Hmm, thanks Ara. I liked his older code better, but as far as usefulness is
considered I am not sure. He surely seems to have his R-MESA or something of
that sort of trading system ranked consistently highly by one of the magazines.
> Notice that he does not use any of those principals in his c
Dear Members,
Though, I understand this is a fairly noob type question, when you first read
the error message, but trust me, it has racked my brains enough and more.
Okay so the details of the problem:
The Code Snippet:
smooth =
Hi Aron, thanks Tomasz
That indeed solved the problem, but I dont understand why.
Because,I personally checked the symbols they all had 700+ quotes
--- In amibroker@yahoogroups.com, Aron wrote:
>
> On 2/25/2010 2:02 PM, sohamdas wrote:
> > for(i =
Hi Members,
I have a few queries:
a.
Problem: I have segregated my universe into different sectors or groups, e.g
Pharma, Oil & Energy, FMCG, IT etc.I want to backtest a trend following system
but with a twist. The twist being, I want to take long/short positions on
stocks based out of each gr
uy and sell signals as they occur.
>
>
> --- In amibroker@yahoogroups.com, "sohamdas" wrote:
> >
> > Hi Members,
> >
> > I have a few queries:
> >
> > a.
> > Problem: I have segregated my universe into different sectors or groups,
>
Hi Tomasz, others
I have a database complete with 5 years of intraday data,1min timeframe, in
1500symbols +.
I would like to migrate this database to a generic MySQL database,so that I can
stay platform independent. For reasons obvious, I wont be able to export each
and every symbol and import
-
> > one to allow you to retrieve price and volume as you are asking and
> > the other to allow more ad hoc retrieval of non price / volume data).
> > I am successfully using mysql to retrieve non price/volume data and
> > integrating it into price/volume data that is
A simple .afl example would be:
>
> Filter=1;
>
> AddColumn(O,"o",1.2);
>
> AddColumn(H,"h",1.2);
>
> AddColumn(L,"l",1.2);
>
> AddColumn(C,"c",1.2);
>
> AddColumn(V,"v",1.2);
>
> Both Tomasz and I
I have got a code, which yields perfect results when the price series is
"Scanned", but the strategy simply doesnt take any trades at all, in backtest
mode.
Any solutions.
These are the following hard built parameters for backtesting, I have set up:
SetOption("AllowSameBarExit",False);
SetOpti
I have rechecked all the params, even the visual arrows are being shown
properly, the scanned results are being taken properly,but the backtesting
shows, no trades taken.
Any help, duely appreciated
--- In amibroker@yahoogroups.com, "sohamdas" wrote:
>
> I have got a co
Consider this code:
SetOption("AllowSameBarExit",False);
SetOption("AllowPositionShrinking", False);
SetOption("FuturesMode", True);
SetOption("InterestRate",3);
SetOption("MaxOpenPositions",1);
SetOption("MinShares",50);
SetOption("PriceBoundChecking",False);
SetOption("CommissionMode",1);
Hi Tomasz, Hi All
Is it possible to view the daily equity curve, through Account Manager, once I
upload all my historical (executed) trades here?
Thank You
Soham
P.S: Would be very eager to hear yes, adirect way or even an indirect way of
exporting or something, but please do let me know a wa
Dear Boarders,
Unknown to me, I posted multiple copies of this message. I have deleted other
instances from the forum. Apologies for the same.
Soham
--- In amibroker@yahoogroups.com, "Soham" wrote:
>
> Hi Tomasz and Hi Everybody
>
> Is it possible for me to view(export) my daily equity curve,
Hi Tomasz, hi others,
Is it possible to write backtesting scripts in C#? So as I understand there has
to be a separate dll or something which interfaces with AMI database and gives
a backtest report.
Your thoughts?
Soham
still does all the reporting).
> > >
> > > See "AmiBroker Development Kit":
> > >
> > > http://www.amibroker.com/download.html
> > >
> > > Mike
> > >
> > > --- In amibroker@yahoogroups.com, "sohamdas" wrot
infinitely easier than trying to integrate your own custom backtesting into
> AmiBroker's engine.
>
> Mike
>
> --- In amibroker@yahoogroups.com, "sohamdas" wrote:
> >
> > Thanks Mike, Jansaud, and Conrad
> >
> > Apologies, if my question is
debugging tools.
>
> Mike
>
> --- In amibroker@yahoogroups.com, "sohamdas" wrote:
> >
> > Mike, thanks for putting this succinctly. I never actually got to a point
> > to use Custom Backtester, so I dont know really about it.
> >
> > My need f
Hi Folks,
I have got a text file, which contains the exchange code of a particular scrip
and its industry seperated by a comma.
I want to implement the following logic inside my afl:
1. Read the file.
LOOP EACH LINE
2. Read the exchange code
3. Read the industry
4. If this industry exist
Can somebody give me a suggestion how to proceed.
Would be grateful!
--- In amibroker@yahoogroups.com, "sohamdas" wrote:
>
> Hi Folks,
>
> I have got a text file, which contains the exchange code of a particular
> scrip and its industry seperated by a comma.
>
lo,
>
> You may not need to loop through the the file and not use an AFL for it.
> Please read the help file for ASCII Import. There you may find the solution
> to do what you are looking for.
>
> With regards
>
> Sanjiv Bansal
>
> --- In amibroker@yahoogroups.com
Hi David,
It was wonderful seeing your code. I would like to know what is the format of
the options in your db?
Do you have it as an option chain or simple OHLCV/OI data for each call-put at
each strike
Soham
--- In amibroker@yahoogroups.com, "davidmartin_94025"
wrote:
>
> Hi, Rick. We trade
Hi Folks,
I have this file in this format
3MINDIA,Diversified,0
AARTIIND,Chemicals,1
ABAN,Oil Drilling And Exploration,2
.,.,.
.,.,.
and using this file to run this code:
EnableScript("jscript");
/* change this line according to your data file name */
<%
var filename = "Industry.csv";
var fso,
Folks,I can do with some of your gyaan.
--- In amibroker@yahoogroups.com, "sohamdas" wrote:
>
> Hi Folks,
>
> I have this file in this format
>
> 3MINDIA,Diversified,0
> AARTIIND,Chemicals,1
> ABAN,Oil Drilling And Exploration,2
> .,.,.
> .,.,.
&
Bill,
then how is the industry id modified?
--- In amibroker@yahoogroups.com, Bill S wrote:
>
> import with AmiBroker ASCII import program and include "$OVERWRITE 1" in the
> format file.
>
>
> On Wed, Jun 9, 2010 at 12:39 PM, sohamdas wrote:
>
> >
Bill, Sanjiv thanks I have solved the entire problem
Soham
--- In amibroker@yahoogroups.com, "sohamdas" wrote:
>
> Bill,
> then how is the industry id modified?
>
>
> --- In amibroker@yahoogroups.com, Bill S wrote:
> >
> > import with AmiBroker ASCII
Hi Folks,
Though, not exactly, Amibroker related but I guessed it might be a great place
to ask.
Can anybody of you, who have ample experience designing trading systems, can
comment that when I am designing a trading system, say, entries and exits are
to the extent possible frozen, what is th
It was such a "solid" read,that I took a lot of time to "process" it...almost a
day(kiddin, didnt know, it would attract so many high quality replies this soon)
Many thanks, folks. Especially Dr. Bandy, Matthias,Lionel, Raymond and others..
I am a programmer myself, and have a fair bit of mathem
Dr Bandy, what you said is true, about the second alternative. The risk
conditions are violated, with further scale-ins,when we double up etc.
But consider, if with each scale-in, we also move the stop loss point.In that
scenario, the situation can morph into one, where the risk doesnt increase
perspective of how entry and exit signals should be revised was
eye-opening.
Thanks,
Soham
--- In amibroker@yahoogroups.com, Howard B wrote:
>
> Greetings --
>
> Sohamdas wrote:
> "Dr Bandy, what you said is true, about the second alternative. The risk
> conditions are
Jeff,
Thanks for your perspective. Can you share some more insights on this, and
additionally direct me to some book(other than Ralph Vince) which teaches
behind the mathematics behind this kind of optimisation? [I had taken a basic
course in Linear Programming and Optimisation in college, so y
Hi Folks,
Is it possible to invoke or start an optimization process from the code itself?
And somehow get access to the best params which create a maxima?
I am tinkering with a potentially horror-inspiring idea of optimizing
continuously while trading live. So would like to backtest this idea a
Hi Folks,
I have got my universe of stocks classified into different industries. I intend
to generate, hypothetical index reflecting the growth of those industries, in
Amibroker.
Can you help me out in this. If possible I would like each one of them to start
from a common number, say 100 or 1
lately. I really want
> to start making systems that adapt on their own, but I have no idea what
> would be considered the best approach for accomplishing this in AB.
>
> --- In amibroker@yahoogroups.com, "sohamdas" wrote:
> >
> > Hi Folks,
> >
> > Is i
Hi Folks any help on this
Soham
--- In amibroker@yahoogroups.com, "sohamdas" wrote:
>
> Hi Folks,
>
> I have got my universe of stocks classified into different industries. I
> intend to generate, hypothetical index reflecting the growth of those
> industries, i
Aug 10, 2010 at 10:02 AM, sohamdas wrote:
>
> > Hi Folks any help on this
> >
> > Soham
> >
> > --- In amibroker@yahoogroups.com, "sohamdas" wrote:
> > >
> > > Hi Folks,
> > >
> > > I have got my universe of stocks clas
sym="~"+SectorID(1);
> AddToComposite(L,sym,"L", 1 + 2);
> AddToComposite(O,sym,"O", 1 + 2);
> AddToComposite(H,sym,"H", 1 + 2);
> AddToComposite(C,sym,"C", 1 + 2);
> AddToComposite(V,sym,"V", 1 + 2);
>
> Cheers
>
>
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