keyword,
such as shared or shared static. Otherwise there would be endless
problems with misunderstandings
of visibility and scope of variables.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: scourt2000
AFL needs something like:
static {
a = 1;
b = 2.3;
c = hello world
}
The first time the script is read into a chart, the variables within the
static{} clause would be created and initialized.Their values would be
GLOBAL and REMEMBERED from run-to-run of the script.
I know what you're
I'm trying to use:
HSIU9-HKFE-FUT
for the symbol of the Sept 2009 HSI futures contract for the IB plugin and that
doesn't appear to be right.
Could someone post the correct symbol?
Thanks.
Full symbol name please.
--- In amibroker@yahoogroups.com, Paul Ho paul.t...@... wrote:
...-HKD
On Mon, Aug 31, 2009 at 11:26 AM, scourt2000 steveh...@... wrote:
I'm trying to use:
HSIU9-HKFE-FUT
for the symbol of the Sept 2009 HSI futures contract for the IB plugin
Would it be of value to any other real-time traders here (besides me, of
course) to have Amibroker automatically notify a script when the 1st tick of a
new bar is coming into the script? This way, you don't have to know what kind
of bar you're dealing with (minute-based, tick-based,
Ara, just go over to eBay and pick up another one. I saw one for
$160 + $15 shipping.
There are cheaper solutions but that assumes that your time has no value.
--- In amibroker@yahoogroups.com, Ara Kaloustian a...@... wrote:
My 4 channel Matrox card just lost 2 channels.
I know there
Ed,
I am using eSignal 8.0 rc2 charting / datafeed with IB as my broker.
It has been rock solid throughout all of this volatility.
Version 10.x of eSignal charting is still a mess. There's data lags
galore there. Someone did their best and brightest to mess that
version cycle up but
That's not going to work Barry and I have not seen the right
symbology yet to put it on an Amibroker chart with IB.
But you may not need it anyway. The TF went from looking good since
last Thurs, Fri and Monday and today, it's a complete bust. It's
like traders are already giving up on it
The only problem I see with setting up a bracket order ahead of time
with your entry is that, if you get a better fill than your limit
request, you've allowed the market to widen your stop and shorten your
target over what you wanted initially.
It's probably a good idea to check your fill
You cannot be in a daily timeframe and pull in data from a lower
timeframe 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
If you also have access to eSignal charting, then they have the tool
inside there to create your own continuous contracts on any futures
contract you want. It's under Tools - Continuous Contract
Settings...
Once you get the CC data downloaded, just import it into Amibroker
and then you're
If you follow the link to its conclusion and find the original author's
website, take a look at her trading stats this week on the ES. She's
got 7 years futures trading experience and she's taking 2 pt stop
losses and half-offs at 1 pt? That's not good.
With a good edge, you can expect to
Hi Tomasz,
It's been over a year now and you mentioned in this group that you
would get around to implementing 1 sec playback so that tick-based data
could be used to playback to its full resolution.
Did you decide not to do this?
Thanks for the update.
Anthony,
Do yourself a big favor. Don't waste your precious time on this
earth with this kind of drivel. Chasing price with momentum
indicators is not going to get you where you want to be.
Coming up with a support/resistance system is all you need to make
whatever you want from the
Which is more psychologically threatening?
1. Catching a train by running with it and hopping on board?
or
2. Standing in front of the train and hoping it stops to allow you on
board, knowing very well that you could be on the wrong part of the
track and it runs you over instead?
#1
Dennis,
Just zip up the files and e-mail them to me. I'll get it to work.
Steve
--- In amibroker@yahoogroups.com, Dennis Brown [EMAIL PROTECTED] wrote:
Paul, That is exactly what my plan was and what I was attempting
to
do. However, the example in the ADK would not compile error free
You'll understand more about what you're trading if you don't
normalize the data in the first place.
--- In amibroker@yahoogroups.com, jeffro861 [EMAIL PROTECTED] wrote:
1. take the log of the price data (newpriceseries=log(c)), so that
the price distribution is better normalized. 2. do
I'm coding up some direct chart trading AFL scripting and it's crying
out for variables which can retain their values through multiple runs
WITHOUT calling a pair of fuctions to get it done. Wouldn't coding
AFL be a whole lot easier on the fingers and eyes if this were
allowed? :
static
Mark,
No successful intraday real-time trader who does this full-time would
ever drop eSignal for Gary's new real-time service.
It's a pennywise and pound-foolish decision.
He's fine for clean end-of-day data. But he's way out of his league
for the demands of intraday real-time trading.
Tomasz,
For the right mouse button click to be practical if one were to use it
to activate some kind of trade directly on a chart, wouldn't you need
to come up with a way to temporarily deactivate the standard right
button pop-up menu?
I guess this is also where it may come in handy to
I think this is the longest time Amibroker has gone between betas.
There must be some interesting new additions in this one. Looking
forward to it.
Just imagine...there's this one developer in Poland who is making a
killing by selling his product worldwide with no one able to fire him
or force him to do what he doesn't want to. He works hard at it
because he enjoys it and there's always something in that product for
everyone to get the
,
Tomasz Janeczko
amibroker.com
- Original Message -
From: scourt2000 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Thursday, January 31, 2008 3:05 AM
Subject: [amibroker] Re: Trading platform + AB
Thanks for the clarification Tomasz.
You would get a lot of new
will be added.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: scourt2000 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Wednesday, January 30, 2008 2:51 AM
Subject: [amibroker] Re: Trading platform + AB
This can be done now using
Tomasz,
Tomasz,
Why did you design an array-processing language and not allow
functions to be first-class?
Then, you could have wonderful things like APPLY and MAP from the
Scheme world to eliminate the necessity of hard-coded for() loops
(i.e., the looping will be implied).It's not
Boris,
I'm giving you what you want.
But I post this with this disclaimer:
The CCI is a mediocre trading tool at best compared to the kinds of
things you'll find just by looking at price action with support and
resistance and NO INDICATORS. But it's your bank account to blow
out, not
That's got to be one of the most horrific workarounds to drawing a
thick line in an advanced charting package that I've ever seen.
A developer of Tomasz's expertise should be embarrassed that it's
come down to this.
--- In amibroker@yahoogroups.com, gmorlosky [EMAIL PROTECTED] wrote:
That
Hemant,
I've recently been playing around with LINQ in C# 2008 Express and it
is FANTASTIC for what I need that Amibroker (or any other T/A package
for that matter) cannot provide.
I can pull in a year's worth (or more if I want) of tick data and
other timeframe data over the same period I
likelihood of
winding up in the blown-out account list is much higher by playing
with indicators instead of simple, common support and resistance
through multiple timeframes.
--- In amibroker@yahoogroups.com, scourt2000 [EMAIL PROTECTED] wrote:
Bill,
Sounds like you're interested in John Ehlers
Bill,
Sounds like you're interested in John Ehlers' work on adaptive
indicators that he explained in Chapter 22 of his book, Rocket
Science for Traders. He took some common momentum indicators
(including the CCI) and coded them up to be adaptive in Tradestation
Easy Language.
Also, you can
Brian,
Of all the things you've written in this forum, I'd have to rank this
statement as the most profound. Any trader taking this advice will
find a quicker path to what they seek.
--- In amibroker@yahoogroups.com, brian_z111 [EMAIL PROTECTED] wrote:
Getting rid of the CCI also fits
Tim,
There's Tomasz and Marcin. That's it. There's no organization
behind Amibroker. For that low overhead, you get a highly reasonable
price for this very powerful market tool.
Just about any question can be answered through this forum as a
backup in case you're not getting quick enough
There is absolutely positively no better (aka faster, more features)
backtester out there than Amibroker.
When you add the IO optimizer on top of that, well, bring it on,
who's got anything close to that kind of testing power for $259?
Answer: no one
--- In amibroker@yahoogroups.com, Walter
Larry,
All of this timeframe stuff works in one direction: data pulled
from higher timeframes down to lower timeframes. You cannot go in
the opposite direction.
If you have a 1-minute chart, then it's no problem to get daily info
and plot it on that 1-minute chart. But I'm pretty sure
I've been trading real-time for 4 years now. There's not a normalized
indicator (aka oscillator) to be found on my charts. Study price
action and volume. You'll be better off for it and learn more quickly
the way markets work.
--- In amibroker@yahoogroups.com, Padhu [EMAIL PROTECTED]
Hi Tomasz,
Now that you have symbol linking, are you planning on having interval
linking as well?
eSignal charting has had this for years and the two play off of each
other really well.
Steve
BTW, this is how eSignal charting gets away with using a dog-slow
scripting language like Javascript and can have reasonable performance
in real-time markets. In general, once something is drawn, that's it,
the user doesn't has to draw it again (in their scripting) because it's
been written
Well, Amibroker has drawing layers already for manual chart mark-
ups. Why doesn't Tomasz just provide a way to programatically get to
them? That way, there would be no programming (e.g., looping)
required to update them on the user's part. Once drawn, Amibroker
would take care of any
And this is my biggest pet peeve about Amibroker:
If I have the disk space available, Amibroker should never, ever, EVER
just silently blow away my historical data because of some arbitrary
system limit like 500,000 bars or 1,000,000. If I want 20 million
bars historical and I have the disk
Janeczko
amibroker.com
- Original Message -
From: scourt2000 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Wednesday, September 12, 2007 2:00 PM
Subject: [amibroker] Re: Is 500,000 the maximum number of bars
allowable in a database?
And this is my biggest pet peeve about
is independent of the actual segment of data Amibroker
could choose to process.
--- In amibroker@yahoogroups.com, r7investment [EMAIL PROTECTED]
wrote:
scourt2000,
Do you ever try to import all of your 5 seconds data?
I have few years of forex tick data and for example I was able to
import
Yeah, unfortunately, this is an implentation issue. You can't get
timeframes lower than the base timeframe.
[I say it's an 'implementation issue' because, in something like
eSignal, you can get any timeframe you want, regardless of the
current one you're in]
--- In
Tomasz,
You mentioned that you would add a 1 sec update time interval (5 sec
is the minimum right now) on bar replay updates because the eSignal
tick files have that level of resolution for playback. We talked
about it in this group in late Oct 2006.
Are you still going to do this?
It sounds a lot easier if an enhancement were made to Amibroker to
allow a Windows button to be placed directly onto a chart and then
an AFL function tied to it so that when you press the button the
function gets called.
--- In amibroker@yahoogroups.com, Edward Pottasch [EMAIL PROTECTED]
Hi Tomasz,
I understand that now there's a capability to draw thicker lines
with the added low-level interface. But, given the level of your
average user, don't you think the general solution to this problem
could be something as simple as adding 10 constants to the
styleThick parameter?
Can we close off this eSignal pricing thread?
These price increases by eSignal are nominal...IF you are a
successful trader.
--- In amibroker@yahoogroups.com, Mark Jarvis [EMAIL PROTECTED]
wrote:
Gee at those prices, DTN is still looking good.
On 18 Apr 2007 09:06:47 -0700, Tomasz
Tomasz,
I hope you revisit that 1 second bar replay addition before it gets to
be a year before you released it. I'm doing discretionary trading for
a living and still having to practice with eSignal's extremely
limiting $PLAYBACK symbol. And the only reason for that is because
it's
I've been playing around with some other charting packages out
there and there's one theme that runs through all of them: if the
charting package is based on .Net, it's going to be a performance
dog compared to a C++ native code-programmed app.
THANK YOU Tomasz for not getting on the .Net
Why don't we all just admit what's going on here with these
Interactive Brokers special symbol cases: it was a terrible design
decision made by IB and the charting vendors are left holding the
bag to come up with a workaround so they can be plotted just as
easily as data that comes in on the
Lester, this is what you want and you can use it on any timeframe
below the hourly too:
TimeFrameSet(inHourly);
High60 = ValueWhen(DateNum() != Ref(DateNum(), -1), H);
Low60 = ValueWhen(DateNum() != Ref(DateNum(), -1), L);
Close60 = ValueWhen(DateNum() != Ref(DateNum(), -1), C);
Frankly I see NO reason connecting via excel
The reverse is not true though. I see GREAT VALUE in being able to
setup a DDE communication between Excel and Amibroker so that
Amibroker can send script variable information easily to Excel for
further display/calculation/analysis. Notice that
The advantage of using DDE, outdated or not, is that Excel remains in
control of where the data should be displayed, not the application
pushing the data.
DDE is outdated technology.
Microsoft would argue with you that OLE, COM/DCOM, native C++
applications (such as Amibroker), Windows XP
I'm dead serious when I say this:
Stop talking about making money and go ahead and try to make it.
Find out what's in your gut when it counts. That's the only way
you're going to learn if you've got what it takes to be successful
in trading.
Your best levels of creativity and
Don,
It's because IB does not have tick data. They have 5 second snapshot
data at the finest granularity. If you want tick data, you have to use
a true tick-by-tick data source like eSignal.
I know, I know. There's other charting packages out there that try
their best to take the concept
Yes. Read that section of the manual. It's all there.
--- In amibroker@yahoogroups.com, amon_gizeh [EMAIL PROTECTED] wrote:
Hi.
There is a code in afl to import ASCII data in Amibroker with one
click?
Thanks!
IB data...you get what you pay for. On average, it's pretty good, but
just look at that Globex historical data fiasco of theirs from 12/4.
Every data provider makes mistakes, but you will never see eSignal
have messed up e-mini data for as long as IB has let this go on.
If you trade for a
Jay, there isn't yet. Tomasz has it on his TODO list.
The workaround is to write the usual clunky code with flags and
contrived if/then/else blocks as a workaround.
Steve
--- In amibroker@yahoogroups.com, jay_podda [EMAIL PROTECTED] wrote:
I am wondering if there is Continue and Break
What you are asking is TICK playback but this requires
recording all ticks in real time for all symbols
If you are a futures trader, you only care about 6-12 symbols.
Personally, I trade the ER2 full-time and I would use the tick data
for that (on my volume charts) and some NYSE market
Joseph said:
Use speed of 0.2 will get you 1 second resolution.
The smallest piece of information is 5 seconds worth of data.
Slowing this down to 1/5th speed doesn't chop up 5 seconds of data
into 5 1-second pieces of data.
The tick file data I get from eSignal has a timestamp resolution
Tomasz,
The playback, as it is, doesn't look like it's going to work well
with tick and volume-based charts. The 5-second resolution is too
granular and causes the price bars to move way too fast at the 1x
speed level. It needs to be a 1 second resolution to be usable for
real-time
Dennis,
What are you trying to do? Suck the life force out of this group and
leave it for dead? Maybe you were some powerful guy in the 9 to 5
business world where that kind of detailed delegation of
responsibility got you fat bonuses, but I would hope that technique
doesn't fly in the
--- In amibroker@yahoogroups.com, scourt2000 [EMAIL PROTECTED] wrote:
Dennis,
What are you trying to do? Suck the life force out of this group
and
leave it for dead? Maybe you were some powerful guy in the 9 to
5
business world where that kind of detailed delegation of
responsibility got
Thomas,
Yes, it's easy, take a look:
What's not easy is getting Marcin and Tomasz to realize that you
still cannot independently outline the colored candles (e.g., in
black) to make them stand out better from the background chart
color.
I refer you to (my) Issue #36 on the Amibroker
Thanks so much Mark for contributing that code. You're so right.
Amibroker can do just about anything at a lower level, but if that
elegant function, ApplyStop(), can't do the job, you're probably in
for a world of hurt to get things just right.
I think what would help is if Tomasz would
Pat, I'd like to buy a vowel
lol
--- In amibroker@yahoogroups.com, areehoi [EMAIL PROTECTED] wrote:
Does anyone have or know of an indicator that counts the number of
New
Lows and also number of New Highs on a daily and/or weekly basis over
historical period. This should be done on a %
Hi,
I have a scalp trade system where I'm finding that many of my big
losers are due to holding overnight. What I'd like to do is that if
the last scalp trade doesn't get an exit signal by 16:10 EST (e-mini
futures close at 16:15 EST), I'll just close out the trade for
whatever profit or
Tell me about it, Natasha.
I was looking at another package that had some features (and ones
planned) that Amibroker didn't and took their latest beta for a test
drive. You would not believe the data pull difference with Tomasz's
eSignal plugin. Tomasz is 4 times faster at pulling data than
Hi Tomasz,
Speaking of TWS versions, is it okay to still use older versions of
the TWS with the IB controller? For example, on 1 PC I'm still using
856.5.
It would be nice to know what the lowest version number of the TWS we
can also expect the most recent IB Controller to still work
Hi Chuck,
That angle stuff is not going to help you become a profitable futures
trader. You're better off using your common sense as to what
constitutes a strong slope on either a 34 ema or 25 lsma by looking at
the price chart.
[Rather than give you the answer you're looking for, I chose
There is a free add-on tool for Microsoft Outlook (sorry, not Outlook
Express) called LookOut. It just about makes your searches
instantaneous. Microsoft bought the company but left the original
tool free.
Here's the link:
http://www.lookoutsoft.com/Lookout/download.html
Please
That website doesn't look right.
This looks like the correct link:
http://www.autoitscript.com/autoit3/
--- In amibroker@yahoogroups.com, dingo [EMAIL PROTECTED] wrote:
The way you describe is not that bad actually.
A more efficient way would be to use AutoIT www.autoit.com to
click
From a cost perspective, I think the best deal out there right now
for a real-time trading platform is TradeStation. They require
nominal amounts of either options/futures contracts or shares trade
per month to have the $99 platform fee waived.
Amibroker has the superior backtesting
How would one become proficient/knowledgable in writing code such
as this???
By understanding that the Buy[] array is not true ONLY on the bar
where the first buy signal occurred in a trade.
Required reading with 100% comprehension:
1. Tutorial in the docs on Understanding how AFL works
It's just that no one wants to turn into The Giving Tree:
http://www.banned-width.com/shel/works/giving.html
Look what happened to Dimitris Tsokakis. It was never enough and so
he moved on.
Someone had the nerve to ask outright for my winning system
developed through Amibroker. Instead, I
With the CCI(x), the zero line represents your simple moving average
of typical price ((H+L+C)/3) with a period of x. When the CCI
number is positive, that represents a mean deviation of TP above the
moving average and when it is a negative number, that mean deviation
of price is occurring
I wanted (buy at MACD crossing, sell at 3% profit or 10% loss),
This is a troubling statement to me. Why would anyone in this world
want to take over 3 times the loss vs. a win? Your win rate has to
(realistically, before transaction fees) maintain an 80% rate in
order for you to have a
I've been looking at the various stops in the backtester and didn't
find something that I do all the time in real-time trading:
When I am up X number of ticks when trading the ER2, I move my stop to
a breakeven + 1 tick. The backtester has a trailing stop, but this is
different. I want to
bucks
down
the drain if I can't get it to work right. What I'm really
worried
about though is screwing it up and accidentally cleaning out my
trading account. That would be a real drag.
Chuck
--- In amibroker@yahoogroups.com, scourt2000 stevehite@ wrote:
What do you have
What do you have to substantially gain by manually entering trades
to IB through Amibroker? Why would you discount its use in trading
just because of this? Do you realize that its capabilities to help
you backtest trading ideas far exceeds the trivial kind of
restriction you're placing on
With Amibroker, I have developed a VERY simple stop-and-reverse
futures trading systems where, if you traded it mechanically, it
would yield 40% winners but with a 3:1 avg win to loss ratio and a
15% to 20% drawdown. It has 55 to 85 trades per year and returns
around 10-15K per year per
Could some kind souls out there please put this Amibroker code in
your chart and verify for me that there is no way for you to be able
to have these colored candles on your chart AND have a black body
outline?
Thanks. I have been told numerous times that this functionality
exists and I
Is there an easy way to retrieve the nth bar from each day?
I like the genericity of this. Since I know the timeframe that the
retrieval is based on, I know exactly what time an array of the nth
bar per day represents.
For example, in a 5 min timeframe with regular trading hours EST, I
know
I know the plugin is working because I can pull stock symbols and
futures symbols through the IB Plugin with no problem. However, the
TICK-NYSE is not receiving data. The symbol is correct because I can
bring it up in IB's TWS.
Anyone know where I'm goofing up?
Thanks!
Steve
Please
?
PlotForeign( TICK-NYSE-NYSE-IND, Tick, colorDefault,
styleCandle , Null, Null ) ;
Robert
scourt2000 [EMAIL PROTECTED] wrote:
I know the plugin is working because I can pull stock symbols and
futures symbols through the IB Plugin with no problem. However,
the
TICK-NYSE
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